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§1.3 Determinants, Linear Operators, and Spectral Expansions

Contents
  1. §1.3(i) Determinants: Elementary Properties
  2. §1.3(ii) Special Determinants
  3. §1.3(iii) Infinite Determinants
  4. §1.3(iv) Matrices as Linear Operators

§1.3(i) Determinants: Elementary Properties

Formal Calculation of Determinants

The notation is that of (1.2.58). For n=2:

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}.

For n=3:

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

1.3.3 A_{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.

Relationships Between Determinants

1.3.5 \det\left(\mathbf{A}^{\mathrm{T}}\right)=\det(\mathbf{A}),
1.3.6 \det\left({\mathbf{A}}^{-1}\right)=\frac{1}{\det(\mathbf{A})},
1.3.7 \det(\mathbf{A}\mathbf{B})=\det(\mathbf{A})\det(\mathbf{B}).

Determinants of Upper/Lower Triangular and Diagonal Matrices

The determinant of an upper or lower triangular, or diagonal, square matrix \mathbf{A} is the product of the diagonal elements \det(\mathbf{A})=\prod_{i=1}^{n}a_{ii}.

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}_{2%
2}),
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

1.3.10 a_{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:

1.3.11 \det[f_{k}(x_{j})],j=1,\dots,n; k=1,\dots,n,
1.3.12 \det[f(x_{j},y_{k})],j=1,\dots,n; k=1,\dots,n.

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

1.3.14 \det\left[\frac{1}{a_{j}-b_{k}}\right]=(-1)^{n(n-1)/2}\*\prod_{1\leq j<k\leq n%
}(a_{k}-a_{j})(b_{k}-b_{j})\Bigg/\prod^{n}_{j,k=1}(a_{j}-b_{k}).

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

1.3.16 t_{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

1.3.18 D_{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}\left|a_{j,k}-\delta_{j,k}\right|

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).

§1.3(iv) Matrices as Linear Operators

Linear Operators in Finite Dimensional Vector Spaces

Square matices can be seen as linear operators because \mathbf{A}(\alpha\mathbf{a}+\beta\mathbf{b})=\alpha\mathbf{A}\mathbf{a}+\beta%
\mathbf{A}\mathbf{b} for all \alpha,\beta\in\mathbb{C} and \mathbf{a},\mathbf{b}\in\mathbf{E}_{n}, the space of all n-dimensional vectors.

Self-Adjoint Operators on \mathbf{E}_{n}

The adjoint of a matrix \mathbf{A} is the matrix {\mathbf{A}}^{*} such that \left\langle\mathbf{A}\mathbf{a},\mathbf{b}\right\rangle=\left\langle\mathbf{a%
},{\mathbf{A}}^{*}\mathbf{b}\right\rangle for all \mathbf{a},\mathbf{b}\in\mathbf{E}_{n}. In the case of a real matrix {\mathbf{A}}^{*}=\mathbf{A}^{\mathrm{T}} and in the complex case {\mathbf{A}}^{*}={\mathbf{A}}^{{\rm H}}.

Real symmetric (\mathbf{A}=\mathbf{A}^{\mathrm{T}}) and Hermitian (\mathbf{A}={\mathbf{A}}^{{\rm H}}) matrices are self-adjoint operators on \mathbf{E}_{n}. The spectrum of such self-adjoint operators consists of their eigenvalues, \lambda_{i},i=1,2,\dots,n, and all \lambda_{i}\in\mathbb{R}. The corresponding eigenvectors \mathbf{a}_{1},\dots,\mathbf{a}_{n} can be chosen such that they form a complete orthonormal basis in \mathbf{E}_{n}.

Let the columns of matrix \mathbf{S} be these eigenvectors \mathbf{a}_{1},\dots,\mathbf{a}_{n}, then {\mathbf{S}}^{-1}={\mathbf{S}}^{{\rm H}}, and the similarity transformation (1.2.73) is now of the form {\mathbf{S}}^{{\rm H}}\mathbf{A}\mathbf{S}=\lambda_{i}\delta_{i,j}. For Hermitian matrices \mathbf{S} is unitary, and for real symmetric matrices \mathbf{S} is an orthogonal transformation.

For self-adjoint \mathbf{A} and \mathbf{B}, if [{\mathbf{A}},{\mathbf{B}}]=\boldsymbol{{0}}, see (1.2.66), simultaneous eigenvectors of \mathbf{A} and \mathbf{B} always exist.

Orthonormal Expansions

Assuming \{\mathbf{a}_{i}\} is an orthonormal basis in \mathbf{E}_{n}, any vector \mathbf{u} may be expanded as

1.3.20 \mathbf{u}=\sum_{i=1}^{n}c_{i}\mathbf{a}_{i},c_{i}=\left\langle\mathbf{u},\mathbf{a}_{i}\right\rangle.

Taking l^{2} norms,

1.3.21 {\left\|{\mathbf{u}}\right\|}^{2}=\sum_{i=1}^{n}{\left|c_{i}\right|}^{2},

which is Parseval’s equality.