Runge's phenomenon: Difference between revisions
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{{no footnotes|date=February 2013}} | |||
In [[linear algebra]], the '''adjugate''' or '''classical adjoint''' (occasionally referred to as '''adjunct''') of a [[square matrix]] is the [[transpose]] of the [[cofactor matrix]]. | |||
The adjugate has sometimes been called the "adjoint", but today the "adjoint" of a matrix normally refers to its corresponding [[Hermitian adjoint|adjoint operator]], which is its [[conjugate transpose]]. | |||
== Definition == | |||
The adjugate of ''A'' is the [[transpose]] of the [[cofactor matrix]] ''C'' of ''A'': | |||
:<math> \mathrm{adj}(\mathbf{A}) = \mathbf{C}^\mathsf{T} </math>. | |||
In more detail: suppose ''R'' is a [[commutative ring]] and '''A''' is an ''n''×''n'' [[matrix (mathematics)|matrix]] with entries from ''R''. | |||
* The (''i'',''j'') ''[[minor (linear algebra)|minor]]'' of '''A''', denoted '''A'''<sub>''ij''</sub>, is the [[determinant]] of the (''n'' − 1)×(''n'' − 1) matrix that results from deleting row ''i'' and column ''j'' of '''A'''. | |||
* The [[Cofactor (linear algebra)#Matrix of cofactors|cofactor matrix]] of '''A''' is the ''n''×''n'' matrix '''C''' whose (''i'',''j'') entry is the (''i'',''j'') ''[[cofactor (linear algebra)|cofactor]]'' of '''A''': | |||
::<math>\mathbf{C}_{ij} = (-1)^{i+j} \mathbf{A}_{ij} \,</math>. | |||
* The adjugate of '''A''' is the transpose of '''C''', that is, the ''n''×''n'' matrix whose (''i'',''j'') entry is the (''j'',''i'') cofactor of '''A''': | |||
::<math>\mathrm{adj}(\mathbf{A})_{ij} = \mathbf{C}_{ji} \,</math>. | |||
The adjugate is defined as it is so that the product of A and its adjugate yields a [[diagonal matrix]] whose diagonal entries are det('''A'''): | |||
:<math>\mathbf{A} \, \mathrm{adj}(\mathbf{A}) = \det(\mathbf{A}) \, \mathbf{I} \,</math>. | |||
'''A''' is invertible if and only if det('''A''') is an invertible element of ''R'', and in that case the equation above yields: | |||
:<math>\mathrm{adj}(\mathbf{A}) = \det(\mathbf{A}) \mathbf{A}^{-1} \,</math>, | |||
:<math>\mathbf{A}^{-1} = \frac {1} {\det(\mathbf{A})} \, \mathrm{adj}(\mathbf{A}) \,</math>. | |||
== Examples == | |||
=== 2 × 2 generic matrix === | |||
The adjugate of the 2 × 2 matrix | |||
:<math>\mathbf{A} = \begin{pmatrix} {{a}} & {{b}}\\ {{c}} & {{d}} \end{pmatrix}</math> | |||
is | |||
:<math>\operatorname{adj}(\mathbf{A}) = \begin{pmatrix} \,\,\,{{d}} & \!\!{{-b}}\\ {{-c}} & {{a}} \end{pmatrix}</math>. | |||
It is seen that det(adj('''A''')) = det('''A''') and adj(adj('''A''')) = '''A'''. | |||
=== 3 × 3 generic matrix === | |||
Consider the <math>3\times 3</math> matrix | |||
:<math> | |||
\mathbf{A} = \begin{pmatrix} | |||
a_{11} & a_{12} & a_{13} \\ | |||
a_{21} & a_{22} & a_{23} \\ | |||
a_{31} & a_{32} & a_{33} | |||
\end{pmatrix} | |||
= \begin{pmatrix} | |||
1 & 2 & 3 \\ | |||
4 & 5 & 6 \\ | |||
7 & 8 & 9 | |||
\end{pmatrix}</math> | |||
Its adjugate is the transpose of the cofactor matrix | |||
:<math> | |||
\mathbf{C} = \begin{pmatrix} | |||
+\left| \begin{matrix} a_{22} & a_{23} \\ a_{32} & a_{33} \end{matrix} \right| & | |||
-\left| \begin{matrix} a_{21} & a_{23} \\ a_{31} & a_{33} \end{matrix} \right| & | |||
+\left| \begin{matrix} a_{21} & a_{22} \\ a_{31} & a_{32} \end{matrix} \right| \\ | |||
& & \\ | |||
-\left| \begin{matrix} a_{12} & a_{13} \\ a_{32} & a_{33} \end{matrix} \right| & | |||
+\left| \begin{matrix} a_{11} & a_{13} \\ a_{31} & a_{33} \end{matrix} \right| & | |||
-\left| \begin{matrix} a_{11} & a_{12} \\ a_{31} & a_{32} \end{matrix} \right| \\ | |||
& & \\ | |||
+\left| \begin{matrix} a_{12} & a_{13} \\ a_{22} & a_{23} \end{matrix} \right| & | |||
-\left| \begin{matrix} a_{11} & a_{13} \\ a_{21} & a_{23} \end{matrix} \right| & | |||
+\left| \begin{matrix} a_{11} & a_{12} \\ a_{21} & a_{22} \end{matrix} \right| | |||
\end{pmatrix} = \begin{pmatrix} | |||
+\left| \begin{matrix} 5 & 6 \\ 8 & 9 \end{matrix} \right| & | |||
-\left| \begin{matrix} 4 & 6 \\ 7 & 9 \end{matrix} \right| & | |||
+\left| \begin{matrix} 4 & 5 \\ 7 & 8 \end{matrix} \right| \\ | |||
& & \\ | |||
-\left| \begin{matrix} 2 & 3 \\ 8 & 9 \end{matrix} \right| & | |||
+\left| \begin{matrix} 1 & 3 \\ 7 & 9 \end{matrix} \right| & | |||
-\left| \begin{matrix} 1 & 2 \\ 7 & 8 \end{matrix} \right| \\ | |||
& & \\ | |||
+\left| \begin{matrix} 2 & 3 \\ 5 & 6 \end{matrix} \right| & | |||
-\left| \begin{matrix} 1 & 3 \\ 4 & 6 \end{matrix} \right| & | |||
+\left| \begin{matrix} 1 & 2 \\ 4 & 5 \end{matrix} \right| | |||
\end{pmatrix}</math> | |||
So that we have | |||
:<math> | |||
\operatorname{adj}(\mathbf{A}) = \begin{pmatrix} | |||
+\left| \begin{matrix} a_{22} & a_{23} \\ a_{32} & a_{33} \end{matrix} \right| & | |||
-\left| \begin{matrix} a_{12} & a_{13} \\ a_{32} & a_{33} \end{matrix} \right| & | |||
+\left| \begin{matrix} a_{12} & a_{13} \\ a_{22} & a_{23} \end{matrix} \right| \\ | |||
& & \\ | |||
-\left| \begin{matrix} a_{21} & a_{23} \\ a_{31} & a_{33} \end{matrix} \right| & | |||
+\left| \begin{matrix} a_{11} & a_{13} \\ a_{31} & a_{33} \end{matrix} \right| & | |||
-\left| \begin{matrix} a_{11} & a_{13} \\ a_{21} & a_{23} \end{matrix} \right| \\ | |||
& & \\ | |||
+\left| \begin{matrix} a_{21} & a_{22} \\ a_{31} & a_{32} \end{matrix} \right| & | |||
-\left| \begin{matrix} a_{11} & a_{12} \\ a_{31} & a_{32} \end{matrix} \right| & | |||
+\left| \begin{matrix} a_{11} & a_{12} \\ a_{21} & a_{22} \end{matrix} \right| | |||
\end{pmatrix} = \begin{pmatrix} | |||
+\left| \begin{matrix} 5 & 6 \\ 8 & 9 \end{matrix} \right| & | |||
-\left| \begin{matrix} 2 & 3 \\ 8 & 9 \end{matrix} \right| & | |||
+\left| \begin{matrix} 2 & 3 \\ 5 & 6 \end{matrix} \right| \\ | |||
& & \\ | |||
-\left| \begin{matrix} 4 & 6 \\ 7 & 9 \end{matrix} \right| & | |||
+\left| \begin{matrix} 1 & 3 \\ 7 & 9 \end{matrix} \right| & | |||
-\left| \begin{matrix} 1 & 3 \\ 4 & 6 \end{matrix} \right| \\ | |||
& & \\ | |||
+\left| \begin{matrix} 4 & 5 \\ 7 & 8 \end{matrix} \right| & | |||
-\left| \begin{matrix} 1 & 2 \\ 7 & 8 \end{matrix} \right| & | |||
+\left| \begin{matrix} 1 & 2 \\ 4 & 5 \end{matrix} \right| | |||
\end{pmatrix} | |||
</math> | |||
where | |||
:<math>\left| \begin{matrix} a_{im} & a_{in} \\ \,\,a_{jm} & a_{jn} \end{matrix} \right|= | |||
\det\left( \begin{matrix} a_{im} & a_{in} \\ \,\,a_{jm} & a_{jn} \end{matrix} \right)</math>. | |||
Therefore '''C''', the matrix of cofactors for '''A''', is | |||
:<math> | |||
\mathbf{C} = \begin{pmatrix} | |||
-3 & 6 & -3 \\ | |||
6 & -12 & 6 \\ | |||
-3 & 6 & -3 | |||
\end{pmatrix}</math> | |||
The adjugate is the ''transpose'' of the cofactor matrix. Thus, for instance, the (3,2) entry of the adjugate is the (2,3) cofactor of '''A'''. (In this example, '''C''' happens to be its own transpose, so adj('''A''') = '''C'''.) | |||
=== 3 × 3 numeric matrix === | |||
As a specific example, we have | |||
:<math>\operatorname{adj}\begin{pmatrix} | |||
\!-3 & \, 2 & \!-5 \\ | |||
\!-1 & \, 0 & \!-2 \\ | |||
\, 3 & \!-4 & \, 1 | |||
\end{pmatrix}= | |||
\begin{pmatrix} | |||
\!-8 & \,18 & \!-4 \\ | |||
\!-5 & \!12 & \,-1 \\ | |||
\, 4 & \!-6 & \, 2 | |||
\end{pmatrix} | |||
</math>. | |||
The −6 in the third row, second column of the adjugate was computed as follows: | |||
:<math>(-1)^{2+3}\;\operatorname{det}\begin{pmatrix}\!-3&\,2\\ \,3&\!-4\end{pmatrix}=-((-3)(-4)-(3)(2))=-6.</math> | |||
Again, the (3,2) entry of the adjugate is the (2,3) cofactor of ''A''. Thus, the submatrix | |||
:<math>\begin{pmatrix}\!-3&\,\!2\\ \,\!3&\!-4\end{pmatrix}</math> | |||
was obtained by deleting the second row and third column of the original matrix '''A'''. | |||
== Properties == | |||
The adjugate has the properties | |||
:<math>\mathrm{adj}(\mathbf{I}) = \mathbf{I},</math> | |||
:<math>\mathrm{adj}(\mathbf{AB}) = \mathrm{adj}(\mathbf{B})\,\mathrm{adj}(\mathbf{A}),</math> | |||
:<math>\mathrm{adj}(c \mathbf{A}) = c^{n - 1}\mathrm{adj}(\mathbf{A}) </math> | |||
for ''n''×''n'' matrices '''A''' and '''B'''. The second line follows from equations adj('''B''')adj('''A''') = | |||
det('''B''')'''B'''<sup>-1</sup> det('''A''')'''A'''<sup>-1</sup> = det('''AB''')('''AB''')<sup>-1</sup>. | |||
Substituting in the second line '''B''' = '''A'''<sup>m - 1</sup> and performing the recursion, one gets for all integer ''m'' | |||
:<math>\mathrm{adj}(\mathbf{A}^{m}) = \mathrm{adj}(\mathbf{A})^{m}.</math> | |||
The adjugate preserves [[transpose|transposition]]: | |||
:<math>\mathrm{adj}(\mathbf{A}^\mathsf{T}) = \mathrm{adj}(\mathbf{A})^\mathsf{T}.</math> | |||
Furthermore, | |||
:<math>\det\big(\mathrm{adj}(\mathbf{A})\big) = \det(\mathbf{A})^{n-1}, </math> | |||
:<math>\mathrm{adj}(\mathrm{adj}(\mathbf{A})) = \det(\mathbf{A})^{n - 2}\mathbf{A} </math> | |||
and, if det('''A''') is a unit, then det(adj('''A''')) = det('''A''') and adj(adj('''A''')) = '''A'''. | |||
===Inverses=== | |||
As a consequence of [[Laplace expansion|Laplace's formula]] for the determinant of an ''n''×''n'' matrix '''A''', we have | |||
:<math>\mathbf{A}\, \mathrm{adj}(\mathbf{A}) = \mathrm{adj}(\mathbf{A})\, \mathbf{A} = \det(\mathbf{A})\, \mathbf I_n \qquad (*)</math> | |||
where <math>\mathbf I_n </math> is the ''n''×''n'' [[identity matrix]]. Indeed, the (''i'',''i'') entry of the product '''A''' adj('''A''') is the [[scalar product]] of row ''i'' of '''A''' with row ''i'' of the cofactor matrix '''C''', which is simply the Laplace formula for det('''A''') expanded by row ''i''. Moreover, for ''i'' ≠ ''j'' the (''i'',''j'') entry of the product is the scalar product of row ''i'' of '''A''' with row ''j'' of '''C''', which is the Laplace formula for the determinant of a matrix whose ''i'' and ''j'' rows are equal and is therefore zero. | |||
From this formula follows one of the most important results in matrix algebra: A matrix '''A''' over a commutative ring ''R'' is invertible if and only if det('''A''') is invertible in ''R''. | |||
For if '''A''' is an [[invertible matrix]] then | |||
:<math>1 = \det(\mathbf I_n) = \det(\mathbf{A} \mathbf{A}^{-1}) = \det(\mathbf{A}) \det(\mathbf{A}^{-1}),</math> | |||
and equation (*) above shows that | |||
:<math>\mathbf{A}^{-1} = \det(\mathbf{A})^{-1}\, \mathrm{adj}(\mathbf{A}).</math> | |||
See also [[Cramer's rule]]. | |||
===Characteristic polynomial=== | |||
If ''p''(''t'') = det('''A''' − ''t'' '''I''') is the [[characteristic polynomial]] of '''A''' and we define the polynomial ''q''(''t'') = (''p''(0) − ''p''(''t''))/''t'', then | |||
:<math> \mathrm{adj}(\mathbf{A}) = q(\mathbf{A}) = -(p_1 \mathbf{I} + p_2 \mathbf{A} + p_3 \mathbf{A}^2 + \cdots + p_{n} \mathbf{A}^{n-1}), </math> | |||
where <math> p_j </math> are the coefficients of ''p''(''t''), | |||
:<math> p(t) = p_0 + p_1 t + p_2 t^2 + \cdots + p_{n} t^{n}. </math> | |||
===Jacobi's formula=== | |||
The adjugate also appears in [[Jacobi's formula]] for the [[derivative]] of the [[determinant]]: | |||
:<math>\frac{\mathrm{d}}{\mathrm{d} \alpha} \det(A)= \operatorname{tr}\left(\operatorname{adj}(A) \frac{\mathrm{d} A}{\mathrm{d} \alpha}\right).</math> | |||
==See also== | |||
* [[Trace diagram]] | |||
* [http://mathworld.wolfram.com/Self-Adjoint.html] | |||
==References== | |||
{{Reflist}} | |||
* {{cite book | last=Strang | first=Gilbert | authorlink=Gilbert Strang | title=Linear Algebra and its Applications | edition=3rd| year=1988 | publisher=Harcourt Brace Jovanovich | isbn=0-15-551005-3 | pages=231–232 | chapter=Section 4.4: Applications of determinants}} | |||
==External links== | |||
* [http://www.ee.ic.ac.uk/hp/staff/dmb/matrix/property.html#adjoint Matrix Reference Manual] | |||
*[http://www.elektro-energetika.cz/calculations/matreg.php?language=english Online matrix calculator (determinant, track, inverse, adjoint, transpose)] Compute Adjugate matrix up to order 8 | |||
* {{cite web | url=http://www.wolframalpha.com/input/?i=adjugate+of+{+{+a%2C+b%2C+c+}%2C+{+d%2C+e%2C+f+}%2C+{+g%2C+h%2C+i+}+} | title=<nowiki>adjugate of { { a, b, c }, { d, e, f }, { g, h, i } }</nowiki> | work=[[Wolfram Alpha]]}} | |||
[[Category:Matrix theory]] | |||
[[Category:Linear algebra]] |
Revision as of 16:28, 19 October 2013
Template:No footnotes In linear algebra, the adjugate or classical adjoint (occasionally referred to as adjunct) of a square matrix is the transpose of the cofactor matrix.
The adjugate has sometimes been called the "adjoint", but today the "adjoint" of a matrix normally refers to its corresponding adjoint operator, which is its conjugate transpose.
Definition
The adjugate of A is the transpose of the cofactor matrix C of A:
In more detail: suppose R is a commutative ring and A is an n×n matrix with entries from R.
- The (i,j) minor of A, denoted Aij, is the determinant of the (n − 1)×(n − 1) matrix that results from deleting row i and column j of A.
- The cofactor matrix of A is the n×n matrix C whose (i,j) entry is the (i,j) cofactor of A:
- The adjugate of A is the transpose of C, that is, the n×n matrix whose (i,j) entry is the (j,i) cofactor of A:
The adjugate is defined as it is so that the product of A and its adjugate yields a diagonal matrix whose diagonal entries are det(A):
A is invertible if and only if det(A) is an invertible element of R, and in that case the equation above yields:
Examples
2 × 2 generic matrix
The adjugate of the 2 × 2 matrix
is
It is seen that det(adj(A)) = det(A) and adj(adj(A)) = A.
3 × 3 generic matrix
Its adjugate is the transpose of the cofactor matrix
So that we have
where
Therefore C, the matrix of cofactors for A, is
The adjugate is the transpose of the cofactor matrix. Thus, for instance, the (3,2) entry of the adjugate is the (2,3) cofactor of A. (In this example, C happens to be its own transpose, so adj(A) = C.)
3 × 3 numeric matrix
As a specific example, we have
The −6 in the third row, second column of the adjugate was computed as follows:
Again, the (3,2) entry of the adjugate is the (2,3) cofactor of A. Thus, the submatrix
was obtained by deleting the second row and third column of the original matrix A.
Properties
The adjugate has the properties
for n×n matrices A and B. The second line follows from equations adj(B)adj(A) = det(B)B-1 det(A)A-1 = det(AB)(AB)-1. Substituting in the second line B = Am - 1 and performing the recursion, one gets for all integer m
The adjugate preserves transposition:
Furthermore,
and, if det(A) is a unit, then det(adj(A)) = det(A) and adj(adj(A)) = A.
Inverses
As a consequence of Laplace's formula for the determinant of an n×n matrix A, we have
where is the n×n identity matrix. Indeed, the (i,i) entry of the product A adj(A) is the scalar product of row i of A with row i of the cofactor matrix C, which is simply the Laplace formula for det(A) expanded by row i. Moreover, for i ≠ j the (i,j) entry of the product is the scalar product of row i of A with row j of C, which is the Laplace formula for the determinant of a matrix whose i and j rows are equal and is therefore zero.
From this formula follows one of the most important results in matrix algebra: A matrix A over a commutative ring R is invertible if and only if det(A) is invertible in R.
For if A is an invertible matrix then
and equation (*) above shows that
See also Cramer's rule.
Characteristic polynomial
If p(t) = det(A − t I) is the characteristic polynomial of A and we define the polynomial q(t) = (p(0) − p(t))/t, then
where are the coefficients of p(t),
Jacobi's formula
The adjugate also appears in Jacobi's formula for the derivative of the determinant:
See also
References
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External links
- Matrix Reference Manual
- Online matrix calculator (determinant, track, inverse, adjoint, transpose) Compute Adjugate matrix up to order 8
- Template:Cite web