Differentiation of a determinant


Differentiation of a Determinant

The determinant is a scalar value that can be computed from the elements of a square matrix. It provides important information about the matrix, such as whether it is invertible or not. Differentiation of a determinant involves finding the rate at which the determinant changes with respect to a variable, often when the elements of the matrix are themselves functions of that variable.

Basic Concepts

Before we delve into the differentiation of a determinant, let's review some basic concepts:

  • Determinant: For a square matrix $A$, the determinant is denoted as $\det(A)$ or $|A|$.
  • Differentiation: The process of finding the derivative, which measures how a function changes as its input changes.

Differentiation Rules for Determinants

When differentiating a determinant where the matrix elements are functions of a variable (say $x$), we apply the following rules:

  1. Linearity: The derivative of a determinant with respect to $x$ is the sum of determinants, each with one row (or column) differentiated with respect to $x$, and the other rows (or columns) remaining the same.
  2. Product Rule: If a determinant can be expressed as a product of functions, the product rule for differentiation applies.

Formula for Differentiation of a Determinant

For a $2 \times 2$ matrix $A$ with elements that are functions of $x$:

$$ A = \begin{pmatrix} a(x) & b(x) \ c(x) & d(x) \end{pmatrix} $$

The derivative of the determinant of $A$ with respect to $x$ is given by:

$$ \frac{d}{dx} \det(A) = \frac{d}{dx} [a(x)d(x) - b(x)c(x)] $$

Applying the product rule, we get:

$$ \frac{d}{dx} \det(A) = a'(x)d(x) + a(x)d'(x) - b'(x)c(x) - b(x)c'(x) $$

For larger matrices, the differentiation becomes more complex but follows the same principle of linearity.

Table of Differences and Important Points

Aspect Determinant Differentiation of a Determinant
Definition A scalar attribute of a square matrix that characterizes the matrix's properties. The rate of change of the determinant with respect to a variable.
Computation Involves multiplication and addition/subtraction of matrix elements. Involves applying differentiation rules to the elements of the matrix.
Dependency Only on the elements of the matrix. On both the elements of the matrix and their derivatives.
Application Used to solve systems of linear equations, find the inverse of a matrix, and more. Used to study how the properties of a matrix change with respect to a variable.

Examples

Example 1: Differentiating a $2 \times 2$ Determinant

Let's differentiate the determinant of the following matrix with respect to $x$:

$$ A(x) = \begin{pmatrix} x^2 & \sin(x) \ e^x & \cos(x) \end{pmatrix} $$

The determinant of $A(x)$ is:

$$ \det(A) = x^2 \cos(x) - \sin(x) e^x $$

Differentiating with respect to $x$, we get:

$$ \frac{d}{dx} \det(A) = 2x \cos(x) - x^2 \sin(x) - \cos(x) e^x - \sin(x) e^x $$

Example 2: Differentiating a $3 \times 3$ Determinant

Consider a $3 \times 3$ matrix $B(x)$:

$$ B(x) = \begin{pmatrix} x & e^x & \sin(x) \ 1 & x^2 & \cos(x) \ e^x & \sin(x) & x^3 \end{pmatrix} $$

To differentiate $\det(B)$ with respect to $x$, we apply the linearity rule:

$$ \frac{d}{dx} \det(B) = \det \begin{pmatrix} 1 & e^x & \sin(x) \ 0 & 2x & \cos(x) \ 0 & \sin(x) & 3x^2 \end{pmatrix}

  • \det \begin{pmatrix} 0 & e^x & \cos(x) \ 1 & x^2 & -\sin(x) \ e^x & \sin(x) & x^3 \end{pmatrix}
  • \det \begin{pmatrix} x & e^x & \cos(x) \ 1 & x^2 & -\sin(x) \ e^x & \cos(x) & 3x^2 \end{pmatrix} $$

Each of these determinants can then be computed separately.

Conclusion

Differentiation of a determinant is a valuable tool in matrix calculus, especially when dealing with matrices whose elements are functions of a variable. It requires an understanding of both determinant properties and differentiation rules. The linearity property simplifies the process by allowing us to differentiate one row or column at a time, summing the resulting determinants to find the total derivative.