# Evaluation of determinants" In matlib: Matrix Functions for Teaching and Learning Linear Algebra and Multivariate Statistics

knitr::opts_chunk$set( warning = FALSE, message = FALSE ) options(digits=4) par(mar=c(5,4,1,1)+.1)  This example shows two classical ways to find the determinant,$\det(A)$of a square matrix. They each work by reducing the problem to a series of smaller ones which can be more easily calculated.  library(matlib)  ## 1. Calculate det() by cofactor expansion Set up a$3 \times 3$matrix, and find its determinant (so we know what the answer should be).  A <- matrix(c(4, 2, 1, 5, 6, 7, 1, 0, 3), nrow=3, byrow=TRUE) det(A)  ### Find cofactors of row 1 elements The cofactor$A_{i,j}$of element$a_{i,j}$is the signed determinant of what is left when row i, column j of the matrix$A$are deleted. NB: In R, negative subscripts delete rows or columns.  cat(cofactor(A, 1, 1), " == ", 1 * det( (A[-1, -1]), "\n" )) cat(cofactor(A, 1, 2), " == ", -1 * det( (A[-1, -2]), "\n" )) cat(cofactor(A, 1, 3), " == ", 1 * det( (A[-1, -3]), "\n" ))  ### det() = product of row with cofactors In symbols:$\det(A) = a_{1,1} * A_{1,1} + a_{1,2} * A_{1,2} + a_{1,3} * A_{1,3}$rowCofactors() is a convenience function, that calculates these all together  rowCofactors(A, 1)  Voila: Multiply row 1 times the cofactors of its elements. NB: In R, this multiplication gives a$1 \times 1$matrix.  A[1,] %*% rowCofactors(A, 1) all.equal( det(A), c(A[1,] %*% rowCofactors(A, 1)) )  ## 2. Finding det() by Gaussian elimination (pivoting) This example follows Green and Carroll, Table 2.2. Start with a 4 x 4 matrix,$M\$, and save det(M).

  M <- matrix(c(2, 3, 1, 2,
4, 2, 3, 4,
1, 4, 2, 2,
3, 1, 0, 1), nrow=4, ncol=4, byrow=TRUE)
(dsave <- det(M))

# ### 'pivot' on the leading diagonal element, M[1,1]:


det() will be the product of the 'pivots', the leading diagonal elements. This step reduces row 1 and column 1 to 0, so it may be discarded. NB: In R, dropping a row/column can change a matrix to a vector, so we use drop = FALSE inside the subscript.

  (d <- M[1,1])

#-- Reduce row 1, col 1 to 0
(M[1,] <- M[1,, drop=FALSE] / M[1, 1])
(M <- M - M[,1] %*%  M[1,, drop=FALSE])

#-- Drop first row and column
M <- M[-1, -1]

#-- Accumulate the product of pivots
d <- d * M[1, 1]


### Repeat, reducing new row, col 1 to 0

  (M[1,] <- M[1,, drop=FALSE] / M[1,1])
(M <- M - M[,1] %*%  M[1,, drop=FALSE])
M <- M[-1, -1]
d = d * M[1, 1]


### Repeat once more. d = det(M)

  (M[1,] <- M[1,, drop=FALSE] / M[1,1])
(M <- M - M[,1] %*%  M[1,, drop=FALSE])
M <- M[-1, -1, drop=FALSE]
d <- d * M[1, 1]

# did we get it right?
all.equal(d, dsave)


## Try the matlib package in your browser

Any scripts or data that you put into this service are public.

matlib documentation built on April 4, 2018, 5:03 p.m.