Square root of the determinant of a skew-symmetric square matrix
Inmathematics , thedeterminant of anm -by-m skew-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 ofdegree m /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 onPfaffian systems 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.
A = [ 0 a − a 0 ] , pf ( A ) = a . {\displaystyle A={\begin{bmatrix}0&a\\-a&0\end{bmatrix}},\qquad \operatorname {pf} (A)=a.} B = [ 0 a b − a 0 c − b − c 0 ] , 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 [ 0 a b c − a 0 d e − b − d 0 f − c − e − f 0 ] = a f − b e + d c . {\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 [ 0 a 1 0 0 − a 1 0 0 0 0 0 0 a 2 0 0 − a 2 0 ⋱ ⋱ ⋱ 0 a n − a n 0 ] = a 1 a 2 ⋯ a n . {\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 .)
LetA = (a ij ) be a 2n × 2n skew-symmetric matrix. The Pfaffian ofA is explicitly defined by the formula
pf ( A ) = 1 2 n n ! ∑ σ ∈ S 2 n sgn ( σ ) ∏ i = 1 n a σ ( 2 i − 1 ) , σ ( 2 i ) , {\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)}\,,} whereS 2n 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 )!/(2n n !) = (2n − 1)!! such partitions. An elementα ∈ Π can be written as
α = { ( i 1 , j 1 ) , ( i 2 , j 2 ) , ⋯ , ( i n , j n ) } {\displaystyle \alpha =\{(i_{1},j_{1}),(i_{2},j_{2}),\cdots ,(i_{n},j_{n})\}} withi k <j k andi 1 < i 2 < ⋯ < i n {\displaystyle i_{1}<i_{2}<\cdots <i_{n}} . Let
π α = [ 1 2 3 4 ⋯ 2 n − 1 2 n i 1 j 1 i 2 j 2 ⋯ i n j n ] {\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
A α = sgn ( π α ) a i 1 , j 1 a i 2 , j 2 ⋯ a i n , j n . {\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 ) = ∑ α ∈ Π A α . {\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,det A = det A T = det ( − A ) = ( − 1 ) n det A , {\displaystyle \det A=\det A^{\text{T}}=\det(-A)=(-1)^{n}\det A,} and forn odd, this impliesdet A = 0 {\displaystyle \det A=0} .
Recursive definition [ edit ] 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 = 1 j ≠ i 2 n ( − 1 ) i + j + 1 + θ ( i − j ) a i j pf ( A ı ^ 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 ( i − j ) {\displaystyle \theta (i-j)} is theHeaviside step function , andA ı ^ 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 = 2 2 n ( − 1 ) j a 1 j pf ( A 1 ^ ȷ ^ ) . {\displaystyle \operatorname {pf} (A)=\sum _{j=2}^{2n}(-1)^{j}a_{1j}\operatorname {pf} (A_{{\hat {1}}{\hat {\jmath }}}).} Alternative definitions [ edit ] One can associate to any skew-symmetric 2n × 2n matrixA = (a ij ) abivector
ω = ∑ i < j a i j e i ∧ e j , {\displaystyle \omega =\sum _{i<j}a_{ij}\;e_{i}\wedge e_{j},} where {e 1 ,e 2 , ...,e 2n } is thestandard basis ofR 2n . The Pfaffian is then defined by the equation
1 n ! ω n = pf ( A ) e 1 ∧ e 2 ∧ ⋯ ∧ e 2 n , {\displaystyle {\frac {1}{n!}}\omega ^{n}=\operatorname {pf} (A)\;e_{1}\wedge e_{2}\wedge \cdots \wedge e_{2n},} hereω n 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 ′ = 2 ω = ∑ i , j a i j e i ∧ e j , {\displaystyle \omega '=2\omega =\sum _{i,j}a_{ij}\;e_{i}\wedge e_{j},} which givesω ′ n = 2 n n ! pf ( A ) e 1 ∧ e 2 ∧ ⋯ ∧ e 2 n . {\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 [ edit ] 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.
For a 2n × 2n skew-symmetric matrixA
pf ( A T ) = ( − 1 ) n pf ( A ) . {\displaystyle \operatorname {pf} (A^{\text{T}})=(-1)^{n}\operatorname {pf} (A).} pf ( λ A ) = λ n pf ( 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 ( B A B T ) = 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 ( A 2 m + 1 ) = ( − 1 ) n m pf ( A ) 2 m + 1 . {\displaystyle \operatorname {pf} (A^{2m+1})=(-1)^{nm}\operatorname {pf} (A)^{2m+1}.} Derivative identities [ edit ] IfA depends on some variablex i , then the gradient of a Pfaffian is given by
1 pf ( A ) ∂ pf ( A ) ∂ x i = 1 2 tr ( A − 1 ∂ A ∂ x i ) , {\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
1 pf ( A ) ∂ 2 pf ( A ) ∂ x i ∂ x j = 1 2 tr ( A − 1 ∂ 2 A ∂ x i ∂ x j ) − 1 2 tr ( A − 1 ∂ A ∂ x i A − 1 ∂ A ∂ x j ) + 1 4 tr ( A − 1 ∂ A ∂ x i ) tr ( A − 1 ∂ A ∂ x j ) . {\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} :
∂ ∂ x k pf ( A ) = ∑ 1 ≤ i < j ≤ 2 n ( − 1 ) i + j + 1 ∂ A i j ∂ x k pf ( A i ^ 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}}})},} whereA i ^ j ^ {\displaystyle A_{{\hat {i}}{\hat {j}}}} is the( 2 n − 2 ) × ( 2 n − 2 ) {\displaystyle (2n-2)\times (2n-2)} skew-symmetric matrix obtained fromA {\displaystyle A} by deleting rows and columns( i , j ) {\displaystyle (i,j)} .
The product of the Pfaffians of skew-symmetric matricesA andB can be represented in the form of an exponential
pf ( A ) pf ( B ) = exp ( 1 2 t r log ( A T B ) ) . {\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
p f ( A ) p f ( B ) = 1 n ! B n ( s 1 , s 2 , … , s n ) , w h e r e s l = − 1 2 ( l − 1 ) ! t r ( ( A B ) 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})} andB n (s 1 ,s 2 ,...,s n ) areBell polynomials .
For a block-diagonal matrix
A 1 ⊕ A 2 = [ A 1 0 0 A 2 ] , {\displaystyle A_{1}\oplus A_{2}={\begin{bmatrix}A_{1}&0\\0&A_{2}\end{bmatrix}},} pf ( A 1 ⊕ A 2 ) = pf ( A 1 ) pf ( A 2 ) . {\displaystyle \operatorname {pf} (A_{1}\oplus A_{2})=\operatorname {pf} (A_{1})\operatorname {pf} (A_{2}).} For an arbitraryn ×n matrixM :
pf [ 0 M − M T 0 ] = ( − 1 ) n ( n − 1 ) / 2 det M . {\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 = ( M Q − Q T N ) {\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 + Q T M − 1 Q ) . {\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]
( M 0 0 N + Q T M − 1 Q ) = ( I 0 Q T M − 1 I ) ( M Q − Q T N ) ( I − M − 1 Q 0 I ) . {\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 ( B A B T ) = 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 + Q N − 1 Q T ) , {\displaystyle \operatorname {pf} (S)=\operatorname {pf} (N)\operatorname {pf} (M+QN^{-1}Q^{\mathrm {T} }),} as can be seen by employing the decomposition
( M + Q N − 1 Q T 0 0 N ) = ( I − Q N − 1 0 I ) ( M Q − Q T N ) ( I 0 N − 1 Q T I ) . {\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 [ edit ] SupposeA is a2n × 2n skew-symmetric matrices, then
pf ( A ) = i ( n 2 ) exp ( 1 2 t r log ( ( σ y ⊗ I n ) T ⋅ A ) ) , {\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),} whereσ y {\displaystyle \sigma _{y}} is the secondPauli matrix ,I n {\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 ( 1 2 t r log ( A T B ) ) {\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 ( σ y ⊗ I n ) = ( − i ) n 2 {\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( ( σ y ⊗ I n ) T ⋅ A ) {\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 theproperty tr log ( A B ) = tr log ( A ) + tr log ( 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( σ y ⊗ I n ) T ⋅ A {\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 + k π / 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 .
There exist programs for the numerical computation of the Pfaffian on various platforms (Python,Matlab , Mathematica) (Wimmer 2012 ). The Pfaffian is aninvariant polynomial of a skew-symmetric matrix under a properorthogonal change of basis . As such, it is important in the theory ofcharacteristic classes . In particular, it can be used to define theEuler class of aRiemannian manifold that is used in thegeneralized Gauss–Bonnet theorem . The number ofperfect matchings in aplanar graph is given by a Pfaffian, hence ispolynomial time computable via theFKT algorithm . This is surprising given that for general graphs, the problem is very difficult (so called#P-complete ). This result is used to calculate the number ofdomino tilings of a rectangle, thepartition function ofIsing models in physics, or ofMarkov random fields inmachine learning (Globerson & Jaakkola 2007 ;Schraudolph & Kamenetsky 2009 ), where the underlying graph is planar. It is also used to derive efficient algorithms for some otherwise seemingly intractable problems, including the efficient simulation of certain types ofrestricted quantum computation . SeeHolographic algorithm for more information. ^ "Archived copy" (PDF) . Archived fromthe original (PDF) on 2016-03-05. Retrieved2015-03-31 .{{cite web }}
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