Determinant of $(I+uv^*)$











up vote
2
down vote

favorite
1












Let $u,v in R^n$, How can I find $det(I+uv^*)$? This problem was given as preparatory for final exam and I dont know how to approach it. I dont see some nice ways to express this determinant. This is from Numerical Linear algebra course. Could you please give me some hints?










share|cite|improve this question


























    up vote
    2
    down vote

    favorite
    1












    Let $u,v in R^n$, How can I find $det(I+uv^*)$? This problem was given as preparatory for final exam and I dont know how to approach it. I dont see some nice ways to express this determinant. This is from Numerical Linear algebra course. Could you please give me some hints?










    share|cite|improve this question
























      up vote
      2
      down vote

      favorite
      1









      up vote
      2
      down vote

      favorite
      1






      1





      Let $u,v in R^n$, How can I find $det(I+uv^*)$? This problem was given as preparatory for final exam and I dont know how to approach it. I dont see some nice ways to express this determinant. This is from Numerical Linear algebra course. Could you please give me some hints?










      share|cite|improve this question













      Let $u,v in R^n$, How can I find $det(I+uv^*)$? This problem was given as preparatory for final exam and I dont know how to approach it. I dont see some nice ways to express this determinant. This is from Numerical Linear algebra course. Could you please give me some hints?







      linear-algebra determinant numerical-linear-algebra






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Nov 21 at 21:33









      Studying Optimization

      646




      646






















          3 Answers
          3






          active

          oldest

          votes

















          up vote
          3
          down vote



          accepted










          Suppose $A$ is an invertible square matrix and $u$, $v$ are column vectors. Then the matrix determinant lemma states that
          $$
          {displaystyle det left({A} +{uv} ^{textsf {T}}right)
          =left(1+{v} ^{textsf {T}}{A} ^{-1}{u} right),det left({A} right),.}
          $$



          In your case, let $A=I$.



          The proof is essentially based on the following observation:
          $$
          {displaystyle {begin{pmatrix}mathbf {I} &0\mathbf {v} ^{textsf {T}}&1end{pmatrix}}{begin{pmatrix}mathbf {I} +mathbf {uv} ^{textsf {T}}&mathbf {u} \0&1end{pmatrix}}{begin{pmatrix}mathbf {I} &0\-mathbf {v} ^{textsf {T}}&1end{pmatrix}}={begin{pmatrix}mathbf {I} &mathbf {u} \0&1+mathbf {v} ^{textsf {T}}mathbf {u} end{pmatrix}}.}
          $$





          [Added later:]
          Alternatively, in the nontrivial case when both $u$ and $v$ are nonzero vecotrs and $n>1$, note that $B:={uv} ^{textsf {T}}$ is a rank one matrix. Moreover, $lambda = {v} ^{textsf {T}}u$ is an eigenvalue of $B$ since:
          $$Bu = (uv^T)u=u(v^Tu)=(v^Tu)u.$$ Since $B$ is of rank one, $0$ must be an eigenvalue as well. It is not difficult to show1 that $0$ has multiplicity $n-1$. So the matrix $B$ is similar to an upper triangle matrix with the diagonal:
          $$
          (v^Tu,0,cdots,0).
          $$

          It follows that the matrix $I+B$ is similar to an upper triangle matrix with the diagonal:
          $$
          (1+v^Tu,1,cdots,1).
          $$

          But similar matrices has the same determinant. So you have the same result as in the matrix determinant lemma.



          1Note: see also answers to this question: Eigenvalues of the rank one matrix $uv^T$






          share|cite|improve this answer






























            up vote
            2
            down vote













            You can easily convince yourself that one eigenvector is $u$ with eigenvalue $1+v^* u$ and the remaining eigenvalues are 1 (with the eigenspace given by all the vectors $w$ with $v^*w=0$). Thus the determinant is given by $$1+v^*u,.$$






            share|cite|improve this answer




























              up vote
              2
              down vote













              Assuming $uv^*ne0$, then $u$ is an eigenvector, as $(uv^*)u=(v^*u)u$. Since the matrix has rank $1$, the characteristic polynomial is $det(uv^*-XI)=(v^*u-X)(0-X)^{n-1}$. Evaluating this at $X=-1$ yields
              $$
              det(uv^*+I)=v^*u+1
              $$






              share|cite|improve this answer





















                Your Answer





                StackExchange.ifUsing("editor", function () {
                return StackExchange.using("mathjaxEditing", function () {
                StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
                StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
                });
                });
                }, "mathjax-editing");

                StackExchange.ready(function() {
                var channelOptions = {
                tags: "".split(" "),
                id: "69"
                };
                initTagRenderer("".split(" "), "".split(" "), channelOptions);

                StackExchange.using("externalEditor", function() {
                // Have to fire editor after snippets, if snippets enabled
                if (StackExchange.settings.snippets.snippetsEnabled) {
                StackExchange.using("snippets", function() {
                createEditor();
                });
                }
                else {
                createEditor();
                }
                });

                function createEditor() {
                StackExchange.prepareEditor({
                heartbeatType: 'answer',
                convertImagesToLinks: true,
                noModals: true,
                showLowRepImageUploadWarning: true,
                reputationToPostImages: 10,
                bindNavPrevention: true,
                postfix: "",
                imageUploader: {
                brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
                contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
                allowUrls: true
                },
                noCode: true, onDemand: true,
                discardSelector: ".discard-answer"
                ,immediatelyShowMarkdownHelp:true
                });


                }
                });














                draft saved

                draft discarded


















                StackExchange.ready(
                function () {
                StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3008399%2fdeterminant-of-iuv%23new-answer', 'question_page');
                }
                );

                Post as a guest















                Required, but never shown

























                3 Answers
                3






                active

                oldest

                votes








                3 Answers
                3






                active

                oldest

                votes









                active

                oldest

                votes






                active

                oldest

                votes








                up vote
                3
                down vote



                accepted










                Suppose $A$ is an invertible square matrix and $u$, $v$ are column vectors. Then the matrix determinant lemma states that
                $$
                {displaystyle det left({A} +{uv} ^{textsf {T}}right)
                =left(1+{v} ^{textsf {T}}{A} ^{-1}{u} right),det left({A} right),.}
                $$



                In your case, let $A=I$.



                The proof is essentially based on the following observation:
                $$
                {displaystyle {begin{pmatrix}mathbf {I} &0\mathbf {v} ^{textsf {T}}&1end{pmatrix}}{begin{pmatrix}mathbf {I} +mathbf {uv} ^{textsf {T}}&mathbf {u} \0&1end{pmatrix}}{begin{pmatrix}mathbf {I} &0\-mathbf {v} ^{textsf {T}}&1end{pmatrix}}={begin{pmatrix}mathbf {I} &mathbf {u} \0&1+mathbf {v} ^{textsf {T}}mathbf {u} end{pmatrix}}.}
                $$





                [Added later:]
                Alternatively, in the nontrivial case when both $u$ and $v$ are nonzero vecotrs and $n>1$, note that $B:={uv} ^{textsf {T}}$ is a rank one matrix. Moreover, $lambda = {v} ^{textsf {T}}u$ is an eigenvalue of $B$ since:
                $$Bu = (uv^T)u=u(v^Tu)=(v^Tu)u.$$ Since $B$ is of rank one, $0$ must be an eigenvalue as well. It is not difficult to show1 that $0$ has multiplicity $n-1$. So the matrix $B$ is similar to an upper triangle matrix with the diagonal:
                $$
                (v^Tu,0,cdots,0).
                $$

                It follows that the matrix $I+B$ is similar to an upper triangle matrix with the diagonal:
                $$
                (1+v^Tu,1,cdots,1).
                $$

                But similar matrices has the same determinant. So you have the same result as in the matrix determinant lemma.



                1Note: see also answers to this question: Eigenvalues of the rank one matrix $uv^T$






                share|cite|improve this answer



























                  up vote
                  3
                  down vote



                  accepted










                  Suppose $A$ is an invertible square matrix and $u$, $v$ are column vectors. Then the matrix determinant lemma states that
                  $$
                  {displaystyle det left({A} +{uv} ^{textsf {T}}right)
                  =left(1+{v} ^{textsf {T}}{A} ^{-1}{u} right),det left({A} right),.}
                  $$



                  In your case, let $A=I$.



                  The proof is essentially based on the following observation:
                  $$
                  {displaystyle {begin{pmatrix}mathbf {I} &0\mathbf {v} ^{textsf {T}}&1end{pmatrix}}{begin{pmatrix}mathbf {I} +mathbf {uv} ^{textsf {T}}&mathbf {u} \0&1end{pmatrix}}{begin{pmatrix}mathbf {I} &0\-mathbf {v} ^{textsf {T}}&1end{pmatrix}}={begin{pmatrix}mathbf {I} &mathbf {u} \0&1+mathbf {v} ^{textsf {T}}mathbf {u} end{pmatrix}}.}
                  $$





                  [Added later:]
                  Alternatively, in the nontrivial case when both $u$ and $v$ are nonzero vecotrs and $n>1$, note that $B:={uv} ^{textsf {T}}$ is a rank one matrix. Moreover, $lambda = {v} ^{textsf {T}}u$ is an eigenvalue of $B$ since:
                  $$Bu = (uv^T)u=u(v^Tu)=(v^Tu)u.$$ Since $B$ is of rank one, $0$ must be an eigenvalue as well. It is not difficult to show1 that $0$ has multiplicity $n-1$. So the matrix $B$ is similar to an upper triangle matrix with the diagonal:
                  $$
                  (v^Tu,0,cdots,0).
                  $$

                  It follows that the matrix $I+B$ is similar to an upper triangle matrix with the diagonal:
                  $$
                  (1+v^Tu,1,cdots,1).
                  $$

                  But similar matrices has the same determinant. So you have the same result as in the matrix determinant lemma.



                  1Note: see also answers to this question: Eigenvalues of the rank one matrix $uv^T$






                  share|cite|improve this answer

























                    up vote
                    3
                    down vote



                    accepted







                    up vote
                    3
                    down vote



                    accepted






                    Suppose $A$ is an invertible square matrix and $u$, $v$ are column vectors. Then the matrix determinant lemma states that
                    $$
                    {displaystyle det left({A} +{uv} ^{textsf {T}}right)
                    =left(1+{v} ^{textsf {T}}{A} ^{-1}{u} right),det left({A} right),.}
                    $$



                    In your case, let $A=I$.



                    The proof is essentially based on the following observation:
                    $$
                    {displaystyle {begin{pmatrix}mathbf {I} &0\mathbf {v} ^{textsf {T}}&1end{pmatrix}}{begin{pmatrix}mathbf {I} +mathbf {uv} ^{textsf {T}}&mathbf {u} \0&1end{pmatrix}}{begin{pmatrix}mathbf {I} &0\-mathbf {v} ^{textsf {T}}&1end{pmatrix}}={begin{pmatrix}mathbf {I} &mathbf {u} \0&1+mathbf {v} ^{textsf {T}}mathbf {u} end{pmatrix}}.}
                    $$





                    [Added later:]
                    Alternatively, in the nontrivial case when both $u$ and $v$ are nonzero vecotrs and $n>1$, note that $B:={uv} ^{textsf {T}}$ is a rank one matrix. Moreover, $lambda = {v} ^{textsf {T}}u$ is an eigenvalue of $B$ since:
                    $$Bu = (uv^T)u=u(v^Tu)=(v^Tu)u.$$ Since $B$ is of rank one, $0$ must be an eigenvalue as well. It is not difficult to show1 that $0$ has multiplicity $n-1$. So the matrix $B$ is similar to an upper triangle matrix with the diagonal:
                    $$
                    (v^Tu,0,cdots,0).
                    $$

                    It follows that the matrix $I+B$ is similar to an upper triangle matrix with the diagonal:
                    $$
                    (1+v^Tu,1,cdots,1).
                    $$

                    But similar matrices has the same determinant. So you have the same result as in the matrix determinant lemma.



                    1Note: see also answers to this question: Eigenvalues of the rank one matrix $uv^T$






                    share|cite|improve this answer














                    Suppose $A$ is an invertible square matrix and $u$, $v$ are column vectors. Then the matrix determinant lemma states that
                    $$
                    {displaystyle det left({A} +{uv} ^{textsf {T}}right)
                    =left(1+{v} ^{textsf {T}}{A} ^{-1}{u} right),det left({A} right),.}
                    $$



                    In your case, let $A=I$.



                    The proof is essentially based on the following observation:
                    $$
                    {displaystyle {begin{pmatrix}mathbf {I} &0\mathbf {v} ^{textsf {T}}&1end{pmatrix}}{begin{pmatrix}mathbf {I} +mathbf {uv} ^{textsf {T}}&mathbf {u} \0&1end{pmatrix}}{begin{pmatrix}mathbf {I} &0\-mathbf {v} ^{textsf {T}}&1end{pmatrix}}={begin{pmatrix}mathbf {I} &mathbf {u} \0&1+mathbf {v} ^{textsf {T}}mathbf {u} end{pmatrix}}.}
                    $$





                    [Added later:]
                    Alternatively, in the nontrivial case when both $u$ and $v$ are nonzero vecotrs and $n>1$, note that $B:={uv} ^{textsf {T}}$ is a rank one matrix. Moreover, $lambda = {v} ^{textsf {T}}u$ is an eigenvalue of $B$ since:
                    $$Bu = (uv^T)u=u(v^Tu)=(v^Tu)u.$$ Since $B$ is of rank one, $0$ must be an eigenvalue as well. It is not difficult to show1 that $0$ has multiplicity $n-1$. So the matrix $B$ is similar to an upper triangle matrix with the diagonal:
                    $$
                    (v^Tu,0,cdots,0).
                    $$

                    It follows that the matrix $I+B$ is similar to an upper triangle matrix with the diagonal:
                    $$
                    (1+v^Tu,1,cdots,1).
                    $$

                    But similar matrices has the same determinant. So you have the same result as in the matrix determinant lemma.



                    1Note: see also answers to this question: Eigenvalues of the rank one matrix $uv^T$







                    share|cite|improve this answer














                    share|cite|improve this answer



                    share|cite|improve this answer








                    edited Nov 21 at 22:06

























                    answered Nov 21 at 21:41









                    user587192

                    1,28710




                    1,28710






















                        up vote
                        2
                        down vote













                        You can easily convince yourself that one eigenvector is $u$ with eigenvalue $1+v^* u$ and the remaining eigenvalues are 1 (with the eigenspace given by all the vectors $w$ with $v^*w=0$). Thus the determinant is given by $$1+v^*u,.$$






                        share|cite|improve this answer

























                          up vote
                          2
                          down vote













                          You can easily convince yourself that one eigenvector is $u$ with eigenvalue $1+v^* u$ and the remaining eigenvalues are 1 (with the eigenspace given by all the vectors $w$ with $v^*w=0$). Thus the determinant is given by $$1+v^*u,.$$






                          share|cite|improve this answer























                            up vote
                            2
                            down vote










                            up vote
                            2
                            down vote









                            You can easily convince yourself that one eigenvector is $u$ with eigenvalue $1+v^* u$ and the remaining eigenvalues are 1 (with the eigenspace given by all the vectors $w$ with $v^*w=0$). Thus the determinant is given by $$1+v^*u,.$$






                            share|cite|improve this answer












                            You can easily convince yourself that one eigenvector is $u$ with eigenvalue $1+v^* u$ and the remaining eigenvalues are 1 (with the eigenspace given by all the vectors $w$ with $v^*w=0$). Thus the determinant is given by $$1+v^*u,.$$







                            share|cite|improve this answer












                            share|cite|improve this answer



                            share|cite|improve this answer










                            answered Nov 21 at 21:49









                            Fabian

                            19.2k3674




                            19.2k3674






















                                up vote
                                2
                                down vote













                                Assuming $uv^*ne0$, then $u$ is an eigenvector, as $(uv^*)u=(v^*u)u$. Since the matrix has rank $1$, the characteristic polynomial is $det(uv^*-XI)=(v^*u-X)(0-X)^{n-1}$. Evaluating this at $X=-1$ yields
                                $$
                                det(uv^*+I)=v^*u+1
                                $$






                                share|cite|improve this answer

























                                  up vote
                                  2
                                  down vote













                                  Assuming $uv^*ne0$, then $u$ is an eigenvector, as $(uv^*)u=(v^*u)u$. Since the matrix has rank $1$, the characteristic polynomial is $det(uv^*-XI)=(v^*u-X)(0-X)^{n-1}$. Evaluating this at $X=-1$ yields
                                  $$
                                  det(uv^*+I)=v^*u+1
                                  $$






                                  share|cite|improve this answer























                                    up vote
                                    2
                                    down vote










                                    up vote
                                    2
                                    down vote









                                    Assuming $uv^*ne0$, then $u$ is an eigenvector, as $(uv^*)u=(v^*u)u$. Since the matrix has rank $1$, the characteristic polynomial is $det(uv^*-XI)=(v^*u-X)(0-X)^{n-1}$. Evaluating this at $X=-1$ yields
                                    $$
                                    det(uv^*+I)=v^*u+1
                                    $$






                                    share|cite|improve this answer












                                    Assuming $uv^*ne0$, then $u$ is an eigenvector, as $(uv^*)u=(v^*u)u$. Since the matrix has rank $1$, the characteristic polynomial is $det(uv^*-XI)=(v^*u-X)(0-X)^{n-1}$. Evaluating this at $X=-1$ yields
                                    $$
                                    det(uv^*+I)=v^*u+1
                                    $$







                                    share|cite|improve this answer












                                    share|cite|improve this answer



                                    share|cite|improve this answer










                                    answered Nov 21 at 21:52









                                    egreg

                                    174k1383198




                                    174k1383198






























                                        draft saved

                                        draft discarded




















































                                        Thanks for contributing an answer to Mathematics Stack Exchange!


                                        • Please be sure to answer the question. Provide details and share your research!

                                        But avoid



                                        • Asking for help, clarification, or responding to other answers.

                                        • Making statements based on opinion; back them up with references or personal experience.


                                        Use MathJax to format equations. MathJax reference.


                                        To learn more, see our tips on writing great answers.





                                        Some of your past answers have not been well-received, and you're in danger of being blocked from answering.


                                        Please pay close attention to the following guidance:


                                        • Please be sure to answer the question. Provide details and share your research!

                                        But avoid



                                        • Asking for help, clarification, or responding to other answers.

                                        • Making statements based on opinion; back them up with references or personal experience.


                                        To learn more, see our tips on writing great answers.




                                        draft saved


                                        draft discarded














                                        StackExchange.ready(
                                        function () {
                                        StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3008399%2fdeterminant-of-iuv%23new-answer', 'question_page');
                                        }
                                        );

                                        Post as a guest















                                        Required, but never shown





















































                                        Required, but never shown














                                        Required, but never shown












                                        Required, but never shown







                                        Required, but never shown

































                                        Required, but never shown














                                        Required, but never shown












                                        Required, but never shown







                                        Required, but never shown







                                        Popular posts from this blog

                                        Wiesbaden

                                        Marschland

                                        Dieringhausen