5
$\begingroup$

The well-known matrix determinant lemma states that for an invertible square matrix $A$ and column vectors $u,v$ one has $$ \det(A + uv^T) = \det(A)(1 + v^T A^{-1} u). $$ Is there any analogous formula in case we are adding to $A$ a matrix which is not rank-one, but still has some special structure? The case I have in mind is when $A,B$ are square matrices, $I$ is the identity matrix, $v$ is a vector and we are dealing with tensor (or Kronecker, if you wish) products: $$ \det(A \otimes I + I \otimes B + (v^T v) \otimes I) = ? $$ Eventually I'd like to work with more components of the tensor product, but for simplicity let me just state the question for two.

$\endgroup$
1
  • $\begingroup$ In $v^Tv$, the $v$ is a row vector, but in $uv^T$ both $u,v$ are column vectors. $\endgroup$ Commented Oct 3, 2022 at 13:30

1 Answer 1

4
$\begingroup$

If $A,B$ are square matrices, then $A\otimes I+I\otimes B$ is commonly known as the Kronecker sum of $A$ and $B$. If $A$ has eigenvalues $\mu_1,\dots,\mu_m$ and $B$ has eigenvalues $\nu_1,\dots,\nu_n$, then $A\otimes I-I\otimes B$ has eigenvalues $\mu_i-\nu_j$ for $1\leq i\leq m,1\leq j\leq n$. Therefore, $\det(A\otimes I-I\otimes B)=\text{res}(\chi(A),\chi(B))$ (which denotes the resultant of the characteristic polynomial of $A$ and $B$).

Therefore (Peter Taylor originally mentioned that we can do something like this), by the matrix determinant lemma, we have

$$\text{Det}(A\otimes I+I\otimes B+pq^T\otimes I+I\otimes uv^T)$$

$$=\text{res}\big(\chi(A+pq^T),\chi(B+uv^T))=\text{res}(\det(xI-A-pq^T),\det(xI-B-uv^T)\big)$$

$$=\text{res}\big(\det(xI-A)\cdot(1-q^T(xI-A)^{-1}p),\det(xI-B)\cdot(1-v^T(xI-B)^{-1}u)\big)$$

$$=\text{res}\big(\chi(A)\cdot(1-q^T(xI-A)^{-1}p),\chi(B)\cdot(1-v^T(xI-B)^{-1}u)\big).$$

$\endgroup$
2
  • 1
    $\begingroup$ The characteristic polynomial is a determinant, so the matrix determinant lemma gives us $\chi(A + uv^T) = (1 + v^T (A - xI)^{-1} u) \chi(A)$. Should the last paragraph be interpreted as wanting a stronger result than this? $\endgroup$ Commented Oct 3, 2022 at 14:45
  • $\begingroup$ @PeterTaylor. That is true. I will reword my answer to take that into consideration. $\endgroup$ Commented Oct 3, 2022 at 14:52

You must log in to answer this question.

Not the answer you're looking for? Browse other questions tagged .