What is the Concise Proof for the Determinant Product Rule?

  • Thread starter etnad179
  • Start date
In summary, the determinant of the product of two matrices A and B is equal to the product of their determinants, as shown by the Cauchy-Binet formula. The formula involves using the fact that the determinant is equal to the exponential of the trace of the logarithm of the matrix. The proof for this formula involves using the definition of the determinant and manipulating the sums and permutations involved.
  • #1
etnad179
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I used to know how to prove the statement for matrices
det(AB)=det(A)det(B) concisely but for the life of me I've forgotten it...

Does anyone know a concise proof for this?

Thanks!
 
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  • #3


Use the fact that

[tex] \mbox{det}A = \exp (\mbox{Tr} \ln A) [/tex]
 
  • #4
  • #5


The definition of the determinant is

[tex]\det A=\sum_\sigma (\operatorname{sgn}\sigma)A^1_{\sigma(1)}\cdots A^n_{\sigma(n)}[/tex]

where the sum is over all permutations of the set {1,2,...,n}, sgn σ is =1 when the permutation is even and =-1 when it's odd, and [itex]A^i_j[/itex] denotes the entry on row i, column j. With this notation, you can do it as a fairly straightforward calculation:

[tex]
\begin{align*}
\det(AB) &=\sum_\sigma (\operatorname{sgn}\sigma)(AB)^1_{\sigma(1)}\cdots (AB)^n_{\sigma(n)}=\sum_\sigma (\operatorname{sgn}\sigma)\Big(\sum_{i_1}A^1_{i_1}B^{i_1}_{\sigma(1)}\Big)\cdots \Big(\sum_{i_n}A^1_{i_n}B^{i_n}_{\sigma(n)}\Big)\\
&=\sum_{i_1,\dots,i_n}A^1_{i_1}\cdots A^n_{i_n}
\underbrace{\sum_\sigma (\operatorname{sgn}\sigma) B^{i_1}_{\sigma(1)}\cdots B^{i_n}_{\sigma(n)}}_{=0\text{ unless }(i_1,\dots,i_n)\text{ is a permutation of }(1,\dots,n).}\\
&=\sum_\tau A^1_{\tau(1)}\cdots A^n_{\tau(n)}\sum_\sigma (\operatorname{sgn}\sigma) B^{\tau(1)}_{\sigma(1)}\cdots B^{\tau(n)}_{\sigma(n)}\\
&=\sum_\tau A^1_{\tau(1)}\cdots A^n_{\tau(n)}\sum_\sigma \underbrace{(\operatorname{sgn}\sigma)}_{=(\operatorname{sgn}\tau)(\operatorname{sgn}(\tau^{-1}\circ\sigma))} B^{1}_{\tau^{-1}\circ\sigma(1)}\cdots B^{n}_{\tau^{-1}\circ\sigma(n)}\\
&=\sum_\tau(\operatorname{sgn}\tau)A^1_{\tau(1)}\cdots A^n_{\tau(n)}\underbrace{\sum_{\tau^{-1}\circ\sigma}(\operatorname{sgn}(\tau^{-1}\circ\sigma))B^{1}_{\tau^{-1}\circ\sigma(1)}\cdots B^{n}_{\tau^{-1}\circ\sigma(n)}}_{=\det B}\\
&=(\det A)(\det B)
\end{align*}
[/tex]

but you will probably have to stare at this for a while before you understand all the steps.
 
  • #6


Fredrik said:
The definition of the determinant is

[tex]\det A=\sum_\sigma (\operatorname{sgn}\sigma)A^1_{\sigma(1)}\cdots A^n_{\sigma(n)}[/tex]

where the sum is over all permutations of the set {1,2,...,n}, sgn σ is =1 when the permutation is even and =-1 when it's odd, and [itex]A^i_j[/itex] denotes the entry on row i, column j. With this notation, you can do it as a fairly straightforward calculation:

[tex]
\begin{align*}
\det(AB) &=\sum_\sigma (\operatorname{sgn}\sigma)(AB)^1_{\sigma(1)}\cdots (AB)^n_{\sigma(n)}=\sum_\sigma (\operatorname{sgn}\sigma)\Big(\sum_{i_1}A^1_{i_1}B^{i_1}_{\sigma(1)}\Big)\cdots \Big(\sum_{i_n}A^1_{i_n}B^{i_n}_{\sigma(n)}\Big)\\
&=\sum_{i_1,\dots,i_n}A^1_{i_1}\cdots A^n_{i_n}
\underbrace{\sum_\sigma (\operatorname{sgn}\sigma) B^{i_1}_{\sigma(1)}\cdots B^{i_n}_{\sigma(n)}}_{=0\text{ unless }(i_1,\dots,i_n)\text{ is a permutation of }(1,\dots,n).}\\
&=\sum_\tau A^1_{\tau(1)}\cdots A^n_{\tau(n)}\sum_\sigma (\operatorname{sgn}\sigma) B^{\tau(1)}_{\sigma(1)}\cdots B^{\tau(n)}_{\sigma(n)}\\
&=\sum_\tau A^1_{\tau(1)}\cdots A^n_{\tau(n)}\sum_\sigma \underbrace{(\operatorname{sgn}\sigma)}_{=(\operatorname{sgn}\tau)(\operatorname{sgn}(\tau^{-1}\circ\sigma))} B^{1}_{\tau^{-1}\circ\sigma(1)}\cdots B^{n}_{\tau^{-1}\circ\sigma(n)}\\
&=\sum_\tau(\operatorname{sgn}\tau)A^1_{\tau(1)}\cdots A^n_{\tau(n)}\underbrace{\sum_{\tau^{-1}\circ\sigma}(\operatorname{sgn}(\tau^{-1}\circ\sigma))B^{1}_{\tau^{-1}\circ\sigma(1)}\cdots B^{n}_{\tau^{-1}\circ\sigma(n)}}_{=\det B}\\
&=(\det A)(\det B)
\end{align*}
[/tex]

but you will probably have to stare at this for a while before you understand all the steps.




Hi, thanks for the help - I've been looking at this for a bit and I think I understand most of it.

Just to check the [tex]\tau[/tex] is the set of permutation of the elements {i_1,...i_n}? And how can we get from this permutation \tau of the row is equal to the inverse [tex]\tau^{-1}[/tex] of the column for matrix element [tex]B^{\tau(1)}_{\sigma(1)}[/tex]
 
  • #7


deleted, realized it is wrong and I'm too lazy to correct it.
 
Last edited:
  • #8


etnad179 said:
Just to check the [tex]\tau[/tex] is the set of permutation of the elements {i_1,...i_n}?
[itex]\tau[/itex] and [itex]\sigma[/itex] are both permutations of {1,2,...,n}, i.e. they are bijections from that set onto itself. In the revised calculation below, [itex]\rho[/itex] represents a permutation of {1,2,...,n} too.

etnad179 said:
And how can we get from this permutation \tau of the row is equal to the inverse [tex]\tau^{-1}[/tex] of the column for matrix element [tex]B^{\tau(1)}_{\sigma(1)}[/tex]
I think I did that step wrong. This is how I would like to handle the product [itex]B^{\tau(1)}_{\sigma(1)}\cdots B^{\tau(n)}_{\sigma(n)}[/itex] today: First use the fact that real numbers commute, to rearrange the factors so that the row indices (the upper indices) appear in the order (1,2,...,n). I'll write asterisks instead of the column indices until we have figured out what we should write in those slots.

[tex]B^{\tau(1)}_{\sigma(1)}\cdots B^{\tau(n)}_{\sigma(n)}=B^1_*\cdots B^n_*[/tex]

Now use the fact that for each k in {1,2,...,n} we have [itex]k=\tau(\tau^{-1}(k))[/itex], to rewrite this as

[tex]=B^{\tau(\tau^{-1}(1))}_*\cdots B^{\tau(\tau^{-1}(n))}_*.[/tex]

Now just look at the product we started with and note that when the row index is [itex]\tau(k)[/itex], the column index is [itex]\sigma(k)[/itex]. This tells us what the column indices are.

[tex]=B^{\tau(\tau^{-1}(1))}_{\sigma(\tau^{-1}(1))}\cdots B^{\tau(\tau^{-1}(n))}_{\sigma(\tau^{-1}(n))} =B^{1}_{\sigma(\tau^{-1}(1))}\cdots B^{n}_{\sigma(\tau^{-1}(n))}.[/tex]

So the calculation should look like this:

[tex]
\begin{align*}
\det(AB) &=\sum_\sigma (\operatorname{sgn}\sigma)(AB)^1_{\sigma(1)}\cdots (AB)^n_{\sigma(n)}=\sum_\sigma (\operatorname{sgn}\sigma)\Big(\sum_{i_1}A^1_{i_1} B^{i_1}_{\sigma(1)}\Big)\cdots \Big(\sum_{i_n}A^n_{i_n}B^{i_n}_{\sigma(n)}\Big)\\
&=\sum_{i_1,\dots,i_n}A^1_{i_1}\cdots A^n_{i_n}
\underbrace{\sum_\sigma (\operatorname{sgn}\sigma) B^{i_1}_{\sigma(1)}\cdots B^{i_n}_{\sigma(n)}}_{=0\text{ unless there's a permutation }\tau\text{ such that }\tau(1,\dots,n)=(i_1,\dots,i_n).}\\
&=\sum_\tau A^1_{\tau(1)}\cdots A^n_{\tau(n)}\sum_\sigma (\operatorname{sgn}\sigma) B^{\tau(1)}_{\sigma(1)}\cdots B^{\tau(n)}_{\sigma(n)}\\
&=\sum_\tau A^1_{\tau(1)}\cdots A^n_{\tau(n)}\sum_\sigma \underbrace{(\operatorname{sgn}\sigma)}_{=(\operatorname{sgn}\tau)(\operatorname{sgn}(\sigma\circ\tau^{-1}))} B^{1}_{\sigma(\tau^{-1}(1))}\cdots B^{n}_{\sigma(\tau^{-1}(n))}\\
&=\sum_\tau(\operatorname{sgn}\tau)A^1_{\tau(1)}\cdots A^n_{\tau(n)}\sum_{\rho}(\operatorname{sgn}\rho)B^{1}_{\rho(1)}\cdots B^{n}_{\rho(n)}\\
&=(\det A)(\det B)
\end{align*}
[/tex]

To understand the step where I introduced the symbol [itex]\rho[/itex], you just have to stare at those two lines until you see that the sums contain the same terms.
 
Last edited:
  • #9


The most concise proof is using the most elegant, coordinate free definition. Namely if L is an endomorphism of the n-dimensional vector space V, then the induced map

[tex]\hat{A}:\bigwedge^nV\to \bigwedge^nV[/tex]
is a linear map between 1-dimensional spaces. The scalar by which it acts is the determinant of L, so for [itex]\omega\in\bigwedge^nV[/itex] we have

[tex]\hat{A}\omega=\det A\cdot\omega.[/tex]
Hence
[tex]\widehat{AB}\omega=\hat{A}(\det B\cdot\omega)=\det A\det B\cdot\omega.[/tex]
 

1. What is the meaning of "Det(AB) = det(A)det(B)"?

The equation "Det(AB) = det(A)det(B)" is known as the determinant property of matrices. It states that the determinant of the product of two matrices (AB) is equal to the product of their determinants (det(A)det(B)).

2. Why is the determinant property important in mathematics?

The determinant property is important because it allows us to simplify calculations involving matrices. It also helps us to understand the relationship between different matrices and their determinants.

3. How can the determinant property be used to solve systems of linear equations?

The determinant property can be used to solve systems of linear equations by converting the system into a matrix form and then using the determinant property to solve for the variables.

4. Is the determinant property applicable to all matrices?

No, the determinant property is only applicable to square matrices. In other words, both matrices A and B in the equation "Det(AB) = det(A)det(B)" must have the same number of rows and columns.

5. What happens if the determinant of one of the matrices is equal to zero?

If the determinant of one of the matrices is equal to zero, then the determinant of the product (AB) will also be equal to zero. This means that the matrices are singular and do not have an inverse.

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