Puneet Varma (Editor)

Laplace expansion

Updated on
Edit
Like
Comment
Share on FacebookTweet on TwitterShare on LinkedInShare on Reddit

In linear algebra, the Laplace expansion, named after Pierre-Simon Laplace, also called cofactor expansion, is an expression for the determinant |B| of an n × n matrix B that is a weighted sum of the determinants of n sub-matrices of B, each of size (n−1) × (n−1). The Laplace expansion is of theoretical interest as one of several ways to view the determinant, as well as of practical use in determinant computation.

Contents

The i, j cofactor of B is the scalar Cij defined by

C i j   = ( 1 ) i + j M i j ,

where Mij is the i, j minor matrix of B, that is, the determinant of the (n − 1) × (n − 1) matrix that results from deleting the i-th row and the j-th column of B.

Then the Laplace expansion is given by the following

Theorem. Suppose B = [bij] is an n × n matrix and fix any i, j ∈ {1, 2, ..., n}.

Then its determinant |B| is given by:

| B | = b i 1 C i 1 + b i 2 C i 2 + + b i n C i n = b 1 j C 1 j + b 2 j C 2 j + + b n j C n j = j = 1 n b i j C i j = i = 1 n b i j C i j

Examples

Consider the matrix

B = [ 1 2 3 4 5 6 7 8 9 ] .

The determinant of this matrix can be computed by using the Laplace expansion along any one of its rows or columns. For instance, an expansion along the first row yields:

| B | = 1 | 5 6 8 9 | 2 | 4 6 7 9 | + 3 | 4 5 7 8 |

Laplace expansion along the second column yields the same result:

| B | = 2 | 4 6 7 9 | + 5 | 1 3 7 9 | 8 | 1 3 4 6 |

It is easy to verify that the result is correct: the matrix is singular because the sum of its first and third column is twice the second column, and hence its determinant is zero.

Proof

Suppose B is an n × n matrix and i , j { 1 , 2 , , n } . For clarity we also label the entries of B that compose its i , j minor matrix M i j as

( a s t ) for 1 s , t n 1.

Consider the terms in the expansion of | B | that have b i j as a factor. Each has the form

sgn τ b 1 , τ ( 1 ) b i , j b n , τ ( n ) = sgn τ b i j a 1 , σ ( 1 ) a n 1 , σ ( n 1 )

for some permutation τSn with τ ( i ) = j , and a unique and evidently related permutation σ S n 1 which selects the same minor entries as τ. Similarly each choice of σ determines a corresponding τ i.e. the correspondence σ τ is a bijection between S n 1 and { τ S n : τ ( i ) = j } . The explicit relation between τ and σ can be written as

σ = ( 1 2 i n 1 τ ( 1 ) ( ) j τ ( 2 ) ( ) j τ ( i + 1 ) ( ) j τ ( n ) ( ) j )

where ( ) j is a temporary shorthand notation for a cycle ( n , n 1 , , j + 1 , j ) . This operation decrements all indexes which is larger than j so that every indexes fit in the set {1,2,...,n-1}

The permutation τ can be derived from σ as follows. Define σ S n by σ ( k ) = σ ( k ) for 1 k n 1 and σ ( n ) = n . Then σ is expressed as

σ = ( 1 2 i n 1 n τ ( 1 ) ( ) j τ ( 2 ) ( ) j τ ( i + 1 ) ( ) j τ ( n ) ( ) j n )

Now, the operation which apply ( ) i first and then apply σ is (Notice applying A before B is equivalent to applying inverse of A to the upper row of B in Cauchy's two-line notation )

σ ( ) i = ( 1 2 i + 1 n i τ ( 1 ) ( ) j τ ( 2 ) ( ) j τ ( i + 1 ) ( ) j τ ( n ) ( ) j n )

where ( ) i is temporary shorthand notation for ( n , n 1 , , i + 1 , i ) .

the operation which apply τ first and then apply ( ) j is

( ) j τ = ( 1 2 i n 1 n τ ( 1 ) ( ) j τ ( 2 ) ( ) j n τ ( n 1 ) ( ) j τ ( n ) ( ) j )

above two are equal thus,

( ) j τ = σ ( ) i τ = ( ) j σ ( ) i

where ( ) j is the inverse of ( ) j which is ( j , j + 1 , , n ) .

Thus

τ = ( j , j + 1 , , n ) σ ( n , n 1 , , i )

Since the two cycles can be written respectively as n i and n j transpositions,

sgn τ = ( 1 ) 2 n ( i + j ) sgn σ = ( 1 ) i + j sgn σ .

And since the map σ τ is bijective,

τ S n : τ ( i ) = j sgn τ b 1 , τ ( 1 ) b n , τ ( n ) = σ S n 1 ( 1 ) i + j sgn σ b i j a 1 , σ ( 1 ) a n 1 , σ ( n 1 ) = b i j ( 1 ) i + j | M i j |

from which the result follows.

Laplace expansion of a determinant by complementary minors

Laplaces cofactor expansion can be generalised as follows.

Example

Consider the matrix

A = [ 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 ] .

The determinant of this matrix can be computed by using the Laplace's cofactor expansion along the first two rows as follows. Firstly note that there are 6 sets of two distinct numbers in {1, 2, 3, 4}, namely let S = { { 1 , 2 } , { 1 , 3 } , { 1 , 4 } , { 2 , 3 } , { 2 , 4 } , { 3 , 4 } } be the aforementioned set.

By defining the complementary cofactors to be

b { j , k } = | a 1 j a 1 k a 2 j a 2 k | , c { j , k } = | a 3 j a 3 k a 4 j a 4 k | ,

and the sign of their permutation to be

ε { i , j } , { p , q } = sgn [ 1 2 3 4 i j p q ] .

The determinant of A can be written out as

| A | = H S ε H , H b H c H ,

where H is the complementary set to H .

In our explicit example this gives us

| A | = b { 1 , 2 } c { 3 , 4 } b { 1 , 3 } c { 2 , 4 } + b { 1 , 4 } c { 2 , 3 } + b { 2 , 3 } c { 1 , 4 } b { 2 , 4 } c { 1 , 3 } + b { 3 , 4 } c { 1 , 2 } = | 1 2 5 6 | | 11 12 15 16 | | 1 3 5 7 | | 10 12 14 16 | + | 1 4 5 8 | | 10 11 14 15 | + | 2 3 6 7 | | 9 12 13 16 | | 2 4 6 8 | | 9 11 13 15 | + | 3 4 7 8 | | 9 10 13 14 | = 4 ( 4 ) ( 8 ) ( 8 ) + ( 12 ) ( 4 ) + ( 4 ) ( 12 ) ( 8 ) ( 8 ) + ( 4 ) ( 4 ) = 16 64 + 48 + 48 64 + 16 = 0.

As above, It is easy to verify that the result is correct: the matrix is singular because the sum of its first and third column is twice the second column, and hence its determinant is zero.

General statement

Let B = [ b i j ] be an n × n matrix and S the set of k-element subsets of {1, 2, ... , n}, H an element in it. Then the determinant of B can be expanded along the k rows identified by H as follows:

| B | = L S ε H , L b H , L c H , L

where ε H , L is the sign of the permutation determined by H and L , equal to ( 1 ) ( h H h ) + ( L ) , b H , L the square minor of B obtained by deleting from B rows and columns with indices in H and L respectively, and c H , L (called the complement of b H , L ) defined to be b H , L , H and L being the complement of H and L respectively.

This coincides with the theorem above when k = 1 . The same thing holds for any fixed k columns.

Computational expense

The Laplace expansion is computationally inefficient for high dimension matrices, with a time complexity in big O notation of O ( n ! ) . Alternatively, using a decomposition into triangular matrices as in the LU decomposition can yield determinants with a time complexity of O ( n 3 ) .

References

Laplace expansion Wikipedia