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Please help me find the mistake in my derivation:

Let $f:M_{n,n}(\mathbb{R}) \to \mathbb{R}$ be the determinant function, $f(A)=\det(A)$. Let $p_A(x)$ denote the charecteristic polynomial of $A$. Computing the directional derivative, we get:

$$\nabla_I f(A)=\lim_{x\to0}\frac{\det(A+Ix)-\det(A)}{x}=\lim_{x\to0}\frac{-p_A(-x)-(-p_A(0))}{x}=p_A'(0)$$

According to notes of a course i'm taking: $\nabla_If(A)=\operatorname{tr}(A)$. Where is my mistake?

EDIT: I just looked again and i got it backwards! It says that the derivative of the determinant at $I$ along any matrix is the trace of the matrix. $$ \begin{aligned} Df_I(A) &=\lim_{x\to0}\frac{\det(I+Ax)-1}{x} \\ &=\det(A) \times \lim_{x\to0}\frac{\det(A^{-1}+xI)-\det(A^{-1})}{x} \\ &=\det(A)p'_{A^{-1}}(0) \end{aligned} $$

The last expression is the trace since $p_{A^{-1}}(x)=\dfrac{(-x)^n}{\det(A)}p_A(\frac{1}{x})$

Saal Hardali
  • 5,059

3 Answers3

1

Recall Jacobi's formula $$\eqalign{ \def\p{\partial} \def\q{\quad} \def\qiq{\q\implies\q} \def\tr{\operatorname{\sf tr}} A &= A_0+tA_1 \qiq \frac{dA}{dt} = A_1 \\ f(A) &= \det(A) \q\qiq \color{blue}{{\frac{df}{dt}}\!= \det(A)\,\tr(A^{-1}A_1)} \\ }$$ Substituting $A_1=I$ answers your original question $$\eqalign{ \frac{df}{dt} &= \det(A)\,\tr(A^{-1})\\ }$$ while substituting $A=I$ will answer your modified question $$\eqalign{ \frac{df}{dt} &= \tr(A_1) \q\q\q\; \\ }$$

greg
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1

It seems that most do not like Karl's answer. However I would like to stress that the suggestion of Karl is feasible, but one needs to be careful with the details.

Step 1. The function $Det\colon M_{n\times n}(\mathbb{C}) \mapsto \mathbb{C}$ is analytic.

This follows from the fact that $Det$ can be written as a polynomial function in terms of the coefficients of the matrices. In particular, its derivatives of arbitrary order exist and they are continuous, so the directional derivative

$$(A,B)\mapsto D_ADet\cdot B$$

is continuous in pairs of matrices $(A,B).$

Step 2. If $H$ is an invertible matrix then

$$D_{HA} Det \cdot B = (Det \ H)D_{A} Det \cdot H^{-1}B.\tag{I}$$

$$D_{AH^{-1}} Det \cdot B = (Det \ H^{-1})D_{A} Det \cdot BH.\tag{II}$$

$$D_{HAH^{-1}} Det \cdot B = D_{A} Det \cdot H^{-1}BH.\tag{III}$$

This follows from the definition of derivative and $Det(CH)=Det(HC)=Det(C)$.

Step 2 is especially interesting in the case of $A=Id$, since we get

$$D_{Id} Det \cdot B = D_{Id} Det \cdot \ H^{-1}BH.\tag{IV}$$

Step 3. (Complex) Diagonalizable matrices are dense in $M_{n\times n}(\mathbb{C})$.

This follows from a simple argument using perturbing the diagonal of the complex Jordan decomposition of a matrix. Diagonalizable matrices with complex values are dense in set of $n\times n$ complex matrices.

Step 4. If $B$ is a diagonal matrix we have

$$D_{I} Det\cdot B = trace \ B.$$

This follows from direct calculation more or less as Karl suggested. If the diagonal terms of $B$ are $b_{jj}= \lambda_j$, with $j\leq n$, then

$$\lim_{t\rightarrow 0} \frac{Det (Id+tB) - Det(Id)}{t}= \lim_{t\rightarrow 0} \frac{\prod_j (1+\lambda_j t) -1}{t}= \sum_j \lambda_j = trace \ B.$$

Step 5. If $H$ is invertible $trace \ H^{-1}BH = trace \ B.$

This follows from the fact that $trace (UV)=trace (VU)$ for every matrices $U$ and $V$, something one can prove by direct calculation since

$$trace (UV) = \sum_j \sum_k U_{jk}V_{kj} = \sum_k \sum_j V_{kj}U_{jk}=trace (VU),$$

so $trace \ H^{-1}BH = trace H^{-1}H B = trace \ B.$

Step 6. We have $$D_{Id} Det\cdot B = trace \ B. \tag{V}$$ for diagonalizable matrices.

This follows from $(III)$ and Steps 4 and 5.

Step 6. We have $(V)$ for every matrix $B$.

Both sides of the equality are continuous with respect to $B$ and they coincide on diagonalizable matrices $B$. But this set is dense, so it follows that the equality holds everywhere.

Step 7. For every invertible matrix $A$ and a matrix $B$ we have

$$D_{A} Det\cdot B = Det(A) trace \ BA^{-1}.$$

Since $A$ is invertible, apply (II) with $H=A$ and replacing $B$ by $BA^{-1}$, and finally apply Step 6.

-7

Ok, just try it with a diagonal matrix: $$ A+Ix = diag(a_{11}+x,\ldots, a_{nn}+x)$$ then $$ \det(A+Ix)=\prod_{i=1}^n (a_{ii}+x)$$ Then the derivative is for example if $n=2$ $$ a_{22}+a_{11}$$

Then you can generalize for other matrices.

Karl
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