A derivation of the deriviative of a determinant using only elementary calculus and a mathematicians course in linear algebra

SeriousSquid KTH Physics Programme October 27, 2013

When computing the derivative of the determinant of a matrix a = a(t) a somewhat simple formula is available at the points where a is invertible and differentiable and it reads d det a = det a tr dt da 1 a dt

where da/dt is the matrix formed by differentiating the elements a. You can approach this formula in different ways but the one presesented here is one working directly from the explicit summation denition of the determinant. What we will do is directly identifying the linear part of det(a(t + h)) when it is expanded in h, utilizing the fact that a is differentiable to write a(t + h) = a(t) + da/dt(t)h + o(h2 ) and from this obtaining the desired formula. So rstly we have det(a(t + h)) =
Sn n

sgn( )a1(1) (t + h)a2(2) (t + h) an(n) (t + h) sgn( )

Sn k=1

ak(k) (t) +
n

dak(k) (t) h + O(h2 ) dt

n

=
Sn

sgn( )
k=1

ak(k) (t) + h
k=1

dak(k) (t) dt

a
( ) (t)

+ O(h2 )

=k

where we have identied explcitely the terms of linear order in h. The rst terms can be directly identied as det(a(t)) while the second term will require some work some work. For brevity we will drop (t) from aij (t) and simply write aij . 1

First of all we begin by changing the order of summation over the permutations and over k
n k=1 Sn

dak(k) sgn( ) dt

a
=k

( )

Now we may furthermore break apart the sum over into n separate sums each over the subsets of permutations such that (k ) = j which yields
n n

k=1 j =1

dakj dt

sgn( )
Sn , (k)=j =k

( )

Now this sum over Sn , (k ) = k is actually something very familiar. Remember that the cofactor Ckj of a matrix a is dened to be what remains if we take only the terms of the determinant det a in which the element akj occur and and then factor out akj , which is precisely what this sum amounts to. So we may write
n k,j =1

dakj Ckj dt

All calculations up to this point have assumed nothing about the properties of a at t but if it is invertible at this point we can make use of the fact that the cofactors of a matrix are intimately related to the inverse of the same matrix, namely by (a1 )jk = Ckj / det a which yields
n k,j =1

dakj Ckj = det a dt

n k,j =1

dakj 1 (a )jk = det a tr dt

da 1 a dt

Now returning to our original setup we have det((a(t + h)) = det a(t) + h det a(t) tr and it is clear that d det a = det a tr dt da 1 a dt da(t) 1 a (t) + O(h2 ) dt

See Georgi E: Shilovs Linear Algebra p. 12