MathOverflow Asked on November 29, 2021
Is there a formula to compute the determinant of block tridiagonal matrices when the determinants of the involved matrices are known?
In particular, I am interested in the case
$$A = begin{pmatrix} J_n & I_n & 0 & cdots & cdots & 0 \ I_n & J_n & I_n & 0 & cdots & 0 \ 0 & I_n & J_n & I_n & ddots & vdots \ vdots & ddots & ddots & ddots & ddots & 0 \ 0 & cdots & cdots & I_n & J_n & I_n \ 0 & cdots & cdots & cdots & I_n & J_n end{pmatrix}$$
where $J_n$ is the $n times n$ tridiagonal matrix whose entries on the sub-, super- and main diagonals are all equal to $1$ and $I_n$ is identity matrix of size $n$.
I have asked this question before on MathStackExchange, where a user came up with an algorithm. Nevertheless, I am interested if there is an explicit formula (or at least, if one can say in which cases the determinant is nonzero).
The Kronecker product idea brought up in Algebraic Pavel's comment on the original maths stack exchange question seems like a good way to approach the particular case of interest to you. Specifically, assuming $A$ is $m n times m n$, i.e., there are $m$ block rows and columns, then $$A = J_m otimes I_n + I_m otimes J_n - I_{mn},$$ and the $mn$ eigenvalues of $A$ are given by $$lambda_{ij} = Big(1+2 cos frac{i pi}{m+1}Big) + Big(1+2 cos frac{j pi}{n+1}Big) - 1, qquad 1 le i le m, 1 le j le n.$$ (I used the formula for the eigenvalues of the $J$ matrices from Denis Serre's answer here.) The determinant is then $$det A = prod_{i=1}^m prod_{j=1}^n lambda_{ij}.$$ If you're only after characterizing when $A$ is singular, then you need only determine when any of the $lambda_{ij}$ can be zero, which looks fairly straightforward.
Answered by James on November 29, 2021
This is a fair example of the following theorem : let $A_{ij}in M_r(k)$ be pairwise commuting matrices for $1le i,jle d$, and let $Ain M_{dr}(k)$ be the matrix whose $rtimes r$ blocks are the $A_{ij}$'s. Then $det A$ equals the determinant of the matrix $Bin M_r(k)$ obtained by computing the formal determinant of the blocks. Example : $$detbegin{pmatrix} A_{11} & A_{12} \ A_{21} & A_{22} end{pmatrix}=det(A_{11}A_{22}-A_{12}A_{21}).$$ Mind that the formula is false if the blocks don't commute.
In your case, that means that $$det A=det P_N(J_n),$$ where $P_N(X)$ is the determinant of the tridiagonal matrix whose diagonal entries are $X$ and the sub/super-diagonal entries are ones. This is the monic polynomial whose roots are the numbers $2cosfrac{kpi}{N+1}$, $1le kle N$.
In particular, the eigenvalues of $J_n$ are the numbers $1+2cosfrac{jpi}{n+1},$. Hence the formula $$det A=prod_{j=1}^nP_Nleft(1+2cosfrac{jpi}{n+1}right).$$
Answered by Denis Serre on November 29, 2021
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