===== Determinant differentiation ===== ==== Theorem ==== | @#55CCEE: context | @#55CCEE: $ A,\Omega\in\mathrm{Matrix}(n,\mathbb C) $ | | @#55CCEE: context | @#55CCEE: $ A $ ... invertible | | @#55EE55: postulate | @#55EE55: $\frac{\partial}{\partial t}|_{t=0}\ \mathrm{det}(A+t\,\Omega) = \mathrm{tr}(A^{-1}\Omega)\cdot\mathrm{det}(A) $ | ----- Thus $\dfrac{\partial}{\partial t}\left|_{t=0}\right. \dfrac{\mathrm{det}(A+t\,\Omega)}{\mathrm{det}(A)} = \mathrm{tr}(A^{-1}\Omega)$ and also implies ^ $ \mathrm{tr}(\Omega) = \dfrac{\partial}{\partial t}\left|_{t=0}\right. \mathrm{det}(I_n+t\,\Omega) $ ^ == Jacobis full formula == This comes from [[http://en.wikipedia.org/wiki/Jacobi%27s_formula|Jacobi's formula]]: ${\mathrm d} \det (F(t)) = \det (F(t)) \mathrm{tr} (F(t)^{-1} {\mathrm d}F(t))$ where $F(t)$ is a parameter dependent matrix This is a special case of the product rule and generalizes ${\mathrm d}\left(a\cdot b\right) = a\,{\mathrm d}b+b\,{\mathrm d}a = a\cdot b\left(\dfrac{1}{a}{\mathrm d}a+\dfrac{1}{b}{\mathrm d}b\right)$. which you get for $F(t) := \mathrm{diag}(a(t),b(t))$, which can be seen $a(t)\cdot b(t)=\det\,F(t)$ representing the changing area of a rectangle. The expression $\dfrac{1}{a}{\mathrm d}a$ is the so called logarithmic derivative of $a$ and scale invariant. == Perspective == The function of $t$ on the right acts like a generating function. Of course $ \mathrm{tr}(\Omega) = \dfrac{\partial}{\partial t}\left|_{t=0}\right. \mathrm{tr}(K+t\,\Omega+{\mathcal O}(t^2)) $ but the det-formula involves a non-linear function. === Reference === Wikipedia: [[http://en.wikipedia.org/wiki/Jacobi%27s_formula|Jacobi's formula]] ==== Parents ==== === Special case of === [[Fréchet derivative chain rule]] === Context === [[Determinant via multilinear functionals]], [[Trace of square matrices]]