1.2 Elementary Algebra1.4 Calculus of One Variable

§1.3 Determinants

Contents

§1.3(i) Definitions and Elementary Properties

1.3.1\det[a_{{jk}}]=\begin{vmatrix}a_{{11}}&a_{{12}}\\
a_{{21}}&a_{{22}}\end{vmatrix}=a_{{11}}a_{{22}}-a_{{12}}a_{{21}}.
1.3.2\det[a_{{jk}}]=\begin{vmatrix}a_{{11}}&a_{{12}}&a_{{13}}\\
a_{{21}}&a_{{22}}&a_{{23}}\\
a_{{31}}&a_{{32}}&a_{{33}}\end{vmatrix}=a_{{11}}\begin{vmatrix}a_{{22}}&a_{{23}}\\
a_{{32}}&a_{{33}}\end{vmatrix}-a_{{12}}\begin{vmatrix}a_{{21}}&a_{{23}}\\
a_{{31}}&a_{{33}}\end{vmatrix}+a_{{13}}\begin{vmatrix}a_{{21}}&a_{{22}}\\
a_{{31}}&a_{{32}}\end{vmatrix}=a_{{11}}a_{{22}}a_{{33}}-a_{{11}}a_{{23}}a_{{32}}-a_{{12}}a_{{21}}a_{{33}}+a_{{12}}a_{{23}}a_{{31}}+a_{{13}}a_{{21}}a_{{32}}-a_{{13}}a_{{22}}a_{{31}}.

Higher-order determinants are natural generalizations. The minor M_{{jk}} of the entry a_{{jk}} in the nth-order determinant \det[a_{{jk}}] is the (n-1)th-order determinant derived from \det[a_{{jk}}] by deleting the jth row and the kth column. The cofactor A_{{jk}} of a_{{jk}} is

1.3.3A_{{jk}}=(-1)^{{j+k}}M_{{jk}}.

An nth-order determinant expanded by its jth row is given by

1.3.4\det[a_{{jk}}]=\sum^{n}_{{\ell=1}}a_{{j\ell}}A_{{j\ell}}.

If two rows (or columns) of a determinant are interchanged, then the determinant changes sign. If two rows (columns) of a determinant are identical, then the determinant is zero. If all the elements of a row (column) of a determinant are multiplied by an arbitrary factor \mu, then the result is a determinant which is \mu times the original. If \mu times a row (column) of a determinant is added to another row (column), then the value of the determinant is unchanged.

1.3.5\det[a_{{jk}}]^{{\mathrm{T}}}=\det[a_{{jk}}],
1.3.6\det[a_{{jk}}]^{{-1}}=\frac{1}{\det[a_{{jk}}]},
1.3.7\det([a_{{jk}}][b_{{jk}}])=(\det[a_{{jk}}])(\det[b_{{jk}}]).

Hadamard’s Inequality

For real-valued a_{{jk}},

1.3.8{\begin{vmatrix}a_{{11}}&a_{{12}}\\
a_{{21}}&a_{{22}}\end{vmatrix}}^{2}\leq(a^{2}_{{11}}+a^{2}_{{12}})(a^{2}_{{21}}+a^{2}_{{22}}),
1.3.9\det[a_{{jk}}]^{2}\leq\left(\sum^{n}_{{k=1}}a^{2}_{{1k}}\right)\left(\sum^{n}_{{k=1}}a^{2}_{{2k}}\right)\dots\left(\sum^{n}_{{k=1}}a^{2}_{{nk}}\right).

Compare also (1.3.7) for the left-hand side. Equality holds iff

1.3.10a_{{j1}}a_{{k1}}+a_{{j2}}a_{{k2}}+\dots+a_{{jn}}a_{{kn}}=0

for every distinct pair of j,k, or when one of the factors \sum^{n}_{{k=1}}a^{2}_{{jk}} vanishes.

§1.3(ii) Special Determinants

An alternant is a determinant function of n variables which changes sign when two of the variables are interchanged. Examples:

Vandermonde Determinant or Vandermondian

1.3.13\begin{vmatrix}1&x_{1}&x^{2}_{1}&\cdots&x^{{n-1}}_{1}\\
1&x_{2}&x^{2}_{2}&\cdots&x^{{n-1}}_{2}\\
\vdots&\vdots&\vdots&\ddots&\vdots\\
1&x_{n}&x^{2}_{n}&\cdots&x_{n}^{{n-1}}\end{vmatrix}=\prod _{{1\leq j<k\leq n}}(x_{k}-x_{j}).

Cauchy Determinant

Circulant

1.3.15\begin{vmatrix}a_{1}&a_{2}&\cdots&a_{n}\\
a_{n}&a_{1}&\cdots&a_{{n-1}}\\
\vdots&\vdots&\ddots&\vdots\\
a_{2}&a_{3}&\cdots&a_{1}\end{vmatrix}=\prod^{n}_{{k=1}}(a_{1}+a_{2}\omega _{k}+a_{3}\omega _{k}^{2}+\dots+a_{n}\omega _{k}^{{n-1}}),

where \omega _{1},\omega _{2},\dots,\omega _{n} are the nth roots of unity (1.11.21).

Krattenthaler’s Formula

For

1.3.16t_{{jk}}=(x_{j}+a_{n})(x_{j}+a_{{n-1}})\cdots(x_{j}+a_{{k+1}})\*(x_{j}+b_{k})(x_{j}+b_{{k-1}})\cdots(x_{j}+b_{2}),
1.3.17\det[t_{{jk}}]=\prod _{{1\leq j<k\leq n}}(x_{j}-x_{k})\prod _{{2\leq j\leq k\leq n}}(b_{j}-a_{k}).

§1.3(iii) Infinite Determinants

Let a_{{j,k}} be defined for all integer values of j and k, and D_{n}[a_{{j,k}}] denote the (2n+1)\times(2n+1) determinant

1.3.18D_{n}[a_{{j,k}}]=\begin{vmatrix}a_{{-n,-n}}&a_{{-n,-n+1}}&\dots&a_{{-n,n}}\\
a_{{-n+1,-n}}&a_{{-n+1,-n+1}}&\dots&a_{{-n+1,n}}\\
\vdots&\vdots&\ddots&\vdots\\
a_{{n,-n}}&a_{{n,-n+1}}&\dots&a_{{n,n}}\end{vmatrix}.

If D_{n}[a_{{j,k}}] tends to a limit L as n\to\infty, then we say that the infinite determinant D_{\infty}[a_{{j,k}}] converges and D_{\infty}[a_{{j,k}}]=L.

Of importance for special functions are infinite determinants of Hill’s type. These have the property that the double series

1.3.19\sum^{\infty}_{{j,k=-\infty}}|a_{{j,k}}-\delta _{{j,k}}|

converges (§1.9(vii)). Here \delta _{{j,k}} is the Kronecker delta. Hill-type determinants always converge.

For further information see Whittaker and Watson (1927, pp. 36–40) and Magnus and Winkler (1966, §2.3).