Thursday, 27 December 2018

Proof of determinants for matrices of any order



I was told that the determinant of a square matrix can be expanded along any row or column and given a proof by expanding in all possible ways, but only for square matrices of order 2 and 3.





  • Is a general proof for any order even possible ?

  • If so, how is this done ?

  • On a similar note, how can we prove the various properties of determinants for square matrices for any order like the following:




    • Swap two rows/columns and all we get is a minus sign as a result.

    • R1R1+aR2 does not change the determinant.

    • Determinant of the transpose is the same as the determinant of the original matrix.




Answer



Here is one possible path. We define the determinant recursively:




  • if A is 1×1, let detA=A;


  • If A is (n+1)×(n+1), let
    detA=n+1k=1(1)k+1Ak1MAk1,


    where MAk1 is the determinant of the n×n matrix obtained by removing the kth row and the first column of A.




Now,




  1. Show that if B is obtained from A by multiplying a row by α, then detB=αdetA.

    This is done by induction very easily.


  2. Show that if we have A,B,C with Arj=Brj+Crj for all j, and Akj=Bkj=Ckj when kr and for all j, then
    detA=detB+detC.

    Again this is done by induction. When r=1 the equality follows trivially from the definition of determinant (as the minors of A,B,C will be all equal) and when r1 we use induction.



  3. Show that if B is obtained from A by swapping two rows, then detB=detA.

    Here one first swaps rows 1 and r, and then any other swapping of two rows r and s can be achieved by three swaps (r to 1, s to 1, r to 1). This can be used to show that one can calculate the determinant along any row (swap it with row 1).


  4. It now follows that if A has two equal rows, then detA=0 (because detA=detA).


  5. If Brj=Arj+αAsj, and Bkj=Akj when kr, then by 1. and 2.,
    detB=detA+αdetC,

    where C is the matrix equal to A but with the s row in place of the r row; by 4., detC=0, so $$\det B=\det A$.


  6. Now one considers the elementary matrices, and checks directly (using the above properties) that for any elementary matrix E, detEA=detEdetA.


  7. If B is invertible, then B can be written as a product of elementary matrices, B=E1E2Em, and so
    detBA=detE1E2EmA=detE1detE2detEmdetA =det(E1Em)detA=detBdetA.



    Similarly, detAB=detAdetB.


  8. If neither A nor B are invertible: then AB is not invertible either. For a non-invertible matrix, its Reduced Row Echelon form has a row of zeroes, and so its determinant is zero; as we can move to A by row operations, it follows that detA=0; similarly, detAB=0. So detAB=detAdetB

    also when one of them is not invertible.


  9. Knowing that det is multiplicative, we immediate get that, when A is invertible, detA1=1detA.


  10. For an arbitrary matrix A, it is similar to its Jordan form: A=PJP1. Then
    detA=det(PJP1)=detPdetJ1detP=detJ.


    As J is triangular with the eigenvalues of A (counting multiplicities) in its diagonal, we get that
    detA=λ1λn,

    where λ1,,λn are the eigenvalues of A, counting multiplicities.


  11. Since the eigenvalues of AT are the same as those from A, we get
    detAT=detA.


  12. Now, everything we did for rows, we can do for columns by working on the transpose. In particular, we can calculate the determinant along any column.



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