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
(3/2, 1/2)(0, 1)unit squarearea 3/2
u = (1, 1), v = (1/2, 0): I + uvᵀ fixes (0, 1) and sends (1, 0) to (3/2, 1/2); the unit square (dashed) becomes a parallelogram of area 1 + v·u = 3/2.

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)=an−1(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. A picture in the plane: u=(1,1)\mathbf u = (1, 1) and v=(12,0)\mathbf v = (\tfrac12, 0) give I+uvT=(3/201/21)I + \mathbf u\mathbf v^{\mathsf T} = \begin{pmatrix}3/2 & 0\\ 1/2 & 1\end{pmatrix}, which stretches the unit square into a parallelogram of area 1+vTu=321 + \mathbf v^{\mathsf T}\mathbf u = \tfrac32 — the determinant is that area.

Tip
Vandermonde, circulant, tridiagonal

Vandermonde: det⁡[xij−1]=∏i<j(xj−xi)\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+2bcos⁡kπn+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+bω−k)\prod_k(a + b\omega^k + b\omega^{-k}). Tridiagonal determinants satisfy a three-term recurrence Dn=aDn−1−b2Dn−2D_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.

Side note
Where it goes wrong

"The 5×55\times5 matrix with 22 on the diagonal and 11 elsewhere is I+JI + J, and det⁡J=0\det J = 0, so det⁡(I+J)=det⁡I+det⁡J=1\det(I + J) = \det I + \det J = 1." The true value is 66. The determinant is multiplicative, det⁡(AB)=det⁡Adet⁡B\det(AB) = \det A\det B, but NOT additive; even scaling is not linear: det⁡(2A)=2ndet⁡A\det(2A) = 2^n\det A. For a sum, the tools are the ones above — identity plus low rank (here det⁡(I+J)=1+1T1=6\det(I + J) = 1 + \mathbf 1^{\mathsf T}\mathbf 1 = 6), eigenvalues, or row operations.

Try it
Try it: rank on sight

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

Show the answer

Expand: (i−j)2=i2−2ij+j2(i-j)^2 = i^2 - 2ij + j^2 — a sum of THREE rank-one matrices (i2⋅1i^2\cdot1, i⋅ji\cdot j, 1⋅j21\cdot j^2), so rank ≤3\le 3; and it is exactly 33 (the three are independent for n≥3n \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)=det⁡A (1+vTA−1u)\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)(I0−vT1)=(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+A−1uvT)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)=an−1(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⁡[xi j−1]i,j=1n=∏1≤i<j≤n(xj−xi)\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 (xj−xi)(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+⋯+(n−1)=(n2)0 + 1 + \cdots + (n-1) = \binom n2, hence P=cQP = cQ for a constant cc; comparing the coefficient of the monomial x2x32⋯xnn−1x_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, det⁡Tn=adet⁡Tn−1−bcdet⁡Tn−2\det T_n = a\det T_{n-1} - bc\det T_{n-2}; the eigenvalues of the symmetric case (b=cb = c) are a+2bcos⁡kπn+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 det⁡Tn−1\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 −bcdet⁡Tn−2-bc\det T_{n-2}. For the eigenvalues, try x=(sin⁡θ,sin⁡2θ,…,sin⁡nθ)\mathbf x = (\sin\theta, \sin 2\theta, \ldots, \sin n\theta): the identity sin⁡(j−1)θ+sin⁡(j+1)θ=2cos⁡θsin⁡jθ\sin(j-1)\theta + \sin(j+1)\theta = 2\cos\theta\sin j\theta shows Tnx=(a+2bcos⁡θ)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 2−2cos⁡kπn+12 - 2\cos\frac{k\pi}{n+1} appear in resistor networks, random walks, and the Putnam every few years.

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=2Dn−1−1⋅Dn−2D_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 Dn−2D_{n-2}).

Step 2 — D1=2D_1 = 2, D2=3D_2 = 3; the recurrence Dn=2Dn−1−Dn−2D_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+2cos⁡kπn+1)=∏4cos⁡2kπ2(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
xy−1112(a, a²)(b, b²)(c, c²)
a = −1, b = 1/2, c = 3/2: the triangle on the parabola has area 15/8, half of the Vandermonde (b − a)(c − a)(c − b) = 15/4 — nonzero, so the points are not collinear.

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 (b−a)(c−a)(c−b)(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."