Cramer's Rule - Wikipedia, The Free Encyclopedia

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In linear algebra, Cramer's rule is an explicit formula for the solution of a system of linear equations with as
many equations as unknowns, valid whenever the system has a unique solution. It expresses the solution in terms
of the determinants of the (square) coefficient matrix and of matrices obtained from it by replacing one column by
the vector of right hand sides of the equations. It is named after Gabriel Cramer (17041752), who published the
rule for an arbitrary number of unknowns in 1750,
[1]
although Colin Maclaurin also published special cases of the
rule in 1748
[2]
(and possibly knew of it as early as 1729).
[3][4][5]
1 General case
2 Proof
3 Finding inverse matrix
4 Applications
4.1 Explicit formulas for small systems
4.2 Differential geometry
4.3 Integer programming
4.4 Ordinary differential equations
5 Geometric interpretation
6 A short proof
6.1 Proof using Clifford algebra
7 Systems of vector equations: Cramers Rule extended.
7.1 Solving for unknown vectors.
7.2 Solving for unknown scalars.
7.3 Projecting a vector onto an arbitrary basis.
7.4 Projecting a vector onto an orthogonal basis.
7.5 Solving a system of vector equations using SymPy.
8 Incompatible and indeterminate cases
9 See also
10 Notes
11 External links
Consider a system of n linear equations for n unknowns, represented in matrix multiplication form as follows:
Cramer's rule - Wikipedia, the free encyclopedia http://en.wikipedia.org/wiki/Cramer's_Rule
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where the n by n matrix has a nonzero determinant, and the vector is the column vector
of the variables.
Then the theorem states that in this case the system has a unique solution, whose individual values for the
unknowns are given by:
where is the matrix formed by replacing the ith column of by the column vector .
The rule holds for systems of equations with coefficients and unknowns in any field, not just in the real numbers.
It has recently been shown that Cramer's rule can be implemented in O(n
3
) time,
[6]
which is comparable to more
common methods of solving systems of linear equations, such as Gaussian elimination (consistently requiring 2.5
times as many arithmetic operations for all matrix sizes, while exhibiting comparable numeric stability in most
cases).
The proof for Cramer's rule uses just two properties of determinants: linearity with respect to any given column
(taking for that column a linear combination of column vectors produces as determinant the corresponding linear
combination of their determinants), and the fact that the determinant is zero whenever two columns are equal
(which is implied by the basic property that the determinant is alternating in the columns).
Fix the index j of a column. Linearity means that if we consider only column j as variable (fixing the others
arbitrarily), the resulting function R
n
R (assuming matrix entries are in R) can be given by a matrix, with one
row and n columns, that acts on column j. In fact this is precisely what Laplace expansion does, writing
det(A) = C
1
a
1,j
+ + C
n
a
n,j
for certain coefficients C
1
,,C
n
that depend on the columns of A other than
column j (the precise expression for these cofactors is not important here). The value det(A) is then the result of
applying the one-line matrix L
(j)
= (C
1
C
2
C
n
) to column j of A. If L
(j)
is applied to any other column k of
A, then the result is the determinant of the matrix obtained from A by replacing column j by a copy of column k,
so the resulting determinant is 0 (the case of two equal columns).
Now consider a system of n linear equations in n unknowns , whose coefficient matrix is A, with
det(A) assumed to be nonzero:
If one combines these equations by taking C
1
times the first equation, plus C
2
times the second, and so forth until
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C
n
times the last, then the coefficient of x
j
will become C
1
a
1,j
+ + C
n
a
n,j
= det(A), while the coefficients
of all other unknowns become 0; the left hand side becomes simply det(A)x
j
. The right hand side is
C
1
b
1
+ + C
n
b
n
, which is L
(j)
applied to the column vector b of the right hand sides b
i
. In fact what has
been done here is multiply the matrix equation A x = b on the left by L
(j)
. Dividing by the nonzero number
det(A) one finds the following equation, necessary to satisfy the system:
But by construction the numerator is the determinant of the matrix obtained from A by replacing column j by b,
so we get the expression of Cramer's rule as a necessary condition for a solution. The same procedure can be
repeated for other values of j to find values for the other unknowns.
The only point that remains to prove is that these values for the unknowns, the only possible ones, do indeed
together form a solution. But if the matrix A is invertible with inverse A
1
, then x = A
1
b will be a solution,
thus showing its existence. To see that A is invertible when det(A) is nonzero, consider the n by n matrix M
obtained by stacking the one-line matrices L
(j)
on top of each other for j = 1, 2, , n (this gives the adjugate
matrix for A). It was shown that L
(j)
A = (0 0 det(A) 0 0) where det(A) appears at the position j;
from this it follows that M A = det(A)I
n
. Therefore
completing the proof.
Let A be an nn matrix. Then
where Adj(A) denotes the adjugate matrix of A, det(A) is the determinant, and I is the identity matrix. If det(A) is
invertible in R, then the inverse matrix of A is
If R is a field (such as the field of real numbers), then this gives a formula for the inverse of A, provided
det(A) 0. In fact, this formula will work whenever R is a commutative ring, provided that det(A) is a unit. If
det(A) is not a unit, then A is not invertible.
Explicit formulas for small systems
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Consider the linear system which in matrix format is
Assume ad bc nonzero. Then, x and y can be found with Cramer's rule as
and
The rules for 33 are similar. Given which in matrix format is
Then the values of x, y and z can be found as follows:
Differential geometry
Cramer's rule is also extremely useful for solving problems in differential geometry. Consider the two equations
and . When u and v are independent variables, we can define
and
Finding an equation for is a trivial application of Cramer's rule.
First, calculate the first derivatives of F, G, x, and y:
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Substituting dx, dy into dF and dG, we have:
Since u, v are both independent, the coefficients of du, dv must be zero. So we can write out equations for the
coefficients:
Now, by Cramer's rule, we see that:
This is now a formula in terms of two Jacobians:
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Similar formulae can be derived for , ,
Integer programming
Cramer's rule can be used to prove that an integer programming problem whose constraint matrix is totally
unimodular and whose right-hand side is integer, has integer basic solutions. This makes the integer program
substantially easier to solve.
Ordinary differential equations
Cramer's rule is used to derive the general solution to an inhomogeneous linear differential equation by the
method of variation of parameters.
Cramer's rule has a geometric interpretation that can be considered also a proof or simply giving insight about its
geometric nature. These geometric arguments work in general and not only in the case of two equations with two
unknowns presented here.
Given the system of equations
it can be considered as an equation between vectors
The area of the parallelogram determined by and is given by the determinant of the system of
equations:
In general, when there are more variables and equations, the determinant of vectors of length will give the
volume of the parallelepiped determined by those vectors in the -th dimensional Euclidean space.
Therefore the area of the parallelogram determined by and has to be times the area of the
first one since one of the sides has been multiplied by this factor. Now, this last parallelogram, by Cavalieri's
principle, has the same area as the parallelogram determined by and .
Equating the areas of this last and the second parallelogram gives the equation
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Geometric interpretation of Cramer's rule. The areas of the second
and third shaded parallelograms are the same and the second is
times the first. From this equality Cramer's rule follows.
from which Cramer's rule follows.
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A short proof of Cramer's rule
[7]
can be given by noticing that is the determinant of the matrix
On the other hand, assuming that our original matrix is invertible, this matrix has columns
, where is the th column of the matrix . Recall that the matrix has
columns . Hence we have , as wanted.
The proof for other is similar.
Proof using Clifford algebra
Consider the system of three scalar equations in three unknown scalars
and assign an orthonormal vector basis for as
Let the vectors
Adding the system of equations, it is seen that
Using outer products, each unknown scalar can be solved as
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For equations in unknowns, the solution for the th unknown generalizes to
If the are linearly independent, then the can be expressed in determinant form identical to Cramers Rule
as
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where denotes the substitution of vector with vector in the th numerator position.
Consider the system of vector equations in unknown vectors
where we want to solve for each unknown vector in terms of the given scalar constants and vector
constants .
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Solving for unknown vectors.
Using the Clifford geometric algebra of Euclidean vectors, the vectors and are in a vector space having
dimensions spanned by a basis of orthonormal base vectors . This -dimensional space
can be extended to be a subspace of a larger -dimensional space
.
Multiply the th equation by the th orthonormal base unit , using outer product on the right, as
The original system of equations in grade- vectors is now transformed into a system of equations in grade-
vectors, and no parallel components have been deleted by the outer products since they multiply on perpendicular
extended base units.
Let the vectors
Adding the transformed system of equations gives
which is a -vector equation. These outer (wedge) products are equal to geometric products since the factors are
perpendicular.
For , , , and are solved by multiplying , , and , respectively, on the
right with outer products
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In the solution of , and similarly for and , is a -blade having of its dimensions in the
extended dimensions , and the remaining one dimension is in the solution space of the vectors and .
The -blade is in the problem space, or the extended dimensions. The inner product
reduces, or contracts, to a -vector in the -dimensional solution space.
The divisor , the square of a blade, is a scalar product that can be computed by a determinant.
Since is a -vector, it commutes with the vectors without sign change and is
conveniently shifted into the vacant th spot. A sign change occurs in every even th solution ,
such as , due to commuting or shifting right an odd number of times, in the dividend blade
, into its th spot.
In general, is solved as
where denotes replacing the th element with . The factor accounts for shifting the th
vector by places. The -blade is multiplied by inner product
with the reversed -blade , producing a -vector in the -dimensional solution
space.
Using this formula, for solving a system of vector equations having unknown vectors
in a -dimensional space, requires extending the space to dimensions. The extended dimensions are
12 of 17 7/22/2014 2:22 AM
essentially used to hold the system of equations represented by the scalar constants -vectors and the vector
constants -vectors . The vector constants are grade-increased to -vectors or grade- vectors
that are partly in the extended space. Notice the similarity of form to Cramers Rule for
systems of scalar equations; a basis is added in both cases. The advantage of this formula is that it avoids scalar
coordinates and the results are directly in terms of vectors.
The system of vector equations can also be solved in terms of coordinates, without using the geometric algebra
formula above, by the usual process of expanding all the vectors in the system into their coordinate vector
components. In each expanded equation, the parallel (like) components are summed into groups that form
independent systems of unknown coordinates in equations. Each system solves for one dimension of
coordinates. After solving the systems, the solved vectors can be reassembled from the solved coordinates. It
seems that few books explicitly discuss this process for systems of vector equations. This process is the
application of the abstract concept of linear independence as it applies to linearly independent dimensions of
vector components or unit vectors. The linear independence concept extends to multivectors in geometric algebra,
where each unique unit blade is linearly independent of the others for the purpose of solving equations or systems
of equations. An equation containing a sum of linearly independent terms can be rewritten as separate
independent equations, each in the terms of one dimension.
Solving for unknown scalars.
It is also noticed that, instead of solving for unknown vectors , the may be known vectors and the vectors
may be unknown. The vectors , , and could be solved as
In general, vector may be solved as
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and represents transforming or projecting the system, or each vector , onto the basis of vectors
which need not be orthonormal. However, solving for the vectors by this formula is
unnecessary, and unnecessarily requires vectors at a time. Solving each equation is
independent in this case. This has been shown to clarify the usage, as far as what not to do, unless one has an
unusual need to solve a particular vector . Instead, the following can be done in the case of projecting vectors
onto a new arbitrary basis .
Projecting a vector onto an arbitrary basis.
Projecting any vector onto a new arbitrary basis as
where each is written in the form
is a system of scalar equations in unknown coordinates
and can be solved using the ordinary Cramers rule for systems of scalar equations, where the step of adding a
basis can be considered as already done. For , the solutions for the scalars are
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For basis vectors ( equations in unknowns), the solution for the th unknown scalar coordinate
generalizes to
the formula for Cramers rule.
Projecting a vector onto an orthogonal basis.
Projections onto arbitrary bases , as solved using Cramers rule as just above, treats projections onto
orthogonal bases as only a special case. Projections onto mutually orthogonal bases can be achieved using the
ordinary projection operation
which is correct only if the are mutually orthogonal. If the bases are constrained to be
mutually perpendicular (orthogonal), then the formula for Cramers rule becomes
where has been written as a sum of vector components parallel and perpendicular to . For any two
perpendicular vectors , , their outer product equals their geometric product. The vector
component must be parallel to the other , therefore its outermorphism is zero. The result is Cramers
15 of 17 7/22/2014 2:22 AM
rule reduced to orthogonal projection of vector onto base such that .
In general, the bases are not necessarily mutually orthogonal and the projection to use is
Cramers rule, generalized projection, not the dot product specific to orthogonal projection.
Solving a system of vector equations using SymPy.
The free software SymPy (http://sympy.org), for symbolic mathematics using python, includes a Geometric
Algebra Module and interactive calculator console i sympy. The i sympy console can be used to solve systems of
vector equations using the formulas of this article. A simple example of console interaction follows to solve the
system
$i sympy
>>> f r omsympy. gal gebr a. ga i mpor t *
>>> ( e1, e2, e3, e4, e5, e6) = MV. set up( ' e*1| 2| 3| 4| 5| 6' , met r i c=' [ 1, 1, 1, 1, 1, 1] ' )
>>> ( v1, v2, v3) = symbol s( ' v1 v2 v3' )
>>> ( c1, c2, c3, C) = symbol s( ' c1 c2 c3 C' )
>>> ( a1, a2, a3) = symbol s( ' a1 a2 a3' )
>>> a1 = 3*e4 + 2*e5 + 9*e6
>>> a2 = 4*e4 + 3*e5 + 6*e6
>>> a3 = 5*e4 + 7*e5 + 9*e6
>>> c1 = 9*e1 + 2*e2 + 3*e3
>>> c2 = 6*e1 + 5*e2 + 8*e3
>>> c3 = 2*e1 + 4*e2 + 7*e3
>>> C = ( c1ê4) + ( c2ê5) + ( c3ê6)
>>> v1 = ( Câ2â3) | ( ( - 1) **( 1- 1) *MV. i nv( a1â2â3) )
>>> v2 = ( a1^Câ3) | ( ( - 1) **( 2- 1) *MV. i nv( a1â2â3) )
>>> v3 = ( a1â2^C) | ( ( - 1) **( 3- 1) *MV. i nv( a1â2â3) )
>>> 3*v1 + 4*v2 + 5*v3
9*e_1 + 2*e_2 + 3*e_3
>>> 2*v1 + 3*v2 + 7*v3
6*e_1 + 5*e_2 + 8*e_3
>>> 9*v1 + 6*v2 + 9*v3
2*e_1 + 4*e_2 + 7*e_3
A system of equations is said to be incompatible when there are no solutions and it is called indeterminate when
there is more than one solution. For linear equations, an indeterminate system will have infinitely many solutions
(if it is over an infinite field), since the solutions can be expressed in terms of one or more parameters that can
take arbitrary values.
Cramer's rule applies to the case where the coefficient determinant is nonzero. In the contrary case the system is
either incompatible or indeterminate, based on the values of the determinants only for 2x2 systems.
For 3x3 or higher systems, the only thing one can say when the coefficient determinant equals zero is: if any of
the "numerator" determinants are nonzero, then the system must be incompatible. However, the converse is false:
having all determinants zero does not imply that the system is indeterminate. A simple example where all
determinants vanish but the system is still incompatible is the 3x3 system x+y+z=1, x+y+z=2, x+y+z=3.
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Matrix
^ Cramer, Gabriel (1750). "Introduction l'Analyse des lignes Courbes algbriques" (http://www.europeana.eu/resolve
/record/03486/E71FE3799CEC1F8E2B76962513829D2E36B63015) (in French). Geneva: Europeana. pp. 656659.
Retrieved 2012-05-18.
1.
^ MacLaurin, Colin (1748). A Treatise of Algebra, in Three Parts. (http://archive.org/details
/atreatisealgebr03maclgoog).
2.
^ Boyer, Carl B. (1968). A History of Mathematics (2nd ed.). Wiley. p. 431. 3.
^ Katz, Victor (2004). A History of Mathematics (Brief ed.). Pearson Education. pp. 378379. 4.
^ Hedman, Bruce A. (1999). "An Earlier Date for "Cramer's Rule" " (http://professorhedman.com/Cramers.Rule.pdf).
Historia Mathematica. 4(26) (4): 365368. doi:10.1006/hmat.1999.2247 (http://dx.doi.org
/10.1006%2Fhmat.1999.2247)
5.
^ Ken Habgood, Itamar Arel (2012). "A condensation-based application of Cramers rule for solving large-scale linear
systems" (http://web.eecs.utk.edu/~itamar/Papers/JDA2011.pdf). Journal of Discrete Algorithms 10: 98109.
doi:10.1016/j.jda.2011.06.007 (http://dx.doi.org/10.1016%2Fj.jda.2011.06.007).
6.
^ Robinson, Stephen M. (1970). "A Short Proof of Cramer's Rule". Mathematics Magazine 43: 9495. 7.
Proof of Cramer's Rule (http://planetmath.org/encyclopedia/ProofOfCramersRule.html)
WebApp descriptively solving systems of linear equations with Cramer's Rule (http://sole.ooz.ie/)
Online Calculator of System of linear equations (http://www.elektro-energetika.cz/calculations
/linrov.php?language=english)
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