The document is a lecture on Linear Algebra and Differential Equations, focusing on determinants and their properties. It covers the definitions, calculations, and crucial properties of determinants, including multilinearity, alternating property, and normalization property. Additionally, it discusses the invertibility of matrices in relation to their determinants.
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Lecture8_D1
The document is a lecture on Linear Algebra and Differential Equations, focusing on determinants and their properties. It covers the definitions, calculations, and crucial properties of determinants, including multilinearity, alternating property, and normalization property. Additionally, it discusses the invertibility of matrices in relation to their determinants.
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Download as PDF, TXT or read online on Scribd
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MA 110
Linear Algebra and Differential Equations
Lecture 08
Prof. Sudhir R. Ghorpade
Department of Mathematics IIT Bombay http://www.math.iitb.ac.in/∼srg/
Spring 2025
Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08
Review of last lecture We have discussed the following important notions. Rank of a matrix Vector subspaces (of Rn×1 ). Basis of a subspace Dimension of a subspace Span of a subset of a vector subspace. Null space and the column space of a matrix. And we proved several important results such as: Characterizations of a basis of a vector subspace Rank-Nullity Theorem Fundamental Theorem for Linear Systems: We also saw how a basis of the row space R(A) and a basis of the column space C(A) of a matrix A can be found by looking at a row echelon form of A. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 Determinants You already know formulas for determinants of 1 × 1, 2 × 2 and 3 × 3 matrices. Let us recall them.
a1 b1 det a1 = a1 , det = a1 b2 − a2 b1 and a2 b2 a1 b1 c1 det a2 b2 c2 = a1 (b2 c3 −b3 c2 )−b1 (a2 c3 −a3 c2 )+c1 (a2 b3 −a3 b2 ), a3 b3 c3 which is also equal to a1 (b2 c3 − b3 c2 ) − a2 (b1 c3 − b3 c1 ) + a3 (b1 c2 − b2 c1 ).
We shall presently give formulas for the determinant of an
n × n matrix, that is, of a matrix of size n, where n ∈ N, and we shall explore their use in matrix theory. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 a11 · · · a1k ··· a1n .. .. .. . . . aj1 · · · ··· ajk ajn n×n Let n ∈ N and let A := ∈R . .. .. .. . . . an1 · · · ank ··· ann The determinant of A is a real number defined inductively as follows. For n := 1, define det A := a11 . Let n ≥ 2, and suppose we have defined the determinant of any (n − 1)×(n − 1) matrix. For j, k = 1, . . . , n, let Ajk denote the submatrix of A obtained by deleting the jth row and the kth column of A, and let Mjk := det Ajk , called the (j, k)th minor of A. Define
det A := a11 M11 −a12 M12 +· · ·+(−1)1+k a1k M1k +· · ·+(−1)1+n a1n M1n .
This is also known as the expansion for the determinant of
A in terms of the first row of A. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 An immediate consequence of our definition is the following. Proposition If A is lower triangular, then the determinant of A is the product of its diagonal entries. Proof. det A = a11 M11 since a12 = · · · = a1n = 0, etc. Next, it can be proved by induction on the size n of a matrix that det A is equal to the following expansions in terms of the jth row of A, and also in terms of the kth column of A: Xn det A = (−1)j+k ajk Mjk for each j ∈ {1, . . . , n} k=1 n X det A = (−1)j+k ajk Mjk for each k ∈ {1, . . . , n} j=1
(For a proof, see Kreyszig, Appendix 4, page A81.)
Note: The signs (−1)j+k follow a zigzag pattern. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 Proposition Let A be a square matrix. Then det AT = det A.
Proof. This is obvious if n = 1. Let now n ≥ 2, and assume
this property for all (n − 1)×(n − 1) matrices. Note that (AT )jk = (Akj )T for all j, k = 1, . . . , n, that is, the submatrix obtained by deleting the jth row and the kth column of AT is the same as the transpose of the submatrix obtained by deleting the kth row and the jth column of A. (For example, a11 a12 a13 a11 a21 a31 A := a21 a22 a23 =⇒ AT = a12 a22 a32 , a31 a32 a33 a13 a23 a33 T T a21 a31 a21 a23 so that (A )21 = = = (A12 )T .) a23 a33 a31 a33
Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08
0 0 Let A := [ajk ] and AT := [ajk ]. Then ajk = akj and Mjk0 := det(AT )jk = det(Akj )T = det Akj = Mkj by the inductive hypothesis for j, k = 1, . . . , n. Expanding det AT in terms of its first row, and det A in terms of its first column, 0 0 0 0 0 0 det AT = a11 M11 − a12 M12 + · · · + (−1)1+n a1n M1n = a11 M11 − a21 M21 + · · · + (−1)n+1 an1 Mn1 = det A.
Corollary If A is upper triangular, then the determinant of A is the product of its diagonal entries.
Proof. Let A be upper triangular. Then AT is lower triangular
and has the same diagonal entries as those of A.
Let us write A := c1 · · · ck · · · cn in terms of its n columns. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 Crucial Properties of the determinant function A 7−→ det A from Rn×n to R: 1. [Multilinearity] If k ∈ {1, . . . , n} and ck = α c0k + β c00k for some α, β ∈R and column vectors c0k , c00k ∈ Rn×1 , then det A = det c1 · · · α c0k + β c00k · ·· cn is equal to α det c1 · · · c0k · · · cn + β det c1 · · · c00k · · · cn .
This is proved by expanding det A in terms of its kth column.
Note that the multilinearity implies that det(αA) = αn det A. 2. [Alternating Property] Suppose n ≥ 2. If ck = c` for some k 6= `, then det A = 0, that is, if 2 columns of a matrix are identical, then its determinant is 0. This is clear for n = 2, and for n ≥ 3, this is proved using induction on n, by expanding det A in terms of a column cp of A, where p 6= k and p 6= `. 3. [Normalization Property] det I = 1 , that is, the determinant of the identity matrix is equal to 1. This is obvious. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 Proposition Let A be a square matrix. (i) If two columns of A are interchanged, then det A gets multiplied by −1. (ii) Addition of a multiple of a column to another column of A does not alter det A. (iii) Multiplication of a column of A by a scalar α results in the multiplication of det A by α.
Proof: Let A := c1 · · · ck · · · c` · · · cn , where k 6= `.
(i) Define α := det c1 · · · (ck + c` ) · · · (ck + c` ) · · · cn . Then α = 0 since the matrix has two identical columns. On the other hand, α = β + γ, where β := det c1 · · · (ck + c` ) · · · ck · · · cn and γ := det c1 · · · (ck + c` ) · · · c` · · · cn . Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 In turn, β := β1 + β2 and γ = γ1 + γ2 , where
β1 = det c1 · · · ck · · · ck · · · cn ,
β2 = det c1 · · · c` · · · ck · · · cn ,
γ1 = det c1 · · · ck · · · c` · · · cn ,
γ2 = det c1 · · · c` · · · c` · · · cn .
But β1 = 0 = γ2 since two columns are identical. Since
0 =α = β + γ = β2 + γ1 , we see that γ1 = −β2 , that is, det c1 · · · ck · · · c` · · · cn is equal to − det c1 · · · c` · · · ck · · · cn , as desired. (ii) Suppose α times the `th column of A is added to the kth column of A. Then det c1 · · · (ck + α c` ) · · · c` · · · cn is equal to det A + α det c1 · · · c` · · · c` · · · cn = det A. (iii)Suppose the kth column of A is multiplied by α. Then det c1 · · · α ck · · · cn = α det c1 · · · ck · · · cn = α det A. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 Corollary Let A be a square matrix. (i) If two rows of A are interchanged, then det A gets multiplied by −1. (ii) Addition of a multiple of a row to another row of A does not alter det A. (iii) Multiplication of a row of A by a scalar α results in the multiplication of det A by α.
Proof. Since the columns of AT are the rows of A, and since
det A = det AT , these results follow from the previous proposition. The above corollary can be used to find det A as follows. Transform A to A0 by EROs of type I and type II, where A0 is in REF, keeping track of the number of row interchanges. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 Now A0 is an upper triangular matrix. Let p be the number of 0 0 row interchanges, and let a11 , . . . , ann be the diagonal entries 0 0 0 0 of A . Then det A = (−1) det A = (−1)p a11 p · · · ann . Example 0 2 0 −1 1 2 1 −1 1 2 1 −1 R1 ←→R2 0 2 0 −1 Let A := 0 0 −−−−−→ 3 2 0 0 3 2 1 −2 1 −2 1 −2 1 −2 1 2 1 −1 1 2 1 −1 R4 −R1 0 2 0 −1 R4 +2R2 0 2 0 −1 = A0 . −− −→ −−−−→ 0 0 3 2 0 0 3 2 0 −4 0 −1 0 0 0 −3 Since there is only one row interchange while transforming A to A0 , since A0 is in REF, and since det A0 = 1 · 2 · 3 · (−3) = −18, we see that det A = (−1)(−18) = 18. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 We give a criterion for the invertibility of a square matrix in terms of its determinant. Proposition A square matrix A is invertible if and only if det A 6= 0.
Proof. Suppose A is invertible. We have seen that A can be
transformed to its RCF, namely to I, by EROs. Suppose this process involves p row interchanges (that is, EROs of type I) and multiplications of rows by the nonzero scalars α1 , . . . , αq (that is, EROs of type III). Then det(A) = (−1)p (α1 · · · αq )−1 det I = (−1)p (α1 · · · αq )−1 6= 0. Conversely, suppose A is not invertible. Then the column rank of A is less than the number of columns of A. Hence one of its columns is a linear combination of the other columns. WLOG, we suppose that it is the first column, that is, c1 = α2 c2 + · · · + αk ck + · · · + αn cn , where α2 , . . . , αn ∈ R. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08 By the first two crucial properties of the determinant function,
αn cn c2 · · · ck · · · cn = 0 + · · · + 0 + · · · + 0 = 0. Remark We have given several criteria for the invertibility of an n×n matrix A. We list them below. (i) The linear system Ax = 0 has 0 as the only solution. (ii) There is a matrix B such that BA = I or AB = I. (iii) The RCF of A is I. (iv) rank A = n. (v) nullity(A) = 0, (vi) det A 6= 0. Prof. S. R. Ghorpade, IIT Bombay Linear Algebra: Lecture 08