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Remarks on the Cayley Representation of Orthogonal Matrices and on Perturbing the Diagonal of a Matrix to Make it Invertible

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 Added by Jean Gallier
 Publication date 2006
  fields
and research's language is English
 Authors Jean Gallier




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This note contains two remarks. The first remark concerns the extension of the well-known Cayley representation of rotation matrices by skew symmetric matrices to rotation matrices admitting -1 as an eigenvalue and then to all orthogonal matrices. We review a method due to Hermann Weyl and another method involving multiplication by a diagonal matrix whose entries are +1 or -1. The second remark has to do with ways of flipping the signs of the entries of a diagonal matrix, C, with nonzero diagonal entries, obtaining a new matrix, E, so that E + A is invertible, where A is any given matrix (invertible or not).



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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 $A = I-E$ is an $n times n$ matrix and the elements of $E$ are bounded in absolute value by $varepsilon le 1/n$, then a lower bound of Ostrowski (1938) is $det(A) ge 1-nvarepsilon$. We show that if, in addition, the diagonal elements of $E$ are zero, then a best-possible lower bound is [det(A) ge (1-(n-1)varepsilon),(1+varepsilon)^{n-1}.] Corresponding upper bounds are respectively [det(A) le (1 + 2varepsilon + nvarepsilon^2)^{n/2}] and [det(A) le (1 + (n-1)varepsilon^2)^{n/2}.] The first upper bound is stronger than Ostrowskis bound (for $varepsilon < 1/n$) $det(A) le (1 - nvarepsilon)^{-1}$. The second upper bound generalises Hadamards inequality, which is the case $varepsilon = 1$. A necessary and sufficient condition for our upper bounds to be best possible for matrices of order $n$ and all positive $varepsilon$ is the existence of a skew-Hadamard matrix of order $n$.
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