English

Bounds on determinants of perturbed diagonal matrices

Numerical Analysis 2021-07-05 v7 Combinatorics

Abstract

We give upper and lower bounds on the determinant of a perturbation of the identity matrix or, more generally, a perturbation of a nonsingular diagonal matrix. The matrices considered are, in general, diagonally dominant. The lower bounds are best possible, and in several cases they are stronger than well-known bounds due to Ostrowski and other authors. If A=IEA = I-E is an n×nn \times n matrix and the elements of EE are bounded in absolute value by ε1/n\varepsilon \le 1/n, then a lower bound of Ostrowski (1938) is det(A)1nε\det(A) \ge 1-n\varepsilon. We show that if, in addition, the diagonal elements of EE are zero, then a best-possible lower bound is det(A)(1(n1)ε)(1+ε)n1.\det(A) \ge (1-(n-1)\varepsilon)\,(1+\varepsilon)^{n-1}. Corresponding upper bounds are respectively det(A)(1+2ε+nε2)n/2\det(A) \le (1 + 2\varepsilon + n\varepsilon^2)^{n/2} and det(A)(1+(n1)ε2)n/2.\det(A) \le (1 + (n-1)\varepsilon^2)^{n/2}. The first upper bound is stronger than Ostrowski's bound (for ε<1/n\varepsilon < 1/n) det(A)(1nε)1\det(A) \le (1 - n\varepsilon)^{-1}. The second upper bound generalises Hadamard's inequality, which is the case ε=1\varepsilon = 1. A necessary and sufficient condition for our upper bounds to be best possible for matrices of order nn and all positive ε\varepsilon is the existence of a skew-Hadamard matrix of order nn.

Keywords

Cite

@article{arxiv.1401.7084,
  title  = {Bounds on determinants of perturbed diagonal matrices},
  author = {Richard P. Brent and Judy-anne H. Osborn and Warren D. Smith},
  journal= {arXiv preprint arXiv:1401.7084},
  year   = {2021}
}

Comments

18 pages, 39 references. Added some references in v7

R2 v1 2026-06-22T02:56:01.483Z