Math 2.0

statement theorem

Matrix determinant lemma

Statement

Let KK be a commutative ring, let AA be an invertible n×nn \times n matrix over KK, and let u,v∈Knu, v \in K^n be column vectors. Then det⁡(A+uvT)=(1+vTA−1u)det⁡A,\det(A + u v^T) = (1 + v^T A^{-1} u) \det A, where det⁡\det is the determinant.

Remarks

The matrix uvTu v^T has rank at most 11, so the lemma describes the effect of a rank one update on the determinant. It follows from Sylvester's determinant theorem with the matrices A−1uA^{-1} u and vTv^T. A variant without inverses is det⁡(A+uvT)=det⁡A+vTadj⁡(A)u\det(A + u v^T) = \det A + v^T \operatorname{adj}(A) u.

Explanations

L1 human

Adding a matrix of rank one, uvTu v^T, changes the determinant by a simple factor. The factor is 1+vTA−1u1 + v^T A^{-1} u, a single number. So we can update a determinant cheaply when we know the inverse.

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  1. Identity matrix object
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  10. Determinant definition
  11. Matrix determinant lemma statement

Sources

  1. Web https://en.wikipedia.org/wiki/Matrix_determinant_lemma, Statement