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Determinant

Multiplicative Property

In this section we assume the usual definition of a determinant, from which one can derive the following properties that we will need:

detdiag(d1,d2,,dn)=d1d2dn,\det \mathrm{diag}(d_1, d_2, \dots, d_n)=d_1 d_2 \dots d_n\,,

detAB=detAdetB,\det AB = \det A \det B\,,

detλA=λndetA.\det \lambda A = \lambda^n \det A\,.

Now our task is to find all functions f(A)f(A) from matrices to real numbers that satisfy the multiplicative property:

f(AB)=f(A)f(B).f(AB) = f(A)f(B)\,.

We will use (4) repeatedly in the following calculation. First we decompose the matrix A=HUA=HU using a polar decomposition, where HH is Hermitian and UU is unitary. Both HH and UU are individually diagonalizable (but not mutually diagonalizable, since AA is not in general diagonalizable). For any matrix CC that is diagonalizable, we can write C=PDP1C=P D P^{-1} where DD is diagonal and PP is invertible. Then:

f(C)=f(PDP1)=f(P)f(D)f(P1)=f(P)f(P1)f(D)=f(C) = f(P D P^{-1}) = f(P) f(D) f(P^{-1}) = f(P) f(P^{-1}) f(D)=

=f(PP1D)=f(D).= f(P P^{-1} D) = f(D)\,.

That means that if a matrix is diagonalizable, then ff applied to that matrix is equal to ff applied to the diagonal matrix.

Below we will use matrices PiP_i that are unit matrices with the 1st and ii-th rows permuted. Now we can compute, using the fact that HH and UU can be decomposed into diagonal matrices DHD_H and DUD_U, and their product is also a diagonal matrix D=DHDUD=D_H D_U:

f(A)=f(HU)=f(H)f(U)=f(DH)f(DU)=f(DHDU)=f(D)=f(A) = f(HU) = f(H)f(U) = f(D_H)f(D_U) = f(D_H D_U) = f(D) =

=f(diag(d1,1,1,))f(diag(1,d2,1,))f(diag(1,,1,dn))== f(\mathrm{diag}(d_1,1,1,\dots)) f(\mathrm{diag}(1,d_2,1,\dots)) \dots f(\mathrm{diag}(1,\dots,1,d_n))=

=f(P1diag(d1,1,1,)P11)f(P2diag(d2,1,1,)P21)= f(P_1\mathrm{diag}(d_1,1,1,\dots)P_1^{-1}) f(P_2\mathrm{diag}(d_2,1,1,\dots)P_2^{-1}) \dots

f(Pndiag(dn,1,1,)Pn1)=\dots f(P_n\mathrm{diag}(d_n,1,1,\dots)P_n^{-1})=

=f(diag(d1,1,1,)diag(d2,1,1,)diag(dn,1,1,))== f(\mathrm{diag}(d_1,1,1,\dots) \mathrm{diag}(d_2,1,1,\dots) \dots \mathrm{diag}(d_n,1,1,\dots))=

=f(diag(d1d2dn,1,1,))== f(\mathrm{diag}(d_1 d_2 \dots d_n,1,1,\dots))=

=f(diag(detD,1,1,))== f(\mathrm{diag}(\det D,1,1,\dots))=

=g(detD)=g(detDHDU)=g(detDHdetDU)=g(detHdetU)== g(\det D)= g(\det D_H D_U) = g(\det D_H \det D_U)= g(\det H \det U) =

=g(detHU)=g(detA),=g(\det HU) = g(\det A)\,,

where we defined a function g(x)g(x) using

g(x)=f(diag(x,1,1,)).g(x) = f(\mathrm{diag}(x,1,1,\dots))\,.

Let’s compute the functional equation for g(x)g(x):

g(xy)=f(diag(xy,1,1,))=g(x y) = f(\mathrm{diag}(xy,1,1,\dots))=

=f(diag(x,1,1,)diag(y,1,1,))==f(\mathrm{diag}(x,1,1,\dots)\mathrm{diag}(y,1,1,\dots))=

=f(diag(x,1,1,))f(diag(y,1,1,))==f(\mathrm{diag}(x,1,1,\dots)) f(\mathrm{diag}(y,1,1,\dots))=

=g(x)g(y).=g(x) g(y)\,.

In the above computations we have only used (4) and no other assumptions.

Let’s summarize our results. From (4) it follows that:

f(A)=g(detA),f(A) = g(\det A)\,,

g(xy)=g(x)g(y),g(xy) = g(x)g(y)\,,

for numbers xx, yy.

The equation (22) can be solved in several different ways.

Approach 1: Assuming that f(A)f(A) (and thus g(x)g(x)) is measurable, the multiplicative Cauchy equation is solved in Homomorphisms CC\mathbb C^*\to\mathbb C^*. For real-valued functions this gives g(x)=0g(x)=0 or, on R\mathbb R^*, g(x)=sgn(x)ϵxsg(x)=\operatorname{sgn}(x)^\epsilon |x|^s with ϵ{0,1}\epsilon\in\{0,1\} and sRs\in\mathbb R. Consequently the only nonzero solution to (4) is a power of a determinant (optionally multiplied by the signum function). Without measurability, there are also highly pathological solutions.

Approach 2: Instead of assuming measurability, we can instead assume homogeneity:

f(λA)=λnf(A),f(\lambda A) = \lambda^n f(A)\,,

where nn is the (integer) dimension of the matrix AA. Using (21) and (22) we get:

f(λA)=g(detλA)=g(λndetA)=g(λn)g(detA)=g(λn)f(A)=f(\lambda A) = g(\det \lambda A) =g(\lambda^n \det A) =g(\lambda^n) g(\det A) =g(\lambda^n) f(A)=

=g(λ)nf(A)=f(g(λ)A).=g(\lambda)^n f(A) =f(g(\lambda) A)\,.

Comparing the LHS and RHS we can see that g(λ)=λg(\lambda)=\lambda, or:

g(x)=xg(x) = x

and from (21) we get:

f(A)=detA.f(A) = \det A\,.

Summary:

Cauchy Functional Equations

The additive and multiplicative Cauchy functional equations, including the measurable solutions needed above, are collected in Homomorphisms CC\mathbb C^*\to\mathbb C^*.

Geometric Definition

The way to define a determinant using area/volume from geometry is as follows:

V(e1,e2)=1,V(\mathbf{e}_1,\mathbf{e}_2) = 1\,,

V(u,u)=0,V(\mathbf{u},\mathbf{u}) = 0\,,

for c>0c>0:

V(cu,w)=cV(u,w)=V(u,cw),V(c\mathbf{u}, \mathbf{w}) = c V(\mathbf{u}, \mathbf{w}) = V(\mathbf{u}, c\mathbf{w})\,,

V(u+v,w)=V(u,w)+V(v,w),V(\mathbf{u}+\mathbf{v}, \mathbf{w}) = V(\mathbf{u}, \mathbf{w}) + V(\mathbf{v}, \mathbf{w})\,,

V(w,u+v)=V(w,u)+V(w,v).V(\mathbf{w}, \mathbf{u}+\mathbf{v}) = V(\mathbf{w}, \mathbf{u}) + V(\mathbf{w}, \mathbf{v})\,.

All these formulas can be “derived” from intuitive properties of areas in 2D. Another equivalent set of requirements is:

V(e1,e2)=1,V(\mathbf{e}_1,\mathbf{e}_2) = 1\,,

V(cu,w)=cV(u,w)=V(u,cw),V(c\mathbf{u}, \mathbf{w}) = c V(\mathbf{u}, \mathbf{w}) = V(\mathbf{u}, c\mathbf{w})\,,

V(u+v,v)=V(u,v)=V(u,u+v).V(\mathbf{u}+\mathbf{v}, \mathbf{v}) = V(\mathbf{u}, \mathbf{v}) = V(\mathbf{u}, \mathbf{u}+\mathbf{v})\,.

Let’s use the first set of requirements below. We get:

0=V(vv,w)=V(v,w)+V(v,w),0 = V(\mathbf{v}-\mathbf{v}, \mathbf{w}) = V(\mathbf{v}, \mathbf{w}) + V(-\mathbf{v}, \mathbf{w})\,,

from which it follows:

V(v,w)=V(v,w).V(-\mathbf{v}, \mathbf{w}) = -V(\mathbf{v}, \mathbf{w})\,.

Now we derive antisymmetry:

0=V(u+v,u+v)=0 = V(\mathbf{u}+\mathbf{v}, \mathbf{u}+\mathbf{v}) =

=V(u,u)+V(u,v)+V(v,u)+V(v,v)=V(u,v)+V(v,u)= V(\mathbf{u},\mathbf{u}) + V(\mathbf{u},\mathbf{v}) + V(\mathbf{v},\mathbf{u}) + V(\mathbf{v},\mathbf{v}) = V(\mathbf{u},\mathbf{v}) + V(\mathbf{v},\mathbf{u})

and we get:

V(v,u)=V(u,v).V(\mathbf{v},\mathbf{u}) = -V(\mathbf{u},\mathbf{v})\,.

Now we derive a formula for VV:

V(u,v)=V(u1e1+u2e2,v1e1+v2e2)=V(\mathbf{u},\mathbf{v}) = V(u_1\mathbf{e}_1+u_2\mathbf{e}_2, v_1\mathbf{e}_1+v_2\mathbf{e}_2) =

=u1v2V(e1,e2)+u2v1V(e2,e1)=(u1v2u2v1)V(e1,e2)=u1v2u2v1.= u_1v_2V(\mathbf{e}_1,\mathbf{e}_2) + u_2v_1V(\mathbf{e}_2,\mathbf{e}_1) = (u_1v_2-u_2v_1)V(\mathbf{e}_1,\mathbf{e}_2) = u_1v_2-u_2v_1\,.

This proves both existence and uniqueness.

Coordinate Definition

Determinant of a 2x2 matrix (A)ij=aij(\mathbf{A})_{ij}=a_{ij} is defined as:

detA=ϵija1ia2j=12!ϵijϵklakialj\det \mathbf{A} = \epsilon^{ij} a_{1i}a_{2j} = {1\over 2!}\epsilon^{ij}\epsilon^{kl} a_{ki}a_{lj}

and for a 3x3 matrix (A)ij=aij(\mathbf{A})_{ij}=a_{ij}:

detA=ϵijka1ia2ja3k=13!ϵijkϵlmnaliamjank\det \mathbf{A} = \epsilon^{ijk} a_{1i}a_{2j}a_{3k} = {1\over 3!} \epsilon^{ijk}\epsilon^{lmn} a_{li}a_{mj}a_{nk}

And so on in any dimension. The symbol ϵijk\epsilon^{ijk} is a Levi-Civita symbol. All the properties of determinants are encoded in the Levi-Civita symbol, so we need to understand it well, but the rest are just usual tensor manipulations.

Let us now derive the multiplicative formula for determinants:

detAB=detAdetB.\det\mathbf{AB} = \det\mathbf{A}\det\mathbf{B}\,.

Let’s show it for 2x2 matrices. The LHS is:

detAB=ϵij(AB)1i(AB)2j=ϵij(a1kbki)(a2lblj).\det\mathbf{AB} = \epsilon^{ij} (\mathbf{AB})_{1i}(\mathbf{AB})_{2j} = \epsilon^{ij} (a_1{}^k b_{ki}) (a_2{}^l b_{lj})\,.

The RHS is:

detAdetB=ϵija1ia2jϵklb1kb2l=\det\mathbf{A}\det\mathbf{B} = \epsilon^{ij} a_{1i}a_{2j} \epsilon^{kl} b_{1k}b_{2l}=

=(δikδjlδilδjk)a1ia2jb1kb2l== (\delta^{ik}\delta^{jl} - \delta^{il}\delta^{jk}) a_{1i}a_{2j} b_{1k}b_{2l}=

=a1ia2jb1ib2ja1ia2jb1jb2i== a_{1i}a_{2j} b_1{}^i b_2{}^j - a_{1i}a_{2j} b_1{}^j b_2{}^i =

=a1ia2j(b1ib2jb1jb2i)== a_{1i}a_{2j} (b_1{}^i b_2{}^j - b_1{}^j b_2{}^i) =

=ϵkla1ia2jbkiblj== \epsilon^{kl}a_{1i}a_{2j} b_k{}^i b_l{}^j =

=ϵkla1ibkia2jblj== \epsilon^{kl}a_{1i} b_k{}^i a_{2j} b_l{}^j =

=ϵija1kbika2lbjl== \epsilon^{ij}a_{1k} b_i{}^k a_{2l} b_j{}^l =

=ϵija1kbika2lbjl== \epsilon^{ij}a_1{}^k b_{ik} a_2{}^l b_{jl} =

=detABT.=\det\mathbf{AB}^T\,.

Now we need to prove detAT=detA\det\mathbf{A}^T = \det\mathbf{A}. We can do that using the factorial formula by relabeling indices as follows:

detAT=12!ϵijϵklaikajl=12!ϵklϵijakialj=12!ϵijϵklakialj=detA.\det\mathbf{A}^T = {1\over 2!}\epsilon^{ij}\epsilon^{kl} a_{ik}a_{jl} = {1\over 2!}\epsilon^{kl}\epsilon^{ij} a_{ki}a_{lj} = {1\over 2!}\epsilon^{ij}\epsilon^{kl} a_{ki}a_{lj} = \det\mathbf{A}\,.

We have thus shown:

detAB=detAdetBT=detAdetB.\det\mathbf{AB} =\det\mathbf{A}\det\mathbf{B}^T =\det\mathbf{A}\det\mathbf{B}\,.

Alternative Proof

First we need the following identity:

det(A)ϵij=ϵkla1ka2lϵij=det(δikδilδjkδjl)a1ka2l=det(a1ia2ia1ja2j)=ϵklakialj.\det({\mathbf A}) \epsilon_{ij} = \epsilon^{kl} a_{1k}a_{2l} \epsilon_{ij} = \det\begin{pmatrix} \delta_i{}^{k} & \delta_i{}^{l} \\ \delta_j{}^{k} & \delta_j{}^{l} \end{pmatrix} a_{1k}a_{2l} = \det\begin{pmatrix} a_{1i} & a_{2i} \\ a_{1j} & a_{2j} \end{pmatrix} = \epsilon^{kl} a_{ki} a_{lj}\,.

Contracting both sides with ϵij\epsilon^{ij} we get:

det(A)ϵijϵij=ϵijϵklakialj,\det({\mathbf A}) \epsilon_{ij} \epsilon^{ij} =\epsilon^{ij}\epsilon^{kl} a_{ki} a_{lj}\,,

det(A)2!=ϵijϵklakialj,\det({\mathbf A})\, 2! =\epsilon^{ij}\epsilon^{kl} a_{ki} a_{lj}\,,

det(A)=12!ϵijϵklakialj.\det({\mathbf A}) ={1\over2!}\epsilon^{ij}\epsilon^{kl} a_{ki} a_{lj}\,.

Note that ϵklakialj=ϵklaikajl\epsilon^{kl} a_{ki} a_{lj} = \epsilon^{kl} a_{ik} a_{jl} due to the transposition property derived using the last equation in the previous section:

det(A)ϵij=ϵklakialj=det(AT)ϵij=ϵklaikajl.\det({\mathbf A}) \epsilon_{ij} = \epsilon^{kl} a_{ki} a_{lj} = \det({\mathbf A}^T) \epsilon_{ij} = \epsilon^{kl} a_{ik} a_{jl}\,.

Now we can compute:

det(AB)=ϵij(AB)1i(AB)2j=ϵij(a1kbki)(a2lblj)=a1ka2l(ϵijbkiblj)=\det(\mathbf{AB}) = \epsilon^{ij} (\mathbf{AB})_{1i} (\mathbf{AB})_{2j} = \epsilon^{ij} (a_1{}^{k}b_{ki}) (a_2{}^{l}b_{lj}) = a_1{}^{k} a_2{}^{l} (\epsilon^{ij} b_{ki} b_{lj}) =

=a1ka2l(ϵijbikbjl)=a1ka2ldet(B)ϵkl=(ϵkla1ka2l)det(B)=det(A)det(B).= a_1{}^{k} a_2{}^{l} (\epsilon^{ij} b_{ik} b_{jl}) = a_1{}^{k} a_2{}^{l} \det(\mathbf{B}) \epsilon_{kl} = (\epsilon^{kl} a_{1k} a_{2l}) \det(\mathbf{B}) = \det(\mathbf{A}) \det(\mathbf{B})\,.