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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, : Equivalently, if ''dA'' stands for the differential of ''A'', the formula is : 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 : ''Proof.'' The product ''AB'' of the pair of matrices has components : Replacing the matrix ''A'' by its transpose ''A''T is equivalent to permuting the indices of its components: : The result follows by taking the trace of both sides: : Theorem. (Jacobi's formula) For any differentiable map ''A'' from the real numbers to ''n'' × ''n'' matrices, : ''Proof.'' Laplace's formula for the determinant of a matrix ''A'' can be stated as : 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'': : so that, by the chain rule, its differential is : 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'': : Thus, by the product rule, : 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, : so : All the elements of ''A'' are independent of each other, i.e. : where ''δ'' is the Kronecker delta, so : Therefore, : and applying the Lemma yields : 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
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