Determinants

Determinants Cramer's Rule Inverse Formula Invertible Matrix Theorem

Determinants

The determinant is a scalar value that encodes several important properties of a square matrix at once. It determines whether the matrix is invertible, measures how the corresponding linear transformation scales volumes, and appears in formulas for eigenvalues and matrix inverses.

Definition: Determinant

For \(n \geq 2\), the determinant of an \(n \times n\) matrix \(A\) is defined recursively by the cofactor expansion along the first row: \[ \begin{align*} \det A &= \sum_{j=1}^n (-1)^{1+j} a_{1j} \det A_{1j} \\\\ &= a_{11} C_{11} + a_{12} C_{12} + \cdots + a_{1n} C_{1n}, \end{align*} \] where \(A_{1j}\) is the \((n-1) \times (n-1)\) submatrix obtained by deleting row \(1\) and column \(j\) of \(A\), and \(C_{ij} = (-1)^{i+j} \det A_{ij}\) is the \((i,j)\)-cofactor of \(A\). The base case is \(\det [a] = a\) for a \(1 \times 1\) matrix.

Example:

Consider \[ A = \begin{bmatrix} 3 & 2 & 5 \\ 7 & 5 & 4 \\ 0 & 1 & 0 \end{bmatrix}. \] Cofactor expansion across the first row gives \[ \begin{align*} \det A &= 3 \det \begin{bmatrix} 5 & 4 \\ 1 & 0 \end{bmatrix} - 2 \det \begin{bmatrix} 7 & 4 \\ 0 & 0 \end{bmatrix} + 5 \det \begin{bmatrix} 7 & 5 \\ 0 & 1 \end{bmatrix} \\\\ &= 3(-4) - 2(0) + 5(7) \\\\ &= 23. \end{align*} \]

Definition: Cofactor and Cofactor Matrix

We take as part of the determinant's definition that its value is independent of the choice of row or column used for cofactor expansion. Verifying this independence is bookkeeping on the recursion, and we do not carry it out here. For the entry \(a_{ij}\), the corresponding cofactor is \[ C_{ij} = (-1)^{i+j} \det A_{ij}, \] where \(A_{ij}\) is the \((n-1) \times (n-1)\) submatrix obtained by deleting row \(i\) and column \(j\) of \(A\).

The matrix of all cofactors is the cofactor matrix of \(A\): \[ \operatorname{cof}(A) = \begin{bmatrix} C_{11} & C_{12} & \cdots & C_{1n}\\ C_{21} & C_{22} & \cdots & C_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ C_{n1} & C_{n2} & \cdots & C_{nn} \end{bmatrix}. \]

Example:

Recompute \(\det A\) for the same matrix using the third row: \[ \begin{align*} \det A &= 0 - 1 \cdot \det \begin{bmatrix} 3 & 5 \\ 7 & 4 \end{bmatrix} + 0 \\\\ &= -1 (12 - 35) = 23. \end{align*} \] Or expanding down the first column: \[ \begin{align*} \det A &= 3 \det \begin{bmatrix} 5 & 4 \\ 1 & 0 \end{bmatrix} - 7 \det \begin{bmatrix} 2 & 5 \\ 1 & 0 \end{bmatrix} + 0 \\\\ &= 3(-4) - 7(-5) + 0 = 23. \end{align*} \] Choosing a row or column with many zero entries dramatically reduces the work.

The next several results compile the algebraic properties of the determinant that follow from the cofactor structure. We collect them as named theorems so they can be cited cleanly from Cramer's rule below, from the Invertible Matrix Theorem, and from the pages on eigenvalues, orthogonality, and Lie groups.

Theorem: Determinant of a Triangular Matrix

If \(A\) is upper triangular or lower triangular, then \(\det A\) equals the product of its diagonal entries.

Proof:

We use the fact (recorded in the Cofactor definition above) that the value of \(\det A\) is independent of which row or column is chosen for cofactor expansion. For an upper triangular matrix, expand along the first column. Every entry of the first column below the \((1,1)\) entry is zero, so every term except \(a_{11} C_{11}\) drops out and \[ \det A = a_{11} \det A_{11}, \] where \(A_{11}\) is the \((n-1) \times (n-1)\) matrix obtained by deleting row \(1\) and column \(1\) of \(A\). This matrix is again upper triangular. Iterating (formally, induction on \(n\), with base case \(\det [a_{11}] = a_{11}\)) yields \(\det A = a_{11} a_{22} \cdots a_{nn}\). The lower triangular case is analogous (expand along the first row).

Example:

\[ \det \begin{bmatrix} 1 & 7 & 5 & 4 & 2 \\ 0 & 2 & 9 & 2 & 3 \\ 0 & 0 & 3 & 5 & 7\\ 0 & 0 & 0 & 4 & 7\\ 0 & 0 & 0 & 0 & 5 \end{bmatrix} = 1 \cdot 2 \cdot 3 \cdot 4 \cdot 5 = 120. \]

Theorem: Determinant of the Transpose

For any square matrix \(A\), \(\det A^\top = \det A\).

Proof:

We proceed by induction on \(n\). For \(n = 1\), \(A = [a]\) is its own transpose and \(\det A = \det A^\top = a\) trivially. For \(n = 2\), \[ \begin{align*} \det \begin{bmatrix} a & b \\ c & d \end{bmatrix} &= ad - bc, \\\\ \det \begin{bmatrix} a & c \\ b & d \end{bmatrix} &= ad - cb, \end{align*} \] which are equal.

For the inductive step, assume the result holds for all \((n-1) \times (n-1)\) matrices, and let \(A\) be \(n \times n\). Compare the cofactor expansion of \(\det A\) along the first row with that of \(\det A^\top\) along the first column: \[ \begin{align*} \det A &= \sum_{j=1}^n (-1)^{1+j} a_{1j} \det A_{1j}, \\\\ \det A^\top &= \sum_{i=1}^n (-1)^{i+1} a_{1i} \det (A^\top)_{i1}. \end{align*} \] In the second expansion the \((i,1)\) entry of \(A^\top\) has been written as \(a_{1i}\), by the definition of the transpose. The minor \((A^\top)_{i1}\) is the matrix obtained by deleting row \(i\) and column \(1\) of \(A^\top\), which is exactly the transpose of the matrix \(A_{1i}\) (delete row \(1\) and column \(i\) of \(A\)). The inductive hypothesis applied to the \((n-1) \times (n-1)\) minors therefore gives \[ \det (A^\top)_{i1} = \det (A_{1i})^\top = \det A_{1i}. \]

Renaming the summation index \(i \to j\), the two cofactor expansions match term by term, so \(\det A^\top = \det A\).

Example:

With \(A = \begin{bmatrix} 3 & 2 & 5 \\ 7 & 5 & 4 \\ 0 & 1 & 0 \end{bmatrix}\) from earlier, the transpose is \[ A^\top = \begin{bmatrix} 3 & 7 & 0 \\ 2 & 5 & 1 \\ 5 & 4 & 0 \end{bmatrix}, \] and expanding \(\det A^\top\) along the first row gives \[ \det A^\top = 3(-4) - 7(-5) + 0 = 23 = \det A. \]

Theorem: Multiplicativity of the Determinant

For square matrices \(A, B\) of the same size, \[ \det(AB) = (\det A)(\det B). \] In particular, if \(A\) is invertible then \(\det(A^{-1}) = (\det A)^{-1}\).

Proof:

We split into two cases according to whether \(A\) is invertible.

Case 1: \(A\) is invertible.
By the Inverse via Row Reduction Theorem, some sequence of elementary row operations reduces \(A\) to \(I_n\). Each of those operations is undone by an elementary row operation of the same type, so undoing them in reverse order carries \(I_n\) back to \(A\) and exhibits \(A\) as a product of elementary matrices, \(A = F_1 F_2 \cdots F_m\). It therefore suffices to prove the multiplicative law for a single elementary matrix \(E\): \(\det(E B) = \det(E)\, \det(B)\). Then iterating gives \[ \begin{align*} \det(AB) &= \det(F_1 F_2 \cdots F_m\, B) \\\\ &= \det(F_1) \det(F_2 \cdots F_m\, B) \\\\ &= \cdots = \det(F_1) \cdots \det(F_m)\, \det(B) \\\\ &= \det(A)\, \det(B). \end{align*} \] Left multiplication by an elementary matrix performs the corresponding row operation, as recorded in Elementary Matrices. The effect of that operation on \(\det B\) then comes from the Effect of Row Operations on the Determinant, and the value of \(\det E\) is justified in each of the three cases:

  • Replacement (\(E\) adds a multiple of one row of \(I\) to another):
    \(\det E = 1\) (triangular with all \(1\)'s on the diagonal), and \(EB\) replaces a row of \(B\) by itself plus a multiple of another row, leaving the determinant unchanged: \(\det(EB) = \det B = \det E \cdot \det B\).
  • Interchange (\(E\) swaps two rows of \(I\)):
    \(\det E = -1\) (a single swap from \(I\)), and \(EB\) swaps the corresponding rows of \(B\), so \(\det(EB) = -\det B = \det E \cdot \det B\).
  • Scale (\(E\) multiplies one row of \(I\) by \(k \neq 0\)):
    \(\det E = k\) (diagonal with one \(k\)), and \(EB\) scales the corresponding row of \(B\) by \(k\), so \(\det(EB) = k \det B = \det E \cdot \det B\).

Case 2: \(A\) is singular.
We show both sides of \(\det(AB) = \det A \cdot \det B\) vanish.

We first record two consequences of singularity, stated for an arbitrary singular \(n \times n\) matrix \(C\) so that they are available at each of the places below. By the Inverse via Row Reduction Theorem, the reduced row echelon form \(R\) of \(C\) is not \(I_n\). An \(n \times n\) matrix in reduced row echelon form that has a pivot in every row must be \(I_n\): each leading \(1\) is then the only nonzero entry of its column, and the echelon ordering puts the pivot of row \(i\) in column \(i\). So \(R\) has a row carrying no pivot, and in echelon form such a row is zero. Counting columns instead, \(R\) has at most \(n - 1\) pivot columns, so at least one of the \(n\) variables of \(R\mathbf{x} = \mathbf{0}\) is free. Setting it to \(1\) gives a nontrivial solution. Each row operation is performed by an invertible elementary matrix, so \(C\mathbf{x} = \mathbf{0}\) has the same solutions and also has a nontrivial one.

First, \(\det A = 0\). Applying the above with \(C = A\) gives a reduced row echelon form \(R\) of \(A\) with a zero row. Reducing \(A\) to \(R\) by elementary row operations gives \((F_m \cdots F_1) A = R\), and by Case 1 applied to the elementary factors, \[ \det(F_m) \cdots \det(F_1) \cdot \det A = \det R = 0 \] (the right-hand side because cofactor expansion along that zero row of \(R\) yields \(0\)). Each \(\det(F_i)\) is nonzero (it equals \(\pm 1\) or some \(k \neq 0\)), so \(\det A = 0\). Hence the right-hand side \(\det A \cdot \det B = 0\).

Second, \(AB\) is also singular, which we show by exhibiting a nonzero vector \(\mathbf{v}\) with \((AB)\mathbf{v} = \mathbf{0}\). Applying the above with \(C = A\) once more, the equation \(A\mathbf{x} = \mathbf{0}\) has a nontrivial solution \(\mathbf{x}_0 \neq \mathbf{0}\). We split on \(B\):

  • If \(B\) is invertible, set \(\mathbf{v} = B^{-1} \mathbf{x}_0 \neq \mathbf{0}\) (nonzero because \(B^{-1}\) is invertible and \(\mathbf{x}_0 \neq \mathbf{0}\)). Then \[ (AB)\mathbf{v} = A(B B^{-1} \mathbf{x}_0) = A \mathbf{x}_0 = \mathbf{0}. \]
  • If \(B\) is also singular, then \(B \mathbf{y}_0 = \mathbf{0}\) for some \(\mathbf{y}_0 \neq \mathbf{0}\). Set \(\mathbf{v} = \mathbf{y}_0\). Then \[ (AB)\mathbf{v} = A(B \mathbf{y}_0) = A \mathbf{0} = \mathbf{0}. \]

Either way, \(AB\) annihilates a nonzero vector, so \(AB\) is singular. Applying the above with \(C = AB\) produces a zero row in its reduced row echelon form, and the determinant computation just made for \(A\) gives \(\det(AB) = 0\). Both sides of the identity equal zero in this case.

The corollary follows by taking determinants of \(A A^{-1} = I\): \[ (\det A)(\det A^{-1}) = \det I = 1. \] Thus, \[ \det(A^{-1}) = (\det A)^{-1}. \]

Example:

Let \[ \begin{align*} A &= \begin{bmatrix} 1 & 2 \\ 8 & 9 \end{bmatrix}, \\\\ B &= \begin{bmatrix} 5 & 7 \\ 4 & 6 \end{bmatrix}, \\\\ AB &= \begin{bmatrix} 13 & 19 \\ 76 & 110 \end{bmatrix}. \end{align*} \] Then \[ \begin{align*} \det A &= 9 - 16 = -7, \\\\ \det B &= 30 - 28 = 2, \\\\ \det(AB) &= 1430 - 1444 = -14 = (-7)(2). \end{align*} \] Warning. The determinant is not additive: \(\det(A + B) \neq \det A + \det B\) in general.

Theorem: Effect of Row Operations on the Determinant

Let \(A\) be a square matrix and let \(B\) be obtained from \(A\) by a single elementary row operation. Then:

  • Replacement. If \(B\) is obtained by adding a multiple of one row to another, then \(\det B = \det A\).
  • Interchange. If \(B\) is obtained by swapping two rows, then \(\det B = -\det A\).
  • Scale. If \(B\) is obtained by multiplying one row by a scalar \(k\), then \(\det B = k \det A\).
Proof:

Throughout, we use freely that the determinant may be computed by cofactor expansion along any row (the Cofactor definition above).

Scale.
Suppose \(B\) is obtained from \(A\) by multiplying row \(r\) by \(k\). Expanding \(\det B\) along row \(r\), \[ \begin{align*} \det B &= \sum_{j=1}^n (-1)^{r+j} (k a_{rj}) \det B_{rj} \\\\ &= k \sum_{j=1}^n (-1)^{r+j} a_{rj} \det A_{rj} \\\\ &= k \det A, \end{align*} \] where \(B_{rj} = A_{rj}\) because deleting row \(r\) discards the scaled row entirely. Although elementary row operations require \(k \neq 0\), the identity \(\det B = k \det A\) as stated holds for every scalar \(k\).

Interchange.
We proceed by induction on \(n\). For \(n = 2\), direct computation gives \(\det \begin{bmatrix} c & d \\ a & b \end{bmatrix} = cb - ad = -(ad - bc)\), as in the \(2 \times 2\) verification below. Assume the result for \((n-1) \times (n-1)\) matrices, and let \(B\) be obtained from an \(n \times n\) matrix \(A\) by swapping rows \(i\) and \(j\) (with \(i \lt j\)). Choose any row \(p \notin \{i, j\}\). Such a row exists since \(n \geq 3\). Expand both \(\det A\) and \(\det B\) along row \(p\): \[ \begin{align*} \det A &= \sum_{\ell=1}^n (-1)^{p+\ell} a_{p\ell} \det A_{p\ell}, \\\\ \det B &= \sum_{\ell=1}^n (-1)^{p+\ell} a_{p\ell} \det B_{p\ell}, \end{align*} \] where we used \(b_{p\ell} = a_{p\ell}\) (row \(p\) is untouched by the swap). Deleting row \(p\) from the \(n \times n\) matrix sends row \(i\) to row \(i'\) and row \(j\) to row \(j'\) in the resulting \((n-1) \times (n-1)\) minor, where \(i' = i\) if \(i \lt p\) and \(i' = i - 1\) if \(i \gt p\) (similarly for \(j'\)). Crucially, \(i' \neq j'\), since \(i \neq j\) and the shift preserves the distinction. The minor \(B_{p\ell}\) is therefore obtained from \(A_{p\ell}\) by swapping rows \(i'\) and \(j'\), so by the inductive hypothesis \(\det B_{p\ell} = -\det A_{p\ell}\). Substituting gives \(\det B = -\det A\).

Zero consequence.
A matrix with two identical rows has determinant zero. Swapping the identical rows leaves the matrix unchanged, while by Interchange the swap negates the determinant, so \(\det A = -\det A\), forcing \(\det A = 0\).

Replacement.
Suppose \(B\) is obtained from \(A\) by adding \(k\) times row \(s\) to row \(r\) (with \(r \neq s\)). Expanding \(\det B\) along row \(r\), \[ \begin{align*} \det B &= \sum_{j=1}^n (-1)^{r+j} (a_{rj} + k a_{sj}) \det B_{rj} \\\\ &= \sum_{j=1}^n (-1)^{r+j} a_{rj} \det A_{rj} + k \sum_{j=1}^n (-1)^{r+j} a_{sj} \det A_{rj}, \end{align*} \] where again \(B_{rj} = A_{rj}\) (row \(r\) is discarded). The first sum is \(\det A\). The second is the cofactor expansion along row \(r\) of the matrix \(A'\) obtained by replacing row \(r\) of \(A\) with row \(s\). Since \(A'\) has two identical rows (rows \(r\) and \(s\) both equal to the original row \(s\) of \(A\)), its determinant vanishes by the Zero consequence above. Hence \(\det B = \det A\).

Example: \(2 \times 2\) verification.

Starting from \(\det \begin{bmatrix} a & b \\ c & d \end{bmatrix} = ad - bc\): \[ \begin{align*} \det \begin{bmatrix} c & d \\ a & b \end{bmatrix} &= cb - ad = -(ad - bc) \quad (\text{interchange}), \\\\ \det \begin{bmatrix} a & b \\ kc & kd \end{bmatrix} &= k(ad - bc) \quad (\text{scale row 2 by } k), \\\\ \det \begin{bmatrix} a & b \\ c+2a & d+2b \end{bmatrix} &= a(d + 2b) - b(c + 2a) = ad - bc \quad (\text{replacement}). \end{align*} \]

Geometric Meaning: Volume Scaling

Determinants have a direct geometric interpretation. For an \(n \times n\) matrix \(A\), the linear transformation \(\mathbf{x} \mapsto A\mathbf{x}\) maps the unit cube in \(\mathbb{R}^n\) to a parallelepiped, and the volume of this parallelepiped equals \(|\det A|\). The sign of \(\det A\) records orientation. A positive sign means orientation-preserving, a negative sign orientation-reversing. We state this identification without proof. Making it precise first requires a definition of volume in \(\mathbb{R}^n\).

This single picture explains many of the algebraic properties at once. The triangular formula \(\det A = a_{11} \cdots a_{nn}\) says that a triangular matrix scales volume exactly as the axis-aligned scaling by its diagonal entries does. Multiplicativity \(\det(AB) = \det A \cdot \det B\) is composition of volume scalings. The case \(\det A = 0\) is the one in which \(A\) collapses the cube into a flat region of zero volume, which happens precisely when \(A\) is not invertible. We meet this geometric viewpoint again when manifolds and integration via the Jacobian arrive, and again in Lie theory, where \(\det\) is the multiplicative character distinguishing \(GL_n\) from \(SL_n\).

Cramer's Rule

The properties of determinants lead to a direct closed-form expression for the solution of a square linear system. While row reduction is far more efficient computationally, Cramer's rule has theoretical value. It shows that the components of the solution \(\mathbf{x}\) are rational functions of the entries of \(A\) and \(\mathbf{b}\), with denominator \(\det A\). This algebraic structure underlies symbolic computation, control theory, and arguments about how solutions depend smoothly on the data (as in the implicit function theorem).

Theorem: Cramer's Rule

Let \(A\) be an invertible \(n \times n\) matrix. For every \(\mathbf{b} \in \mathbb{R}^n\), the system \(A\mathbf{x} = \mathbf{b}\) has the unique solution \[ x_i = \frac{\det A_i(\mathbf{b})}{\det A}, \quad i = 1, 2, \ldots, n, \tag{1} \] where \(A_i(\mathbf{b})\) is the matrix obtained from \(A\) by replacing its \(i\)-th column with \(\mathbf{b}\).

Proof:

Consider the \(n \times n\) identity matrix \(I\), and replace its \(i\)-th column by \(\mathbf{x}\) to form the modified matrix \[ I_i(\mathbf{x}) = \begin{bmatrix} \mathbf{e}_1 & \mathbf{e}_2 & \cdots & \mathbf{x} & \cdots & \mathbf{e}_n \end{bmatrix}. \] Multiplying on the left by \(A\): \[ \begin{align*} A I_i(\mathbf{x}) &= \begin{bmatrix} A\mathbf{e}_1 & A\mathbf{e}_2 & \cdots & A\mathbf{x} & \cdots & A\mathbf{e}_n \end{bmatrix} \\\\ &= \begin{bmatrix} \mathbf{a}_1 & \mathbf{a}_2 & \cdots & \mathbf{b} & \cdots & \mathbf{a}_n \end{bmatrix} \\\\ &= A_i(\mathbf{b}). \end{align*} \]

Note that \(\det I_i(\mathbf{x}) = x_i\) (cofactor expansion down the \(i\)-th column gives \(x_i\) as the only nonzero contribution). By the multiplicativity of the determinant, \[ \begin{align*} (\det A)(\det I_i(\mathbf{x})) &= \det A_i(\mathbf{b}), \\\\ \text{hence} \quad (\det A)\, x_i &= \det A_i(\mathbf{b}). \end{align*} \] Since \(A\) is invertible, \(\det A \neq 0\), and dividing through by \(\det A\) gives (1).

Inverse Formula

Using the same techniques as in Cramer's rule, we can derive an explicit formula for the inverse of a matrix in terms of determinants. The result expresses \(A^{-1}\) using the cofactors of \(A\), giving theoretical insight into the structure of matrix inverses. For practical computation with large matrices, row reduction (the algorithm in Elementary Matrices) is far more efficient than computing many determinants. The cofactor formula nonetheless remains valuable for theoretical analysis and for small matrices where explicit symbolic expressions are desired.

Theorem: Inverse via the Adjugate

Let \(A\) be an invertible matrix. Then \[ A^{-1} = \frac{1}{\det A}\, \operatorname{adj}(A), \] where \(\operatorname{adj}(A)\), the adjugate (or classical adjoint) of \(A\), is the transpose of the cofactor matrix: \[ \operatorname{adj}(A) = \operatorname{cof}(A)^\top = \begin{bmatrix} C_{11} & C_{21} & \cdots & C_{n1}\\ C_{12} & C_{22} & \cdots & C_{n2} \\ \vdots & \vdots & \ddots & \vdots \\ C_{1n} & C_{2n} & \cdots & C_{nn} \end{bmatrix}. \] That is, the \((i,j)\)-entry of \(\operatorname{adj}(A)\) is the cofactor \(C_{ji}\) (note the index swap).

Proof:

We show the stronger identity \[ A \cdot \operatorname{adj}(A) = (\det A)\, I, \] from which the formula \(A^{-1} = (\det A)^{-1} \operatorname{adj}(A)\) follows by dividing through by \(\det A \neq 0\) (using invertibility).

Compute the \((i, j)\)-entry of \(A \cdot \operatorname{adj}(A)\) directly: \[ \begin{align*} \bigl(A \cdot \operatorname{adj}(A)\bigr)_{ij} &= \sum_{k=1}^n a_{ik}\, \bigl(\operatorname{adj}(A)\bigr)_{kj} \\\\ &= \sum_{k=1}^n a_{ik}\, C_{jk}, \end{align*} \] using \(\bigl(\operatorname{adj}(A)\bigr)_{kj} = C_{jk}\) (the index swap from the transpose).

Diagonal entries (\(i = j\)).
The sum becomes \(\sum_k a_{ik} C_{ik}\), which is exactly the cofactor expansion of \(\det A\) along row \(i\). Hence \[ \bigl(A \cdot \operatorname{adj}(A)\bigr)_{ii} = \det A. \]

Off-diagonal entries (\(i \neq j\)).
The sum becomes \(\sum_k a_{ik} C_{jk}\). We claim this equals zero. Define an auxiliary matrix \(\tilde{A}\) obtained from \(A\) by replacing row \(j\) with a copy of row \(i\) (so \(\tilde{A}\) has two identical rows: rows \(i\) and \(j\) both equal to row \(i\) of \(A\)). The cofactor expansion of \(\det \tilde{A}\) along row \(j\) reads \[ \det \tilde{A} = \sum_k \tilde{a}_{jk}\, \tilde{C}_{jk} = \sum_k a_{ik}\, C_{jk}, \] because \(\tilde{a}_{jk} = a_{ik}\) (we copied row \(i\) into row \(j\)), and because the cofactor \(\tilde{C}_{jk}\) depends only on the matrix obtained by deleting row \(j\). That matrix is the same minor as the one defining \(C_{jk}\) for \(A\), since the \((n-1)\)-row matrix used to compute these cofactors does not involve row \(j\). Thus \[ \sum_k a_{ik}\, C_{jk} = \det \tilde{A}. \]

But \(\tilde{A}\) has two identical rows, so \(\det \tilde{A} = 0\) by the Zero consequence recorded with the Effect of Row Operations theorem. Therefore \(\bigl(A \cdot \operatorname{adj}(A)\bigr)_{ij} = 0\) for \(i \neq j\).

Combining diagonal and off-diagonal entries: \(A \cdot \operatorname{adj}(A) = (\det A)\, I\). Dividing by \(\det A\) gives the claimed formula.

Example:

Consider \[ A = \begin{bmatrix} -1 & 2 & 3 \\ 2 & 1 & -4 \\ 3 & 3 & 2 \end{bmatrix}. \] Computing the nine cofactors: \[ \begin{align*} C_{11} &= +(2+12) = 14, & C_{12} &= -(4+12) = -16, & C_{13} &= +(6-3) = 3, \\\\ C_{21} &= -(4-9) = 5, & C_{22} &= +(-2-9) = -11, & C_{23} &= -(-3-6) = 9, \\\\ C_{31} &= +(-8-3) = -11, & C_{32} &= -(4-6) = 2, & C_{33} &= +(-1-4) = -5. \end{align*} \] Direct cofactor expansion gives \(\det A = -1(2+12) - 2(4+12) + 3(6-3) = -37\).

As a cross-check, multiplying \(A\) by \(\operatorname{adj}(A)\) yields a scalar multiple of the identity: \[ A\, \operatorname{adj}(A) = \begin{bmatrix} -1 & 2 & 3 \\ 2 & 1 & -4 \\ 3 & 3 & 2 \end{bmatrix} \begin{bmatrix} 14 & 5 & -11 \\ -16 & -11 & 2 \\ 3 & 9 & -5 \end{bmatrix} = -37\, I, \] confirming \(\det A = -37\). Hence \[ A^{-1} = \frac{1}{-37}\, \operatorname{adj}(A) = \begin{bmatrix} -\tfrac{14}{37} & -\tfrac{5}{37} & \tfrac{11}{37} \\[2pt] \tfrac{16}{37} & \tfrac{11}{37} & -\tfrac{2}{37} \\[2pt] -\tfrac{3}{37} & -\tfrac{9}{37} & \tfrac{5}{37} \end{bmatrix}. \]

Invertible Matrix Theorem

Throughout our study of linear algebra, we have encountered many different characterizations of invertible matrices. The Invertible Matrix Theorem consolidates them into a single statement. For square matrices, properties related to existence and uniqueness of solutions, linear independence, spanning, linear transformations, and determinants are all logically equivalent. Establishing any one of these properties automatically implies all the others. That leverage makes the theorem one of the central results of the subject.

Theorem: Invertible Matrix Theorem

Let \(A\) be an \(n \times n\) matrix. Then the following statements are logically equivalent.

  1. \(A\) is invertible.
  2. There exists an \(n \times n\) matrix \(B\) such that \(AB = I\) and \(BA = I\).
  3. \(A\mathbf{x} = \mathbf{0}\) has only the trivial solution.
  4. \(A\) has \(n\) pivot positions.
  5. \(A\) is row equivalent to \(I_n\).
  6. For every \(\mathbf{b} \in \mathbb{R}^n\), the equation \(A\mathbf{x} = \mathbf{b}\) has at least one solution.
  7. The columns of \(A\) span \(\mathbb{R}^n\).
  8. The linear transformation \(\mathbf{x} \mapsto A\mathbf{x}\) maps \(\mathbb{R}^n\) onto \(\mathbb{R}^n\).
  9. The columns of \(A\) form a linearly independent set.
  10. The linear transformation \(\mathbf{x} \mapsto A\mathbf{x}\) is one-to-one.
  11. \(A^\top\) is invertible.
  12. \(\det A \neq 0\).
  13. \(0\) is not an eigenvalue of \(A\).
  14. \((\operatorname{Col} A)^{\perp} = \{\mathbf{0}\}\) (see the orthogonal complement).
  15. \((\operatorname{Nul} A)^{\perp} = \mathbb{R}^n\).
  16. \(\operatorname{Row} A = \mathbb{R}^n\).
  17. \(A\) has \(n\) nonzero singular values.

Proof strategy.
Statements (1)-(11) form a closed cycle of implications established across the earlier pages on linear algebra. The standard route runs as follows. (1) \(\Rightarrow\) (5) by the row-reduction inverse algorithm, and (5) \(\Rightarrow\) (4) \(\Rightarrow\) (3) by reading off pivots and the homogeneous solution. (3) \(\Rightarrow\) (9) is the definition of linear independence applied to columns, and (9) \(\Longleftrightarrow\) (10) is the one-to-one characterization of linear transformations. (3) \(\Rightarrow\) (1) closes the cycle via the existence of \(A^{-1}\) produced by row reduction, while (1) \(\Longleftrightarrow\) (11) is the transpose-of-an-inverse theorem. Finally, (1) \(\Longleftrightarrow\) (6) \(\Longleftrightarrow\) (7) \(\Longleftrightarrow\) (8) packages the column-span and onto characterizations together.

The determinant condition (12) comes from the multiplicativity theorem and its proof. If \(A\) is invertible, the proof of Multiplicativity of the Determinant gives \((\det A)(\det A^{-1}) = 1\), which forces \(\det A \neq 0\), and conversely Case 2 of that proof shows that a singular matrix has determinant \(0\). Items (13)-(17) invoke concepts treated in later pages: eigenvalues, the column, null and row spaces, orthogonal complements, and singular values.