--- title: "Properties of determinants" author: "Michael Friendly" date: "`r Sys.Date()`" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Properties of determinants} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r nomessages, echo = FALSE} knitr::opts_chunk$set( warning = FALSE, message = FALSE, fig.height = 5, fig.width = 5 ) options(digits=4) par(mar=c(3,3,1,1)+.1) ``` The following examples illustrate the basic properties of the determinant of a matrix. We do this first with simple numerical examples and then using geometric diagrams. ### Create a 2 x 2 matrix ```{r } A <- matrix(c(3, 1, 2, 4), nrow=2, byrow=TRUE) A det(A) ``` ### 1. Interchange two rows or cols changes the sign: -> -1 * det(A) ```{r } det(A[ 2:1, ]) det(A[, 2:1 ]) ``` ### 2. transpose -> det (A) unchanged ```{r } det( t(A) ) ``` ### 3. multiply row * k -> k * det(A) Note that to multiply rows by *different* constants requires a diagonal matrix on the left. ```{r } diag(c(3, 1)) %*% A det( diag(c(3, 1)) %*% A) ``` ### 4. multiply matrix * k -> k^2 * det(A) This is because multiplying a matrix by a constant multiplies **each** row. ```{r } det(3 * A) 3^2 * det(A) ``` ### 5. det (A B) -> det(A) * det(B) The determinant of a product is the product of the determinants. The same holds for any number of terms in a matrix product. ```{r } B <- matrix(c(4, 2, 3, 5), nrow=2, byrow=TRUE) B det(A %*% B) det(A) * det(B) ``` ### 6. proportional rows or columns -> `det() == 0` Here we just add an additional copy of column 1 of a matrix, so `C[,3] == C[,1]`. The determinant is 0 because the columns are linearly dependent. ```{r } C <- matrix(c(1, 5, 2, 6, 4, 4), nrow=3, byrow=TRUE) C <- cbind(C, C[,1]) C det(C) ``` ### 7. Add multiple of one row to another -> det unchanged This is the principle behind one of the elementary row operations. ```{r } A[2,] <- A[2,] - 2*A[1,] det(A) ``` ### 8. Geometric interpretation Many aspects of matrices and vectors have geometric interpretations. For $2 \times 2$ matrices, the determinant is the **area** of the parallelogram defined by the rows (or columns), plotted in a 2D space. (For $3 \times 3$ matrices, the determinant is the **volume** of a parallelpiped in 3D space.) ```{r} A <- matrix(c(3, 1, 2, 4), nrow=2, byrow=TRUE) A det(A) ``` The `matlib` package has some handy functions (`vectors()`) for drawing geometric diagrams. ```{r det-diagram1,fig.width=5, fig.height=5} #| fig.alt: A diagram showing two vectors, a1 and a2, illustrating that the area of the parallelogram they form is the determinant of the matrix with columns a1 and a2 library(matlib) xlim <- c(0,6) ylim <- c(0,6) par(mar=c(3,3,1,1)+.1) plot(xlim, ylim, type="n", xlab="X1", ylab="X2", asp=1) sum <- A[1,] + A[2,] # draw the parallelogram determined by the rows of A polygon( rbind(c(0,0), A[1,], sum, A[2,]), col=rgb(1,0,0,.2)) vectors(A, labels=c("a1", "a2"), pos.lab=c(4,2)) vectors(sum, origin=A[1,], col="gray") vectors(sum, origin=A[2,], col="gray") # add some annotations text(0,6, "det(A) is the area of its row vectors", pos=4) text(mean(A[,1]), mean(A[,2]), "det(A)", cex=1.25) ``` There is a simple [visual proof of this fact about determinants](https://math.stackexchange.com/questions/29128/why-determinant-of-a-2-by-2-matrix-is-the-area-of-a-parallelogram) but it is easiest to see in the case of a diagonal matrix, where the row vectors are orthogonal, so area is just height x width. ```{r} (D <- 2 * diag(2)) det(D) ``` Plot this as before: ```{r det-diagram2,fig.width=4, fig.height=4} #| fig.alt: A diagram showing two orthogonal vectors, d1 and d2 (at right angles). The determinant of the matrix containing them is the area of the square they form. par(mar=c(3,3,1,1)+.1) plot(c(0,2), c(0,2), type="n", xlab="X1", ylab="X2", asp=1) sum <- D[1,] + D[2,] polygon( rbind(c(0,0), D[1,], sum, D[2,]), col=rgb(0,1,0,.2)) vectors(D, labels=c("d1", "d2"), pos.lab=c(3,4)) vectors(sum, origin=D[1,], col="gray") vectors(sum, origin=D[2,], col="gray") text(mean(D[,1]), mean(D[,2]), "det(D)", cex=1.25) ``` Finally, we can also see why the determinant is zero when the rows or columns are proportional. ```{r} (B <- matrix(c(1, 2, 2, 4), 2,2)) det(B) ``` Such vectors are called *collinear*. They enclose no *area*. ```{r det-diagram3,fig.width=4, fig.height=4} #| fig-alt: A diagram showing two collinear (proportional) vectors, b1 and b2. The determinant of the matrix containing them is zero. par(mar=c(3,3,1,1)+.1) plot(c(0,4), c(0,4), type="n", xlab="X1", ylab="X2", asp=1) vectors(B, labels=c("b1", "b2"), pos.lab=c(4,2)) ```