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Row Column Expansion-Linear Algebra-Lecture 25 Notes-Applied Math and Statistics, Study notes of Linear Algebra

Row Column Expansion, Expansion, Determinant, Induction, Cramer's Rule, Inverse, Linear Algebra, Lecture Notes, Andrei Antonenko, Department of Applied Math and Statistics, Stony Brook University, New York, United States of America.

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Lecture 24
Andrei Antonenko
April 4, 2003
1 On the row(column) expansion
This lecture we will give a nice example of application of a row expansion to computing the
determinant of a large matrices.
Let Anbe the matrix with nrows and ncolumns of the following form.
An=
2 1 0 0 . . . 0 0
1 2 1 0 . . . 0 0
0 1 2 1 . . . 0 0
0 0 1 2 . . . 0 0
.....................
0 0 0 0 . . . 2 1
0 0 0 0 . . . 1 2
So it is a matrix with 2’s on a diagonal and 1’s strictly above and below it. Our goal is to
compute the determinant of Anas a function of n.
First we will use expansion by the first row. We will have:
det An=
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯
2 1 0 0 . . . 0 0
1 2 1 0 . . . 0 0
0 1 2 1 . . . 0 0
0 0 1 2 . . . 0 0
.....................
0 0 0 0 . . . 2 1
0 0 0 0 . . . 1 2
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯
= 2 ·
¯¯¯¯¯¯¯¯¯¯¯¯¯¯
210. . . 0 0
121. . . 0 0
012. . . 0 0
..................
000. . . 2 1
000. . . 1 2
¯¯¯¯¯¯¯¯¯¯¯¯¯¯
1·
¯¯¯¯¯¯¯¯¯¯¯¯¯¯
1 1 0 . . . 0 0
0 2 1 . . . 0 0
0 1 2 . . . 0 0
..................
0 0 0 . . . 2 1
0 0 0 . . . 1 2
¯¯¯¯¯¯¯¯¯¯¯¯¯¯
= 2 det An1
¯¯¯¯¯¯¯¯¯¯¯¯¯¯
110. . . 0 0
021. . . 0 0
012. . . 0 0
..................
000. . . 2 1
000. . . 1 2
¯¯¯¯¯¯¯¯¯¯¯¯¯¯
1
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Download Row Column Expansion-Linear Algebra-Lecture 25 Notes-Applied Math and Statistics and more Study notes Linear Algebra in PDF only on Docsity!

Lecture 24

Andrei Antonenko

April 4, 2003

1 On the row(column) expansion

This lecture we will give a nice example of application of a row expansion to computing the

determinant of a large matrices.

Let An be the matrix with n rows and n columns of the following form.

An =

So it is a matrix with 2’s on a diagonal and 1’s strictly above and below it. Our goal is to

compute the determinant of An as a function of n.

First we will use expansion by the first row. We will have:

det An =

= 2 det An− 1 −

For the last matrix we will use expansion by the first column. So, the initial determinant will

be equal to:

det An = 2 det An− 1 − 1 ·

This last matrix is a (n − 2) × (n − 2)-matrix of the same type, so we got the following equality:

det An = 2 det An− 1 − det An− 2.

Now let’s compute det A 1 and det A 2.

det A 1 =

∣ = 2; det A 2 =

Now by this formula we can compute larger determinants, e.g.:

det A 3 = 2 det A 2 − det A 1 = 2 · 3 − 2 = 4;

det A 4 = 2 det A 3 − det A 2 = 2 · 4 − 3 = 5;

det A 5 = 2 det A 4 − det A 3 = 2 · 5 − 4 = 6.

Looking at these determinant we’re able to guess the general formula:

det An = n + 1.

It is not proved yet, it is just our guess. But we can use mathematical induction to prove it:

Proof. Base of induction. For n = 1 det A 1 = 2 = 1 + 1 — formula is true. For n = 2

det A 2 = 3 = 2 + 1 — formula is true.

Step of induction. Let the formula be true for det Ak, i.e. det Ak = k + 1 and det Ak− 1 ,

i.e. det Ak− 1 = k. Now, by our recurrent relation:

det Ak+1 = 2 det Ak − det Ak− 1 = 2(k + 1) − k = k + 2 = (k + 1) + 1,

so, our guess is true in general.

In this example we just guessed the general formula, and it may be difficult to do it in

general, when it is more complicated. There is a whole theory how to solve recurrent relations

(which is not difficult, on the contrary, it is quite short and simple), but in this course we will

not cover it.

If det A = 0 we can not apply Cramer’s rule, so we’re not able to solve the system by this

method. Actually, in this case the system has either no solution or infinitely many solutions.

We will prove Cramer’s rule in the addendum to this lecture.

2.2 Formula for the inverse

Last lecture we saw that if the matrix is invertible, then its determinant is not equal to 0. So,

there exists the following formula for the inverse of the matrix.

Let A be an invertible matrix:

A =

a 11 a 12... a 1 n

a 21 a 22... a 2 n

an 1 an 2... ann

, det A 6 = 0.

Then

A

− 1

det A

A 11 A 21... An 1

A 12 A 22... An 2

A 1 n A 2 n... Ann

where Aij is a cofactor of (i, j)-th entry of A.

In the case when A is a 2 × 2-matrix this gives us the familiar formula

a b

c d

ad − bc

d −b

−c a

3 Proofs

Proof of the Cramer’s rule. First let’s note that if we apply an elementary operation to the

system of the equations, then the same elementary row operation is applied to the matrix A

and Ai. So, their determinant are changed similarly, i.e if the determinant of A changes its sign,

then the determinants of all Ai’s change their signs, and if the determinant of A is multiplied by

c 6 = 0, then the determinants of all Ai’s are multiplied by the same number c. So, the relations

det Ai

det A

from the Cramer’s rule do not change. Using elementary operations we can transform

the system to the form 

 

x 1 = k 1

x 2 = k 2

xn = kn

It has the solution xi = ki. So, it is sufficient to prove Cramer’s rule gives the same answer.

For it:

det A =

= 1; det Ai =

1 0... k 1... 0 0

0 1... k 2... 0 0

0 0... ki... 0 0

0 0... kn− 1... 1 0

0 0... kn... 0 1

= ki

(in the last matrix the column of bi’s stays on the place of i-th column). So, for this special

type of system by Cramer’s rule we obtain xi =

det Ai

det A

= k 1.

Proof of the formula for the inverse. Matrix A

− 1 is the solution for the matrix equation

AX = E (1)

Let Xi denotes the i-th column of the matrix X. Then the equation (1) is equivalent to the

following n matrix equations with unknown columns of X:

AXj = Ij ∀j = 1,... , n,

where Ij is the j-th column of the identity matrix. Each of the matrix equations AXj = Ij can

be written as the following system with unknown entries x 1 j , x 2 j ,... , xnj of Xj. The matrix of

coefficients of this system is the matrix A, and the right-hand side is Ij. Now by Cramer’s rule

xij =

det A

a 11... 0... a 1 n

aj 1... 1... a 1 n

an 1... 0... ann

Aji

det A