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Adjugate matrix

In linear algebra, the adjugate matrix (also known as the classical ) of an n \times n A is defined as the of its cofactor matrix C(A), where the (i,j)-th entry of C(A) is the cofactor C_{ij} = (-1)^{i+j} \det(M_{ij}) and M_{ij} is the (n-1) \times (n-1) submatrix obtained by deleting the i-th row and j-th column of A. The resulting adjugate, denoted \operatorname{adj}(A), has entries that are signed determinants of these minors, providing a matrix whose structure encodes information about the original 's subdeterminants without requiring division operations. A fundamental property of the adjugate is the relation A \cdot \operatorname{adj}(A) = \operatorname{adj}(A) \cdot A = \det(A) \, I_n, where I_n is the n \times n identity matrix. For a nonsingular matrix (i.e., \det(A) \neq 0), this implies that the inverse matrix is given explicitly by A^{-1} = \frac{1}{\det(A)} \operatorname{adj}(A), making the adjugate a key tool for computing inverses via cofactor expansion, though this method is computationally inefficient for large n > 2 compared to alternatives like Gaussian elimination. The adjugate exists even for singular matrices, where it satisfies \operatorname{adj}(A) = 0 if \operatorname{rank}(A) < n-1. The terminology "adjugate" was adopted to distinguish this construction from the "" in other contexts, such as the () for complex matrices or the operator in . The adjugate facilitates applications beyond inversion, including for solving linear systems A \mathbf{x} = \mathbf{b} (where x_i = \det(A_i)/\det(A) and A_i replaces the i-th column of A with \mathbf{b}) and generalizations in .

Fundamentals

Definition

The adjugate matrix of an n \times n A over a with , denoted \operatorname{adj}(A), is defined as the of the cofactor matrix C(A), where the entry C(A)_{i,j} = (-1)^{i+j} \det(M_{i,j}) and M_{i,j} is the submatrix of A obtained by deleting the i-th row and j-th column (the (i,j)-). This construction arises naturally from the cofactor expansion formula for the , which states that for any fixed row k, \det(A) = \sum_{m=1}^n a_{k m} C(A)_{k m}, where C(A)_{k m} = (-1)^{k+m} \det(M_{k,m}) is the cofactor along that row; the adjugate collects these cofactors into a whose encodes the expansion coefficients across all rows and columns, facilitating matrix-level identities. A fundamental consequence of this definition is the identity A \cdot \operatorname{adj}(A) = \operatorname{adj}(A) \cdot A = \det(A) I_n, where I_n is the n \times n identity matrix; to see this, consider the (i,j)-entry of A \cdot \operatorname{adj}(A), which equals \sum_{k=1}^n a_{i k} C(A)_{j k}. If i = j, this is the cofactor expansion of \det(A) along row i; if i \neq j, it equals the cofactor expansion along row i of the matrix obtained by replacing row j with row i, which has two identical rows and thus determinant zero.

Notation and Cofactors

The adjugate of a square A, often denoted \operatorname{adj}(A) or \operatorname{adjugate}(A), is the of the cofactor matrix of A; alternative notations include A^{\mathrm{co}} for the cofactor matrix itself or the classical term "adjugata" in historical contexts. This notation must be distinguished from the "" in modern linear algebra, which typically refers to the A^* or A^H for matrices, whereas the adjugate pertains specifically to cofactor-based construction. The cofactor matrix of A = (a_{ij}) is constructed entrywise from the cofactors C_{ij}, where each C_{ij} = (-1)^{i+j} \det(M_{ij}) and M_{ij} is the (n-1) \times (n-1) submatrix obtained by deleting the i-th row and j-th column of A. The sign alternation (-1)^{i+j} ensures the cofactor expansion aligns with the formula along any row or column. Minors represent the determinants of these submatrices, providing the foundational building blocks for the entire structure over fields or rings where determinants are defined. Cofactors are typically computed via , which recursively applies the formula to each : for the along the first row, \det(A) = \sum_{j=1}^n a_{1j} C_{1j}, and this process repeats for submatrices. This method is efficient for small dimensions (n \leq 3) but exhibits factorial O(n!) for general n \times n matrices, as each of the n^2 cofactors requires computing an (n-1) \times (n-1) , leading to exponential growth in operations. For any over a , the adjugate is uniquely determined, as the relies solely on the well-defined minors and their signed , which exist uniquely in such algebraic structures.

Examples

Low-Dimensional Cases

For the simplest case of a $1 \times 1 matrix A = , the adjugate is \operatorname{adj}(A) = {{grok:render&&&type=render_inline_citation&&&citation_id=1&&&citation_type=wikipedia}}, as the \det(A) = a and the relation A \cdot \operatorname{adj}(A) = \det(A) I_1 holds trivially with the $1 \times 1 I_1 = {{grok:render&&&type=render_inline_citation&&&citation_id=1&&&citation_type=wikipedia}}. Consider a general $2 \times 2 matrix A = \begin{pmatrix} a & b \\ c & d \end{pmatrix}. The cofactor matrix C(A) has entries C_{11} = d, C_{12} = -c, C_{21} = -b, and C_{22} = a, so C(A) = \begin{pmatrix} d & -c \\ -b & a \end{pmatrix}. The adjugate is the transpose of this cofactor matrix: \operatorname{adj}(A) = C(A)^T = \begin{pmatrix} d & -b \\ -c & a \end{pmatrix}.[14] To verify the defining property, compute the product A \cdot \operatorname{adj}(A) = \begin{pmatrix} a & b \\ c & d \end{pmatrix} \begin{pmatrix} d & -b \\ -c & a \end{pmatrix} = \begin{pmatrix} ad - bc & 0 \\ 0 & ad - bc \end{pmatrix} = (ad - bc) I_2, where I_2 is the $2 \times 2 identity matrix and \det(A) = ad - bc. If \det(A) \neq 0, the inverse matrix is given by A^{-1} = \frac{1}{\det(A)} \operatorname{adj}(A) = \frac{1}{ad - bc} \begin{pmatrix} d & -b \\ -c & a \end{pmatrix}, with explicit entries \frac{d}{ad - bc}, \frac{-b}{ad - bc}, \frac{-c}{ad - bc}, and \frac{a}{ad - bc}. In this low-dimensional case, the entries of the are precisely the complementary elements of A along the main anti-diagonal, with appropriate sign changes for the off-diagonal positions.

Higher-Dimensional Illustration

To illustrate the adjugate for a matrix beyond 2×2 dimensions, consider a general 3×3 matrix A = (a_{ij})_{i,j=1}^3. The cofactor C_{ij} is defined as (-1)^{i+j} times the determinant of the 2×2 submatrix obtained by removing the i-th row and j-th column of A. The adjugate \operatorname{adj}(A) is then the transpose of the 3×3 matrix formed by these cofactors, so each entry of \operatorname{adj}(A) is itself a signed 2×2 determinant from a minor of A. For a concrete numerical example, take the symmetric tridiagonal matrix A = \begin{pmatrix} 2 & -1 & 0 \\ -1 & 2 & -1 \\ 0 & -1 & 2 \end{pmatrix}. The cofactor matrix C = (C_{ij}) is computed as follows:
  • C_{11} = (+1) \det \begin{pmatrix} 2 & -1 \\ -1 & 2 \end{pmatrix} = 3,
  • C_{12} = (-1) \det \begin{pmatrix} -1 & -1 \\ 0 & 2 \end{pmatrix} = 2,
  • C_{13} = (+1) \det \begin{pmatrix} -1 & 2 \\ 0 & -1 \end{pmatrix} = 1,
  • C_{21} = (-1) \det \begin{pmatrix} -1 & 0 \\ -1 & 2 \end{pmatrix} = 2,
  • C_{22} = (+1) \det \begin{pmatrix} 2 & 0 \\ 0 & 2 \end{pmatrix} = 4,
  • C_{23} = (-1) \det \begin{pmatrix} 2 & -1 \\ 0 & -1 \end{pmatrix} = 2,
  • C_{31} = (+1) \det \begin{pmatrix} -1 & 0 \\ 2 & -1 \end{pmatrix} = 1,
  • C_{32} = (-1) \det \begin{pmatrix} 2 & 0 \\ -1 & -1 \end{pmatrix} = 2,
  • C_{33} = (+1) \det \begin{pmatrix} 2 & -1 \\ -1 & 2 \end{pmatrix} = 3.
Thus, C = \begin{pmatrix} 3 & 2 & 1 \\ 2 & 4 & 2 \\ 1 & 2 & 3 \end{pmatrix}, and since C is symmetric in this case, \operatorname{adj}(A) = C^\top = \begin{pmatrix} 3 & 2 & 1 \\ 2 & 4 & 2 \\ 1 & 2 & 3 \end{pmatrix}. The \det(A) = 4, which can be verified by cofactor expansion along the first row: $2 \cdot 3 - (-1) \cdot 2 + 0 \cdot 1 = 4. Multiplying A \cdot \operatorname{adj}(A) yields $4 I_3, confirming the relation: \begin{pmatrix} 2 & -1 & 0 \\ -1 & 2 & -1 \\ 0 & -1 & 2 \end{pmatrix} \begin{pmatrix} 3 & 2 & 1 \\ 2 & 4 & 2 \\ 1 & 2 & 3 \end{pmatrix} = \begin{pmatrix} 4 & 0 & 0 \\ 0 & 4 & 0 \\ 0 & 0 & 4 \end{pmatrix}. This 3×3 case highlights the scalability from the 2×2 building block, where each is a 2×2 . However, the process requires computing nine such minors, and for an n \times n , the direct cofactor approach demands n^2 minors each of size (n-1) \times (n-1), leading to in complexity for large n. In practice, symbolic computation software such as Mathematica or is employed for matrices beyond small dimensions to handle the algebraic expansion efficiently.

Properties

Determinant and Inverse Relations

A fundamental relation between the adjugate and the determinant arises from the identity A \adj(A) = \adj(A) A = (\det A) I, where I is the identity matrix. This identity follows directly from the definition of the adjugate as the transpose of the cofactor matrix, since the (i,j)-entry of A \adj(A) is the expansion of the determinant along the i-th row using cofactors, yielding \det A if i = j and 0 otherwise. For an invertible A (i.e., \det A \neq 0), the is thus given by A^{-1} = \frac{1}{\det A} \adj(A). To see this, multiply the identity A \adj(A) = (\det A) I on the left by A^{-1}, obtaining \adj(A) = (\det A) A^{-1}, and rearrange. This formula provides a theoretical construction of the inverse via cofactors, though it is computationally inefficient for large matrices due to the O(n!) cost of computing all cofactors. The adjugate also connects to for solving linear systems. Consider the system A \mathbf{x} = \mathbf{b} where A is invertible. The i-th component of the solution is x_i = \det(A_i) / \det A, where A_i is the matrix obtained by replacing the i-th column of A with \mathbf{b}. This follows from applying the inverse formula, since the i-th column of A^{-1} consists of the cofactors (transposed) divided by \det A, and multiplying by \mathbf{b} yields the column expansion of \det(A_i) / \det A. The identity A \adj(A) = (\det A) I further implies a column substitution property that encodes solutions to linear systems. Specifically, for an n \times n matrix A, the (i,j)-entry satisfies \det A \cdot \delta_{ij} = \mathbf{a}_{:i} \cdot (\adj A)_{:j}, where \mathbf{a}_{:i} is the i-th column of A, (\adj A)_{:j} is the j-th column of \adj(A), and \delta_{ij} is the . This dot product relation shows that the columns of \adj(A) are orthogonal to all but one column of A, scaled by \det A, providing a geometric of how the adjugate facilitates inversion. When \det A = 0, the matrix A is singular and has no , with \rank(A) < n. In this case, \adj(A) has rank at most 1: if \rank(A) = n-1, then \rank(\adj(A)) = 1 (as some (n-1) \times (n-1) is nonzero, making \adj(A) nonzero but of low rank due to the identity becoming the ); if \rank(A) \leq n-2, then all minors vanish and \adj(A) = 0. This low-rank behavior reflects the adjugate's dependence on the highest-order nonzero minors of A.

Polynomial and Derivative Identities

The characteristic polynomial of an n \times n A over a can be expressed using traces of exterior powers: \det(\lambda I - A) = \sum_{k=0}^n (-1)^k \operatorname{tr}(\wedge^k A) \lambda^{n-k}, where \wedge^k A denotes the k-th exterior power of A. This formulation arises from the fact that the coefficients are the elementary symmetric functions of the eigenvalues, equivalently captured by these traces. The adjugate of \lambda I - A is itself a matrix polynomial in \lambda of degree at most n-1. This polynomial structure follows from the definition of the adjugate as the transpose of the cofactor matrix, combined with the multilinearity of the determinant in the matrix entries. Setting \lambda = 0 yields \operatorname{adj}(-A) = (-1)^{n-1} \operatorname{adj}(A), highlighting the homogeneous nature of the expression. Jacobi's formula provides a key identity for the derivative of the determinant of a matrix-valued function A(t): \frac{d}{dt} \det(A(t)) = \operatorname{tr}(\operatorname{adj}(A(t)) A'(t)). This result is derived by differentiating the Leibniz formula for the determinant, where each term's derivative involves replacing one row (or column) with its derivative, leading to the trace of the adjugate times the derivative matrix after summation. The formula generalizes to higher dimensions and underscores the adjugate's role in capturing the "infinitesimal" cofactor contributions. The Cayley-Hamilton theorem states that every A satisfies its own p_A(\lambda) = \det(\lambda I - A) = 0, so p_A(A) = 0. A proof using the adjugate proceeds by considering (\lambda I - A) \operatorname{adj}(\lambda I - A) = p_A(\lambda) I; substituting \lambda = A formally yields p_A(A) = 0, with rigor via polynomial division or continuity arguments over the complex numbers. This allows expressing higher powers of A in terms of lower ones using the adjugate to resolve the relation. For matrix polynomials P(\lambda) over a , the adjugate \operatorname{adj}(P(\lambda)) is also a , satisfying identities such as \operatorname{adj}(P(\lambda) Q(\lambda)) = \operatorname{adj}(Q(\lambda)) \operatorname{adj}(P(\lambda)) when the products are defined. These relations extend the classical adjugate properties to polynomial rings, facilitating computations in and eigenvalue problems for .

Advanced Concepts

Connection to Exterior Algebras

The exterior algebra of a finite-dimensional V over a , denoted \wedge^\bullet V, is the associative graded generated by V subject to the relations that the product \wedge is bilinear and alternating (i.e., v \wedge v = 0 for all v \in V, and anticommutativity holds). The graded components \wedge^k V represent the k-th exterior powers, which can be interpreted as spaces of alternating multilinear forms or multivectors. When \dim V = n, the top exterior power \wedge^n V is one-dimensional and serves as the home for the : for a linear f: V \to V, the induced map \Lambda^n f: \wedge^n V \to \wedge^n V acts as multiplication by \det(f), identifying the determinant with a volume scaling factor. The adjugate of f, denoted \operatorname{adj}(f), emerges naturally as a map in this , corresponding to the induced on \wedge^{n-1} V^*, the of the (n-1)-th exterior power, via contraction with \det(f). Specifically, the f induces \Lambda^{n-1} f: \wedge^{n-1} V \to \wedge^{n-1} V, and in a chosen basis for the multivectors (e.g., the ordered of basis vectors), the matrix of \Lambda^{n-1} f is precisely the adjugate matrix of the matrix of f. This connection follows from the fact that the entries of the adjugate are (n-1) \times (n-1) minors (cofactors), which encode the induced transformations on (n-1)-multivectors. A pivotal underpinning this is f \wedge \operatorname{id}_{V^{n-1}} = \det(f) \cdot \operatorname{id}_{\wedge^{n-1} V}, where f \wedge \operatorname{id} applies f to one factor in the product and the to the remaining n-1 factors; this equality holds on \wedge^n V but derives the adjugate via duality. More explicitly, using the * (defined relative to an oriented on \wedge^n V), the adjugate satisfies \operatorname{adj}(f)(v) = \frac{1}{\det(f)} (f \wedge \operatorname{id})(v \wedge \cdot) in appropriate identifications, or equivalently through the relation \operatorname{adj}(f) = *^{-1} \circ (\Lambda^{n-1} f) \circ *, linking it to contractions and . This exterior algebraic perspective generalizes the adjugate beyond square matrices to operators on modules or rectangular matrices A \in \mathbb{F}^{m \times n}, where the analog is the matrix of all maximal minors (e.g., the m \times n minors for the induced map on \wedge^{\min(m,n)} (\mathbb{F}^m)^* to \wedge^{\min(m,n)} (\mathbb{F}^n)), providing a complete framework absent in classical definitions. In modern terms, this ties into , where embed subspaces via exterior powers, and the adjugate corresponds to relations in the dual Grassmannian or secant varieties. Similarly, in the context of differential forms, the adjugate facilitates pullbacks under linear maps, preserving alternating structures.

Higher and Iterated Adjugates

The higher adjugate, or k-th adjugate, of an n \times n square matrix A, denoted \operatorname{adj}^k(A), is defined as the transpose of the matrix whose entries are the (n-k) \times (n-k) minors of A. For k=1, this reduces to the standard adjugate \operatorname{adj}(A), which uses (n-1) \times (n-1) minors (cofactors). More precisely, if the rows and columns are indexed by k-subsets I and J of \{1, \dots, n\}, the (I,J)-entry of \operatorname{adj}^k(A) is (-1)^{|I| + |J|} \det(A_{J^c, I^c}), where I^c is the complement of I and A_{J^c, I^c} is the submatrix obtained by deleting rows J and columns I. This construction yields a \binom{n}{k} \times \binom{n}{k} matrix and generalizes the classical adjugate to higher orders, with properties analogous to those of the first adjugate but operating on exterior powers. Iterated adjugates refer to repeated applications of the adjugate , such as \operatorname{adj}(\operatorname{adj}(A)) or \operatorname{adj}^m(A) for m \geq 1. For an invertible n \times n A, the double satisfies \operatorname{adj}(\operatorname{adj}(A)) = \det(A)^{n-2} A. For low dimensions, this exhibits cyclic behavior: when n=2, \operatorname{adj}^2(A) = A; when n=3, \operatorname{adj}^2(A) = \det(A) A and \operatorname{adj}^3(A) = \det(A) \operatorname{adj}(A), with further iterations alternating between scalar multiples of A and \operatorname{adj}(A). Key properties of adjugates extend to compositions and powers. For square matrices A and B of the same size, \operatorname{adj}(AB) = \operatorname{adj}(B) \operatorname{adj}(A). For matrix powers, if A is invertible, \operatorname{adj}(A^m) = \operatorname{adj}(A)^m for positive integer m. These relations follow from the fundamental identity A \operatorname{adj}(A) = \det(A) I and its generalizations to products. Higher and iterated adjugates find applications in solving higher-order linear recurrences via companion matrices, where the adjugate encodes relations among coefficients in the . In , the adjugate method facilitates eigenvalue reassignment for linear systems, classifying controllable and uncontrollable dynamics by analyzing the kernel of iterated adjugates to ensure stability in designs. For example, in pole placement problems, the adjugate of the system matrix helps compute gains without full inversion, particularly useful for high-dimensional systems. These concepts are defined exclusively for square matrices, as minors and cofactors require equal dimensions. When \det(A)=0, iterated adjugates eventually yield the if \operatorname{rank}(A) < n-1, since \operatorname{adj}(A) has at most 1, and further iterations reduce the further. In such singular cases, the formulas for invertible matrices do not hold, and properties depend on the nullity of A.

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