BEE1024 — Mathematics for Economists Juliette Stephenson
Week 8 Department of Economics
Determinants University of Exeter
Determinants
extend results for 2 × 2-matrices
1
Ax = b ⇔ x = A−1b where A−1 = ad A
det A
for arbitrary square matrices, in particular for 3 × 3-matrices
Overview/Recap
linear simultaneous system of two equations in two unknowns:
ax + by = e
cx + dy = f
or
Ax = b
where
ab x e
A= , x = ,b=
c d y f
is 2 × 2-matrix of coefficients
x the 2 × 1-column vector of unknowns
b the 2 × 1-column vector of constants.
2
If determinant det A = 0:
x = A−1b
whereby A−1 is the inverse, i.e., the unique 2 × 2-matrix with
the property A−1A = AA−1 = Id2.
Hereby
10
Id2 =
01
is the identity matrix
(Id2) B = B (Id2) = B holds for every 2 × 2-matrix B.
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The inverse A−1 can be calculated as
−1 1
A = ad A
det A
and one has hence
1
x = (ad A) b.
det A
Hereby the determinant det A of A is the number
a b
= ad − cb
and the adjoint ad A is the matrix
det A =
c d
d −b
ad A = .
−c a
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extend to n × n-square matrices A,
1 0 ··· 0 ··· 0
0 1 ··· 0 ··· 0
.. .. . . . .. . . . ..
Idn =
0 0 ··· 1 ···
0
0 0 ··· 0 ··· 1
.. .. . . . .. . . . ..
first 3 × 3-matrices
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The adjoint of a 3 × 3-matrix
a11 a12 a13
a31 a32 a33
A = a21 a22 a23
is calculated in three steps:
1. First we must find the so-called “2 × 2-minors” and place
them in a 3 × 3-matrix M. This is the most calculational
intensive step. We must calculate the determinants of nine
2 × 2-matrices constructed out of A.
2. By alternating the signs of the matrix M according to the
“chess-board rule” we obtain the 3 × 3-matrix of cofactors C.
3. The adjoint ad A is then the transposed matrix of cofactors
C ′.
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Step 1: The matrix of 2 × 2-minors M
For instance, find entry m23 of M for second row of the third
column as follows:
delete second row and third column
a11 a12 ∗
a31 a32 ∗
∗ ∗ ∗
a 2 × 2-matrix remains:
a11 a12
a31 a32
m23 is determinant of this 2 × 2-matrix
a11 a12
m23 = = a11a32 − a31a12
a31 a32
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The matrix of all 2 × 2-minors of A is
m11 m12 m13
m31 m32 m33
M = m21 m22 m23 =
a a
31 33
a22 a23 a21 a23 a21
a22
a32 a33 a31 a32
a12 a13 a11 a13 a11
a12
a32 a33 a31 a33 a31 a32
a12 a13 a11 a13 a11
a12
a22 a23 a21 a23 a21 a22
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Example 1 For the matrix
1 −1 0
2 1 1
A = 3 2 1
9
we obtain the matrix of 2 × 2-minors
2 1 3 1 3 2
1 1 2 1 2 1
−1 0 1 0 1 −1
−1 1 5
1 1 −1
M = 2 1 2 1 2 1 = −1 1 3
−1 0 1 0 1 −1
2 1 3 1 3 2
This was the hard bit.
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Step 2: The matrix of cofactors C
The matrix of cofactors C: alter the signs of M according to
the “chess board rule”
+ − + ···
− + − ···
+ − + ···
.. .. ..
+ and − are arranged here as on a chessboard, with the top-left
entry being +.
“+” means: Do not switch sign in M (multiply with +1).
“−” means: Switch sign in M (multiply with −1).
c11 c12 c13 m11 −m12 m13
c31 c32 c33 m31 −m32 m33
C = c21 c22 c23 = −m21 m22 −m23
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Briefly, the cofactor cij for row i, column j is given by
cij = (−1)i+j mij
because (−1)i+j gives the sign in the chessboard.
Example 2 From the above matrix M of 2×2-minors we obtain
the matrix of cofactors
1 −1 −1 1 −1 −1
−1 −1 5 −1 −1 5
C = − (−1) 1 −3 = 1 1 −3
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Step 3: The adjoint
The adjoint: transposed of the matrix of cofactors: ad A = C ′
α11 α12 α13 c11 c21 c31
α31 α32 α33 c13 c23 c33
ad A = α21 α22 α23 = c12 c22 c32
Example 3 For the above example the adjoint is
1 −1 −1 1 1 −1
′
−1 −1 5 −1 −3 5
ad A = 1 1 −3 = −1 1 −1
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Remark 1 This is consistent with rule for finding the adjoint of
a 2 × 2-matrix
ab
A=
c d
Define the determinant of a 1 × 1-matrix [a] as det [a] = a
Step 1: Matrix of 1 × 1-minors:
dc
M=
b a
Step 2: matrix of cofactors
d −c
C=
−b a
Step 3: The adjoint
′ d −b
ad A = C =
−c a
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The determinant of a 3 × 3-matrix
Proposition 1 Multiplying a row of the matrix A with the cor-
responding column of the adjoint yields the determinant det A.
Multiplying a row of the adjoint with the corresponding column
of the matrix A also yields the determinant.
We had
1 −1 0 1 1 −1
2 1 1 −1 −3 5
A = 3 2 1 ad A = −1 1 −1
Multiplying the second row of A with the second column of the
adjoint yields
1
−3
det A = 3 2 1 1 = 3 + 2 − 3 = 2
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Multiplying the second row of the adjoint with the second column
of A yields
−1
1
det A = −1 1 −1 2 = 1 + 2 − 1 = 2
In fact, the previous proposition is just an application of the rule
(ad A) A = A (ad A) = (det A) Id3
Verify this:
1 −1 0 1 1 −1 1 0 0
1
2 1 1 −1 −3 5 0 0 1
A (ad A) = 3 2 1 −1 1 −1 = 2 0 0
1 1 −1 1 −1 0 1 0 0
1
−1 −3 5 2 1 1 0 0 1
(ad A) A = −1 1 −1 3 2 1 = 2 0 0
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With the above results it is easy to solve the linear simultaneous
system of 3 equations in 3 unknowns
x−y = 1
3x + 2y + z = 1
2x + y + z = 1
Namely,
1
x 1 1 −1 1 1
2 2 1
z −1 −3 5 1 1
2
2
y = 1
−1 1 −1 1 =
1
−1 = − 12
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The Sarrus rule
An explicit formula for the determinant of a 3 × 3-matrix A is
det (A) = a11a22a33 − a11a32a23
+a21a13a32 − a21a12a33
+a31a12a23 − a31a22a13
Sarrus’ allows us to memorize this formula:
− − −
a11 a12 a13 a11 a12
a21 a22 a23 a21 a22
a31 a32 a33 a31 a32
+ + +
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Example 4
−2 × 2 × 0 −1 × 1 × 1 −1 × 3 × (−1)
1 −1 0 1 −1
3 2 1 3 2 = 1 × 2 × 1 + (−1) × 1 × 2 +0 × 3 × 1
= 2−2+0−0−1+3=2
2 1 1 2 1
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How the story continues
proceed by “induction”:
Suppose we can calculate the determinants of (n − 1)×(n − 1)-
square matrices.
Then we can find the adjoint, the determinant and the inverse
of a n × n-matrix A as follows:
We delete in each of the n2 possible ways a row and a column
of A and calculate the determinant of the remaining (n − 1) ×
(n − 1)-square matrix.
- The resulting n2 (n − 1) × (n − 1)-minors are put into a ma-
trix M.
- We adjust the signs of the matrix M according to the chess-
board rule and obtain the matrix of cofactors C.
- We transpose C to obtain the adjoint ad A.
- We multiply, say, the first row of A with the first column of
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the adjoint and obtain the determinant det A.
- The inverse is
−1 1
A = ad A
det A
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Proposition 2 For an n × n-matrix A
det A = (−1)i+1 ai1mi1 + (−1)i+2 ai2mi2 + . . .
+ (−1)i+j aij mij + · · · + (−1)i+n ainmin
where mij is the determinant of the matrix with row i and column
j deleted.
Because aij is multiplied with cij = (−1)i+j mij in this formula
one refers to the latter as the .
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Example 5 We apply the above formular for row four to calcu-
late the determinant. Then we apply it to row 2 in the 3 × 3-
matrices.
1 1 4 0
2 2 0 4
1 2 1 1
2 3 0 0
1 4 0 1 4 0 1 1 0 1 1 4
= −2 × 2 0 4 + 3 × 2 0 4 − 0 × 2 2 4 + 0 × 2 2 0
2 1 1 1 1 1 1 2 1 1 2 1
+ 0 × − 4 ×
4 0 1 0 1 4
= −2 × −2 ×
1 1 2 1 2 1
4 0 1 0 1 4
= 16 − 56 − 24 + 36 = −28
+3 × −2 × +0× −4×
1 1 1 1 1 1
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Further rules for determinants
• If a multiple of one row is added to another row the determi-
nant is not changed.
1 2 3 4 1 2 3 4
0 1 0 0 0 1 0 0
0 0 1 0 = 0 0 1 0
last row on the right: last row of first matrix, subtract twice
2 4 6 10 0 0 0 2
first row
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• If all entries in a row (or column) are multiplied with the same
factor, the determinant multiplies with this factor.
1 0 0 0 1 0 0 0
0 1 0 0
= 20 1 0 0
2 2 2 2 1 1 1 1
• Transposition does not change the determinant.
0 0 0 1 0 0 0 1
1 0 0 0 1 0 2 0
0 1 0 0 0 1 2 0
=
2 2 2 2 0 0 2 0
0 0 0 1 0 0 2 1
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• If two rows (or columns) are interchanged the determinant
changes sign.
0 2 2 2 2
0 1 0 1 0
= −
1 0 2
2 0 0 0 1
0 2 2 2
0 1 0
0 1 0 0 0 0
0 0 0 0
2 2 1 =
2 0 0 0
0 0 0 1 0 1
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• If a square matrix consist of two square matrices with zeroes
below and to the left, its determinant is the product of the
determinants of the block.
A C
Hereby the whole matrix is, say, an n × n-matrix, the block A
0 B = |A| |B|
is a k × k-matrix with 0 < k < n, B is an (n − k) × (n − k)-
matrix, C is an k × (n − k)-matrix and the block “0” is a
(n − k) × k-matrix.
2 3 2 3 4
1 3 4 3 2 2 2 2
0 0 2 2 2 = 2 33 1 3 = 3 × 0 = 0
1 3
0 0 3 1 3 2 1 2
0 0 2 1 2
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• determinant of an upper (or lower) diagonal matrix is the
product of the entries on the diagonal
1 3 3 3 3
0 2 3 3 3
0 0 3 2 2 = 1 × 2 × 3 × 4 × 5 = 120
0 0 0 4 3
0 0 0 0 5
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• determinant is zero if and only if the rows (or columns) of the
matrix are linearly dependent!
The rows a′1,· · · ,a′n of the matrix are called linearly dependent
if one can find scalars α1, · · · , αn, not all of them zero, such
that
α1a′1 + α2a′2 + · · · + αna′n = 0.
For instance,
0 1 2 3
1 2 3 0
2 3 0 1 = 0
because a′4 = a′1 + a′2 + a′3.
3 6 5 4
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• When two columns or two rows are identical the determinant
is zero.
1 1 4 4
2 2 3 3
3 3 2 2 = 0
• deteminant is zero if one column or row is zero
4 4 1 1
1 0 4 4
2 0 3 3
=0
3 0 2 2
4 0 1 1
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