3

I would like a proof of the following result, given on wikipedia.

For all square matrices $\mathbf{A}$ and column vectors $\mathbf{u}$ and $\mathbf{v}$ over some field $\mathbb{F}$, $$ \det(\mathbf{A}+\mathbf{uv}^\mathrm{T}) = \det(\mathbf{A}) + \mathbf{v}^\mathrm{T}\mathrm{adj}(\mathbf{A})\mathbf{u}, $$ where $\mathrm{adj}(\mathbf{A})$ is the adjugate matrix of $\mathbf{A}$.

Note that $\mathbf{A}$ may be singular. However, the proof given on wikipedia requires that $\mathbf{A}$ is nonsingular.

  • The way to directly use the Wikipedia proof is to note that $A$ is always the limit of a sequence of invertible matrices. – Ben Grossmann Nov 05 '15 at 13:47
  • Or, if you prefer, note that $$\det(A+tI+uv^T)$$ is a polynomial on $t$, so that the limit at $t=0$ must coincide with the true value. – Ben Grossmann Nov 05 '15 at 13:51
  • Thanks for your comments @Omnomnomnom. I should have said that I do not make any assumptions on the field. For example, if the field under consideration is GF(2), then I am not sure that det(A) singular implies that det(A+I) is nonsingular. – user44090 Nov 05 '15 at 14:07
  • Off the top of my head, I think it suffices to show that the statement hold for matrices on rational entries. – Ben Grossmann Nov 05 '15 at 23:02
  • @Omnomnomnom: No, I don't think you may w.l.o.g. restrict to the field of rational numbers. – user44090 Nov 06 '15 at 07:37
  • Just to finish off this question: this is Additional exercise 23 in my "Notes on the combinatorial fundamentals of algebra" (version of 19 May 2016, https://github.com/darijgr/detnotes/releases/tag/2016-05-19 ), now with solution. – darij grinberg May 20 '16 at 04:57
  • Wow, thank you very much Darij Grinberg! If you want, you can put this reference as an answer to my question, and I'll happily mark it as a correct answer. By the way, do you happen to know whether this is a folklore result or there is an actual paper claiming the result? – user44090 Jun 08 '16 at 20:10
  • @user44090: I've made an answer containing both my reference and a justification for baronbrixius's proof. Yes, the result is probably claimed in hundreds of actual papers, but I cannot help much with clearing up its provenance; it could even go back to Cauchy (though sources prior to about 1950 tend to be imprecise about assuming matrices to be invertible). – darij grinberg Jul 03 '16 at 15:15

2 Answers2

3

Just so that this question isn't left unanswered:

There are ways to prove the result without using the "polynomial identity trick" (although, of course, the proofs using the trick, in any of its forms, are much shorter). For one such way, see the solution to Exercise 6.59 in my Notes on the combinatorial fundamentals of algebra, version of 10 January 2019. (Note that my $A$, $u$ and $v$ are your $\mathbf{A}$, $\mathbf{u}$ and $\mathbf{v}^T$.)

However, let me also give a justification for @baronbrixius's answer. It is essentially a complete proof; what it lacks is the definition of a ring over which the matrix $x\mathbf{I} - \mathbf{M}$ is invertible. Fortunately, such a ring is easy to construct: namely, you can take the ring of anti-Laurent series in the indeterminate $x$ over your base ring. Let me explain this a bit: If $R$ is any commutative ring, then the anti-Laurent series in the indeterminate $x$ over $R$ are the sequences $\left(\ldots,r_{-2},r_{-1},r_0,r_1,r_2,\ldots\right) \in R^{\mathbb{Z}}$ (infinite in both directions) such that all but finitely many positive integers $n$ satisfy $r_n = 0$ (whereas we don't care about how many negative integers $n$ satisfy $r_n = 0$). The set of all these anti-Laurent series will be denoted by $R\left(\left(1/x\right)\right)$. This set can be made into a ring in the same way as the polynomial ring $R\left[x\right]$ is made into a ring: Two anti-Laurent series are added entrywise, and multiplied by the rule

$\left(\ldots,r_{-2},r_{-1},r_0,r_1,r_2,\ldots\right) \cdot \left(\ldots,s_{-2},s_{-1},s_0,s_1,s_2,\ldots\right) = \left(\ldots,u_{-2},u_{-1},u_0,u_1,u_2,\ldots\right)$,

where $u_k = \sum_{\left(i,j\right) \in \mathbb{Z}^2;\ i+j=k} r_i s_j$. (The sum $\sum_{\left(i,j\right) \in \mathbb{Z}^2;\ i+j=k} r_i s_j$ has infinitely many addends, but all but finitely many of them are $0$, so this sum is well-defined.) You need to prove that this ring actually satisfies the ring axioms, such as associativity of multiplication; but this is all easy and well-known (if you have seen it done for polynomials, then you'll be able to use the same arguments here). The anti-Laurent series $\left(\ldots,r_{-2},r_{-1},r_0,r_1,r_2,\ldots\right) \in R^{\mathbb{Z}}$ with $r_1 = 1$ and $r_i = 0$ for all $i \neq 1$ is denoted by $x$; thus, we can rewrite any $\left(\ldots,r_{-2},r_{-1},r_0,r_1,r_2,\ldots\right) \in R\left(\left(1/x\right)\right)$ as $\sum\limits_{k\in\mathbb{Z}} r_k x^k = \cdots + r_{-2}x^{-2} + r_{-1}x^{-1} + r_0x^0 + r_1x^1 + r_2x^2 + \cdots$. To make sense of such infinite sums, we need to define a topology on $R\left(\left(1/x\right)\right)$; but this is fairly straightforward: it is the product topology on $R^{\mathbb{Z}}$. Now, I claim that if $R$ is the base ring for your matrix $\mathbf{M}$, then the matrix $x \mathbf{I} - \mathbf{M}$ is invertible when regarded as an $n\times n$-matrix over this ring $R\left(\left(1/x\right)\right)$. Indeed, its inverse is the infinite sum $x^{-1}\mathbf{I} + x^{-2} \mathbf{M} + x^{-3} \mathbf{M}^2 + \cdots = \sum_{k \geq 0} x^{-k-1} \mathbf{M}^k$. (The proof that this infinite sum is well-defined is easy -- it converges entrywise --, and the proof that it's actually an inverse to $x \mathbf{I} - \mathbf{M}$ is easy as well -- just use the telescope principle.)

Here is one caveat: Of course, you cannot "substitute $x=0$" into a matrix over the ring $R\left(\left(1/x\right)\right)$. However, @baronbrixius's argument doesn't do that. He uses the ring $R\left(\left(1/x\right)\right)$ to obtain the identity that he calls $[*]$. But this identity can also be regarded as an identity over the subring $R\left[x\right]$ of the ring $R\left(\left(1/x\right)\right)$ (because no negative powers of $x$ occur in this identity); and you can substitute $x=0$ into such an identity.

One final warning: The requirement that "all but finitely many positive integers $n$ satisfy $r_n = 0$" in our definition of the ring $R\left(\left(1/x\right)\right)$ was important. If you drop it, then the ring structure is no longer well-defined, since the sum $\sum_{\left(i,j\right) \in \mathbb{Z}^2;\ i+j=k} r_i s_j$ might have infinitely many nonzero addends.

2

Put ${\bf A}=x{\bf I}-{\bf M}$ in the result

$\det({\bf A}+{\bf u}{\bf v}^T)=\det({\bf A})(1+{\bf v}^T{\bf A}^{-1}{\bf u})$

so that you obtain

$\det(x{\bf I}-{\bf M}+{\bf u}{\bf v}^T)=\det(x{\bf I}-{\bf M})(1+{\bf v}^T(x{\bf I}-{\bf M})^{-1}{\bf u})$ $\det(x{\bf I}-{\bf M}+{\bf u}{\bf v}^T)=\det(x{\bf I}-{\bf M})+{\bf v}^T\textrm{adj}(x{\bf I}-{\bf M}){\bf u} \quad [*]$

Then substitute $x=0$ and ${\bf A}=-{\bf M}$ in $[*]$.

  • Aren't you now assuming that $\mathbf{A}^{−1}$ exists? I am interested in the case when $\mathbf{A}$ is singular. – user44090 Feb 04 '16 at 21:21
  • The inverse of $(x{\bf I} - {\bf M})$ always exists, since it is a rational function in $x$. So I'm right in assuming that it does exist. Only after cancelling out the denominator of this rational function, I substitute $x=0$ in $[*]$, which has no inverse matrix. – baronbrixius Feb 06 '16 at 09:48
  • I do not assume anything regarding the field under consideration. What if the field is, say, GF(2)? I do not think your proof would hold it this case. I have edited my question to more explicitly state that I do not make any assumptions on the field. – user44090 Feb 07 '16 at 17:37
  • Why shouldn't it hold? Just substitute the additive identity $0_\mathbb{F}$ of your field in the end instead of $x$. $(x{\bf I}-{\bf M})^{-1}$ would be a rational function whose numerator and denominator are polynomials in $x$ with coefficients in $\mathbb{F}$. And ${\bf A}^{-1} = \frac{\textrm{adj}({\bf A})}{\det({\bf A})}$ works for matrices in any field. – baronbrixius Feb 08 '16 at 14:48
  • I understand what you mean now, but I think your proof is flawed. Let us take the case where $\mathbf{M}$ is the 1x1-matrix containing just zero. Then $\mathbf{A}$ is the 1x1-matrix containing just $x$, and $\mathrm{adj}(A)$ is the 1x1-matrix containing just $1$. What you are saying is that $\det(\mathbf{A})\mathbf{A}^{-1} = x x^{-1} = \frac{x}{x}$ is equal to $1$. Which is not true: the latter has a different domain than the former. Essentially, you are dividing by zero. Using your approach you could also "prove" that $\frac{0}{0}=1$. – user44090 Feb 09 '16 at 09:35
  • Let's see this in another way. What is the value of the rational function $\dfrac{x^2-4}{x-2}$ when $x=2$? According to you, it is undefined, since $\dfrac{2^2-4}{2-2} = \dfrac{0}{0}$. According to me, we first simplify $\dfrac{x^2-4}{x-2}$ to $x+2$ by cancelling the term $x-2$, then substitute $x=2$ to obtain $4$. That is exactly what I'm doing: I'm first cancelling the term $\det(x{\bf I}-{\bf M})$ from the denominator of $(x{\bf I}-{\bf M})^{-1}$, and only then I can safely substitute $x=0$ – baronbrixius Feb 10 '16 at 10:45
  • "What is the value of the rational function $\frac{x^2-4}{x-2}$ when $x=2$? According to you, it is undefined". It is a fact that this is undefined. Again, $\frac{x^2-4}{x-2}$ is a different rational function than $x+2$. The latter extends the domain of the former by continuity, but this does not change the fact that $\frac{x^2-4}{x-2}$ is undefined when $x=2$. See, e.g., the wikipedia page of rational function for more details. – user44090 Feb 10 '16 at 18:53
  • Of course it is, but I'm first eliminating the pole by cancelling it, and only then I'm substituting $x=0$. Do you understand now? – baronbrixius Feb 11 '16 at 10:04
  • I give a different way of justifying this proof in my answer. – darij grinberg Jul 03 '16 at 15:15
  • Thanks. For some reason, people were unwilling (and still are, somehow) to give credence to my proof; indeed, your answer is the accepted answer even though all it does is provide justification to mine! – baronbrixius Jul 04 '16 at 16:09
  • @baronbrixius: this justification is a significant part of the proof, and I am very grateful to Darij Grinberg for providing it --- in fact, in great detail and it is very well written. Before, I honestly didn't understand your proof. In addition, he gave a very detailed proof (in the reference) of this result that does not use this "trick" of changing rings. I can only vote one of the answers as the best, and my vote definitely goes to Darij Grinberg. I do want to thank you too for your helpful input! – user44090 Jul 04 '16 at 20:22