Linear Algebra I: Determinants & Structured Matrices

Study Sheet

Linear Algebra I: Determinants & Structured Matrices

Rank-one updates, Vandermonde, circulants, tridiagonals

Determinants the Putnam Way

Tip
Identity plus rank one

det(I+uvT)=1+vTu\det(I + \mathbf u\mathbf v^{\mathsf T}) = 1 + \mathbf v^{\mathsf T}\mathbf u (the matrix determinant lemma). So det(aI+bJ)=an1(a+nb)\det(aI + bJ) = a^{n-1}(a + nb) for the all-ones matrix JJ.

Proof idea: uvT\mathbf u\mathbf v^{\mathsf T} has rank 11 with the single nonzero eigenvalue vTu\mathbf v^{\mathsf T}\mathbf u (eigenvector u\mathbf u), so I+uvTI + \mathbf u\mathbf v^{\mathsf T} has eigenvalues 1+vTu1 + \mathbf v^{\mathsf T}\mathbf u and 11 (repeated). The 5×55\times5 matrix with 22 on the diagonal and 11 elsewhere is I+JI + J: determinant 66. Matrices with entries ai+bja_i + b_j have rank 2\le 2 (entries i+ji + j: rank exactly 22); entries aibja_ib_j give rank 11. Recognize low rank and the determinant is 00 before any computation.

Tip
Vandermonde, circulant, tridiagonal

Vandermonde: det[xij1]=i<j(xjxi)\det[x_i^{j-1}] = \prod_{i<j}(x_j - x_i). Circulant: eigenvalues are the DFT of the first row, λk=jcjωjk\lambda_k = \sum_jc_j\omega^{jk}. Tridiagonal Toeplitz (aa diagonal, bb off): eigenvalues a+2bcoskπn+1a + 2b\cos\tfrac{k\pi}{n+1}.

Vandermonde is why n+1n + 1 points determine a degree-nn polynomial (the interpolation matrix is invertible iff the xix_i are distinct). Circulants are diagonalized by the Fourier matrix, so their determinants are products of polynomial values at roots of unity — how det\det of "aa on the diagonal, bb next to it, cyclically" becomes k(a+bωk+bωk)\prod_k(a + b\omega^k + b\omega^{-k}). Tridiagonal determinants satisfy a three-term recurrence Dn=aDn1b2Dn2D_n = aD_{n-1} - b^2D_{n-2}, which is why their eigenvalues are cosines.

Side note
Row operations are your first move

Before any formula, subtract rows: a determinant whose rows are arithmetic progressions collapses to zero after two subtractions; one whose entries are min(i,j)\min(i,j) or max(i,j)\max(i,j) becomes triangular after subtracting adjacent rows (det[min(i,j)]=1\det[\min(i,j)] = 1, det[max(i,j)]=(1)n+1n\det[\max(i,j)] = (-1)^{n+1}n). The Putnam determinant is almost always a two-row-operations problem in disguise.

Try it
Try it: rank on sight

What is the rank of the 6×66\times6 matrix with entries mij=(ij)2m_{ij} = (i - j)^2?

Expand: (ij)2=i22ij+j2(i-j)^2 = i^2 - 2ij + j^2 — a sum of THREE rank-one matrices (i21i^2\cdot1, iji\cdot j, 1j21\cdot j^2), so rank 3\le 3; and it is exactly 33 (the three are independent for n3n \ge 3). Any matrix whose entries are a polynomial in ii and jj of total degree dd has rank at most d+1d + 1.

Proofs & Why It Matters

Tip
Proof: the matrix determinant lemma

det(I+uvT)=1+vTu\det(I + \mathbf u\mathbf v^{\mathsf T}) = 1 + \mathbf v^{\mathsf T}\mathbf u, and more generally det(A+uvT)=detA(1+vTA1u)\det(A + \mathbf u\mathbf v^{\mathsf T}) = \det A\,(1 + \mathbf v^{\mathsf T}A^{-1}\mathbf u) for invertible AA.

Block-matrix proof: the identity (I0vT1)(I+uvTu01)(I0vT1)=(Iu01+vTu)\begin{pmatrix} I & 0 \\ \mathbf v^{\mathsf T} & 1\end{pmatrix}\begin{pmatrix} I + \mathbf u\mathbf v^{\mathsf T} & \mathbf u \\ 0 & 1\end{pmatrix}\begin{pmatrix} I & 0 \\ -\mathbf v^{\mathsf T} & 1\end{pmatrix} = \begin{pmatrix} I & \mathbf u \\ 0 & 1 + \mathbf v^{\mathsf T}\mathbf u\end{pmatrix} holds by direct multiplication; take determinants of both sides (the outer factors are unitriangular, determinant 11; the right side is block triangular) to get det(I+uvT)=1+vTu\det(I + \mathbf u\mathbf v^{\mathsf T}) = 1 + \mathbf v^{\mathsf T}\mathbf u. For the general form factor A+uvT=A(I+A1uvT)A + \mathbf u\mathbf v^{\mathsf T} = A(I + A^{-1}\mathbf u\mathbf v^{\mathsf T}). \blacksquare Significance: every "all entries equal except the diagonal" determinant, and every rank-one perturbation, is one line — det(aI+bJ)=an1(a+nb)\det(aI + bJ) = a^{n-1}(a + nb) is the case u=b1\mathbf u = b\mathbf 1, v=1\mathbf v = \mathbf 1.

Tip
Proof: the Vandermonde determinant

det[xij1]i,j=1n=1i<jn(xjxi)\det\big[x_i^{\,j-1}\big]_{i,j=1}^n = \prod_{1\le i<j\le n}(x_j - x_i).

View the determinant as a polynomial PP in the variables x1,,xnx_1, \ldots, x_n. If xi=xjx_i = x_j two rows coincide and P=0P = 0, so (xjxi)(x_j - x_i) divides PP for every pair; these (n2)\binom n2 linear factors are pairwise coprime, so their product QQ divides PP. Both PP and QQ have total degree 0+1++(n1)=(n2)0 + 1 + \cdots + (n-1) = \binom n2, hence P=cQP = cQ for a constant cc; comparing the coefficient of the monomial x2x32xnn1x_2x_3^2\cdots x_n^{n-1} (the main diagonal term in PP, and the product of the leading terms in QQ) gives c=1c = 1. \blacksquare Significance: Vandermonde is nonzero iff the nodes are distinct, which is exactly why polynomial interpolation through distinct points is unique — Lagrange interpolation is this determinant's invertibility.

Tip
Proof: the tridiagonal recurrence and its eigenvalues

For TnT_n with aa on the diagonal and b,cb, c on the off-diagonals, detTn=adetTn1bcdetTn2\det T_n = a\det T_{n-1} - bc\det T_{n-2}; the eigenvalues of the symmetric case (b=cb = c) are a+2bcoskπn+1a + 2b\cos\frac{k\pi}{n+1}, k=1,,nk = 1, \ldots, n.

Expand along the first row: the (1,1)(1,1) cofactor is detTn1\det T_{n-1}; the (1,2)(1,2) entry bb has a cofactor whose first column contains only cc (in its first row), and expanding that along its first column leaves bcdetTn2-bc\det T_{n-2}. For the eigenvalues, try x=(sinθ,sin2θ,,sinnθ)\mathbf x = (\sin\theta, \sin 2\theta, \ldots, \sin n\theta): the identity sin(j1)θ+sin(j+1)θ=2cosθsinjθ\sin(j-1)\theta + \sin(j+1)\theta = 2\cos\theta\sin j\theta shows Tnx=(a+2bcosθ)xT_n\mathbf x = (a + 2b\cos\theta)\mathbf x provided the boundary terms vanish, i.e. sin(n+1)θ=0\sin(n+1)\theta = 0, which gives θ=kπn+1\theta = \frac{k\pi}{n+1}. \blacksquare Significance: TnT_n with a=2a = 2, b=c=1b = c = -1 is the discrete Laplacian; its determinant n+1n + 1 and its spectrum 22coskπn+12 - 2\cos\frac{k\pi}{n+1} appear in resistor networks, random walks, and the Putnam every few years.

Tip
Proof: the matrix determinant lemma

det(I+uvT)=1+vTu\det(I + \mathbf u\mathbf v^{\mathsf T}) = 1 + \mathbf v^{\mathsf T}\mathbf u.

The block identity (I0vT1)(I+uvTu01)(I0vT1)=(Iu01+vTu)\begin{pmatrix}I & 0\\ \mathbf v^{\mathsf T} & 1\end{pmatrix}\begin{pmatrix}I + \mathbf u\mathbf v^{\mathsf T} & \mathbf u\\ 0 & 1\end{pmatrix}\begin{pmatrix}I & 0\\ -\mathbf v^{\mathsf T} & 1\end{pmatrix} = \begin{pmatrix}I & \mathbf u\\ 0 & 1 + \mathbf v^{\mathsf T}\mathbf u\end{pmatrix} has determinant 1+vTu1 + \mathbf v^{\mathsf T}\mathbf u on the right and det(I+uvT)\det(I + \mathbf u\mathbf v^{\mathsf T}) on the left (the outer factors are unit triangular). \blacksquare Significance: with AA in place of II, det(A+uvT)=detA(1+vTA1u)\det(A + \mathbf u\mathbf v^{\mathsf T}) = \det A\,(1 + \mathbf v^{\mathsf T}A^{-1}\mathbf u) — the tool behind Sherman–Morrison updates in numerical linear algebra and half the Putnam determinant problems.

Tip
Proof: the Vandermonde determinant

det[xij1]i,j=1n=1i<jn(xjxi)\det[x_i^{j-1}]_{i,j=1}^n = \prod_{1\le i<j\le n}(x_j - x_i).

View the determinant as a polynomial in xnx_n: it has degree n1n - 1 and vanishes whenever xn=xix_n = x_i for i<ni < n (two equal rows), so it equals ci<n(xnxi)c\prod_{i<n}(x_n - x_i) with cc independent of xnx_n; comparing the coefficient of xnn1x_n^{n-1} (expand along the last row) shows cc is the (n1)×(n1)(n-1)\times(n-1) Vandermonde. Induct. \blacksquare Significance: the product is nonzero iff the xix_i are distinct — polynomial interpolation is unique, and the roots-of-unity Vandermonde is (up to scale) the unitary Fourier matrix.

Going Deeper: Worked Problems

Example
Worked: a tridiagonal determinant by recurrence

Let DnD_n be the determinant of the n×nn\times n matrix with 22 on the diagonal and 11 on both adjacent diagonals. Find DnD_n.

Step 1 — expand along the first row: Dn=2Dn11Dn2D_n = 2D_{n-1} - 1\cdot D_{n-2} (the second term comes from the 11 in position (1,2)(1,2), whose minor expands to Dn2D_{n-2}).

Step 2 — D1=2D_1 = 2, D2=3D_2 = 3; the recurrence Dn=2Dn1Dn2D_n = 2D_{n-1} - D_{n-2} has characteristic root 11 (double), so Dn=A+BnD_n = A + Bn.

Step 3 — fit: A+B=2A + B = 2, A+2B=3A + 2B = 3 gives Dn=n+1D_n = n + 1.

Step 4 — cross-check with the eigenvalue formula: k=1n(2+2coskπn+1)=4cos2kπ2(n+1)=n+1\prod_{k=1}^n\left(2 + 2\cos\tfrac{k\pi}{n+1}\right) = \prod 4\cos^2\tfrac{k\pi}{2(n+1)} = n + 1, a known product identity ✓.

Example
Worked: a determinant that is secretly a polynomial

Compute det(1aa21bb21cc2)\det\begin{pmatrix}1 & a & a^2\\ 1 & b & b^2\\ 1 & c & c^2\end{pmatrix} and use it to show three points (a,a2)(a, a^2), (b,b2)(b, b^2), (c,c2)(c, c^2) on a parabola are never collinear.

Step 1 — Vandermonde: the determinant is (ba)(ca)(cb)(b - a)(c - a)(c - b).

Step 2 — three points (xi,yi)(x_i, y_i) are collinear iff det[1,xi,yi]=0\det[1, x_i, y_i] = 0 (the rows are then linearly dependent — the standard area formula).

Step 3 — with yi=xi2y_i = x_i^2 that determinant is the Vandermonde, nonzero for distinct a,b,ca, b, c. Hence no three distinct points of a parabola are collinear.

Step 4 — the same argument shows a degree-nn polynomial's graph meets no line in more than nn points — Vandermonde is the algebraic form of "a polynomial has at most nn roots."