翻訳と辞書
Words near each other
・ Jacobs, Wisconsin
・ Jacobs-Hutchinson Block
・ Jacobsbaai
・ Jacobsburg Environmental Education Center
・ Jacobsburg, Ohio
・ Jacobsdal
・ Jacobi polynomials
・ Jacobi Robinson
・ Jacobi rotation
・ Jacobi set
・ Jacobi sum
・ Jacobi symbol
・ Jacobi theta functions (notational variations)
・ Jacobi triple product
・ Jacobi zeta function
Jacobi's formula
・ Jacobi's four-square theorem
・ Jacobi's theorem
・ Jacobian
・ Jacobian conjecture
・ Jacobian curve
・ Jacobian ideal
・ Jacobian matrix and determinant
・ Jacobian variety
・ Jacobiasca formosana
・ Jacobie Adriaanse
・ Jacobikerk
・ Jacobin
・ Jacobin (disambiguation)
・ Jacobin (hummingbird)


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Jacobi's formula : ウィキペディア英語版
Jacobi's formula
In matrix calculus, Jacobi's formula expresses the derivative of the determinant of a matrix ''A'' in terms of the adjugate of ''A'' and the derivative of ''A''.〔, Part Three, Section 8.3〕 If ''A'' is a differentiable map from the real numbers to ''n'' × ''n'' matrices,
: \frac \det A(t) = \mathrm \left (\mathrm(A(t)) \, \frac\right )~.
Equivalently, if ''dA'' stands for the differential of ''A'', the formula is
: d \det (A) = \mathrm (\mathrm(A) \, dA).
It is named after the mathematician C.G.J. Jacobi.
==Derivation==
We first prove a preliminary lemma:
Lemma. Let ''A'' and ''B'' be a pair of square matrices of the same dimension ''n''. Then
:\sum_i \sum_j A_ B_ = \mathrm (A^ B).
''Proof.'' The product ''AB'' of the pair of matrices has components
:(AB)_ = \sum_i A_ B_.\,
Replacing the matrix ''A'' by its transpose ''A''T is equivalent to permuting the indices of its components:
:(A^ B)_ = \sum_i A_ B_.
The result follows by taking the trace of both sides:
:\mathrm (A^ B) = \sum_j (A^ B)_ = \sum_j \sum_i A_ B_ = \sum_i \sum_j A_ B_.\ \square
Theorem. (Jacobi's formula) For any differentiable map ''A'' from the real numbers to ''n'' × ''n'' matrices,
: d \det (A) = \mathrm (\mathrm(A) \, dA).
''Proof.'' Laplace's formula for the determinant of a matrix ''A'' can be stated as
:\det(A) = \sum_j A_ \mathrm^ (A)_.
Notice that the summation is performed over some arbitrary row ''i'' of the matrix.
The determinant of ''A'' can be considered to be a function of the elements of ''A'':
:\det(A) = F\,(A_, A_, \ldots , A_, A_, \ldots , A_)
so that, by the chain rule, its differential is
:d \det(A) = \sum_i \sum_j .
This summation is performed over all ''n''×''n'' elements of the matrix.
To find ∂''F''/∂''A''''ij'' consider that on the right hand side of Laplace's formula, the index ''i'' can be chosen at will. (In order to optimize calculations: Any other choice would eventually yield the same result, but it could be much harder). In particular, it can be chosen to match the first index of ∂ / ∂''A''''ij'':
: \mathrm^(A)_ \over \partial A_} = \sum_k ^(A)_) \over \partial A_}
Thus, by the product rule,
: \over \partial A_} \mathrm^(A)_ + \sum_k A_ (A)_ \over \partial A_}.
Now, if an element of a matrix ''A''''ij'' and a cofactor adjT(''A'')''ik'' of element ''A''''ik'' lie on the same row (or column), then the cofactor will not be a function of ''Aij'', because the cofactor of ''A''''ik'' is expressed in terms of elements not in its own row (nor column). Thus,
:(A)_ \over \partial A_} = 0,
so
:^(A)_ }.
All the elements of ''A'' are independent of each other, i.e.
:} = \delta_,
where ''δ'' is the Kronecker delta, so
:^(A)_ \delta_ = \mathrm^(A)_.
Therefore,
:d(\det(A)) = \sum_i \sum_j \mathrm^(A)_ \,d A_,
and applying the Lemma yields
:d(\det(A)) = \mathrm(\mathrm(A) \,dA).\ \square

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Jacobi's formula」の詳細全文を読む



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.