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Leibniz formula for determinants

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In algebra, the Leibniz formula, named in honor of Gottfried Leibniz, expresses the determinant of a square matrix in terms of permutations of the matrix elements. If A {\displaystyle A} is an n × n {\displaystyle n\times n} matrix, where a i j {\displaystyle a_{ij}} is the entry in the i {\displaystyle i} -th row and j {\displaystyle j} -th column of A {\displaystyle A} , the formula is

det ( A ) = τ S n sgn ( τ ) i = 1 n a i τ ( i ) = σ S n sgn ( σ ) i = 1 n a σ ( i ) i {\displaystyle \det(A)=\sum _{\tau \in S_{n}}\operatorname {sgn}(\tau )\prod _{i=1}^{n}a_{i\tau (i)}=\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )\prod _{i=1}^{n}a_{\sigma (i)i}}

where sgn {\displaystyle \operatorname {sgn} } is the sign function of permutations in the permutation group S n {\displaystyle S_{n}} , which returns + 1 {\displaystyle +1} and 1 {\displaystyle -1} for even and odd permutations, respectively.

Another common notation used for the formula is in terms of the Levi-Civita symbol and makes use of the Einstein summation notation, where it becomes

det ( A ) = ϵ i 1 i n a 1 i 1 a n i n , {\displaystyle \det(A)=\epsilon _{i_{1}\cdots i_{n}}{a}_{1i_{1}}\cdots {a}_{ni_{n}},}

which may be more familiar to physicists.

Directly evaluating the Leibniz formula from the definition requires Ω ( n ! n ) {\displaystyle \Omega (n!\cdot n)} operations in general—that is, a number of operations asymptotically proportional to n {\displaystyle n} factorial—because n ! {\displaystyle n!} is the number of order- n {\displaystyle n} permutations. This is impractically difficult for even relatively small n {\displaystyle n} . Instead, the determinant can be evaluated in O ( n 3 ) {\displaystyle O(n^{3})} operations by forming the LU decomposition A = L U {\displaystyle A=LU} (typically via Gaussian elimination or similar methods), in which case det A = det L det U {\displaystyle \det A=\det L\cdot \det U} and the determinants of the triangular matrices L {\displaystyle L} and U {\displaystyle U} are simply the products of their diagonal entries. (In practical applications of numerical linear algebra, however, explicit computation of the determinant is rarely required.) See, for example, Trefethen & Bau (1997). The determinant can also be evaluated in fewer than O ( n 3 ) {\displaystyle O(n^{3})} operations by reducing the problem to matrix multiplication, but most such algorithms are not practical.

Formal statement and proof

Theorem. There exists exactly one function F : M n ( K ) K {\displaystyle F:M_{n}(\mathbb {K} )\rightarrow \mathbb {K} } which is alternating multilinear w.r.t. columns and such that F ( I ) = 1 {\displaystyle F(I)=1} .

Proof.

Uniqueness: Let F {\displaystyle F} be such a function, and let A = ( a i j ) i = 1 , , n j = 1 , , n {\displaystyle A=(a_{i}^{j})_{i=1,\dots ,n}^{j=1,\dots ,n}} be an n × n {\displaystyle n\times n} matrix. Call A j {\displaystyle A^{j}} the j {\displaystyle j} -th column of A {\displaystyle A} , i.e. A j = ( a i j ) i = 1 , , n {\displaystyle A^{j}=(a_{i}^{j})_{i=1,\dots ,n}} , so that A = ( A 1 , , A n ) . {\displaystyle A=\left(A^{1},\dots ,A^{n}\right).}

Also, let E k {\displaystyle E^{k}} denote the k {\displaystyle k} -th column vector of the identity matrix.

Now one writes each of the A j {\displaystyle A^{j}} 's in terms of the E k {\displaystyle E^{k}} , i.e.

A j = k = 1 n a k j E k {\displaystyle A^{j}=\sum _{k=1}^{n}a_{k}^{j}E^{k}} .

As F {\displaystyle F} is multilinear, one has

F ( A ) = F ( k 1 = 1 n a k 1 1 E k 1 , , k n = 1 n a k n n E k n ) = k 1 , , k n = 1 n ( i = 1 n a k i i ) F ( E k 1 , , E k n ) . {\displaystyle {\begin{aligned}F(A)&=F\left(\sum _{k_{1}=1}^{n}a_{k_{1}}^{1}E^{k_{1}},\dots ,\sum _{k_{n}=1}^{n}a_{k_{n}}^{n}E^{k_{n}}\right)=\sum _{k_{1},\dots ,k_{n}=1}^{n}\left(\prod _{i=1}^{n}a_{k_{i}}^{i}\right)F\left(E^{k_{1}},\dots ,E^{k_{n}}\right).\end{aligned}}}

From alternation it follows that any term with repeated indices is zero. The sum can therefore be restricted to tuples with non-repeating indices, i.e. permutations:

F ( A ) = σ S n ( i = 1 n a σ ( i ) i ) F ( E σ ( 1 ) , , E σ ( n ) ) . {\displaystyle F(A)=\sum _{\sigma \in S_{n}}\left(\prod _{i=1}^{n}a_{\sigma (i)}^{i}\right)F(E^{\sigma (1)},\dots ,E^{\sigma (n)}).}

Because F is alternating, the columns E {\displaystyle E} can be swapped until it becomes the identity. The sign function sgn ( σ ) {\displaystyle \operatorname {sgn}(\sigma )} is defined to count the number of swaps necessary and account for the resulting sign change. One finally gets:

F ( A ) = σ S n sgn ( σ ) ( i = 1 n a σ ( i ) i ) F ( I ) = σ S n sgn ( σ ) i = 1 n a σ ( i ) i {\displaystyle {\begin{aligned}F(A)&=\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )\left(\prod _{i=1}^{n}a_{\sigma (i)}^{i}\right)F(I)\\&=\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )\prod _{i=1}^{n}a_{\sigma (i)}^{i}\end{aligned}}}

as F ( I ) {\displaystyle F(I)} is required to be equal to 1 {\displaystyle 1} .

Therefore no function besides the function defined by the Leibniz Formula can be a multilinear alternating function with F ( I ) = 1 {\displaystyle F\left(I\right)=1} .

Existence: We now show that F, where F is the function defined by the Leibniz formula, has these three properties.

Multilinear:

F ( A 1 , , c A j , ) = σ S n sgn ( σ ) c a σ ( j ) j i = 1 , i j n a σ ( i ) i = c σ S n sgn ( σ ) a σ ( j ) j i = 1 , i j n a σ ( i ) i = c F ( A 1 , , A j , ) F ( A 1 , , b + A j , ) = σ S n sgn ( σ ) ( b σ ( j ) + a σ ( j ) j ) i = 1 , i j n a σ ( i ) i = σ S n sgn ( σ ) ( ( b σ ( j ) i = 1 , i j n a σ ( i ) i ) + ( a σ ( j ) j i = 1 , i j n a σ ( i ) i ) ) = ( σ S n sgn ( σ ) b σ ( j ) i = 1 , i j n a σ ( i ) i ) + ( σ S n sgn ( σ ) i = 1 n a σ ( i ) i ) = F ( A 1 , , b , ) + F ( A 1 , , A j , ) {\displaystyle {\begin{aligned}F(A^{1},\dots ,cA^{j},\dots )&=\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )ca_{\sigma (j)}^{j}\prod _{i=1,i\neq j}^{n}a_{\sigma (i)}^{i}\\&=c\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )a_{\sigma (j)}^{j}\prod _{i=1,i\neq j}^{n}a_{\sigma (i)}^{i}\\&=cF(A^{1},\dots ,A^{j},\dots )\\\\F(A^{1},\dots ,b+A^{j},\dots )&=\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )\left(b_{\sigma (j)}+a_{\sigma (j)}^{j}\right)\prod _{i=1,i\neq j}^{n}a_{\sigma (i)}^{i}\\&=\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )\left(\left(b_{\sigma (j)}\prod _{i=1,i\neq j}^{n}a_{\sigma (i)}^{i}\right)+\left(a_{\sigma (j)}^{j}\prod _{i=1,i\neq j}^{n}a_{\sigma (i)}^{i}\right)\right)\\&=\left(\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )b_{\sigma (j)}\prod _{i=1,i\neq j}^{n}a_{\sigma (i)}^{i}\right)+\left(\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )\prod _{i=1}^{n}a_{\sigma (i)}^{i}\right)\\&=F(A^{1},\dots ,b,\dots )+F(A^{1},\dots ,A^{j},\dots )\\\\\end{aligned}}}

Alternating:

F ( , A j 1 , , A j 2 , ) = σ S n sgn ( σ ) ( i = 1 , i j 1 , i j 2 n a σ ( i ) i ) a σ ( j 1 ) j 1 a σ ( j 2 ) j 2 {\displaystyle {\begin{aligned}F(\dots ,A^{j_{1}},\dots ,A^{j_{2}},\dots )&=\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )\left(\prod _{i=1,i\neq j_{1},i\neq j_{2}}^{n}a_{\sigma (i)}^{i}\right)a_{\sigma (j_{1})}^{j_{1}}a_{\sigma (j_{2})}^{j_{2}}\\\end{aligned}}}

For any σ S n {\displaystyle \sigma \in S_{n}} let σ {\displaystyle \sigma '} be the tuple equal to σ {\displaystyle \sigma } with the j 1 {\displaystyle j_{1}} and j 2 {\displaystyle j_{2}} indices switched.

F ( A ) = σ S n , σ ( j 1 ) < σ ( j 2 ) [ sgn ( σ ) ( i = 1 , i j 1 , i j 2 n a σ ( i ) i ) a σ ( j 1 ) j 1 a σ ( j 2 ) j 2 + sgn ( σ ) ( i = 1 , i j 1 , i j 2 n a σ ( i ) i ) a σ ( j 1 ) j 1 a σ ( j 2 ) j 2 ] = σ S n , σ ( j 1 ) < σ ( j 2 ) [ sgn ( σ ) ( i = 1 , i j 1 , i j 2 n a σ ( i ) i ) a σ ( j 1 ) j 1 a σ ( j 2 ) j 2 sgn ( σ ) ( i = 1 , i j 1 , i j 2 n a σ ( i ) i ) a σ ( j 2 ) j 1 a σ ( j 1 ) j 2 ] = σ S n , σ ( j 1 ) < σ ( j 2 ) sgn ( σ ) ( i = 1 , i j 1 , i j 2 n a σ ( i ) i ) ( a σ ( j 1 ) j 1 a σ ( j 2 ) j 2 a σ ( j 1 ) j 2 a σ ( j 2 ) j 1 ) = 0 , if  A j 1 = A j 2 {\displaystyle {\begin{aligned}F(A)&=\sum _{\sigma \in S_{n},\sigma (j_{1})<\sigma (j_{2})}\left\\&=\sum _{\sigma \in S_{n},\sigma (j_{1})<\sigma (j_{2})}\left\\&=\sum _{\sigma \in S_{n},\sigma (j_{1})<\sigma (j_{2})}\operatorname {sgn}(\sigma )\left(\prod _{i=1,i\neq j_{1},i\neq j_{2}}^{n}a_{\sigma (i)}^{i}\right)\underbrace {\left(a_{\sigma (j_{1})}^{j_{1}}a_{\sigma (j_{2})}^{j_{2}}-a_{\sigma (j_{1})}^{j_{2}}a_{\sigma (j_{2})}^{j_{_{1}}}\right)} _{=0{\text{, if }}A^{j_{1}}=A^{j_{2}}}\\\\\end{aligned}}}

Thus if A j 1 = A j 2 {\displaystyle A^{j_{1}}=A^{j_{2}}} then F ( , A j 1 , , A j 2 , ) = 0 {\displaystyle F(\dots ,A^{j_{1}},\dots ,A^{j_{2}},\dots )=0} .

Finally, F ( I ) = 1 {\displaystyle F(I)=1} :

F ( I ) = σ S n sgn ( σ ) i = 1 n I σ ( i ) i = σ S n sgn ( σ ) i = 1 n δ i , σ ( i ) = σ S n sgn ( σ ) δ σ , id { 1 n } = sgn ( id { 1 n } ) = 1 {\displaystyle {\begin{aligned}F(I)&=\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )\prod _{i=1}^{n}I_{\sigma (i)}^{i}=\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )\prod _{i=1}^{n}\operatorname {\delta } _{i,\sigma (i)}\\&=\sum _{\sigma \in S_{n}}\operatorname {sgn}(\sigma )\operatorname {\delta } _{\sigma ,\operatorname {id} _{\{1\ldots n\}}}=\operatorname {sgn}(\operatorname {id} _{\{1\ldots n\}})=1\end{aligned}}}

Thus the only alternating multilinear functions with F ( I ) = 1 {\displaystyle F(I)=1} are restricted to the function defined by the Leibniz formula, and it in fact also has these three properties. Hence the determinant can be defined as the only function det : M n ( K ) K {\displaystyle \det :M_{n}(\mathbb {K} )\rightarrow \mathbb {K} } with these three properties.

See also

References

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