Attempt these from memory before reading.
When is A B AB A B defined, and what are its dimensions? Is A B = B A AB = BA A B = B A ? Give a counterexample or say when it holds. What is det ( A B ) \det(AB) det ( A B ) in terms of det ( A ) \det(A) det ( A ) and det ( B ) \det(B) det ( B ) ? What does the determinant measure geometrically? When is a matrix invertible, in three equivalent ways? Check your answers against the text. Prompt 2 is the one that distinguishes matrix algebra from the algebra you learned at school, and the failure is not an anomaly — it is what makes order matter.
A matrix is presented as a rectangular array of numbers. That is the notation , not the object . A matrix is a linear map, written in a chosen basis, and every operation on matrices is the notation for an operation on maps.
Multiplication is the clearest example. If A A A and B B B are maps, then ( A B ) v = A ( B v ) (AB)v = A(Bv) ( A B ) v = A ( B v ) means “apply B B B first, then A A A ” — multiplication is composition, which is why the order cannot be arbitrary and why the middle dimensions must agree. Once that is internalised, several rules stop being things to remember:
A B ≠ B A AB \neq BA A B = B A because doing things in a different order is genuinely different — rotating then scaling is not scaling then rotating.( A B ) T = B T A T (AB)^T = B^TA^T ( A B ) T = B T A T because reversing a composition reverses the order.det ( A B ) = det ( A ) det ( B ) \det(AB) = \det(A)\det(B) det ( A B ) = det ( A ) det ( B ) because the determinant measures how a map scales volume , and volumes scale multiplicatively under composition.The determinant measures volume. For a 2 × 2 2\times2 2 × 2 matrix it is the (oriented) area of the image of the unit square; for 3 × 3 3\times3 3 × 3 , the oriented volume of the image of the unit cube. A negative determinant means the map flips orientation. That single sentence explains the multiplicative rule, why a singular matrix has determinant zero (it squashes the cube flat), and why det ( A − 1 ) = 1 / det A \det(A^{-1}) = 1/\det A det ( A − 1 ) = 1/ det A .
Row reduction beats cofactor expansion. Cofactor expansion is O ( n ! ) O(n!) O ( n !) and row reduction is O ( n 3 ) O(n^3) O ( n 3 ) ; at n = 20 n = 20 n = 20 the difference is already 2.4 × 10 18 2.4 \times 10^{18} 2.4 × 1 0 18 operations against 8 × 10 3 8\times10^3 8 × 1 0 3 . The efficient method uses the fact that row operations change the determinant in known ways — swap negates, scale multiplies, add leaves alone — so reduce to upper triangular and multiply the diagonal.
An m × n m \times n m × n matrix A A A over F F F is a rectangular array of m n mn mn elements from F F F Arranged in m m m rows and n n n columns. The set of all such matrices is denoted M m × n ( F ) \mathcal{M}_{m \times n}(F) M m × n ( F ) .
Addition. For A , B ∈ M m × n ( F ) A, B \in \mathcal{M}_{m \times n}(F) A , B ∈ M m × n ( F ) , ( A + B ) i j = A i j + B i j (A + B)_{ij} = A_{ij} + B_{ij} ( A + B ) ij = A ij + B ij .
Scalar multiplication. For α ∈ F \alpha \in F α ∈ F and A ∈ M m × n ( F ) A \in \mathcal{M}_{m \times n}(F) A ∈ M m × n ( F ) ( α A ) i j = α A i j (\alpha A)_{ij} = \alpha A_{ij} ( α A ) ij = α A ij .
Matrix multiplication. For A ∈ M m × n ( F ) A \in \mathcal{M}_{m \times n}(F) A ∈ M m × n ( F ) and B ∈ M n × p ( F ) B \in \mathcal{M}_{n \times p}(F) B ∈ M n × p ( F ) The product A B ∈ M m × p ( F ) AB \in \mathcal{M}_{m \times p}(F) A B ∈ M m × p ( F ) is defined by
( A B ) i j = ∑ k = 1 n A i k B k j (AB)_{ij} = \sum_{k=1}^n A_{ik} B_{kj} ( A B ) ij = k = 1 ∑ n A ik B k j Proposition 3.1. Matrix multiplication is associative but not commutative .
Proof. Associativity: ( A B ) C (AB)C ( A B ) C has ( i , j ) (i,j) ( i , j ) -entry ∑ l ( ∑ k A i k B k l ) C l j = ∑ k A i k ( ∑ l B k l C l j ) = ( A ( B C ) ) i j \sum_l (\sum_k A_{ik} B_{kl}) C_{lj} = \sum_k A_{ik} (\sum_l B_{kl} C_{lj}) = (A(BC))_{ij} ∑ l ( ∑ k A ik B k l ) C l j = ∑ k A ik ( ∑ l B k l C l j ) = ( A ( B C ) ) ij By interchanging the order of summation (both sums are finite). For non-commutativity, A = ( 0 1 0 0 ) A = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} A = ( 0 0 1 0 ) and B = ( 0 0 1 0 ) B = \begin{pmatrix} 0 & 0 \\ 1 & 0 \end{pmatrix} B = ( 0 1 0 0 ) give A B = ( 1 0 0 0 ) ≠ ( 0 0 0 1 ) = B A AB = \begin{pmatrix} 1 & 0 \\ 0 & 0 \end{pmatrix} \neq \begin{pmatrix} 0 & 0 \\ 0 & 1 \end{pmatrix} = BA A B = ( 1 0 0 0 ) = ( 0 0 0 1 ) = B A . ■ \blacksquare ■
The transpose of A ∈ M m × n ( F ) A \in \mathcal{M}_{m \times n}(F) A ∈ M m × n ( F ) Denoted A T A^T A T Is the n × m n \times m n × m matrix With ( A T ) i j = A j i (A^T)_{ij} = A_{ji} ( A T ) ij = A j i .
Properties of transpose:
( A + B ) T = A T + B T (A + B)^T = A^T + B^T ( A + B ) T = A T + B T ( α A ) T = α A T (\alpha A)^T = \alpha A^T ( α A ) T = α A T ( A B ) T = B T A T (AB)^T = B^T A^T ( A B ) T = B T A T ( A T ) T = A (A^T)^T = A ( A T ) T = A A square matrix A ∈ M n × n ( F ) A \in \mathcal{M}_{n \times n}(F) A ∈ M n × n ( F ) is invertible if there exists a matrix A − 1 ∈ M n × n ( F ) A^{-1} \in \mathcal{M}_{n \times n}(F) A − 1 ∈ M n × n ( F ) such that
A A − 1 = A − 1 A = I n AA^{-1} = A^{-1}A = I_n A A − 1 = A − 1 A = I n Theorem 3.1. The following are equivalent for A ∈ M n × n ( F ) A \in \mathcal{M}_{n \times n}(F) A ∈ M n × n ( F ) :
A A A is invertible.det ( A ) ≠ 0 \det(A) \neq 0 det ( A ) = 0 .The columns of A A A are linearly independent. The rows of A A A are linearly independent. r a n k ( A ) = n \mathrm{rank}(A) = n rank ( A ) = n .The equation A x = b A\mathbf{x} = \mathbf{b} A x = b has a unique solution for every b \mathbf{b} b . The only solution to A x = 0 A\mathbf{x} = \mathbf{0} A x = 0 is x = 0 \mathbf{x} = \mathbf{0} x = 0 . The determinant is a function det : M n × n ( F ) → F \det : \mathcal{M}_{n \times n}(F) \to F det : M n × n ( F ) → F defined recursively by Laplace expansion along the first row:
det ( A ) = ∑ j = 1 n ( − 1 ) 1 + j a 1 j M 1 j \det(A) = \sum_{j=1}^n (-1)^{1+j} a_{1j} M_{1j} det ( A ) = j = 1 ∑ n ( − 1 ) 1 + j a 1 j M 1 j Where M 1 j M_{1j} M 1 j is the ( 1 , j ) (1,j) ( 1 , j ) -minor (the determinant of the ( n − 1 ) × ( n − 1 ) (n-1) \times (n-1) ( n − 1 ) × ( n − 1 ) matrix obtained by Deleting row 1 and column j j j ).
The ( i , j ) (i,j) ( i , j ) -cofactor is C i j = ( − 1 ) i + j M i j C_{ij} = (-1)^{i+j} M_{ij} C ij = ( − 1 ) i + j M ij So det ( A ) = ∑ j = 1 n a i j C i j \det(A) = \sum_{j=1}^n a_{ij} C_{ij} det ( A ) = ∑ j = 1 n a ij C ij for any fixed row i i i .
Proposition 3.2 (Effect of Row Operations). Let A ∈ M n × n ( F ) A \in \mathcal{M}_{n \times n}(F) A ∈ M n × n ( F ) .
Swapping two rows of A A A multiplies the determinant by − 1 -1 − 1 . Multiplying a row of A A A by α ∈ F \alpha \in F α ∈ F multiplies the determinant by α \alpha α . Adding a multiple of one row to another leaves the determinant unchanged. Proof. (1) This follows from the antisymmetry of the Leibniz formula det ( A ) = ∑ σ ∈ S n s g n ( σ ) ∏ i = 1 n a i , σ ( i ) \det(A) = \sum_{\sigma \in S_n} \mathrm{sgn}(\sigma) \prod_{i=1}^n a_{i,\sigma(i)} det ( A ) = ∑ σ ∈ S n sgn ( σ ) ∏ i = 1 n a i , σ ( i ) . Swapping two rows Changes the sign of every permutation, hence the sign of the sum.
(2) Multiplying row i i i by α \alpha α multiplies every term in the Leibniz expansion by α \alpha α Hence det \det det is multiplied by α \alpha α .
(3) Adding α \alpha α times row j j j to row i i i (i ≠ j i \neq j i = j ): by multilinearity in row i i i
\det(\mathrm{new}~A) = \det(A) + \alpha \cdot \det(\mathrm{matrix}~with~rows~i\mathrm{~and~j\mathrm}{~equal)} A matrix with two equal rows has determinant 0 (by antisymmetry: swapping them leaves the matrix Unchanged but multiplies det \det det by − 1 -1 − 1 So det = − det \det = -\det det = − det Hence det = 0 \det = 0 det = 0 ). Therefore det ( n e w A ) = det ( A ) \det(\mathrm{new}~A) = \det(A) det ( new A ) = det ( A ) . ■ \blacksquare ■
Theorem 3.3 (Multiplicativity). For A , B ∈ M n × n ( F ) A, B \in \mathcal{M}_{n \times n}(F) A , B ∈ M n × n ( F )
det ( A B ) = det ( A ) det ( B ) \det(AB) = \det(A)\det(B) det ( A B ) = det ( A ) det ( B ) Proof (via elementary matrices). Every matrix B B B can be written as a product of elementary matrices Times an upper triangular matrix: B = E 1 E 2 ⋯ E k U B = E_1 E_2 \cdots E_k U B = E 1 E 2 ⋯ E k U . For an elementary matrix E E E :
If E E E swaps rows, det ( E ) = − 1 \det(E) = -1 det ( E ) = − 1 and det ( A E ) = − det ( A ) = det ( A ) det ( E ) \det(AE) = -\det(A) = \det(A)\det(E) det ( A E ) = − det ( A ) = det ( A ) det ( E ) . If E E E multiplies a row by α \alpha α , det ( E ) = α \det(E) = \alpha det ( E ) = α and det ( A E ) = α det ( A ) = det ( A ) det ( E ) \det(AE) = \alpha\det(A) = \det(A)\det(E) det ( A E ) = α det ( A ) = det ( A ) det ( E ) . If E E E adds a multiple of one row to another, det ( E ) = 1 \det(E) = 1 det ( E ) = 1 and det ( A E ) = det ( A ) = det ( A ) det ( E ) \det(AE) = \det(A) = \det(A)\det(E) det ( A E ) = det ( A ) = det ( A ) det ( E ) . Thus det ( A E ) = det ( A ) det ( E ) \det(AE) = \det(A)\det(E) det ( A E ) = det ( A ) det ( E ) for every elementary matrix. By induction,
det ( A B ) = det ( A ⋅ E 1 ⋯ E k U ) = det ( A ) ⋅ det ( E 1 ) ⋯ det ( E k ) ⋅ det ( U ) = det ( A ) ⋅ det ( B ) \det(AB) = \det(A \cdot E_1 \cdots E_k U) = \det(A) \cdot \det(E_1) \cdots \det(E_k) \cdot \det(U) = \det(A) \cdot \det(B) det ( A B ) = det ( A ⋅ E 1 ⋯ E k U ) = det ( A ) ⋅ det ( E 1 ) ⋯ det ( E k ) ⋅ det ( U ) = det ( A ) ⋅ det ( B ) Since det ( B ) = det ( E 1 ) ⋯ det ( E k ) det ( U ) \det(B) = \det(E_1)\cdots\det(E_k)\det(U) det ( B ) = det ( E 1 ) ⋯ det ( E k ) det ( U ) . ■ \blacksquare ■
Corollary 3.4. det ( A T ) = det ( A ) \det(A^T) = \det(A) det ( A T ) = det ( A ) And for invertible A A A , det ( A − 1 ) = 1 / det ( A ) \det(A^{-1}) = 1/\det(A) det ( A − 1 ) = 1/ det ( A ) .
Proof. A A − 1 = I AA^{-1} = I A A − 1 = I So det ( A ) det ( A − 1 ) = det ( I ) = 1 \det(A)\det(A^{-1}) = \det(I) = 1 det ( A ) det ( A − 1 ) = det ( I ) = 1 Giving det ( A − 1 ) = 1 / det ( A ) \det(A^{-1}) = 1/\det(A) det ( A − 1 ) = 1/ det ( A ) . For the transpose, use the Leibniz formula or observe that row Operations and column operations have the same effects on the determinant. ■ \blacksquare ■
Definition. The adjugate (or adjoint ) of A ∈ M n × n ( F ) A \in \mathcal{M}_{n \times n}(F) A ∈ M n × n ( F ) is
a d j ( A ) = ( C j i ) i , j = 1 n \mathrm{adj}(A) = (C_{ji})_{i,j=1}^n adj ( A ) = ( C j i ) i , j = 1 n Where C i j C_{ij} C ij is the ( i , j ) (i,j) ( i , j ) -cofactor of A A A . That is, a d j ( A ) \mathrm{adj}(A) adj ( A ) is the transpose of the Cofactor matrix.
Theorem 3.5. For any A ∈ M n × n ( F ) A \in \mathcal{M}_{n \times n}(F) A ∈ M n × n ( F )
A ⋅ a d j ( A ) = a d j ( A ) ⋅ A = det ( A ) ⋅ I n A \cdot \mathrm{adj}(A) = \mathrm{adj}(A) \cdot A = \det(A) \cdot I_n A ⋅ adj ( A ) = adj ( A ) ⋅ A = det ( A ) ⋅ I n In particular, if det ( A ) ≠ 0 \det(A) \neq 0 det ( A ) = 0 Then A − 1 = 1 det ( A ) a d j ( A ) A^{-1} = \frac{1}{\det(A)} \mathrm{adj}(A) A − 1 = d e t ( A ) 1 adj ( A ) .
Proof. The ( i , j ) (i,j) ( i , j ) -entry of A ⋅ a d j ( A ) A \cdot \mathrm{adj}(A) A ⋅ adj ( A ) is ∑ k = 1 n a i k C j k \sum_{k=1}^n a_{ik} C_{jk} ∑ k = 1 n a ik C j k . When i = j i = j i = j This is ∑ k = 1 n a i k C i k = det ( A ) \sum_{k=1}^n a_{ik} C_{ik} = \det(A) ∑ k = 1 n a ik C ik = det ( A ) (cofactor expansion along row i i i ). When i ≠ j i \neq j i = j This is the cofactor expansion of a matrix obtained from A A A by replacing row j j j With row i i i Which has two equal rows and hence determinant 0. ■ \blacksquare ■
Problem. Compute det ( A ) \det(A) det ( A ) where
A = ( 1 2 3 0 1 4 5 6 0 ) A = \begin{pmatrix} 1 & 2 & 3 \\ 0 & 1 & 4 \\ 5 & 6 & 0 \end{pmatrix} A = 1 0 5 2 1 6 3 4 0 Solution Expanding along the first column:
det ( A ) = 1 ⋅ det ( 1 4 6 0 ) − 0 + 5 ⋅ det ( 2 3 1 4 ) \det(A) = 1 \cdot \det\begin{pmatrix} 1 & 4 \\ 6 & 0 \end{pmatrix} - 0 + 5 \cdot \det\begin{pmatrix} 2 & 3 \\ 1 & 4 \end{pmatrix} det ( A ) = 1 ⋅ det ( 1 6 4 0 ) − 0 + 5 ⋅ det ( 2 1 3 4 ) = 1 ⋅ ( 0 − 24 ) + 5 ⋅ ( 8 − 3 ) = − 24 + 25 = 1 = 1 \cdot (0 - 24) + 5 \cdot (8 - 3) = -24 + 25 = 1 = 1 ⋅ ( 0 − 24 ) + 5 ⋅ ( 8 − 3 ) = − 24 + 25 = 1 ■ \blacksquare ■
Problem. Compute det ( A ) \det(A) det ( A ) by row reduction where
A = ( 2 1 3 1 4 2 5 3 6 3 8 5 1 1 1 1 ) A = \begin{pmatrix} 2 & 1 & 3 & 1 \\ 4 & 2 & 5 & 3 \\ 6 & 3 & 8 & 5 \\ 1 & 1 & 1 & 1 \end{pmatrix} A = 2 4 6 1 1 2 3 1 3 5 8 1 1 3 5 1 Solution Apply row operations and track their effect on the determinant:
( 2 1 3 1 4 2 5 3 6 3 8 5 1 1 1 1 ) → R 2 − 2 R 1 , R 3 − 3 R 1 ( 2 1 3 1 0 0 − 1 1 0 0 − 1 2 0 1 / 2 − 1 / 2 1 / 2 ) \begin{pmatrix} 2 & 1 & 3 & 1 \\ 4 & 2 & 5 & 3 \\ 6 & 3 & 8 & 5 \\ 1 & 1 & 1 & 1 \end{pmatrix} \xrightarrow{R_2 - 2R_1, R_3 - 3R_1} \begin{pmatrix} 2 & 1 & 3 & 1 \\ 0 & 0 & -1 & 1 \\ 0 & 0 & -1 & 2 \\ 0 & 1/2 & -1/2 & 1/2 \end{pmatrix} 2 4 6 1 1 2 3 1 3 5 8 1 1 3 5 1 R 2 − 2 R 1 , R 3 − 3 R 1 2 0 0 0 1 0 0 1/2 3 − 1 − 1 − 1/2 1 1 2 1/2 The determinant is unchanged (only type 3 operations). Now swap R 2 R_2 R 2 and R 4 R_4 R 4 (multiplies det \det det by − 1 -1 − 1 ):
→ R 2 ↔ R 4 ( 2 1 3 1 0 1 / 2 − 1 / 2 1 / 2 0 0 − 1 2 0 0 − 1 1 ) \xrightarrow{R_2 \leftrightarrow R_4} \begin{pmatrix} 2 & 1 & 3 & 1 \\ 0 & 1/2 & -1/2 & 1/2 \\ 0 & 0 & -1 & 2 \\ 0 & 0 & -1 & 1 \end{pmatrix} R 2 ↔ R 4 2 0 0 0 1 1/2 0 0 3 − 1/2 − 1 − 1 1 1/2 2 1 Now R 4 → R 4 − R 3 R_4 \to R_4 - R_3 R 4 → R 4 − R 3 (determinant unchanged):
( 2 1 3 1 0 1 / 2 − 1 / 2 1 / 2 0 0 − 1 2 0 0 0 − 1 ) \begin{pmatrix} 2 & 1 & 3 & 1 \\ 0 & 1/2 & -1/2 & 1/2 \\ 0 & 0 & -1 & 2 \\ 0 & 0 & 0 & -1 \end{pmatrix} 2 0 0 0 1 1/2 0 0 3 − 1/2 − 1 0 1 1/2 2 − 1 The determinant is the product of diagonal entries, times − 1 -1 − 1 for the row swap:
det ( A ) = ( − 1 ) ⋅ 2 ⋅ 1 2 ⋅ ( − 1 ) ⋅ ( − 1 ) = − 1 \det(A) = (-1) \cdot 2 \cdot \frac{1}{2} \cdot (-1) \cdot (-1) = -1 det ( A ) = ( − 1 ) ⋅ 2 ⋅ 2 1 ⋅ ( − 1 ) ⋅ ( − 1 ) = − 1 ■ \blacksquare ■
Problem. Find A − 1 A^{-1} A − 1 using the adjugate formula, where
A = ( 1 2 3 4 ) A = \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix} A = ( 1 3 2 4 ) Solution det ( A ) = 1 ⋅ 4 − 2 ⋅ 3 = − 2 ≠ 0 \det(A) = 1 \cdot 4 - 2 \cdot 3 = -2 \neq 0 det ( A ) = 1 ⋅ 4 − 2 ⋅ 3 = − 2 = 0 So A A A is invertible.
Cofactors: C 11 = 4 C_{11} = 4 C 11 = 4 , C 12 = − 3 C_{12} = -3 C 12 = − 3 , C 21 = − 2 C_{21} = -2 C 21 = − 2 , C 22 = 1 C_{22} = 1 C 22 = 1 .
a d j ( A ) = ( 4 − 2 − 3 1 ) \mathrm{adj}(A) = \begin{pmatrix} 4 & -2 \\ -3 & 1 \end{pmatrix} adj ( A ) = ( 4 − 3 − 2 1 ) A − 1 = 1 − 2 ( 4 − 2 − 3 1 ) = ( − 2 1 3 / 2 − 1 / 2 ) A^{-1} = \frac{1}{-2}\begin{pmatrix} 4 & -2 \\ -3 & 1 \end{pmatrix} = \begin{pmatrix} -2 & 1 \\ 3/2 & -1/2 \end{pmatrix} A − 1 = − 2 1 ( 4 − 3 − 2 1 ) = ( − 2 3/2 1 − 1/2 ) Verify: A A − 1 = ( 1 2 3 4 ) ( − 2 1 3 / 2 − 1 / 2 ) = ( − 2 + 3 1 − 1 − 6 + 6 3 − 2 ) = I 2 AA^{-1} = \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix}\begin{pmatrix} -2 & 1 \\ 3/2 & -1/2 \end{pmatrix} = \begin{pmatrix} -2 + 3 & 1 - 1 \\ -6 + 6 & 3 - 2 \end{pmatrix} = I_2 A A − 1 = ( 1 3 2 4 ) ( − 2 3/2 1 − 1/2 ) = ( − 2 + 3 − 6 + 6 1 − 1 3 − 2 ) = I 2 . ■ \blacksquare ■
Caution
meaningful determinant for an m × n m \times n m × n matrix with m ≠ n m \neq n m = n . Do not confuse det ( A B ) = det ( A ) det ( B ) \det(AB) = \det(A)\det(B) det ( A B ) = det ( A ) det ( B ) with a Non-existent formula for non-square matrices.
Problem. Compute det ( A ) \det(A) det ( A ) where
A = ( 1 1 1 1 1 2 3 4 1 3 6 10 1 4 10 20 ) A = \begin{pmatrix} 1 & 1 & 1 & 1 \\ 1 & 2 & 3 & 4 \\ 1 & 3 & 6 & 10 \\ 1 & 4 & 10 & 20 \end{pmatrix} A = 1 1 1 1 1 2 3 4 1 3 6 10 1 4 10 20 Solution This matrix has Pascal-like entries. We use row operations:
( 1 1 1 1 1 2 3 4 1 3 6 10 1 4 10 20 ) → R i − R i − 1 ( 1 1 1 1 0 1 2 3 0 1 3 6 0 1 4 10 ) → R i − R i − 1 ( 1 1 1 1 0 1 2 3 0 0 1 3 0 0 1 4 ) \begin{pmatrix} 1 & 1 & 1 & 1 \\ 1 & 2 & 3 & 4 \\ 1 & 3 & 6 & 10 \\ 1 & 4 & 10 & 20 \end{pmatrix} \xrightarrow{R_i - R_{i-1}} \begin{pmatrix} 1 & 1 & 1 & 1 \\ 0 & 1 & 2 & 3 \\ 0 & 1 & 3 & 6 \\ 0 & 1 & 4 & 10 \end{pmatrix} \xrightarrow{R_i - R_{i-1}} \begin{pmatrix} 1 & 1 & 1 & 1 \\ 0 & 1 & 2 & 3 \\ 0 & 0 & 1 & 3 \\ 0 & 0 & 1 & 4 \end{pmatrix} 1 1 1 1 1 2 3 4 1 3 6 10 1 4 10 20 R i − R i − 1 1 0 0 0 1 1 1 1 1 2 3 4 1 3 6 10 R i − R i − 1 1 0 0 0 1 1 0 0 1 2 1 1 1 3 3 4 → R 4 − R 3 ( 1 1 1 1 0 1 2 3 0 0 1 3 0 0 0 1 ) \xrightarrow{R_4 - R_3} \begin{pmatrix} 1 & 1 & 1 & 1 \\ 0 & 1 & 2 & 3 \\ 0 & 0 & 1 & 3 \\ 0 & 0 & 0 & 1 \end{pmatrix} R 4 − R 3 1 0 0 0 1 1 0 0 1 2 1 0 1 3 3 1 All operations were type 3 (adding a multiple of one row to another), so the determinant is unchanged. The upper triangular matrix has diagonal entries 1 , 1 , 1 , 1 1, 1, 1, 1 1 , 1 , 1 , 1 so det ( A ) = 1 \det(A) = 1 det ( A ) = 1 . ■ \blacksquare ■
Proposition 3.6 (Determinant of a Triangular Matrix). If A A A is upper or lower triangular, then det ( A ) = ∏ i = 1 n a i i \det(A) = \prod_{i=1}^n a_{ii} det ( A ) = ∏ i = 1 n a ii .
Proof. By repeated cofactor expansion along the first column (for upper triangular), or induction. At each step, all terms involving off-diagonal entries vanish due to the zero structure, leaving only the product of diagonal entries. ■ \blacksquare ■
The determinant of an n × n n \times n n × n matrix A A A measures the factor by which A A A scales n n n -dimensional volume. Specifically, if S S S is any measurable subset of R n \mathbb{R}^n R n , then the image A ( S ) A(S) A ( S ) has n n n -dimensional volume equal to ∣ det ( A ) ∣ |\det(A)| ∣ det ( A ) ∣ times the volume of S S S .
For 2 × 2 2 \times 2 2 × 2 matrices, det ( A ) \det(A) det ( A ) is the signed area of the parallelogram formed by the column vectors of A A A . For 3 × 3 3 \times 3 3 × 3 matrices, ∣ det ( A ) ∣ |\det(A)| ∣ det ( A ) ∣ is the volume of the parallelepiped formed by the three column vectors.
The sign of the determinant indicates orientation: det ( A ) > 0 \det(A) > 0 det ( A ) > 0 means A A A preserves orientation (like a rotation), while det ( A ) < 0 \det(A) < 0 det ( A ) < 0 means A A A reverses orientation (like a reflection). When det ( A ) = 0 \det(A) = 0 det ( A ) = 0 , the image of A A A has zero n n n -dimensional volume, meaning the columns of A A A are linearly dependent and A A A “squishes” R n \mathbb{R}^n R n into a lower-dimensional subspace.
This geometric interpretation explains why det ( A B ) = det ( A ) det ( B ) \det(AB) = \det(A)\det(B) det ( A B ) = det ( A ) det ( B ) : the volume scaling of the composition A B AB A B is the product of the individual scalings. It also explains why det ( A ) = 0 \det(A) = 0 det ( A ) = 0 implies A A A is not invertible: a map that squishes volume to zero cannot be reversed.
Problem. Compute det ( A ) \det(A) det ( A ) where
A = ( 2 − 1 0 3 4 − 2 1 0 5 ) A = \begin{pmatrix} 2 & -1 & 0 \\ 3 & 4 & -2 \\ 1 & 0 & 5 \end{pmatrix} A = 2 3 1 − 1 4 0 0 − 2 5 Solution Expand along the first row:
det ( A ) = 2 ⋅ det ( 4 − 2 0 5 ) − ( − 1 ) ⋅ det ( 3 − 2 1 5 ) + 0 ⋅ det ( 3 4 1 0 ) \det(A) = 2 \cdot \det\begin{pmatrix} 4 & -2 \\ 0 & 5 \end{pmatrix} - (-1) \cdot \det\begin{pmatrix} 3 & -2 \\ 1 & 5 \end{pmatrix} + 0 \cdot \det\begin{pmatrix} 3 & 4 \\ 1 & 0 \end{pmatrix} det ( A ) = 2 ⋅ det ( 4 0 − 2 5 ) − ( − 1 ) ⋅ det ( 3 1 − 2 5 ) + 0 ⋅ det ( 3 1 4 0 ) = 2 ( 20 − 0 ) + 1 ( 15 + 2 ) + 0 = 40 + 17 = 57 = 2(20 - 0) + 1(15 + 2) + 0 = 40 + 17 = 57 = 2 ( 20 − 0 ) + 1 ( 15 + 2 ) + 0 = 40 + 17 = 57 Alternatively, expand along the third row (which has a zero):
det ( A ) = 1 ⋅ det ( − 1 0 4 − 2 ) − 0 + 5 ⋅ det ( 2 − 1 3 4 ) \det(A) = 1 \cdot \det\begin{pmatrix} -1 & 0 \\ 4 & -2 \end{pmatrix} - 0 + 5 \cdot \det\begin{pmatrix} 2 & -1 \\ 3 & 4 \end{pmatrix} det ( A ) = 1 ⋅ det ( − 1 4 0 − 2 ) − 0 + 5 ⋅ det ( 2 3 − 1 4 ) = 1 ( 2 − 0 ) + 5 ( 8 + 3 ) = 2 + 55 = 57 ✓ = 1(2 - 0) + 5(8 + 3) = 2 + 55 = 57 \quad \checkmark = 1 ( 2 − 0 ) + 5 ( 8 + 3 ) = 2 + 55 = 57 ✓ The second method is faster because the zero entry in the third row eliminates one 2 × 2 2 \times 2 2 × 2 determinant computation. Always look for rows or columns with the most zeros before choosing which row/column to expand along.
Geometric check: Since det ( A ) = 57 ≠ 0 \det(A) = 57 \neq 0 det ( A ) = 57 = 0 , the matrix A A A is invertible, its columns form a basis for R 3 \mathbb{R}^3 R 3 , and the linear map x ↦ A x \mathbf{x} \mapsto A\mathbf{x} x ↦ A x scales volume by a factor of 57. ■ \blacksquare ■
det ( A + B ) ≠ det ( A ) + det ( B ) \det(A + B) \neq \det(A) + \det(B) det ( A + B ) = det ( A ) + det ( B ) . For example, with A = B = I 2 A = B = I_2 A = B = I 2 , det ( A + B ) = det ( 2 I 2 ) = 4 \det(A + B) = \det(2I_2) = 4 det ( A + B ) = det ( 2 I 2 ) = 4 but det ( A ) + det ( B ) = 2 \det(A) + \det(B) = 2 det ( A ) + det ( B ) = 2 .The adjugate formula is theoretically important but computationally inefficient. For large matrices, use Gaussian elimination or LU decomposition to compute inverses.A matrix with det ( A ) = 0 \det(A) = 0 det ( A ) = 0 has no inverse. Do not attempt to divide by zero.Cofactor expansion along different rows/columns gives the same answer, but some choices are faster. Always expand along the row or column with the most zeros.det ( A T ) = det ( A ) \det(A^T) = \det(A) det ( A T ) = det ( A ) , so row operations and column operations affect the determinant in the same way. You can compute the determinant by reducing along rows or columns.The determinant of a product is the product of determinants, but det ( A + B ) \det(A + B) det ( A + B ) has no simple formula. Do not distribute the determinant over addition.For non-square matrices, the determinant is not defined. Do not attempt to compute det ( A ) \det(A) det ( A ) for an m × n m \times n m × n matrix with m ≠ n m \neq n m = n .Claim True? Counterexample A B = B A AB = BA A B = B A no ( 0 1 0 0 ) ( 1 0 0 0 ) ≠ \begin{pmatrix}0&1\\0&0\end{pmatrix}\begin{pmatrix}1&0\\0&0\end{pmatrix} \neq ( 0 0 1 0 ) ( 1 0 0 0 ) = the reverse, and neither product is zerodet ( A + B ) = det A + det B \det(A+B) = \det A + \det B det ( A + B ) = det A + det B no take A = B = I A = B = I A = B = I : det ( 2 I ) = 2 n \det(2I) = 2^n det ( 2 I ) = 2 n while det I + det I = 2 \det I + \det I = 2 det I + det I = 2 Every square matrix has an inverse no a singular matrix does not, and singularity is detected by det A = 0 \det A = 0 det A = 0 det ( A + B ) = 0 \det(A + B) = 0 det ( A + B ) = 0 implies A A A and B B B are singularno take A = I A = I A = I , B = − I B = -I B = − I : both invertible, det ( A + B ) = 0 \det(A+B) = 0 det ( A + B ) = 0 Cofactor expansion is the standard way to compute a determinant no it is O ( n ! ) O(n!) O ( n !) ; row reduction is O ( n 3 ) O(n^3) O ( n 3 ) and is what software does A 2 = A A^2 = A A 2 = A implies A = 0 A = 0 A = 0 or A = I A = I A = I no projections satisfy A 2 = A A^2 = A A 2 = A and are neither; they are diagonalisable with eigenvalues 0 0 0 and 1 1 1 An invertible matrix times a singular one is singular no the product of an invertible and a singular matrix is singular — this row is true, and it is worth checking why rank ( A B ) ≤ min ( rank A , rank B ) \operatorname{rank}(AB) \le \min(\operatorname{rank}A, \operatorname{rank}B) rank ( A B ) ≤ min ( rank A , rank B ) yes composition cannot increase rank, which is why multiplying cannot promote a singular matrix to invertible
The first row is the one to internalise, because non-commutativity is the signature of matrices. A good concrete check: rotation matrices in the plane do commute with each other, and scaling matrices commute with each other, but a rotation and a scale in a different order give different results once the scale is anisotropic.
The second row is the most commonly assumed linearity that does not hold. The determinant is multiplicative, not additive, and the I , − I I, -I I , − I example is the cleanest refutation.
Fast matrix multiplication. The schoolbook method is O ( n 3 ) O(n^3) O ( n 3 ) ; Strassen is O ( n 2.807 ) O(n^{2.807}) O ( n 2.807 ) and the best known bound is around O ( n 2.37 ) O(n^{2.37}) O ( n 2.37 ) . Whether Θ ( n 2 ) \Theta(n^2) Θ ( n 2 ) is achievable is a major open problem.Numerical stability. LU with partial pivoting is the standard inverse method, and why it is stable in practice despite having exponential worst-case growth factor is still not fully explained.Structured matrices. Toeplitz, Hankel and sparse matrices have multiplication costs far below O ( n 3 ) O(n^3) O ( n 3 ) , and exploiting structure is where the practical gains are.Tensor rank. Rank for higher-order arrays is not unique and is NP-hard to compute, which is a genuinely different world from the matrix case.Random matrices. Products of random matrices, and the distribution of their singular values, are central to numerical analysis and to theoretical physics.Mix these with Eigenvalues and Eigenvectors , Systems of Linear Equations , Vectors and Vector Spaces , Singular Value Decomposition and Linear Independence, Span, Basis and Dimension .
(Operations.) Show that matrix multiplication is associative by thinking of matrices as maps, rather than by expanding indices. (Determinants.) Prove det ( A B ) = det A det B \det(AB) = \det A \det B det ( A B ) = det A det B for 2 × 2 2\times2 2 × 2 matrices by direct computation, then explain why the same identity holds in every dimension and what property of the determinant makes it true. (Inverses.) Show that a matrix with a zero row cannot be invertible, in three ways: by determinant, by systems of equations, and by maps. (Eigenvalues.) Show that the eigenvalues of a triangular matrix are its diagonal entries, and hence that the determinant is their product. This is why row reduction to triangular form is how software finds eigenvalues. (Singular value decomposition.) Show that det A \det A det A is the product of the singular values of A A A up to sign, and explain why the sign is sign ( det U det V ) \operatorname{sign}(\det U \det V) sign ( det U det V ) . (Rank.) Show that rank ( A B ) ≤ rank ( A ) \operatorname{rank}(AB) \le \operatorname{rank}(A) rank ( A B ) ≤ rank ( A ) by thinking of the columns of A B AB A B as A A A applied to columns of B B B . Then give an example where the rank strictly drops.