Mathematics · Book 3 · Bachelor Year 1

University Mathematics — Year 1

University Mathematics — Year 1 · Bachelor Year 1

22Determinants and Linear Systems

The determinant condenses into one scalar the answer to “are these nn vectors a basis?” — and, geometrically, measures the volume they span. We characterize it by its properties (multilinear, alternating, normalized), compute it in dimensions 22 and 33 and by cofactor expansion in general, and put it to work on linear systems, alongside the all-purpose algorithm: Gaussian elimination.

22.1 The determinant

Theorem 22.1 (Characterization)

There is exactly one map det⁡ ⁣:Mn(K)→K\det \colon \mathcal{M}_n(K) \to K, viewed as a function of the nn columns, that is:

  1. linear in each column (the others fixed);
  2. alternating: swapping two columns changes the sign (hence two equal columns give 00);
  3. normalized: det⁡In=1\det I_n = 1.

For n=2n = 2 and 33:

∣abcd∣=ad−bc,∣abcdefghi∣=aei+bfg+cdh−ceg−bdi−afh\begin{vmatrix} a & b\\ c & d\end{vmatrix} = ad - bc, \qquad \begin{vmatrix} a & b & c\\ d & e & f\\ g & h & i\end{vmatrix} = aei + bfg + cdh - ceg - bdi - afh

(the 3×33 \times 3 rule of Sarrus: products of descending diagonals minus ascending ones).

Proof. Admitted at this level. ∎

Remark 22.2

For n=2n = 2: expanding by bilinearity on the canonical columns gives the formula, which conversely satisfies the axioms — a complete proof; n=3n = 3 is identical with more terms. The general case (existence via the sum over permutations, uniqueness by the same expansion) demands the signature of a permutation and is deferred to the second year; we freely use the axioms and the consequences below.

The n=2n = 2 expansion in full, since it is the template: with columns C1=a e1+c e2C_1 = a\,e_1 + c\,e_2 and C2=b e1+d e2C_2 = b\,e_1 + d\,e_2, bilinearity gives

det⁡(C1,C2)=abdet⁡(e1,e1)+addet⁡(e1,e2)+cbdet⁡(e2,e1)+cddet⁡(e2,e2),\det(C_1, C_2) = ab\det(e_1, e_1) + ad\det(e_1, e_2) + cb\det(e_2, e_1) + cd\det(e_2, e_2),

and alternation kills the repeated pairs while flipping det⁡(e2,e1)=−det⁡(e1,e2)\det(e_2, e_1) = -\det(e_1, e_2): the whole map collapses to (ad−bc)det⁡(e1,e2)=ad−bc(ad - bc)\det(e_1, e_2) = ad - bc by normalization. Uniqueness is visible in the computation itself — the axioms left no choice at any step — and this is exactly the scaled-uniqueness fact used in the proof of the product rule below.

Theorem 22.3 (Properties)

For A,B∈Mn(K)A, B \in \mathcal{M}_n(K):

  1. adding to a column a multiple of another does not change the determinant; multiplying a column by λ\lambda multiplies it by λ\lambda (so det⁡(λA)=λndet⁡A\det(\lambda A) = \lambda^n \det A);
  2. det⁡(AB)=det⁡A det⁡B\det(AB) = \det A\, \det B;
  3. AA is invertible   ⟺  \iff det⁡A≠0\det A \neq 0   ⟺  \iff the columns form a basis of KnK^n; and then det⁡(A−1)=(det⁡A)−1\det(A^{-1}) = (\det A)^{-1};
  4. det⁡(AT)=det⁡A\det(A^{\mathsf T}) = \det A — so every column rule is also a row rule;
  5. the determinant of a triangular matrix is the product of its diagonal entries.

Proof. (1) By linearity, det⁡(…,Ci+λCj,… )=det⁡A+λdet⁡(…,Cj,… )\det(\dots, C_i + \lambda C_j, \dots) = \det A + \lambda\det(\dots, C_j, \dots) where the second determinant has two equal columns: zero.

(2) Fix AA and consider φ(B)=det⁡(AB)\varphi(B) = \det(AB) as a function of the columns of BB: since ABAB has columns ABjAB_j, φ\varphi is multilinear and alternating in the BjB_j. We admit, with Theorem 22.1, its uniqueness statement in scaled form: every multilinear alternating map φ\varphi of the columns equals φ(In)⋅det⁡\varphi(I_n) \cdot \det. Here φ(In)=det⁡A\varphi(I_n) = \det A, so det⁡(AB)=det⁡A⋅det⁡B\det(AB) = \det A \cdot \det B.

(3) If AA is invertible: det⁡A det⁡A−1=det⁡I=1\det A\,\det A^{-1} = \det I = 1, so det⁡A≠0\det A \neq 0 and the inverse formula holds. If AA is not invertible, its columns are linked (Corollary 20.9 and Proposition 20.2); expressing one column through the others and expanding by linearity leaves determinants with two equal columns: det⁡A=0\det A = 0. The basis statement is Proposition 19.8.

(4) Admitted with the general construction (it is immediate on the permutation formula); we record it to use row operations.

(5) If some diagonal entry vanishes, the first kk columns are linked for some kk (rank considerations) and det⁡=0=\det = 0 = product. Otherwise, clear each column below-and-left by operations of type (1) — possible in the triangular shape — reaching the diagonal matrix, whose determinant is the product of the entries by multilinearity from InI_n. ∎

Example 22.4 (The rules, checked on numbers)

Take A=(1234)A = \begin{pmatrix} 1 & 2\\ 3 & 4\end{pmatrix} (det⁡A=−2\det A = -2) and B=(0111)B = \begin{pmatrix} 0 & 1\\ 1 & 1\end{pmatrix} (det⁡B=−1\det B = -1). Then

AB=(2347),det⁡(AB)=14−12=2=(−2)(−1);det⁡(AT)=∣1324∣=−2=det⁡A.AB = \begin{pmatrix} 2 & 3\\ 4 & 7\end{pmatrix}, \quad \det(AB) = 14 - 12 = 2 = (-2)(-1) ; \qquad \det(A^{\mathsf T}) = \begin{vmatrix} 1 & 3\\ 2 & 4 \end{vmatrix} = -2 = \det A .

Multiplicativity and transpose-invariance confirmed — while the false additivity fails on the same pair:

det⁡(A+B)=∣1345∣=−7≠det⁡A+det⁡B=−3.\det(A + B) = \begin{vmatrix} 1 & 3\\ 4 & 5\end{vmatrix} = -7 \neq \det A + \det B = -3 .

Thirty seconds of arithmetic of this kind, after any determinant identity is invoked, is the cheapest error insurance available.

Example 22.5 (Determinants as areas)

The parallelogram spanned by u=(2,0)u = (2, 0) and v=(1,3)v = (1, 3) has base 22 and height 33: area 66. And

∣2103∣=6:\begin{vmatrix} 2 & 1\\ 0 & 3\end{vmatrix} = 6 :

the 2×22\times2 determinant is the signed area of the parallelogram of its columns. The axioms retell the geometry: adding a multiple of one column to the other is a shear, sliding the parallelogram parallel to a side without changing base or height (operation (1) of Theorem 22.3); scaling a column scales the area; swapping the columns flips the orientation, whence the sign, det⁡(v,u)=−6\det(v, u) = -6. In R3\R^3 the same reading gives signed volumes, and ∣det⁡∣\abs{\det} becomes the universal volume-scaling factor of linear maps — the fact behind the change-of-variables formula for multiple integrals in the Year 2 volume.

Theorem 22.6 (Cofactor expansion)

Let A∈Mn(K)A \in \mathcal{M}_n(K) and Δij\Delta_{ij} the determinant of AA with row ii and column jj deleted. Then, for any fixed column jj (or row, by transposition):

det⁡A=∑i=1n(−1)i+j aij Δij.\det A = \sum_{i=1}^{n} (-1)^{i+j}\, a_{ij}\, \Delta_{ij} .

Proof. Admitted at this level. ∎

Example 22.7

Expanding along the first column:

∣210121012∣=2∣2112∣−1∣1012∣=2×3−2=4.\begin{vmatrix} 2 & 1 & 0\\ 1 & 2 & 1\\ 0 & 1 & 2 \end{vmatrix} = 2\begin{vmatrix} 2 & 1\\ 1 & 2\end{vmatrix} - 1\begin{vmatrix} 1 & 0\\ 1 & 2\end{vmatrix} = 2 \times 3 - 2 = 4 .

Strategy: create zeros first (row/column operations), then expand along the emptiest line.

Example 22.8 (The cofactor inverse, once by hand)

For A=(110011101)A = \begin{pmatrix} 1 & 1 & 0\\ 0 & 1 & 1\\ 1 & 0 & 1\end{pmatrix}: det⁡A=1(1)−1(−1)+0=2\det A = 1(1) - 1(-1) + 0 = 2. The nine cofactors (−1)i+jΔij(-1)^{i+j}\Delta_{ij} assemble into

Com⁡(A)=(11−1−1111−11),A−1=1det⁡ACom⁡(A)T=12(1−1111−1−111),\operatorname{Com}(A) = \begin{pmatrix} 1 & 1 & -1\\ -1 & 1 & 1\\ 1 & -1 & 1 \end{pmatrix}, \qquad A^{-1} = \frac{1}{\det A}\operatorname{Com}(A)^{\mathsf T} = \frac12\begin{pmatrix} 1 & -1 & 1\\ 1 & 1 & -1\\ -1 & 1 & 1 \end{pmatrix},

the formula quoted in Exercise 22.8. Check one row-column pair: (row 11 of AA)(column 11 of A−1A^{-1}) =12(1+1+0)=1= \frac12(1 + 1 + 0) = 1, and against column 22: 12(−1+1+0)=0\frac12(-1 + 1 + 0) = 0. Nine 2×22\times2 determinants for one 3×33\times3 inverse: already at this size, row reduction (Exercise 22.3) is cheaper — the cofactor formula’s value is theoretical (integrality in Exercise 22.8, differentiability of the inverse in later volumes), not computational.

Example 22.9 (The block-triangular rule, in size 44)

Claim: det⁡(MN0P)=det⁡M det⁡P\det\begin{pmatrix} M & N\\ 0 & P\end{pmatrix} = \det M\,\det P for 2×22\times2 blocks. Clear the NN-block by column operations: adding to columns 3,43, 4 suitable combinations of columns 1,21, 2 removes NN when MM is invertible (solve MΛ=−NM\Lambda = -N for the combination coefficients Λ\Lambda), leaving det⁡(M00P)\det\begin{pmatrix} M & 0\\ 0 & P\end{pmatrix}; then cofactor expansion along the first column, twice, gives det⁡Mdet⁡P\det M\det P for this block-diagonal shape. If MM is not invertible, its columns are linked, so the first two columns of the big matrix are linked (their bottom halves are zero): both sides vanish. The rule extends to any block sizes by the same two-case argument — and it is the engine of Exercise 22.10.

Example 22.10 (A 4×44 \times 4 determinant, strategically)

Δ=∣1234234134124123∣.\Delta = \begin{vmatrix} 1 & 2 & 3 & 4\\ 2 & 3 & 4 & 1\\ 3 & 4 & 1 & 2\\ 4 & 1 & 2 & 3 \end{vmatrix}.

Every row sums to 1010: the operation C1←C1+C2+C3+C4C_1 \leftarrow C_1 + C_2 + C_3 + C_4 makes the first column constant, and factoring 1010 leaves ones. Then Li←Li−L1L_i \leftarrow L_i - L_1 (i≥2i \geq 2) clears the first column:

Δ=10∣1234011−302−2−20−1−1−1∣=10∣11−32−2−2−1−1−1∣=10×16=160,\Delta = 10\begin{vmatrix} 1 & 2 & 3 & 4\\ 0 & 1 & 1 & -3\\ 0 & 2 & -2 & -2\\ 0 & -1 & -1 & -1 \end{vmatrix} = 10\begin{vmatrix} 1 & 1 & -3\\ 2 & -2 & -2\\ -1 & -1 & -1 \end{vmatrix} = 10 \times 16 = 160,

the last 3×33\times3 determinant expanding along its first row: 1(2−2)−1(−2−2)+(−3)(−2−2)=0+4+12=161(2 - 2) - 1(-2 - 2) + (-3)(-2 - 2) = 0 + 4 + 12 = 16. Moral: one well-chosen operation (spotting the constant row sum) beats sixteen cofactors.

Method 22.11 (Choosing a determinant strategy)

Scan the matrix before computing anything.

  1. Constant row or column sums: add everything into one line, factor the common value (Example 22.10, Exercise 22.7).
  2. Repetitive structure: subtract neighboring rows or columns to create zeros; staircase patterns collapse toward triangular form, whose determinant is read on the diagonal.
  3. Isolated zeros: expand along the emptiest line (Example 22.7); recursive families (tridiagonal, Exercise 22.6) yield recurrences this way.
  4. A parameter: the determinant is a polynomial in it; find its roots by spotting the degenerate values (equal rows, proportional columns), then pin the polynomial down by degree and leading coefficient. For the matrix of Exercise 22.7: m=1m = 1 gives three equal rows (rank 11, a double root), m=−2m = -2 makes the rows sum to zero (one more root); the determinant has degree 33 in mm with leading term −m3-m^3 (the anti-diagonal product m⋅m⋅mm\cdot m\cdot m, whose Sarrus sign is −1-1), so it must be −(m+2)(m−1)2-(m+2)(m-1)^2 — no expansion needed, and the two methods check each other.

Example 22.12 (Vandermonde determinant)

For scalars x1,…,xnx_1, \dots, x_n:

V(x1,…,xn)=∣1x1x12⋯x1n−11x2x22⋯x2n−1⋮⋮1xnxn2⋯xnn−1∣=∏1≤i<j≤n(xj−xi).V(x_1, \dots, x_n) = \begin{vmatrix} 1 & x_1 & x_1^2 & \cdots & x_1^{n-1}\\ 1 & x_2 & x_2^2 & \cdots & x_2^{n-1}\\ \vdots & & & & \vdots\\ 1 & x_n & x_n^2 & \cdots & x_n^{n-1} \end{vmatrix} = \prod_{1 \leq i < j \leq n} (x_j - x_i) .

Proof sketch (detailed in Exercise 22.5): column operations Ck←Ck−x1Ck−1C_k \leftarrow C_k - x_1 C_{k-1} from the right clear the first row, and factoring each remaining row reduces to V(x2,…,xn)V(x_2, \dots, x_n). Nonzero iff the xix_i are pairwise distinct — the determinant behind Lagrange interpolation (Example 20.10).

22.2 Linear systems

Definition 22.13

A linear system of nn equations in pp unknowns is AX=BAX = B with A∈Mn,p(K)A \in \mathcal{M}_{n,p}(K), B∈KnB \in K^n; it is homogeneous when B=0B = 0. Its solution set, when nonempty, is X0+ker⁡AX_0 + \ker A: a particular solution plus the general homogeneous solution — an affine subspace of dimension p−rk⁡Ap - \operatorname{rk} A (rank–nullity).

Example 22.14 (The affine structure, made visible)

Solve

{x+y+z=3x−y+2z=2.\begin{cases} x + y + z = 3\\ x - y + 2z = 2 . \end{cases}

Subtracting the equations: 2y−z=12y - z = 1, so z=2y−1z = 2y - 1 and x=3−y−z=4−3yx = 3 - y - z = 4 - 3y. The solutions form the line

(x,y,z)=(4, 0, −1)+y (−3, 1, 2)(y∈R):(x, y, z) = (4,\ 0,\ -1) + y\,(-3,\ 1,\ 2) \qquad (y \in \R):

the particular solution X0=(4,0,−1)X_0 = (4, 0, -1) (the choice y=0y = 0) plus the kernel line ker⁡A=Vect⁡(−3,1,2)\ker A = \operatorname{Vect}(-3, 1, 2) of the associated homogeneous system — check: (−3)+1+2=0(-3) + 1 + 2 = 0 and (−3)−1+4=0(-3) - 1 + 4 = 0. Geometrically, two non-parallel planes of R3\R^3 intersect along a line, and the dimension count p−rk⁡A=3−2=1p - \operatorname{rk} A = 3 - 2 = 1 knew it before we solved anything. Changing the particular solution (say y=1y = 1: X0′=(1,1,1)X_0' = (1, 1, 1)) changes the description, not the line: an affine subspace has many origins and one direction.

Theorem 22.15 (Square Cramer systems)

If A∈GLn(K)A \in GL_n(K), the system AX=BAX = B has the unique solution X=A−1BX = A^{-1}B, whose coordinates are

xj=det⁡Ajdet⁡A,Aj=A with column j replaced by B.x_j = \frac{\det A_j}{\det A}, \qquad A_j = A \text{ with column } j \text{ replaced by } B .

Proof. Uniqueness and existence are the invertibility. For the formula: write B=∑kxkCkB = \sum_k x_k C_k (columns of AA); then, by multilinearity and alternation,

det⁡Aj=det⁡(C1,…,∑kxkCk,…,Cn)=∑kxkdet⁡(C1,…,Ck,…,Cn)=xjdet⁡A,\det A_j = \det\Bigl(C_1, \dots, \sum_k x_k C_k, \dots, C_n\Bigr) = \sum_k x_k \det(C_1, \dots, C_k, \dots, C_n) = x_j \det A ,

every term except k=jk = j having a repeated column. ∎

Example 22.16 (Cramer with a parameter, in full)

For m∈Rm \in \R, solve

{x+my=1mx+y=2.\begin{cases} x + m y = 1\\ m x + y = 2 . \end{cases}

The determinant is 1−m21 - m^2. Generic case m≠±1m \neq \pm1: Cramer gives

x=∣1m21∣1−m2=1−2m1−m2,y=∣11m2∣1−m2=2−m1−m2,x = \frac{\begin{vmatrix} 1 & m\\ 2 & 1\end{vmatrix}}{1 - m^2} = \frac{1 - 2m}{1 - m^2}, \qquad y = \frac{\begin{vmatrix} 1 & 1\\ m & 2\end{vmatrix}}{1 - m^2} = \frac{2 - m}{1 - m^2},

one clean solution for each admissible mm (check at m=0m = 0: (1,2)(1, 2), obviously right). Degenerate cases: at m=1m = 1 the equations read x+y=1x + y = 1 and x+y=2x + y = 2: incompatible; at m=−1m = -1 they read x−y=1x - y = 1 and −x+y=2-x + y = 2, i.e. x−y=1x - y = 1 and x−y=−2x - y = -2: incompatible again. The vanishing of the determinant announces that something degenerates, but never says what — empty or infinite must be decided by looking at the right-hand side. Note also how the formulas signal their own limits: as m→1−m \to 1^{-}, x=1−2m1−m2→−∞x = \frac{1 - 2m}{1 - m^2} \to -\infty; the solution point runs away as the two lines become parallel.

Method 22.17 (Gaussian elimination on systems)

Row-reduce the augmented matrix (A∣B)(A \mid B) to echelon form.

  1. If a pivot appears in the last column (0=10 = 1 line): no solution.
  2. Otherwise, the unknowns split into pivot unknowns and free unknowns (parameters); back-substitution expresses the former in the latter: the solution set is an affine subspace of dimension == number of free unknowns.

Cramer’s formulas are for theory and small systems; elimination is the practical algorithm.

Example 22.18 (A discussion with parameter)

For m∈Rm \in \R, consider

{x+y+mz=1x+my+z=1mx+y+z=1.\begin{cases} x + y + mz = 1\\ x + my + z = 1\\ mx + y + z = 1 . \end{cases}

The matrix has determinant −(m+2)(m−1)2-(m+2)(m-1)^2 (computed in Exercise 22.7 by adding all columns to the first). For m≠1,−2m \neq 1, -2: unique solution x=y=z=1m+2x = y = z = \frac{1}{m+2} (by symmetry). For m=1m = 1: one equation repeated thrice, a plane of solutions. For m=−2m = -2: adding the three equations gives 0=30 = 3, no solution.

Remark 22.19 (Common pitfalls)

The determinant is not linear in the matrix: det⁡(A+B)≠det⁡A+det⁡B\det(A + B) \neq \det A + \det B (already det⁡(I2+I2)=4≠2\det(I_2 + I_2) = 4 \neq 2); it is linear in each column separately, which is a different thing entirely. Scaling: det⁡(λA)=λndet⁡A\det(\lambda A) = \lambda^n\det A, not λdet⁡A\lambda\det A — each of the nn columns is scaled. Row operations are not all free: Li←Li+λLjL_i \leftarrow L_i + \lambda L_j preserves the determinant, but a swap changes the sign and Li←λLiL_i \leftarrow \lambda L_i multiplies it by λ\lambda — bookkeeping errors here are the classic source of wrong signs in elimination-based computations. A zero determinant is the beginning, not the end: it says “rank <n< n” but not which rank; only further work (echelon form, or the minors of Exercise 22.12) locates it — cf. the case m=1m = 1 vs m=−2m = -2 in Example 22.18. Cramer needs invertibility: when det⁡A=0\det A = 0 the formulas xj=det⁡Aj/det⁡Ax_j = \det A_j/\det A are meaningless, and the system may perfectly well have (infinitely many) solutions. Only square matrices have determinants: for a rectangular system, elimination is the only tool.

Remark 22.20 (Where determinants go)

Three lives await this scalar. Geometric: ∣det⁡∣\abs{\det} is the area or volume scaling factor of the associated map — made precise for the plane in Chapter 23 and, as the Jacobian of a change of variables, in the multiple integrals of the Year 2 volume. Algebraic: det⁡(A−λI)\det(A - \lambda I), the characteristic polynomial, opens eigenvalue theory in Year 2 — the identity A2−(tr⁡A)A+(det⁡A)I=0A^2 - (\operatorname{tr} A)A + (\det A)I = 0 of the Chapter 21 weekend problem is its first shadow. Analytic: determinants of special matrices (Vandermonde, Cauchy, Gram) decide when interpolation, decomposition and projection problems are well posed; the weekend problem below evaluates the first two families completely.

Remark 22.21 (Perspectives inside Book 3)

This chapter closes the linear-algebra spine of the volume, and its two remaining chapters cash the dividends. In Chapter 23: the Gram matrix (⟨vi,vj⟩)\bigl(\langle v_i, v_j\rangle\bigr) tests freeness by a determinant (Exercise 23.11), and the plane isometries split into rotations and reflections along the sign of their determinant — the classification of the weekend problem there runs on it. In Chapter 25: the Monge quantity rt−s2rt - s^2 is the determinant of the symmetric matrix of second derivatives, and the normal equations of least squares are a Cramer system whose matrix is a Gram (hence moment) matrix — invertible precisely by the Vandermonde-flavored criteria established here. When those chapters assert “invertible” or “positive”, the receipts are in this one.

22.3 Exercises

Exercise 22.1 ★

Compute:

∣3152∣,∣123456789∣,∣111124139∣.\begin{vmatrix} 3 & 1\\ 5 & 2 \end{vmatrix}, \qquad \begin{vmatrix} 1 & 2 & 3\\ 4 & 5 & 6\\ 7 & 8 & 9\end{vmatrix}, \qquad \begin{vmatrix} 1 & 1 & 1\\ 1 & 2 & 4\\ 1 & 3 & 9\end{vmatrix}.
Solution

Solution of Exercise 22.1.

3×2−1×5=13 \times 2 - 1 \times 5 = 1.

Second: L2←L2−L1L_2 \leftarrow L_2 - L_1, L3←L3−L2L_3 \leftarrow L_3 - L_2 (on the original rows) give rows (1,2,3),(3,3,3),(3,3,3)(1,2,3), (3,3,3), (3,3,3): two equal rows, determinant 00. (Sarrus confirms: 45+84+96−105−48−72=045 + 84 + 96 - 105 - 48 - 72 = 0.)

Third: it is Vandermonde with x=1,2,3x = 1, 2, 3 (Example 22.12): (2−1)(3−1)(3−2)=2(2-1)(3-1)(3-2) = 2.

Exercise 22.2 ★

For which λ∈R\lambda \in \R is the family ((1,1,λ),(1,λ,1),(λ,1,1))\bigl((1, 1, \lambda), (1, \lambda, 1), (\lambda, 1, 1)\bigr) a basis of R3\R^3?

Solution

Solution of Exercise 22.2.

The determinant equals (add all columns to the first, factor) (λ+2)(\lambda + 2) times

∣11λ1λ1111∣=−(λ−1)2\begin{vmatrix} 1 & 1 & \lambda\\ 1 & \lambda & 1\\ 1 & 1 & 1 \end{vmatrix} = -(\lambda - 1)^2

(clear with L1←L1−L3L_1 \leftarrow L_1 - L_3, L2←L2−L3L_2 \leftarrow L_2 - L_3 and expand), giving det⁡=−(λ+2)(λ−1)2\det = -(\lambda+2)(\lambda-1)^2. Basis   ⟺  det⁡≠0  ⟺  λ∉{1,−2}\iff \det \neq 0 \iff \lambda \notin \{1, -2\}.

Exercise 22.3 ★

Solve by Cramer’s rule:

{2x+y=53x−2y=4,then{x+y+z=6x−y+z=22x+y−z=1.\begin{cases} 2x + y = 5\\ 3x - 2y = 4 , \end{cases} \qquad\text{then}\qquad \begin{cases} x + y + z = 6\\ x - y + z = 2\\ 2x + y - z = 1 . \end{cases}
Solution

Solution of Exercise 22.3.

First system: det⁡=−7\det = -7; x=1−7∣514−2∣=−14−7=2x = \frac{1}{-7}\begin{vmatrix} 5 & 1\\ 4 & -2\end{vmatrix} = \frac{-14}{-7} = 2, y=1−7∣2534∣=−7−7=1y = \frac{1}{-7}\begin{vmatrix} 2 & 5\\ 3 & 4\end{vmatrix} = \frac{-7}{-7} = 1. Check: 2(2)+1=52(2) + 1 = 5; 3(2)−2=43(2) - 2 = 4.

Second system: after L2−L1L_2 - L_1 and L3−2L1L_3 - 2L_1, the rows become (1,1,1)(1,1,1), (0,−2,0)(0,-2,0), (0,−1,−3)(0,-1,-3), so

det⁡A=∣1111−1121−1∣=1×∣−20−1−3∣=6.\det A = \begin{vmatrix} 1&1&1\\ 1&-1&1\\ 2&1&-1\end{vmatrix} = 1 \times \begin{vmatrix} -2 & 0\\ -1 & -3\end{vmatrix} = 6 .

Cramer, replacing columns by (6,2,1)T(6,2,1)^{\mathsf T}:

x=66=1,y=126=2,z=186=3x = \frac{6}{6} = 1, \qquad y = \frac{12}{6} = 2, \qquad z = \frac{18}{6} = 3

(the numerators computed the same way). Check: 1+2+3=61 + 2 + 3 = 6; 1−2+3=21 - 2 + 3 = 2; 2+2−3=12 + 2 - 3 = 1.

Exercise 22.4 ★

Solve by Gaussian elimination, describing the solution set:

{x+2y−z+t=12x+4y+z−t=5x+2y+2z−2t=4.\begin{cases} x + 2y - z + t = 1\\ 2x + 4y + z - t = 5\\ x + 2y + 2z - 2t = 4 . \end{cases}
Solution

Solution of Exercise 22.4.

Reduce the augmented matrix: L2←L2−2L1L_2 \leftarrow L_2 - 2L_1, L3←L3−L1L_3 \leftarrow L_3 - L_1:

(12−111003−33003−33)→(12−111001−1100000).\begin{pmatrix} 1 & 2 & -1 & 1 & 1\\ 0 & 0 & 3 & -3 & 3\\ 0 & 0 & 3 & -3 & 3 \end{pmatrix} \to \begin{pmatrix} 1 & 2 & -1 & 1 & 1\\ 0 & 0 & 1 & -1 & 1\\ 0 & 0 & 0 & 0 & 0 \end{pmatrix}.

Pivot unknowns x,zx, z; free unknowns y,ty, t. Back-substitution: z=1+tz = 1 + t, x=1−2y+z−t=2−2yx = 1 - 2y + z - t = 2 - 2y. Solution set:

{(2−2y,  y,  1+t,  t):y,t∈R}=(2,0,1,0)+Vect⁡((−2,1,0,0), (0,0,1,1)),\{(2 - 2y,\; y,\; 1 + t,\; t) : y, t \in \R\} = (2, 0, 1, 0) + \operatorname{Vect}\bigl((-2,1,0,0),\, (0,0,1,1)\bigr),

an affine plane (dimension 2=4−rk⁡22 = 4 - \operatorname{rk} 2) of R4\R^4.

Exercise 22.5 ★★

Prove the Vandermonde formula of Example 22.12 by induction on nn, with the column operations Ck←Ck−x1Ck−1C_k \leftarrow C_k - x_1 C_{k-1} performed from k=nk = n down to k=2k = 2.

Solution

Solution of Exercise 22.5.

Induction; n=1n = 1 is empty product =1= 1. For the step, perform Ck←Ck−x1Ck−1C_k \leftarrow C_k - x_1 C_{k-1} for k=n,n−1,…,2k = n, n-1, \dots, 2 (in this order, so each operation uses a not-yet-modified column). The first row becomes (1,0,…,0)(1, 0, \dots, 0); in row i≥2i \geq 2, the kk-th entry becomes xik−1−x1xik−2=xik−2(xi−x1)x_i^{k-1} - x_1 x_i^{k-2} = x_i^{k-2}(x_i - x_1). Expanding along the first row and factoring (xi−x1)(x_i - x_1) out of each row ii:

V(x1,…,xn)=∏i=2n(xi−x1)⋅V(x2,…,xn),V(x_1, \dots, x_n) = \prod_{i=2}^{n} (x_i - x_1)\cdot V(x_2, \dots, x_n),

and the induction hypothesis completes the product ∏i<j(xj−xi)\prod_{i<j}(x_j - x_i).

Exercise 22.6 ★★

(Tridiagonal) Let DnD_n be the n×nn \times n determinant with 22 on the diagonal, 11 on the two adjacent diagonals, 00 elsewhere. Expanding along the first row, prove Dn=2Dn−1−Dn−2D_n = 2D_{n-1} - D_{n-2} and compute DnD_n (D1=2D_1 = 2, D2=3D_2 = 3).

Solution

Solution of Exercise 22.6.

Expanding DnD_n along the first row: Dn=2Dn−1−1⋅∣1∗0Dn−2-block∣D_n = 2 D_{n-1} - 1\cdot\begin{vmatrix} 1 & \ast\\ 0 & D_{n-2}\text{-block} \end{vmatrix}; the second determinant, expanded along its first column, is Dn−2D_{n-2}. So Dn=2Dn−1−Dn−2D_n = 2D_{n-1} - D_{n-2}, i.e. Dn−Dn−1=Dn−1−Dn−2D_n - D_{n-1} = D_{n-1} - D_{n-2}: the differences are constant, equal to D2−D1=1D_2 - D_1 = 1. Hence Dn=D1+(n−1)=n+1D_n = D_1 + (n - 1) = n + 1. (Check: D2=3D_2 = 3, and the 3×33\times3 case is Example 22.7: D3=4D_3 = 4.)

Exercise 22.7 ★★

Complete Example 22.18: compute the determinant ∣11m1m1m11∣\begin{vmatrix} 1 & 1 & m\\ 1 & m & 1\\ m & 1 & 1\end{vmatrix} by the operation C1←C1+C2+C3C_1 \leftarrow C_1 + C_2 + C_3, and carry out the full discussion of the system.

Solution

Solution of Exercise 22.7.

C1←C1+C2+C3C_1 \leftarrow C_1 + C_2 + C_3 makes the first column constant (m+2)(m+2); factor it:

det⁡=(m+2)∣11m1m1111∣=L1−L3, L2−L3(m+2)∣00m−10m−10111∣=(m+2)⋅(−(m−1)2)\det = (m+2)\begin{vmatrix} 1 & 1 & m\\ 1 & m & 1\\ 1 & 1 & 1 \end{vmatrix} \overset{L_1 - L_3,\ L_2 - L_3}{=} (m+2)\begin{vmatrix} 0 & 0 & m-1\\ 0 & m-1 & 0\\ 1 & 1 & 1 \end{vmatrix} = (m+2)\cdot\bigl(-(m-1)^2\bigr)

(expand along the first column: the single entry 11 carries sign ++, and the remaining 2×22 \times 2 determinant is 0⋅0−(m−1)(m−1)=−(m−1)20 \cdot 0 - (m-1)(m-1) = -(m-1)^2).

Discussion. m∉{1,−2}m \notin \{1, -2\}: Cramer system; by the symmetry of the equations, x=y=zx = y = z, and each equation gives (m+2)x=1(m + 2)x = 1: unique solution (1m+2,1m+2,1m+2)\bigl(\frac{1}{m+2}, \frac{1}{m+2}, \frac{1}{m+2}\bigr). m=1m = 1: the three equations all read x+y+z=1x + y + z = 1: solutions form the affine plane x+y+z=1x + y + z = 1. m=−2m = -2: summing the three equations gives 0=30 = 3: empty solution set.

Exercise 22.8 ★★

Let A∈Mn(R)A \in \mathcal{M}_n(\R) with integer entries. Prove that AA has an inverse with integer entries if and only if det⁡A=±1\det A = \pm 1. (For the direct sense, take determinants; for the converse, admit — or prove for n≤3n \leq 3 via cofactors — that A−1=1det⁡A Com⁡(A)TA^{-1} = \frac{1}{\det A}\,\operatorname{Com}(A)^{\mathsf T} with integer cofactor matrix.)

Solution

Solution of Exercise 22.8.

(⇒\Rightarrow) If A−1A^{-1} has integer entries: det⁡A⋅det⁡A−1=1\det A \cdot \det A^{-1} = 1 with both determinants integers (sums of products of entries): two integers with product 11 are both ±1\pm1.

(⇐\Leftarrow) The cofactor formula A−1=1det⁡ACom⁡(A)TA^{-1} = \frac{1}{\det A}\operatorname{Com}(A)^{\mathsf T} (checked for n≤3n \leq 3 by direct expansion, admitted in general) has Com⁡(A)\operatorname{Com}(A) with integer entries (each cofactor is an integer determinant); dividing by det⁡A=±1\det A = \pm 1 keeps integers.

Exercise 22.9 ★★★

Compute the n×nn \times n determinant of the matrix aI+bJaI + bJ (Exercise 21.9), i.e. with a+ba + b on the diagonal and bb elsewhere. (Add all columns to the first, factor, then clear.) Recover the invertibility condition a≠0a \neq 0, a+nb≠0a + nb \neq 0.

Solution

Solution of Exercise 22.9.

Add all columns to the first: each entry of the new first column is a+nba + nb; factor it out, so that the first column is all ones. Then the row operations Li←Li−L1L_i \leftarrow L_i - L_1 (i≥2i \geq 2) clear every entry below the top-left 11 and leave aa on the diagonal and 00 elsewhere in those rows: the matrix is upper triangular with diagonal (1,a,…,a)(1, a, \dots, a). Hence

det⁡(aI+bJ)=(a+nb) a n−1,\det(aI + bJ) = (a + nb)\, a^{\,n-1} ,

nonzero iff a≠0a \neq 0 and a+nb≠0a + nb \neq 0: the condition of Exercise 21.9.

Exercise 22.10 ★★★

Let A,B∈Mn(R)A, B \in \mathcal{M}_n(\R). Prove that

det⁡(ABBA)=det⁡(A+B) det⁡(A−B),\det\begin{pmatrix} A & B\\ B & A \end{pmatrix} = \det(A + B)\,\det(A - B),

by block column and row operations (C1←C1+C2C_1 \leftarrow C_1 + C_2, then L2←L2−L1L_2 \leftarrow L_2 - L_1, in block form), assuming the natural block-triangular rule det⁡(MN0P)=det⁡Mdet⁡P\det\begin{pmatrix} M & N\\ 0 & P\end{pmatrix} = \det M \det P — proved for 2×22 \times 2 blocks in Example 22.9.

Solution

Solution of Exercise 22.10.

Block operations (each a composition of the corresponding nn scalar operations, allowed by Theorem 22.3 (1)):

∣ABBA∣=C1←C1+C2∣A+BBA+BA∣=L2←L2−L1∣A+BB0A−B∣=det⁡(A+B) det⁡(A−B),\begin{vmatrix} A & B\\ B & A\end{vmatrix} \overset{C_1 \leftarrow C_1 + C_2}{=} \begin{vmatrix} A + B & B\\ A + B & A\end{vmatrix} \overset{L_2 \leftarrow L_2 - L_1}{=} \begin{vmatrix} A + B & B\\ 0 & A - B\end{vmatrix} = \det(A+B)\,\det(A-B),

using the block-triangular rule for the last step.

Exercise 22.11 ★★

(Circulant of order 33) Let a,b,c∈Ca, b, c \in \C and

Δ=∣abccabbca∣.\Delta = \begin{vmatrix} a & b & c\\ c & a & b\\ b & c & a \end{vmatrix}.

Prove that Δ=(a+b+c)(a2+b2+c2−ab−bc−ca)\Delta = (a + b + c)(a^2 + b^2 + c^2 - ab - bc - ca), and factor completely over C\C using j=e2iπ/3j = \eu^{2\iu\pi/3}:

Δ=(a+b+c)(a+jb+j2c)(a+j2b+jc).\Delta = (a + b + c)(a + jb + j^2c)(a + j^2b + jc) .

(Start with C1←C1+C2+C3C_1 \leftarrow C_1 + C_2 + C_3; for the complex form, note that the column (1,j,j2)T(1, j, j^2)^{\mathsf T} almost behaves like an eigenvector.)

Solution

Solution of Exercise 22.11.

C1←C1+C2+C3C_1 \leftarrow C_1 + C_2 + C_3 makes the first column constant (a+b+c)(a + b + c); factor it out, then L2←L2−L1L_2 \leftarrow L_2 - L_1, L3←L3−L1L_3 \leftarrow L_3 - L_1:

Δ=(a+b+c)∣1bc0a−bb−c0c−ba−c∣=(a+b+c)[(a−b)(a−c)+(b−c)2],\Delta = (a+b+c)\begin{vmatrix} 1 & b & c\\ 0 & a - b & b - c\\ 0 & c - b & a - c \end{vmatrix} = (a+b+c)\bigl[(a-b)(a-c) + (b-c)^2\bigr],

and expanding, (a−b)(a−c)+(b−c)2=a2+b2+c2−ab−bc−ca(a-b)(a-c) + (b-c)^2 = a^2 + b^2 + c^2 - ab - bc - ca. Over C\C, with j3=1j^3 = 1 and 1+j+j2=01 + j + j^2 = 0:

(a+jb+j2c)(a+j2b+jc)=a2+b2+c2+(j+j2)(ab+bc+ca)=a2+b2+c2−ab−bc−ca,\begin{align*} (a + jb + j^2c)(a + j^2b + jc) &= a^2 + b^2 + c^2 + (j + j^2)(ab + bc + ca)\\ &= a^2 + b^2 + c^2 - ab - bc - ca , \end{align*}

whence the complete factorization. (Structurally: the column (1,j,j2)T(1, j, j^2)^{\mathsf T} satisfies M (1,j,j2)T=(a+jb+j2c)(1,j,j2)TM\,(1, j, j^2)^{\mathsf T} = (a + jb + j^2c)(1, j, j^2)^{\mathsf T}, and similarly for j2j^2 and 11: the three factors are the three “eigenvalues” of the circulant, a story systematized in the Year 2 volume.)

Exercise 22.12 ★★★

(Rank and minors) Let A∈Mn,p(K)A \in \mathcal{M}_{n,p}(K). Prove that rk⁡A\operatorname{rk} A equals the largest size rr of an invertible r×rr \times r submatrix of AA (a submatrix keeps the entries at the crossings of rr chosen rows and rr chosen columns). (If rk⁡A=r\operatorname{rk} A = r, select rr free columns, then rr free rows of the resulting n×rn \times r block; conversely, an invertible submatrix forces the corresponding columns of AA to be free.)

Solution

Solution of Exercise 22.12.

Write r=rk⁡Ar = \operatorname{rk} A.

An invertible r×rr \times r submatrix exists. Choose rr free columns of AA and let B∈Mn,rB \in \mathcal{M}_{n,r} be the matrix they form: rk⁡B=r\operatorname{rk} B = r. Since row rank equals column rank (Theorem 21.13), BB has rr free rows; keeping those rows yields an r×rr \times r submatrix of AA of rank rr, i.e. invertible.

No larger one does. Let SS be an invertible s×ss \times s submatrix, taken from columns j1,…,jsj_1, \dots, j_s and rows i1,…,isi_1, \dots, i_s of AA. If a combination ∑kλkCjk=0\sum_k \lambda_k C_{j_k} = 0 of the corresponding full columns vanishes, then reading only the rows i1,…,isi_1, \dots, i_s gives ∑kλkSk=0\sum_k \lambda_k S_k = 0 on the columns of SS, so all λk=0\lambda_k = 0 (SS invertible): the columns Cj1,…,CjsC_{j_1}, \dots, C_{j_s} of AA are free, and s≤rk⁡A=rs \leq \operatorname{rk} A = r.

Hence rk⁡A\operatorname{rk} A is exactly the largest size of an invertible submatrix.

22.4 Problem: Cauchy’s double alternant

Problem 22.1

Two determinants rule the applications of this chapter: the Vandermonde determinant, evaluated in Exercise 22.5, and the Cauchy determinant det⁡(1ai+bj)\det\bigl(\frac{1}{a_i + b_j}\bigr), evaluated here. Around them this problem collects the alternant toolbox: polynomial column tricks, interpolation by Cramer, the Hilbert matrix, the discriminant of a cubic, and the method of alternating polynomials. Throughout, V(x1,…,xn)=∏i<j(xj−xi)V(x_1, \dots, x_n) = \prod_{i < j}(x_j - x_i) denotes the Vandermonde value.

Part I — The Vandermonde toolbox.

  1. Compute V(1,2,3,4)V(1, 2, 3, 4), and recall why interpolation at nn pairwise distinct nodes is a Cramer system.
  2. (Polynomial alternant) Let P0,…,Pn−1P_0, \dots, P_{n-1} be monic with deg⁡Pk=k\deg P_k = k. Prove

    det⁡(Pj−1(xi))1≤i,j≤n=V(x1,…,xn):\det\bigl(P_{j-1}(x_i)\bigr)_{1 \leq i, j \leq n} = V(x_1, \dots, x_n) :

    column operations replace each power column by any monic staircase, for free.

  3. Apply question 2 to the binomial polynomials Bk=X(X−1)⋯(X−k+1)k!B_k = \frac{X(X-1)\cdots(X-k+1)}{k!}: prove that for integers m1<m2<⋯<mnm_1 < m_2 < \dots < m_n,

    V(m1,…,mn)0! 1! 2!⋯(n−1)!∈N:\frac{V(m_1, \dots, m_n)}{0!\,1!\,2!\cdots(n-1)!} \in \N :

    the product of all pairwise differences of nn integers is divisible by the superfactorial 0! 1!⋯(n−1)!0!\,1!\cdots(n-1)!.

  4. Prove det⁡(xi j)1≤i,j≤n=x1x2⋯xn V(x1,…,xn)\det\bigl(x_i^{\,j}\bigr)_{1 \leq i, j \leq n} = x_1 x_2 \cdots x_n\, V(x_1, \dots, x_n) (powers now starting at 11).
  5. (Moment matrix) Let S=(pi+j−2)1≤i,j≤nS = \bigl(p_{i+j-2}\bigr)_{1 \leq i, j \leq n} where pk=x1k+⋯+xnkp_k = x_1^k + \dots + x_n^k. Prove that S=WTWS = W^{\mathsf T} W for the matrix W=(xi j−1)ijW = (x_i^{\,j-1})_{ij}, deduce

    det⁡S=V(x1,…,xn)2,\det S = V(x_1, \dots, x_n)^2 ,

    and conclude: nn real numbers are pairwise distinct if and only if their moment matrix is invertible, and det⁡S≥0\det S \geq 0 always.

Part II — Interpolation revisited. Nodes x1<⋯<xnx_1 < \dots < x_n, values y1,…,yny_1, \dots, y_n.

  1. Write the conditions “P=c0+c1X+⋯+cn−1Xn−1P = c_0 + c_1X + \dots + c_{n-1}X^{n-1} interpolates” as a linear system in the ckc_k with matrix WW, and recover from det⁡W=V≠0\det W = V \neq 0 the existence and uniqueness of the interpolant (compare the two earlier proofs, Theorem 8.23 and Example 20.10).
  2. By Cramer’s rule and cofactor expansion of the relevant determinant along its last column, prove that the leading coefficient of the interpolant is

    cn−1=∑i=1nyi∏j≠i(xi−xj).c_{n-1} = \sum_{i=1}^{n} \frac{y_i}{\prod_{j \neq i}(x_i - x_j)} .
  3. (Confluent Vandermonde) Compute

    ∣1x1x12012x11x2x22∣=(x2−x1)2,\begin{vmatrix} 1 & x_1 & x_1^2\\ 0 & 1 & 2x_1\\ 1 & x_2 & x_2^2 \end{vmatrix} = (x_2 - x_1)^2 ,

    and interpret: the data (P(x1),P′(x1),P(x2))\bigl(P(x_1), P'(x_1), P(x_2)\bigr) determine a unique P∈R2[X]P \in \R_2[X] when x1≠x2x_1 \neq x_2 (Hermite interpolation).

  4. Find the unique P∈R2[X]P \in \R_2[X] with P(0)=1P(0) = 1, P′(0)=0P'(0) = 0, P(1)=2P(1) = 2, and check your answer against question 8.

Part III — The Cauchy determinant. Let a1,…,ana_1, \dots, a_n and b1,…,bnb_1, \dots, b_n be scalars with ai+bj≠0a_i + b_j \neq 0 for all i,ji, j, and

Cn=det⁡(1ai+bj)1≤i,j≤n.C_n = \det\Bigl(\frac{1}{a_i + b_j}\Bigr)_{1 \leq i, j \leq n} .
  1. Compute C2C_2 by hand and put it in the form “products of differences over products of sums”.
  2. For n≥2n \geq 2, perform Li←Li−LnL_i \leftarrow L_i - L_n (i<ni < n) and factor rows and columns to prove

    Cn=∏i<n(an−ai)∏j(an+bj)  det⁡M,C_n = \frac{\prod_{i<n}(a_n - a_i)}{\prod_{j}(a_n + b_j)}\;\det M,

    where MM agrees with the Cauchy matrix on rows i<ni < n and has last row (1,1,…,1)(1, 1, \dots, 1).

  3. Perform Cj←Cj−CnC_j \leftarrow C_j - C_n (j<nj < n) on MM, factor again, and conclude by induction Cauchy’s double alternant:

    Cn=∏1≤i<j≤n(aj−ai)(bj−bi)∏i,j(ai+bj).C_n = \frac{\prod_{1 \leq i < j \leq n}(a_j - a_i)(b_j - b_i)}{\prod_{i, j}(a_i + b_j)} .
  4. Deduce the invertibility criterion (the aia_i pairwise distinct and the bjb_j pairwise distinct). For the Hilbert matrix Hn=(1i+j−1)H_n = \bigl(\frac{1}{i + j - 1}\bigr): compute det⁡H2\det H_2 and det⁡H3\det H_3 from the formula, and verify that H2−1H_2^{-1} has integer entries.
  5. Show that for pairwise distinct bjb_j and any right-hand side, the system ∑jcjai+bj=yi\sum_j \frac{c_j}{a_i + b_j} = y_i (i=1,…,ni = 1, \dots, n) has a unique solution, and relate this to the existence and uniqueness of partial fraction decompositions with simple poles (Theorem 9.5).

Part IV — The discriminant of a cubic. Let λ1,λ2,λ3\lambda_1, \lambda_2, \lambda_3 be the roots (in C\C) of X3+pX+qX^3 + pX + q, and pk=λ1k+λ2k+λ3kp_k = \lambda_1^k + \lambda_2^k + \lambda_3^k.

  1. Using λ3=−pλ−q\lambda^3 = -p\lambda - q at each root and Vieta (p1=0p_1 = 0), compute p2=−2pp_2 = -2p, p3=−3qp_3 = -3q, and p4=2p2p_4 = 2p^2.
  2. With question 5 (over C\C, keeping det⁡S=V2\det S = V^2), compute

    disc⁡=V(λ1,λ2,λ3)2=∣30−2p0−2p−3q−2p−3q2p2∣=−4p3−27q2.\operatorname{disc} = V(\lambda_1, \lambda_2, \lambda_3)^2 = \begin{vmatrix} 3 & 0 & -2p\\ 0 & -2p & -3q\\ -2p & -3q & 2p^2 \end{vmatrix} = -4p^3 - 27q^2 .
  3. Deduce: X3+pX+qX^3 + pX + q has a repeated root if and only if 4p3+27q2=04p^3 + 27q^2 = 0; check on X3−3X+2=(X−1)2(X+2)X^3 - 3X + 2 = (X - 1)^2(X + 2).
  4. Suppose p,qp, q real. Prove that the cubic has three distinct real roots if and only if disc⁡>0\operatorname{disc} > 0, and one real plus two nonreal conjugate roots if and only if disc⁡<0\operatorname{disc} < 0. (If λ3=λ2‾≠λ2\lambda_3 = \conj{\lambda_2} \neq \lambda_2 and λ1∈R\lambda_1 \in \R, show VV is purely imaginary.)

Part V — Dividends, and the alternating method.

  1. For 0<a1<a2<⋯<an0 < a_1 < a_2 < \dots < a_n, show det⁡(1ai+aj)>0\det\bigl(\frac{1}{a_i + a_j}\bigr) > 0.
  2. Compute det⁡((mij−1))1≤i,j≤3\det\bigl(\binom{m_i}{j-1}\bigr)_{1 \leq i, j \leq 3} for (m1,m2,m3)=(2,4,7)(m_1, m_2, m_3) = (2, 4, 7), first by questions 2–3, then by direct expansion.
  3. Let λ1,…,λn\lambda_1, \dots, \lambda_n be pairwise distinct and nonzero. Using an invertible Vandermonde matrix, prove again that the geometric sequences ((λi k)k≥0)1≤i≤n\bigl((\lambda_i^{\,k})_{k \geq 0}\bigr)_{1 \leq i \leq n} form a free family of the space of sequences.
  4. Compute det⁡(1i+j)1≤i,j≤3\det\bigl(\frac{1}{i + j}\bigr)_{1 \leq i, j \leq 3} from the double alternant.
  5. (Alternating polynomials) Call a polynomial FF in x1,…,xnx_1, \dots, x_n alternating when swapping any two variables changes its sign. Show that an alternating FF vanishes whenever xi=xjx_i = x_j (i≠ji \neq j), and deduce — one variable at a time, by the factor theorem — that FF is divisible by ∏i<j(xj−xi)\prod_{i<j}(x_j - x_i).
  6. Use question 23 to reprove the Vandermonde formula with no induction: the determinant det⁡(xi j−1)\det(x_i^{\,j-1}) is an alternating polynomial of total degree (n2)\binom n2, hence a constant multiple of ∏i<j(xj−xi)\prod_{i<j}(x_j - x_i); identify the constant by comparing one monomial.
  7. Synthesis, in four sentences: what single property of the determinant (which axiom) generates all the factorizations of this problem; why the moment-matrix identity of question 5 turns a statement about complex distinctness into a computable real sign test; which two classical matrices were completely evaluated here and which linear problems they govern; and how the alternating method of questions 23–24 explains, in one stroke, why ∏i<j(xj−xi)\prod_{i<j}(x_j - x_i) keeps appearing. Name the theorem of Part III.
Solution

Solution of Problem 22.1.

1. V(1,2,3,4)=(2−1)(3−1)(4−1)(3−2)(4−2)(4−3)=1⋅2⋅3⋅1⋅2⋅1=12V(1,2,3,4) = (2-1)(3-1)(4-1)(3-2)(4-2)(4-3) = 1 \cdot 2\cdot 3\cdot 1\cdot 2\cdot 1 = 12. Interpolation at distinct nodes asks for the coefficients of PP solving Wc=yW c = y with W=(xi j−1)W = (x_i^{\,j-1}), and det⁡W=V≠0\det W = V \neq 0: a Cramer system.

2. Work through the columns from left to right. C1C_1 is the constant column P0(xi)=1P_0(x_i) = 1 (P0P_0 monic of degree 00). Assume columns 1,…,j−11, \dots, j-1 have already been reduced to the pure powers 1,xi,…,xi j−21, x_i, \dots, x_i^{\,j-2}. Since Pj−1=Xj−1+∑k<j−1αkXkP_{j-1} = X^{j-1} + \sum_{k < j-1}\alpha_k X^k, subtracting from CjC_j the combination ∑kαk (column of xik)\sum_k \alpha_k\,(\text{column of } x_i^k) — an operation that does not change the determinant — leaves the pure power column xi j−1x_i^{\,j-1}. After the last column the matrix is the Vandermonde matrix: det⁡=V(x1,…,xn)\det = V(x_1, \dots, x_n).

3. The polynomials (j−1)! Bj−1(j-1)!\,B_{j-1} are monic of degree j−1j - 1, so question 2 gives

det⁡(Bj−1(mi))=V(m1,…,mn)0! 1!⋯(n−1)!.\det\bigl(B_{j-1}(m_i)\bigr) = \frac{V(m_1, \dots, m_n)}{0!\,1!\cdots(n-1)!} .

The left side is the determinant of a matrix with integer entries (BkB_k is integer-valued on Z\Z: questions 16–17 of the weekend problem Problem 18.1), hence an integer; and it is positive since V(m1,…,mn)>0V(m_1, \dots, m_n) > 0 for m1<⋯<mnm_1 < \dots < m_n. So the superfactorial divides the product of all pairwise differences.

4. Factor xix_i out of each row ii: det⁡(xi j)j=1..n=x1⋯xn det⁡(xi j−1)=x1⋯xn V\det(x_i^{\,j})_{j = 1..n} = x_1\cdots x_n\, \det(x_i^{\,j-1}) = x_1\cdots x_n\,V.

5. (WTW)ij=∑kxk i−1xk j−1=pi+j−2(W^{\mathsf T}W)_{ij} = \sum_k x_k^{\,i-1} x_k^{\,j-1} = p_{i+j-2}: S=WTWS = W^{\mathsf T}W. Hence det⁡S=det⁡(WT)det⁡W=V2\det S = \det(W^{\mathsf T})\det W = V^2 (Theorem 22.3 (2),(4)). For real xix_i: det⁡S=V2≥0\det S = V^2 \geq 0, and SS is invertible iff V≠0V \neq 0 iff the xix_i are pairwise distinct — a sign-definite test computable from the power sums alone.

6. The interpolation conditions ∑kck xi k=yi\sum_{k} c_k\,x_i^{\,k} = y_i form the system Wc=yWc = y; det⁡W=V≠0\det W = V \neq 0 gives existence and uniqueness at once. This is the third proof in the book: explicit formula in Theorem 8.23, kernel argument in Example 20.10, Cramer here.

7. Cramer: cn−1=det⁡W′/det⁡Wc_{n-1} = \det W'/\det W where W′W' is WW with its last column replaced by yy. Expanding det⁡W′\det W' along that column:

det⁡W′=∑i=1n(−1)i+nyi V(x1,…,xi^,…,xn).\det W' = \sum_{i=1}^n (-1)^{i+n} y_i\,V(x_1, \dots, \widehat{x_i}, \dots, x_n) .

Now V=V(∖i)⋅∏j<i(xi−xj)∏j>i(xj−xi)V = V(\setminus i)\cdot\prod_{j<i}(x_i - x_j)\prod_{j>i} (x_j - x_i), and converting the second product costs (−1)n−i(-1)^{n-i}:

(−1)i+n V(∖i)V=(−1)i+n(−1)n−i∏j≠i(xi−xj)=1∏j≠i(xi−xj),(-1)^{i+n}\,\frac{V(\setminus i)}{V} = \frac{(-1)^{i+n}(-1)^{n-i}}{\prod_{j\neq i}(x_i - x_j)} = \frac{1}{\prod_{j\neq i}(x_i - x_j)} ,

whence cn−1=∑iyi/∏j≠i(xi−xj)c_{n-1} = \sum_i y_i/\prod_{j \neq i}(x_i - x_j) — the divided-difference formula again.

8. L3←L3−L1L_3 \leftarrow L_3 - L_1 gives the rows (1,x1,x12)(1, x_1, x_1^2), (0,1,2x1)(0, 1, 2x_1), (0, x2−x1, (x2−x1)(x2+x1))(0,\ x_2 - x_1,\ (x_2-x_1)(x_2+x_1)); expanding along the first column and factoring (x2−x1)(x_2 - x_1):

(x2−x1)∣12x11x2+x1∣=(x2−x1)(x2−x1)=(x2−x1)2.(x_2 - x_1)\begin{vmatrix} 1 & 2x_1\\ 1 & x_2 + x_1 \end{vmatrix} = (x_2 - x_1)(x_2 - x_1) = (x_2 - x_1)^2 .

Nonzero for x1≠x2x_1 \neq x_2: the linear system expressing P(x1)=uP(x_1) = u, P′(x1)=vP'(x_1) = v, P(x2)=wP(x_2) = w on the coefficients of P∈R2[X]P \in \R_2[X] is Cramer — Hermite interpolation with a doubled node is well posed.

9. P=a+bX+cX2P = a + bX + cX^2 with a=P(0)=1a = P(0) = 1, b=P′(0)=0b = P'(0) = 0, a+b+c=P(1)=2a + b + c = P(1) = 2: c=1c = 1, so P=1+X2P = 1 + X^2, unique. Consistency: here x1=0x_1 = 0, x2=1x_2 = 1 and the determinant of question 8 is (1−0)2=1≠0(1 - 0)^2 = 1 \neq 0.

10. Direct computation:

C2=1(a1+b1)(a2+b2)−1(a1+b2)(a2+b1)=(a1+b2)(a2+b1)−(a1+b1)(a2+b2)∏i,j(ai+bj),C_2 = \frac{1}{(a_1+b_1)(a_2+b_2)} - \frac{1}{(a_1+b_2)(a_2+b_1)} = \frac{(a_1+b_2)(a_2+b_1) - (a_1+b_1)(a_2+b_2)} {\prod_{i,j}(a_i+b_j)} ,

and the numerator expands to a1b1+a2b2−a1b2−a2b1=(a2−a1)(b2−b1)a_1b_1 + a_2b_2 - a_1b_2 - a_2b_1 = (a_2 - a_1)(b_2 - b_1): differences over sums.

11. For i<ni < n, the new entry of row ii is

1ai+bj−1an+bj=an−ai(ai+bj)(an+bj).\frac{1}{a_i + b_j} - \frac{1}{a_n + b_j} = \frac{a_n - a_i}{(a_i + b_j)(a_n + b_j)} .

Factor (an−ai)(a_n - a_i) out of each row i<ni < n, then 1an+bj\frac1{a_n + b_j} out of each column jj: what remains has entries 1ai+bj\frac1{a_i + b_j} in rows i<ni < n and constant 11 in row nn — the matrix MM, with the announced prefactor.

12. On MM, for j<nj < n the operation Cj←Cj−CnC_j \leftarrow C_j - C_n turns row nn into (0,…,0,1)(0, \dots, 0, 1) and, in row i<ni < n,

1ai+bj−1ai+bn=bn−bj(ai+bj)(ai+bn).\frac{1}{a_i + b_j} - \frac{1}{a_i + b_n} = \frac{b_n - b_j}{(a_i + b_j)(a_i + b_n)} .

Factor (bn−bj)(b_n - b_j) from each column j<nj < n and 1ai+bn\frac1{a_i + b_n} from each row i<ni < n, then expand along the last row (sign (−1)n+n=+1(-1)^{n+n} = +1): the remaining determinant is Cn−1C_{n-1}. Collecting the factors of questions 11–12:

Cn=∏i<n(an−ai) ∏j<n(bn−bj)∏j(an+bj) ∏i<n(ai+bn)  Cn−1,C_n = \frac{\prod_{i<n}(a_n - a_i)\,\prod_{j<n}(b_n - b_j)} {\prod_{j}(a_n + b_j)\,\prod_{i<n}(a_i + b_n)}\;C_{n-1},

and the induction (base C1=1a1+b1C_1 = \frac1{a_1+b_1}) assembles exactly Cauchy’s double alternant: the factors (aj−ai)(bj−bi)(a_j - a_i)(b_j - b_i) for all pairs, over all sums (ai+bj)(a_i + b_j).

13. The formula vanishes iff some aj=aia_j = a_i or bj=bib_j = b_i: the Cauchy matrix is invertible iff both families are pairwise distinct. Hilbert: ai=ia_i = i, bj=j−1b_j = j - 1. For n=2n = 2: numerator (2−1)(1−0)=1(2-1)(1-0) = 1, denominator 1⋅2⋅2⋅3=121\cdot2\cdot2\cdot3 = 12: det⁡H2=112\det H_2 = \frac1{12}. For n=3n = 3: numerator [(1)(2)(1)]2=4\bigl[(1)(2)(1)\bigr]^2 = 4, denominator (1⋅2⋅3)(2⋅3⋅4)(3⋅4⋅5)=6⋅24⋅60=8640(1\cdot2\cdot3) (2\cdot3\cdot4)(3\cdot4\cdot5) = 6\cdot24\cdot60 = 8640: det⁡H3=48640=12160\det H_3 = \frac{4}{8640} = \frac1{2160}. Inverse for n=2n = 2:

H2−1=12(13−12−121)=(4−6−612),H_2^{-1} = 12\begin{pmatrix} \frac13 & -\frac12\\[2pt] -\frac12 & 1\end{pmatrix} = \begin{pmatrix} 4 & -6\\ -6 & 12 \end{pmatrix},

all integers (a phenomenon true for every nn).

14. The matrix of the system is the Cauchy matrix, invertible by question 13 when the bjb_j (and the aia_i) are pairwise distinct: unique solution. Interpretation: a rational function R=∑jcjX+bjR = \sum_j \frac{c_j}{X + b_j} with simple poles is determined by nn of its values R(a1),…,R(an)R(a_1), \dots, R(a_n), and conversely any such data sheet is realized exactly once — the sampling counterpart of the partial-fraction existence and uniqueness theorem (Theorem 9.5).

15. Vieta for X3+pX+qX^3 + pX + q: λ1+λ2+λ3=0\lambda_1 + \lambda_2 + \lambda_3 = 0, ∑i<jλiλj=p\sum_{i<j}\lambda_i\lambda_j = p, so p1=0p_1 = 0 and p2=p12−2p=−2pp_2 = p_1^2 - 2p = -2p. Each root satisfies λ3=−pλ−q\lambda^3 = -p\lambda - q; summing: p3=−p p1−3q=−3qp_3 = -p\,p_1 - 3q = -3q. Multiplying by λ\lambda and summing: p4=−p p2−q p1=2p2p_4 = -p\,p_2 - q\,p_1 = 2p^2.

16. By question 5 (the identity S=WTWS = W^{\mathsf T}W and det⁡S=V2\det S = V^2 are valid over C\C),

V2=∣30−2p0−2p−3q−2p−3q2p2∣=3(−4p3−9q2)+(−2p)(0−4p2)=−4p3−27q2,V^2 = \begin{vmatrix} 3 & 0 & -2p\\ 0 & -2p & -3q\\ -2p & -3q & 2p^2 \end{vmatrix} = 3\bigl(-4p^3 - 9q^2\bigr) + (-2p)\bigl(0 - 4p^2\bigr) = -4p^3 - 27q^2 ,

expanding along the first row.

17. A repeated root means two equal λi\lambda_i, i.e. V=0V = 0, i.e. disc⁡=−4p3−27q2=0\operatorname{disc} = -4p^3 - 27q^2 = 0. For X3−3X+2X^3 - 3X + 2: 4(−3)3+27⋅4=−108+108=04(-3)^3 + 27\cdot4 = -108 + 108 = 0, matching the double root 11 of (X−1)2(X+2)(X-1)^2(X+2).

18. The nonreal roots of a real cubic come in conjugate pairs, so exactly two cases occur when disc⁡≠0\operatorname{disc} \neq 0. Three distinct real roots: VV is real and nonzero, so disc⁡=V2>0\operatorname{disc} = V^2 > 0. One real root λ1\lambda_1 and λ3=λ2‾∉R\lambda_3 = \conj{\lambda_2} \notin \R: then

(λ2−λ1)(λ3−λ1)=∣λ2−λ1∣2>0,λ3−λ2=−2i Im⁡λ2≠0,(\lambda_2 - \lambda_1)(\lambda_3 - \lambda_1) = \abs{\lambda_2 - \lambda_1}^2 > 0, \qquad \lambda_3 - \lambda_2 = -2\iu\,\operatorname{Im}\lambda_2 \neq 0,

so VV is a nonzero purely imaginary number and disc⁡=V2<0\operatorname{disc} = V^2 < 0. The two signs characterize the two cases.

19. Take bi=aib_i = a_i in the double alternant: the numerator is ∏i<j(aj−ai)2>0\prod_{i<j}(a_j - a_i)^2 > 0 and the denominator ∏i,j(ai+aj)>0\prod_{i,j}(a_i + a_j) > 0 (all entries positive): the determinant is positive. (In later language: the kernel 1x+y\frac1{x+y} is positive definite.)

20. By questions 2–3, the determinant equals V(2,4,7)/(0! 1! 2!)=(4−2)(7−2)(7−4)2=302=15V(2,4,7)/(0!\,1!\,2!) = \frac{(4-2)(7-2)(7-4)}{2} = \frac{30}{2} = 15. Directly, the matrix is

(1211461721),det⁡=(84−42)−2(21−6)+(7−4)=42−30+3=15.\begin{pmatrix} 1 & 2 & 1\\ 1 & 4 & 6\\ 1 & 7 & 21 \end{pmatrix}, \qquad \det = (84 - 42) - 2(21 - 6) + (7 - 4) = 42 - 30 + 3 = 15 .

21. Suppose ∑ici (λi k)k=0\sum_i c_i\,(\lambda_i^{\,k})_{k} = 0 as a sequence. Reading off k=0,1,…,n−1k = 0, 1, \dots, n-1 gives WTc=0W^{\mathsf T}c = 0 with W=(λi j−1)W = (\lambda_i^{\,j-1}) invertible (det⁡=V≠0\det = V \neq 0, distinct λi\lambda_i): c=0c = 0. The geometric sequences are free.

22. a=b=(1,2,3)a = b = (1, 2, 3): numerator [(2−1)(3−1)(3−2)]2=4\bigl[(2-1)(3-1) (3-2)\bigr]^2 = 4; denominator ∏i,j(i+j)=(2⋅3⋅4)(3⋅4⋅5)(4⋅5⋅6)=24⋅60⋅120=172800\prod_{i,j}(i + j) = (2\cdot3\cdot4)(3\cdot4\cdot5)(4\cdot5\cdot6) = 24\cdot60\cdot120 = 172800. Hence det⁡(1i+j)=4172800=143200\det\bigl(\frac1{i+j}\bigr) = \frac{4}{172800} = \frac1{43200}.

23. If xi=xjx_i = x_j, the swap of the two variables fixes the point but must change the sign of FF: F=−FF = -F, so F=0F = 0 there. Divisibility: view FF as a polynomial in the single variable xnx_n with coefficients in the other variables; it vanishes at the n−1n - 1 “values” x1,…,xn−1x_1, \dots, x_{n-1}, so repeated factoring (Theorem 8.7) gives F=∏i<n(xn−xi)⋅GF = \prod_{i<n}(x_n - x_i)\cdot G with GG polynomial. The prefactor is invariant under swaps of two indices i,j<ni, j < n, so GG is alternating in x1,…,xn−1x_1, \dots, x_{n-1}, and induction completes: ∏i<j(xj−xi)\prod_{i<j}(x_j - x_i) divides FF.

24. D=det⁡(xi j−1)D = \det(x_i^{\,j-1}) is a polynomial in the xix_i; swapping two variables swaps two rows, so DD is alternating, and by question 23, D=c ∏i<j(xj−xi)D = c\,\prod_{i<j}(x_j - x_i) for some polynomial cc. Total degrees: DD has degree ≤0+1+⋯+(n−1)=(n2)\leq 0 + 1 + \dots + (n-1) = \binom n2, the product has degree exactly (n2)\binom n2: cc is a constant. The monomial x2 x32⋯xn n−1x_2\,x_3^2\cdots x_n^{\,n-1} has coefficient 11 in DD (diagonal product) and 11 in the product (choose the larger-index variable in every factor): c=1c = 1, and Vandermonde’s formula falls out with no induction.

25. (i) Alternation — the axiom “two equal columns kill the determinant” — is the engine: it produced every factor (xj−xi)(x_j - x_i), (aj−ai)(a_j - a_i), (bj−bi)(b_j - b_i) in the problem. (ii) The identity det⁡S=V2\det S = V^2 replaces the individually complex, unreachable roots by their power sums, which are real polynomials in the coefficients, so distinctness becomes the sign of a computable real number. (iii) The Vandermonde determinant governs polynomial interpolation, the Cauchy determinant governs partial fractions and sampled rational functions (with the Hilbert matrix as its most famous special case). (iv) Any alternating polynomial is divisible by ∏i<j(xj−xi)\prod_{i<j}(x_j - x_i), and a degree count then pins such a polynomial down up to a constant — which is why this product keeps reappearing wherever a determinant vanishes on coincidences. The theorem of Part III is Cauchy’s double alternant.

Terms defined in this chapter

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