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Pfaffian

From Wikipedia, the free encyclopedia
Square root of the determinant of a skew-symmetric square matrix
Not to be confused withPfaffian function,Pfaffian system, orPfaffian orientation.

Inmathematics, thedeterminant of anm-by-mskew-symmetric matrix can always be written as the square of apolynomial in thematrix entries, a polynomial withinteger coefficients that only depends onm. Whenm isodd, the polynomial is zero, and whenm iseven, it is a nonzero polynomial ofdegreem/2, and is unique up to multiplication by ±1. The convention on skew-symmetric tridiagonal matrices, given below in the examples, then determines one specific polynomial, called thePfaffian polynomial. The value of this polynomial, when applied to the entries of a skew-symmetric matrix, is called thePfaffian of that matrix. The term Pfaffian was introduced byCayley (1852), who indirectly named them afterJohann Friedrich Pfaff.

Explicitly, for a skew-symmetric matrixA{\displaystyle A},

pf(A)2=det(A),{\displaystyle \operatorname {pf} (A)^{2}=\det(A),}

which was firstproved byCayley (1849), who citesJacobi for introducing these polynomials in work onPfaffiansystems of differential equations. Cayley obtains this relation by specialising a more general result on matrices that deviate from skew symmetry only in the first row and the first column. The determinant of such a matrix is the product of the Pfaffians of the two matrices obtained by first setting in the original matrix the upper left entry to zero and then copying, respectively, the negativetranspose of the first row to the first column and the negative transpose of the first column to the first row. This is proved byinduction by expanding the determinant onminors and employing the recursion formula below.

Examples

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A=[0aa0],pf(A)=a.{\displaystyle A={\begin{bmatrix}0&a\\-a&0\end{bmatrix}},\qquad \operatorname {pf} (A)=a.}
B=[0aba0cbc0],pf(B)=0.{\displaystyle B={\begin{bmatrix}0&a&b\\-a&0&c\\-b&-c&0\end{bmatrix}},\qquad \operatorname {pf} (B)=0.}

(3 is odd, so the Pfaffian of B is 0)

pf[0abca0debd0fcef0]=afbe+dc.{\displaystyle \operatorname {pf} {\begin{bmatrix}0&a&b&c\\-a&0&d&e\\-b&-d&0&f\\-c&-e&-f&0\end{bmatrix}}=af-be+dc.}

The Pfaffian of a 2n × 2n skew-symmetrictridiagonal matrix is given as

pf[0a100a1000000a200a200anan0]=a1a2an.{\displaystyle \operatorname {pf} {\begin{bmatrix}0&a_{1}&0&0\\-a_{1}&0&0&0\\0&0&0&a_{2}\\0&0&-a_{2}&0&\ddots \\&&&\ddots &\ddots &\\&&&&&0&a_{n}\\&&&&&-a_{n}&0\end{bmatrix}}=a_{1}a_{2}\cdots a_{n}.}

(Note that any skew-symmetric matrix can be reduced to this form; seeSpectral theory of a skew-symmetric matrix.)

Formal definition

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LetA = (aij) be a 2n × 2n skew-symmetric matrix. The Pfaffian ofA is explicitly defined by the formula

pf(A)=12nn!σS2nsgn(σ)i=1naσ(2i1),σ(2i),{\displaystyle \operatorname {pf} (A)={\frac {1}{2^{n}n!}}\sum _{\sigma \in S_{2n}}\operatorname {sgn} (\sigma )\prod _{i=1}^{n}a_{\sigma (2i-1),\sigma (2i)}\,,}

whereS2n is thesymmetric group of degree 2n and sgn(σ) is thesignature of σ.

One can make use of the skew-symmetry ofA to avoid summing over all possiblepermutations. Let Π be the set of allpartitions of {1, 2, ..., 2n} into pairs without regard to order. There are(2n)!/(2nn!) = (2n − 1)!! such partitions. An elementα ∈ Π can be written as

α={(i1,j1),(i2,j2),,(in,jn)}{\displaystyle \alpha =\{(i_{1},j_{1}),(i_{2},j_{2}),\cdots ,(i_{n},j_{n})\}}

withik <jk andi1<i2<<in{\displaystyle i_{1}<i_{2}<\cdots <i_{n}}. Let

πα=[12342n12ni1j1i2j2injn]{\displaystyle \pi _{\alpha }={\begin{bmatrix}1&2&3&4&\cdots &2n-1&2n\\i_{1}&j_{1}&i_{2}&j_{2}&\cdots &i_{n}&j_{n}\end{bmatrix}}}

be the corresponding permutation. Given a partition α as above, define

Aα=sgn(πα)ai1,j1ai2,j2ain,jn.{\displaystyle A_{\alpha }=\operatorname {sgn} (\pi _{\alpha })a_{i_{1},j_{1}}a_{i_{2},j_{2}}\cdots a_{i_{n},j_{n}}.}

The Pfaffian ofA is then given by

pf(A)=αΠAα.{\displaystyle \operatorname {pf} (A)=\sum _{\alpha \in \Pi }A_{\alpha }.}

The Pfaffian of an ×n skew-symmetric matrix forn odd is defined to be zero, as the determinant of an odd skew-symmetric matrix is zero, since for a skew-symmetric matrix,detA=detAT=det(A)=(1)ndetA,{\displaystyle \det A=\det A^{\text{T}}=\det(-A)=(-1)^{n}\det A,}and forn odd, this impliesdetA=0{\displaystyle \det A=0}.

Recursive definition

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By convention, the Pfaffian of the 0 × 0 matrix is equal to one. The Pfaffian of a skew-symmetric 2n × 2n matrixA withn > 0 can be computed recursively as

pf(A)=j=1ji2n(1)i+j+1+θ(ij)aijpf(Aı^ȷ^),{\displaystyle \operatorname {pf} (A)=\sum _{{j=1} \atop {j\neq i}}^{2n}(-1)^{i+j+1+\theta (i-j)}a_{ij}\operatorname {pf} (A_{{\hat {\imath }}{\hat {\jmath }}}),}

where the indexi can be selected arbitrarily,θ(ij){\displaystyle \theta (i-j)} is theHeaviside step function, andAı^ȷ^{\displaystyle A_{{\hat {\imath }}{\hat {\jmath }}}} denotes the matrixA with both thei-th andj-th rows and columns removed.[1] Note how for the special choicei=1{\displaystyle i=1} this reduces to the simpler expression:

pf(A)=j=22n(1)ja1jpf(A1^ȷ^).{\displaystyle \operatorname {pf} (A)=\sum _{j=2}^{2n}(-1)^{j}a_{1j}\operatorname {pf} (A_{{\hat {1}}{\hat {\jmath }}}).}

Alternative definitions

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One can associate to any skew-symmetric 2n × 2n matrixA = (aij) abivector

ω=i<jaijeiej,{\displaystyle \omega =\sum _{i<j}a_{ij}\;e_{i}\wedge e_{j},}

where {e1,e2, ...,e2n} is thestandard basis ofR2n. The Pfaffian is then defined by the equation

1n!ωn=pf(A)e1e2e2n,{\displaystyle {\frac {1}{n!}}\omega ^{n}=\operatorname {pf} (A)\;e_{1}\wedge e_{2}\wedge \cdots \wedge e_{2n},}

hereωn denotes thewedge product ofn copies ofω.

Equivalently, we can consider the bivector (which is more convenient when we do not want to impose the summation constrainti<j{\displaystyle i<j}):ω=2ω=i,jaijeiej,{\displaystyle \omega '=2\omega =\sum _{i,j}a_{ij}\;e_{i}\wedge e_{j},}which givesωn=2nn!pf(A)e1e2e2n.{\displaystyle \omega '^{n}=2^{n}n!\operatorname {pf} (A)\;e_{1}\wedge e_{2}\wedge \cdots \wedge e_{2n}.}

A non-zero generalisation of the Pfaffian to odd-dimensional matrices is given in the work of de Bruijn on multiple integrals involving determinants.[2] In particular for anym × m matrixA, we use the formal definition above but setn=m/2{\displaystyle n=\lfloor m/2\rfloor }. Form odd, one can then show that this is equal to the usual Pfaffian of an (m+1) × (m+1)-dimensional skew symmetric matrix where we have added an (m+1)th column consisting ofm elements 1, an (m+1)th row consisting ofm elements −1, and the corner element is zero. The usual properties of Pfaffians, for example the relation to the determinant, then apply to this extended matrix.

Properties and identities

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Pfaffians have the following properties, which are similar to those of determinants.

  • Multiplication of a row and a column by a constant is equivalent to multiplication of the Pfaffian by the same constant.
  • Simultaneous interchange of two different rows and corresponding columns changes the sign of the Pfaffian.
  • A multiple of a row and corresponding column added to another row and corresponding column does not change the value of the Pfaffian.

Using these properties, Pfaffians can be computed quickly, akin to the computation of determinants.

Miscellaneous

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For a 2n × 2n skew-symmetric matrixA

pf(AT)=(1)npf(A).{\displaystyle \operatorname {pf} (A^{\text{T}})=(-1)^{n}\operatorname {pf} (A).}
pf(λA)=λnpf(A).{\displaystyle \operatorname {pf} (\lambda A)=\lambda ^{n}\operatorname {pf} (A).}
pf(A)2=det(A).{\displaystyle \operatorname {pf} (A)^{2}=\det(A).}

For an arbitrary 2n × 2n matrixB,

pf(BABT)=det(B)pf(A).{\displaystyle \operatorname {pf} (BAB^{\text{T}})=\det(B)\operatorname {pf} (A).}

Substituting in this equationB = Am, one gets for all integerm

pf(A2m+1)=(1)nmpf(A)2m+1.{\displaystyle \operatorname {pf} (A^{2m+1})=(-1)^{nm}\operatorname {pf} (A)^{2m+1}.}
Proof ofpf(BABT)=det(B)pf(A){\displaystyle \operatorname {pf} (BAB^{\text{T}})=\det(B)\operatorname {pf} (A)}:

As previously said,AijAijeiejn2nn!Pf(A)e1e2n.{\displaystyle A\rightarrow \sum _{ij}A_{ij}e_{i}\wedge e_{j}{\xrightarrow[{}]{\wedge n}}{2^{n}n!}Pf(A)e_{1}\wedge \cdots \wedge e_{2n}.} The same withBABT{\displaystyle BAB^{\mathrm {T} }}:BABTijklBikBjlAkleiej=klAklfkfln2nn!Pf(A)f1f2n=2nn!Pf(BABT)e1e2n,{\displaystyle {\begin{aligned}&BAB^{\mathrm {T} }\rightarrow \sum _{ijkl}B_{ik}B_{jl}A_{kl}e_{i}\wedge e_{j}=\sum _{kl}A_{kl}f_{k}\wedge f_{l}\\&\xrightarrow {\wedge n} {2^{n}n!}Pf(A)f_{1}\wedge \cdots \wedge f_{2n}={2^{n}n!}Pf(BAB^{\mathrm {T} })e_{1}\wedge \cdots \wedge e_{2n},\end{aligned}}}where we definedfk=iBikei{\displaystyle f_{k}=\sum _{i}B_{ik}e_{i}}.

Sincef1f2n=det(B)e1e2n,{\displaystyle f_{1}\wedge \cdots \wedge f_{2n}=\det(B)e_{1}\wedge \cdots \wedge e_{2n},} the proof is finished.

Proof ofpf(A)2=det(A){\displaystyle \operatorname {pf} (A)^{2}=\det(A)}:

Sincepf(A)2=det(A){\displaystyle \operatorname {pf} (A)^{2}=\det(A)} is an equation of polynomials, it suffices to prove it for real matrices, and it would automatically apply forcomplex matrices as well.

By thespectral theory of skew-symmetric real matrices,A=QΣQT{\displaystyle A=Q\Sigma Q^{\mathrm {T} }}, whereQ{\displaystyle Q} isorthogonal andΣ=[0a100a1000000a200a200anan0]{\displaystyle \Sigma ={\begin{bmatrix}0&a_{1}&0&0\\-a_{1}&0&0&0\\0&0&0&a_{2}\\0&0&-a_{2}&0&\ddots \\&&&\ddots &\ddots &\\&&&&&0&a_{n}\\&&&&&-a_{n}&0\end{bmatrix}}}for real numbersak{\displaystyle a_{k}}. Now apply the previous theorem, we havepf(A)2=pf(Σ)2det(Q)2=pf(Σ)2=(ai)2=det(A){\displaystyle pf(A)^{2}=pf(\Sigma )^{2}\det(Q)^{2}=pf(\Sigma )^{2}=\left(\prod a_{i}\right)^{2}=\det(A)}.

Derivative identities

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IfA depends on some variablexi, then the gradient of a Pfaffian is given by

1pf(A)pf(A)xi=12tr(A1Axi),{\displaystyle {\frac {1}{\operatorname {pf} (A)}}{\frac {\partial \operatorname {pf} (A)}{\partial x_{i}}}={\frac {1}{2}}\operatorname {tr} \left(A^{-1}{\frac {\partial A}{\partial x_{i}}}\right),}

and theHessian of a Pfaffian is given by

1pf(A)2pf(A)xixj=12tr(A12Axixj)12tr(A1AxiA1Axj)+14tr(A1Axi)tr(A1Axj).{\displaystyle {\frac {1}{\operatorname {pf} (A)}}{\frac {\partial ^{2}\operatorname {pf} (A)}{\partial x_{i}\partial x_{j}}}={\frac {1}{2}}\operatorname {tr} \left(A^{-1}{\frac {\partial ^{2}A}{\partial x_{i}\partial x_{j}}}\right)-{\frac {1}{2}}\operatorname {tr} \left(A^{-1}{\frac {\partial A}{\partial x_{i}}}A^{-1}{\frac {\partial A}{\partial x_{j}}}\right)+{\frac {1}{4}}\operatorname {tr} \left(A^{-1}{\frac {\partial A}{\partial x_{i}}}\right)\operatorname {tr} \left(A^{-1}{\frac {\partial A}{\partial x_{j}}}\right).}

The following formula applies even if the matrixA{\displaystyle A} is singular for some values of the variablex{\displaystyle x}:

xkpf(A)=1i<j2n(1)i+j+1Aijxkpf(Ai^j^),{\displaystyle {\frac {\partial }{\partial x_{k}}}{\operatorname {pf} (A)}=\sum _{1\leq i<j\leq 2n}(-1)^{i+j+1}{\frac {\partial A_{ij}}{\partial x_{k}}}{\operatorname {pf} (A_{{\hat {i}}{\hat {j}}})},}

whereAi^j^{\displaystyle A_{{\hat {i}}{\hat {j}}}} is the(2n2)×(2n2){\displaystyle (2n-2)\times (2n-2)} skew-symmetric matrix obtained fromA{\displaystyle A} by deleting rows and columns(i,j){\displaystyle (i,j)}.

Trace identities

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The product of the Pfaffians of skew-symmetric matricesA andB can be represented in the form of an exponential

pf(A)pf(B)=exp(12trlog(ATB)).{\displaystyle {\textrm {pf}}(A)\,{\textrm {pf}}(B)=\exp({\tfrac {1}{2}}\mathrm {tr} \log(A^{\text{T}}B)).}

SupposeA andB are 2n × 2n skew-symmetric matrices, then

pf(A)pf(B)=1n!Bn(s1,s2,,sn),wheresl=12(l1)!tr((AB)l){\displaystyle \mathrm {pf} (A)\,\mathrm {pf} (B)={\tfrac {1}{n!}}B_{n}(s_{1},s_{2},\ldots ,s_{n}),\qquad \mathrm {where} \qquad s_{l}=-{\tfrac {1}{2}}(l-1)!\,\mathrm {tr} ((AB)^{l})}

andBn(s1,s2,...,sn) areBell polynomials.

Block matrices

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For a block-diagonal matrix

A1A2=[A100A2],{\displaystyle A_{1}\oplus A_{2}={\begin{bmatrix}A_{1}&0\\0&A_{2}\end{bmatrix}},}
pf(A1A2)=pf(A1)pf(A2).{\displaystyle \operatorname {pf} (A_{1}\oplus A_{2})=\operatorname {pf} (A_{1})\operatorname {pf} (A_{2}).}

For an arbitraryn ×n matrixM:

pf[0MMT0]=(1)n(n1)/2detM.{\displaystyle \operatorname {pf} {\begin{bmatrix}0&M\\-M^{\text{T}}&0\end{bmatrix}}=(-1)^{n(n-1)/2}\det M.}

It is often required to compute the Pfaffian of a skew-symmetric matrixS{\displaystyle S} with the block structure

S=(MQQTN){\displaystyle S={\begin{pmatrix}M&Q\\-Q^{\mathrm {T} }&N\end{pmatrix}}\,}

whereM{\displaystyle M} andN{\displaystyle N} are skew-symmetric matrices andQ{\displaystyle Q} is a general rectangular matrix.

WhenM{\displaystyle M} isinvertible, one has

pf(S)=pf(M)pf(N+QTM1Q).{\displaystyle \operatorname {pf} (S)=\operatorname {pf} (M)\operatorname {pf} (N+Q^{\mathrm {T} }M^{-1}Q).}

This can be seen from Aitken block-diagonalization formula,[3][4][5]

(M00N+QTM1Q)=(I0QTM1I)(MQQTN)(IM1Q0I).{\displaystyle {\begin{pmatrix}M&0\\0&N+Q^{\mathrm {T} }M^{-1}Q\end{pmatrix}}={\begin{pmatrix}I&0\\Q^{\mathrm {T} }M^{-1}&I\end{pmatrix}}{\begin{pmatrix}M&Q\\-Q^{\mathrm {T} }&N\end{pmatrix}}{\begin{pmatrix}I&-M^{-1}Q\\0&I\end{pmatrix}}.}

This decomposition involves acongruence transformations that allow to use the Pfaffian propertypf(BABT)=det(B)pf(A){\displaystyle \operatorname {pf} (BAB^{\mathrm {T} })=\operatorname {det} (B)\operatorname {pf} (A)}.

Similarly, whenN{\displaystyle N} is invertible, one has

pf(S)=pf(N)pf(M+QN1QT),{\displaystyle \operatorname {pf} (S)=\operatorname {pf} (N)\operatorname {pf} (M+QN^{-1}Q^{\mathrm {T} }),}

as can be seen by employing the decomposition

(M+QN1QT00N)=(IQN10I)(MQQTN)(I0N1QTI).{\displaystyle {\begin{pmatrix}M+QN^{-1}Q^{\mathrm {T} }&0\\0&N\end{pmatrix}}={\begin{pmatrix}I&-QN^{-1}\\0&I\end{pmatrix}}{\begin{pmatrix}M&Q\\-Q^{\mathrm {T} }&N\end{pmatrix}}{\begin{pmatrix}I&0\\N^{-1}Q^{\mathrm {T} }&I\end{pmatrix}}.}

Calculating the Pfaffian numerically

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SupposeA is a2n × 2n skew-symmetric matrices, then

pf(A)=i(n2)exp(12trlog((σyIn)TA)),{\displaystyle {\textrm {pf}}(A)=i^{(n^{2})}\exp \left({\tfrac {1}{2}}\mathrm {tr} \log((\sigma _{y}\otimes I_{n})^{\mathrm {T} }\cdot A)\right),}

whereσy{\displaystyle \sigma _{y}} is the secondPauli matrix,In{\displaystyle I_{n}} is anidentity matrix of dimensionn and we took the trace over amatrix logarithm.

This equality is based on thetrace identity

pf(A)pf(B)=exp(12trlog(ATB)){\displaystyle {\textrm {pf}}(A)\,{\textrm {pf}}(B)=\exp \left({\tfrac {1}{2}}\mathrm {tr} \log(A^{\text{T}}B)\right)}

and on the observation thatpf(σyIn)=(i)n2{\displaystyle {\textrm {pf}}(\sigma _{y}\otimes I_{n})=(-i)^{n^{2}}}.

Since calculating thelogarithm of a matrix is a computationally demanding task, one can instead compute alleigenvalues of((σyIn)TA){\displaystyle ((\sigma _{y}\otimes I_{n})^{\mathrm {T} }\cdot A)}, take the log of all of these and sum them up. This procedure merely exploits thepropertytrlog(AB)=trlog(A)+trlog(B){\displaystyle \operatorname {tr} {\log {(AB)}}=\operatorname {tr} {\log {(A)}}+\operatorname {tr} {\log {(B)}}}. This can be implemented inMathematica with a single statement:

Pf[x_] := Module[{n = Dimensions[x][[1]] / 2}, I^(n^2) Exp[ 1/2 Total[ Log[Eigenvalues[ Dot[Transpose[KroneckerProduct[PauliMatrix[2], IdentityMatrix[n]]], x] ]]]]]

However, this algorithm is unstable when the Pfaffian is large. The eigenvalues of(σyIn)TA{\displaystyle (\sigma _{y}\otimes I_{n})^{\mathrm {T} }\cdot A} will generally be complex, and the logarithm of these complex eigenvalues are generally taken to be in[π,π]{\displaystyle [-\pi ,\pi ]}. Under the summation, for a real valued Pfaffian, the argument of the exponential will be given in the formx+kπ/2{\displaystyle x+k\pi /2} for some integerk{\displaystyle k}. Whenx{\displaystyle x} is very large, rounding errors in computing the resulting sign from the complex phase can lead to a non-zero imaginary component.

For other (more) efficient algorithms seeWimmer 2012.

Applications

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See also

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Notes

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  1. ^"Archived copy"(PDF). Archived fromthe original(PDF) on 2016-03-05. Retrieved2015-03-31.{{cite web}}: CS1 maint: archived copy as title (link)
  2. ^Bruijn, de, N.G. (1955)."On some multiple integrals involving determinants".Journal of the Indian Mathematical Society. New Series.19:133–151.ISSN 0019-5839.{{cite journal}}: CS1 maint: multiple names: authors list (link)
  3. ^A. C. Aitken. Determinants and matrices. Oliver and Boyd, Edinburgh, fourth edition, 1939.
  4. ^Zhang, Fuzhen, ed. The Schur complement and its applications. Vol. 4. Springer Science & Business Media, 2006.
  5. ^Bunch, James R. "A note on the stable decomposition of skew-symmetric matrices." Mathematics of Computation 38.158 (1982): 475-479.

References

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External links

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