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Cramer's rule
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{{Use American English|date = January 2019}} {{Short description|Formula for systems of linear equations}} In [[linear algebra]], '''Cramer's rule''' is an explicit formula for the solution of a [[system of linear equations]] with as many equations as unknowns, valid whenever the system has a unique solution. It expresses the solution in terms of the [[determinant]]s of the (square) [[coefficient matrix]] and of [[Matrix (mathematics)|matrices]] obtained from it by replacing one column by the column vector of right-sides of the equations. It is named after [[Gabriel Cramer]], who published the rule for an arbitrary number of unknowns in 1750,<ref>{{cite web |title = Introduction à l'Analyse des lignes Courbes algébriques |author = Cramer, Gabriel |year = 1750 |location = Geneva |language = fr |url = https://www.europeana.eu/resolve/record/03486/E71FE3799CEC1F8E2B76962513829D2E36B63015 |access-date = 2012-05-18 |publisher = Europeana |pages = 656–659}}</ref><ref>{{Cite journal |last = Kosinski |first = A. A. |title = Cramer's Rule is due to Cramer |journal = Mathematics Magazine |volume = 74 |pages = 310–312 |year = 2001 |issue = 4 |doi = 10.2307/2691101 |jstor = 2691101 }}</ref> although [[Colin Maclaurin]] also published special cases of the rule in 1748,<ref>{{Cite book |last = MacLaurin |first = Colin |title = A Treatise of Algebra, in Three Parts. |url = https://archive.org/details/atreatisealgebr03maclgoog |year = 1748|publisher = Printed for A. Millar & J. Nourse }}</ref> and possibly knew of it as early as 1729.<ref>{{Cite book |last = Boyer |first = Carl B. |author-link = Carl Benjamin Boyer |title = A History of Mathematics |edition = 2nd |publisher = Wiley |year = 1968 |pages = 431}}</ref><ref>{{cite book |last = Katz |first = Victor |title = A History of Mathematics |publisher = Pearson Education |edition = Brief |year = 2004 |pages = 378–379}}</ref><ref>{{Cite journal |last = Hedman |first = Bruce A. |title = An Earlier Date for "Cramer's Rule" |journal = Historia Mathematica |volume = 26 |issue =4 |pages = 365–368 |year = 1999 |url = http://professorhedman.com/Cramers.Rule.pdf |doi = 10.1006/hmat.1999.2247 |s2cid = 121056843 }}</ref> Cramer's rule, implemented in a naive way, is computationally inefficient for systems of more than two or three equations.<ref name="Poole2014">{{cite book|author=David Poole|title=Linear Algebra: A Modern Introduction|year=2014|publisher=Cengage Learning|isbn=978-1-285-98283-0|page=276}}</ref> In the case of {{mvar|n}} equations in {{mvar|n}} unknowns, it requires computation of {{math|''n'' + 1}} determinants, while [[Gaussian elimination]] produces the result with the same (up to a constant factor independent of {{tmath|n}}) [[computational complexity]] as the computation of a single determinant.<ref name="HoffmanFrankel2001">{{cite book|author1=Joe D. Hoffman|author2=Steven Frankel|title=Numerical Methods for Engineers and Scientists, Second Edition|year=2001|publisher=CRC Press|isbn=978-0-8247-0443-8|page=30}}</ref><ref name="Shores2007">{{cite book|author=Thomas S. Shores|title=Applied Linear Algebra and Matrix Analysis|year=2007|publisher=Springer Science & Business Media|isbn=978-0-387-48947-6|page=132}}</ref> Moreover, [[Bareiss algorithm]] is a simple modification of Gaussian elimination that produces in a single computation a matrix whose nonzero entries are the determinants involved in Cramer's rule. ==General case== Consider a system of {{mvar|n}} linear equations for {{mvar|n}} unknowns, represented in matrix multiplication form as follows: :<math> A\mathbf{x} = \mathbf{b}</math> where the {{math|''n'' × ''n''}} matrix {{mvar|A}} has a nonzero determinant, and the vector <math> \mathbf{x} = (x_1, \ldots, x_n)^\mathsf{T} </math> is the column vector of the variables. Then the theorem states that in this case the system has a unique solution, whose individual values for the unknowns are given by: :<math> x_i = \frac{\det(A_i)}{\det(A)} \qquad i = 1, \ldots, n</math> where <math> A_i </math> is the matrix formed by replacing the {{mvar|i}}-th column of {{mvar|A}} by the column vector {{math|'''b'''}}. A more general version of Cramer's rule<ref>{{cite journal |author1=Zhiming Gong |author2=M. Aldeen |author3=L. Elsner |title=A note on a generalized Cramer's rule |journal=Linear Algebra and Its Applications |volume=340 |year=2002 |issue=1–3 |pages=253–254 |doi=10.1016/S0024-3795(01)00469-4|doi-access=free }}</ref> considers the matrix equation :<math> AX = B</math> where the {{math|''n'' × ''n''}} matrix {{mvar|A}} has a nonzero determinant, and {{mvar|X}}, {{mvar|B}} are {{math|''n'' × ''m''}} matrices. Given sequences <math> 1 \leq i_1 < i_2 < \cdots < i_k \leq n </math> and <math> 1 \leq j_1 < j_2 < \cdots < j_k \leq m </math>, let <math> X_{I,J} </math> be the {{math|''k'' × ''k''}} submatrix of {{mvar|X}} with rows in <math> I := (i_1, \ldots, i_k ) </math> and columns in <math> J := (j_1, \ldots, j_k ) </math>. Let <math> A_{B}(I,J) </math> be the {{math|''n'' × ''n''}} matrix formed by replacing the <math>i_s</math> column of {{mvar|A}} by the <math>j_s</math> column of {{Mvar|B}}, for all <math> s = 1,\ldots, k </math>. Then :<math> \det X_{I,J} = \frac{\det(A_{B}(I,J))}{\det(A)}. </math> In the case <math> k = 1 </math>, this reduces to the normal Cramer's rule. The rule holds for systems of equations with coefficients and unknowns in any [[field (mathematics)|field]], not just in the [[real number]]s. ==Proof== The proof for Cramer's rule uses the following [[Determinant#Properties_of_the_determinant|properties of the determinants]]: linearity with respect to any given column and the fact that the determinant is zero whenever two columns are equal, which is implied by the property that the sign of the determinant flips if you switch two columns. Fix the index {{math|''j''}} of a column, and consider that the entries of the other columns have fixed values. This makes the determinant a function of the entries of the {{mvar|j}}th column. Linearity with respect to this column means that this function has the form :<math>D_j(a_{1,j}, \ldots, a_{n,j})= C_{1,j}a_{1,j}+\cdots, C_{n,j}a_{n,j},</math> where the <math>C_{i,j}</math> are coefficients that depend on the entries of {{mvar|A}} that are not in column {{mvar|j}}. So, one has :<math>\det(A)=D_j(a_{1,j}, \ldots, a_{n,j})=C_{1,j}a_{1,j}+\cdots, C_{n,j}a_{n,j}</math> ([[Laplace expansion]] provides a formula for computing the <math>C_{i,j}</math> but their expression is not important here.) If the function <math>D_j</math> is applied to any ''other'' column {{math|''k''}} of {{mvar|A}}, then the result is the determinant of the matrix obtained from {{mvar|A}} by replacing column {{math|''j''}} by a copy of column {{math|''k''}}, so the resulting determinant is 0 (the case of two equal columns). Now consider a system of {{mvar|n}} linear equations in {{mvar|n}} unknowns <math>x_1, \ldots,x_n</math>, whose coefficient matrix is {{mvar|A}}, with det(''A'') assumed to be nonzero: :<math>\begin{matrix} a_{11}x_1+a_{12}x_2+\cdots+a_{1n}x_n&=&b_1\\ a_{21}x_1+a_{22}x_2+\cdots+a_{2n}x_n&=&b_2\\ &\vdots&\\ a_{n1}x_1+a_{n2}x_2+\cdots+a_{nn}x_n&=&b_n. \end{matrix}</math> If one combines these equations by taking {{math|''C''<sub>1,''j''</sub>}} times the first equation, plus {{math|''C''<sub>2,''j''</sub>}} times the second, and so forth until {{math|''C''<sub>''n'',''j''</sub>}} times the last, then for every {{mvar|k}} the resulting coefficient of {{mvar|x<sub>k</sub>}} becomes :<math>D_j(a_{1,k},\ldots,a_{n,k}).</math> So, all coefficients become zero, except the coefficient of <math>x_j</math> that becomes <math>\det(A).</math> Similarly, the constant coefficient becomes <math>D_j(b_1,\ldots,b_n),</math> and the resulting equation is thus :<math>\det(A)x_j=D_j(b_1,\ldots, b_n),</math> which gives the value of <math>x_j</math> as :<math>x_j=\frac1{\det(A)}D_j(b_1,\ldots, b_n).</math> As, by construction, the numerator is the determinant of the matrix obtained from {{mvar|A}} by replacing column {{math|''j''}} by {{math|'''b'''}}, we get the expression of Cramer's rule as a necessary condition for a solution. It remains to prove that these values for the unknowns form a solution. Let {{mvar|M}} be the {{math|''n'' × ''n''}} matrix that has the coefficients of <math>D_j</math> as {{mvar|j}}th row, for <math>j=1,\ldots,n</math> (this is the [[adjugate matrix]] for {{mvar|A}}). Expressed in matrix terms, we have thus to prove that :<math>\mathbf x = \frac1{\det(A)}M\mathbf b</math> is a solution; that is, that :<math>A\left(\frac1{\det(A)}M\right)\mathbf b=\mathbf b.</math> For that, it suffices to prove that :<math>A\,\left(\frac1{\det(A)}M\right)=I_n,</math> where <math>I_n</math> is the [[identity matrix]]. The above properties of the functions <math>D_j</math> show that one has {{math|''MA'' {{=}} det(''A'')''I<sub>n</sub>''}}, and therefore, :<math>\left(\frac1{\det(A)}M\right)\,A=I_n.</math> This completes the proof, since a [[inverse element |left inverse]] of a square matrix is also a right-inverse (see [[Invertible matrix theorem]]). For other proofs, see [[#Other proofs|below]]. ==Finding inverse matrix== {{main article|Invertible matrix#Methods of matrix inversion}} Let {{mvar|A}} be an {{math|''n'' × ''n''}} matrix with entries in a [[field (mathematics)|field]] {{math|''F''}}. Then :<math>A\,\operatorname{adj}(A) = \operatorname{adj}(A)\,A=\det(A) I</math> where {{math|adj(''A'')}} denotes the [[adjugate matrix]], {{math|det(''A'')}} is the determinant, and {{math|''I''}} is the [[identity matrix]]. If {{math|det(''A'')}} is nonzero, then the inverse matrix of {{mvar|A}} is :<math>A^{-1} = \frac{1}{\det(A)} \operatorname{adj}(A).</math> This gives a formula for the inverse of {{mvar|A}}, provided {{math|det(''A'') ≠ 0}}. In fact, this formula works whenever {{math|''F''}} is a [[commutative ring]], provided that {{math|det(''A'')}} is a [[Unit (ring theory)|unit]]. If {{math|det(''A'')}} is not a unit, then {{mvar|A}} is not invertible over the ring (it may be invertible over a larger ring in which some non-unit elements of {{mvar|F}} may be invertible). ==Applications== ===Explicit formulas for small systems=== Consider the linear system :<math>\left\{\begin{matrix} a_1x + b_1y&= {\color{red}c_1}\\ a_2x + b_2y&= {\color{red}c_2} \end{matrix}\right.</math> which in matrix format is :<math>\begin{bmatrix} a_1 & b_1 \\ a_2 & b_2 \end{bmatrix}\begin{bmatrix} x \\ y \end{bmatrix}=\begin{bmatrix} {\color{red}c_1} \\ {\color{red}c_2} \end{bmatrix}.</math> Assume {{math|''a''<sub>1</sub>''b''<sub>2</sub> − ''b''<sub>1</sub>''a''<sub>2</sub>}} is nonzero. Then, with the help of [[determinant]]s, {{mvar|x}} and {{mvar|y}} can be found with Cramer's rule as :<math>\begin{align} x &= \frac{\begin{vmatrix} {\color{red}{c_1}} & b_1 \\ {\color{red}{c_2}} & b_2 \end{vmatrix}}{\begin{vmatrix} a_1 & b_1 \\ a_2 & b_2 \end{vmatrix}} = { {\color{red}c_1}b_2 - b_1{\color{red}c_2} \over a_1b_2 - b_1a_2}, \quad y = \frac{\begin{vmatrix} a_1 & {\color{red}{c_1}} \\ a_2 & {\color{red}{c_2}} \end{vmatrix}}{\begin{vmatrix} a_1 & b_1 \\ a_2 & b_2 \end{vmatrix}} = { a_1{\color{red}c_2} - {\color{red}c_1}a_2 \over a_1b_2 - b_1a_2} \end{align}.</math> The rules for {{math|3 × 3}} matrices are similar. Given :<math>\left\{\begin{matrix} a_1x + b_1y + c_1z&= {\color{red}d_1}\\ a_2x + b_2y + c_2z&= {\color{red}d_2}\\ a_3x + b_3y + c_3z&= {\color{red}d_3} \end{matrix}\right.</math> which in matrix format is :<math>\begin{bmatrix} a_1 & b_1 & c_1 \\ a_2 & b_2 & c_2 \\ a_3 & b_3 & c_3 \end{bmatrix}\begin{bmatrix} x \\ y \\ z \end{bmatrix}=\begin{bmatrix} {\color{red}d_1} \\ {\color{red}d_2} \\ {\color{red}d_3} \end{bmatrix}.</math> Then the values of {{mvar|x, y}} and {{mvar|z}} can be found as follows: :<math>x = \frac{\begin{vmatrix} {\color{red}d_1} & b_1 & c_1 \\ {\color{red}d_2} & b_2 & c_2 \\ {\color{red}d_3} & b_3 & c_3 \end{vmatrix} } { \begin{vmatrix} a_1 & b_1 & c_1 \\ a_2 & b_2 & c_2 \\ a_3 & b_3 & c_3 \end{vmatrix}}, \quad y = \frac {\begin{vmatrix} a_1 & {\color{red}d_1} & c_1 \\ a_2 & {\color{red}d_2} & c_2 \\ a_3 & {\color{red}d_3} & c_3 \end{vmatrix}} {\begin{vmatrix} a_1 & b_1 & c_1 \\ a_2 & b_2 & c_2 \\ a_3 & b_3 & c_3 \end{vmatrix}}, \text{ and } z = \frac { \begin{vmatrix} a_1 & b_1 & {\color{red}d_1} \\ a_2 & b_2 & {\color{red}d_2} \\ a_3 & b_3 & {\color{red}d_3} \end{vmatrix}} {\begin{vmatrix} a_1 & b_1 & c_1 \\ a_2 & b_2 & c_2 \\ a_3 & b_3 & c_3 \end{vmatrix} }.</math> ===Differential geometry=== ====Ricci calculus==== Cramer's rule is used in the [[Ricci calculus]] in various calculations involving the [[Christoffel symbols]] of the first and second kind.<ref>{{Cite book|title=The Absolute Differential Calculus (Calculus of Tensors)|last=Levi-Civita|first=Tullio|publisher=Dover|year=1926|isbn=9780486634012|pages=111–112}}</ref> In particular, Cramer's rule can be used to prove that the divergence operator on a [[Riemannian manifold]] is invariant with respect to change of coordinates. We give a direct proof, suppressing the role of the Christoffel symbols. Let <math>(M,g)</math> be a Riemannian manifold equipped with [[Manifold#Charts|local coordinates]] <math> (x^1, x^2, \dots, x^n)</math>. Let <math>A=A^i \frac{\partial}{\partial x^i}</math> be a [[vector field]]. We use the [[Einstein notation|summation convention]] throughout. :'''Theorem'''. :''The ''divergence'' of <math>A</math>,'' ::<math> \operatorname{div} A = \frac{1}{\sqrt{\det g}} \frac{\partial}{\partial x^i} \left( A^i \sqrt{\det g} \right),</math> :''is invariant under change of coordinates.'' {{Collapse top|title=''Proof''}} Let <math>(x^1,x^2,\ldots,x^n)\mapsto (\bar x^1,\ldots,\bar x^n)</math> be a [[coordinate transformation]] with [[invertible matrix|non-singular]] [[Jacobian matrix and determinant|Jacobian]]. Then the classical [[Vector field#Coordinate transformation law|transformation laws]] imply that <math>A=\bar A^{k}\frac{\partial}{\partial\bar x^{k}}</math> where <math>\bar A^{k}=\frac{\partial \bar x^{k}}{\partial x^{j}}A^{j}</math>. Similarly, if <math>g=g_{mk}\,dx^{m}\otimes dx^{k}=\bar{g}_{ij}\,d\bar x^{i}\otimes d\bar x^{j}</math>, then <math>\bar{g}_{ij}=\,\frac{\partial x^{m}}{\partial\bar x^{i}}\frac{\partial x^{k}}{\partial \bar x^{j}}g_{mk}</math>. Writing this transformation law in terms of matrices yields <math>\bar g=\left(\frac{\partial x}{\partial\bar{x}}\right)^{\text{T}}g\left(\frac{\partial x}{\partial\bar{x}}\right)</math>, which implies <math>\det\bar g=\left(\det\left(\frac{\partial x}{\partial\bar{x}}\right)\right)^{2}\det g</math>. Now one computes :<math>\begin{align} \operatorname{div} A &=\frac{1}{\sqrt{\det g}}\frac{\partial}{\partial x^{i}}\left( A^{i}\sqrt{\det g}\right)\\ &=\det\left(\frac{\partial x}{\partial\bar{x}}\right)\frac{1}{\sqrt{\det\bar g}}\frac{\partial \bar x^k}{\partial x^{i}}\frac{\partial}{\partial\bar x^{k}}\left(\frac{\partial x^{i}}{\partial \bar x^{\ell}}\bar{A}^{\ell}\det\!\left(\frac{\partial x}{\partial\bar{x}}\right)^{\!\!-1}\!\sqrt{\det\bar g}\right). \end{align}</math> In order to show that this equals <math>\frac{1}{\sqrt{\det\bar g}}\frac{\partial}{\partial\bar x^{k}}\left(\bar A^{k}\sqrt{\det\bar{g}}\right)</math>, it is necessary and sufficient to show that :<math>\frac{\partial\bar x^{k}}{\partial x^{i}}\frac{\partial}{\partial\bar x^{k}}\left(\frac{\partial x^{i}}{\partial \bar x^{\ell}}\det\!\left(\frac{\partial x}{\partial\bar{x}}\right)^{\!\!\!-1}\right)=0\qquad\text{for all } \ell, </math> which is equivalent to :<math>\frac{\partial}{\partial \bar x^{\ell}}\det\left(\frac{\partial x}{\partial\bar{x}}\right) =\det\left(\frac{\partial x}{\partial\bar{x}}\right)\frac{\partial\bar x^{k}}{\partial x^{i}}\frac{\partial^{2}x^{i}}{\partial\bar x^{k}\partial\bar x^{\ell}}. </math> Carrying out the differentiation on the left-hand side, we get: :<math>\begin{align} \frac{\partial}{\partial\bar x^{\ell}}\det\left(\frac{\partial x}{\partial\bar{x}}\right) &=(-1)^{i+j}\frac{\partial^{2}x^{i}}{\partial\bar x^{\ell}\partial\bar x^{j}}\det M(i|j)\\ &=\frac{\partial^{2}x^{i}}{\partial\bar x^{\ell}\partial\bar x^{j}}\det\left(\frac{\partial x}{\partial\bar{x}}\right)\frac{(-1)^{i+j}}{\det\left(\frac{\partial x}{\partial\bar{x}}\right)}\det M(i|j)=(\ast), \end{align}</math> where <math>M(i|j)</math> denotes the matrix obtained from <math>\left(\frac{\partial x}{\partial\bar{x}}\right)</math> by deleting the <math>i</math>th row and <math>j</math>th column. But Cramer's Rule says that :<math>\frac{(-1)^{i+j}}{\det\left(\frac{\partial x}{\partial\bar{x}}\right)}\det M(i|j) </math> is the <math>(j,i)</math>th entry of the matrix <math>\left(\frac{\partial \bar{x}}{\partial x}\right)</math>. Thus :<math>(\ast)=\det\left(\frac{\partial x}{\partial\bar{x}}\right)\frac{\partial^{2}x^{i}}{\partial\bar x^{\ell}\partial\bar x^{j}}\frac{\partial\bar x^{j}}{\partial x^{i}},</math> completing the proof. {{Collapse bottom}} ====Computing derivatives implicitly==== Consider the two equations <math>F(x, y, u, v) = 0</math> and <math>G(x, y, u, v) = 0</math>. When ''u'' and ''v'' are independent variables, we can define <math>x = X(u, v)</math> and <math>y = Y(u, v).</math> An equation for <math>\dfrac{\partial x}{\partial u}</math> can be found by applying Cramer's rule. {{Collapse top|title=''Calculation of <math>\dfrac{\partial x}{\partial u}</math>''}} First, calculate the first derivatives of ''F'', ''G'', ''x'', and ''y'': :<math>\begin{align} dF &= \frac{\partial F}{\partial x} dx + \frac{\partial F}{\partial y} dy +\frac{\partial F}{\partial u} du +\frac{\partial F}{\partial v} dv = 0 \\[6pt] dG &= \frac{\partial G}{\partial x} dx + \frac{\partial G}{\partial y} dy +\frac{\partial G}{\partial u} du +\frac{\partial G}{\partial v} dv = 0 \\[6pt] dx &= \frac{\partial X}{\partial u} du + \frac{\partial X}{\partial v} dv \\[6pt] dy &= \frac{\partial Y}{\partial u} du + \frac{\partial Y}{\partial v} dv. \end{align}</math> Substituting ''dx'', ''dy'' into ''dF'' and ''dG'', we have: :<math>\begin{align} dF &= \left(\frac{\partial F}{\partial x} \frac{\partial x}{\partial u} +\frac{\partial F}{\partial y} \frac{\partial y}{\partial u} + \frac{\partial F}{\partial u} \right) du + \left(\frac{\partial F}{\partial x} \frac{\partial x}{\partial v} +\frac{\partial F}{\partial y} \frac{\partial y}{\partial v} +\frac{\partial F}{\partial v} \right) dv = 0 \\ [6pt] dG &= \left(\frac{\partial G}{\partial x} \frac{\partial x}{\partial u} +\frac{\partial G}{\partial y} \frac{\partial y}{\partial u} +\frac{\partial G}{\partial u} \right) du + \left(\frac{\partial G}{\partial x} \frac{\partial x}{\partial v} +\frac{\partial G}{\partial y} \frac{\partial y}{\partial v} +\frac{\partial G}{\partial v} \right) dv = 0. \end{align}</math> Since ''u'', ''v'' are both independent, the coefficients of ''du'', ''dv'' must be zero. So we can write out equations for the coefficients: :<math>\begin{align} \frac{\partial F}{\partial x} \frac{\partial x}{\partial u} +\frac{\partial F}{\partial y} \frac{\partial y}{\partial u} & = -\frac{\partial F}{\partial u} \\[6pt] \frac{\partial G}{\partial x} \frac{\partial x}{\partial u} +\frac{\partial G}{\partial y} \frac{\partial y}{\partial u} & = -\frac{\partial G}{\partial u} \\[6pt] \frac{\partial F}{\partial x} \frac{\partial x}{\partial v} +\frac{\partial F}{\partial y} \frac{\partial y}{\partial v} & = -\frac{\partial F}{\partial v} \\[6pt] \frac{\partial G}{\partial x} \frac{\partial x}{\partial v} +\frac{\partial G}{\partial y} \frac{\partial y}{\partial v} & = -\frac{\partial G}{\partial v}. \end{align}</math> Now, by Cramer's rule, we see that: :<math>\frac{\partial x}{\partial u} = \frac{\begin{vmatrix} -\frac{\partial F}{\partial u} & \frac{\partial F}{\partial y} \\ -\frac{\partial G}{\partial u} & \frac{\partial G}{\partial y}\end{vmatrix}}{\begin{vmatrix}\frac{\partial F}{\partial x} & \frac{\partial F}{\partial y} \\ \frac{\partial G}{\partial x} & \frac{\partial G}{\partial y}\end{vmatrix}}.</math> This is now a formula in terms of two [[Jacobian matrix and determinant|Jacobian]]s: :<math>\frac{\partial x}{\partial u} = -\frac{\left(\frac{\partial (F, G)}{\partial (u, y)}\right)}{\left(\frac{\partial (F, G)}{\partial(x, y)}\right)}.</math> Similar formulas can be derived for <math>\frac{\partial x}{\partial v}, \frac{\partial y}{\partial u}, \frac{\partial y}{\partial v}.</math> {{Collapse bottom}} ===Integer programming=== Cramer's rule can be used to prove that an [[integer programming]] problem whose constraint matrix is [[totally unimodular]] and whose right-hand side is integer, has integer basic solutions. This makes the integer program substantially easier to solve. ===Ordinary differential equations=== Cramer's rule is used to derive the general solution to an inhomogeneous linear differential equation by the method of [[variation of parameters]]. ==Example== Consider the linear system :<math>\begin{matrix} 12x + 3y&= 15\\ 2x - 3y&= 13 \end{matrix}</math> Applying Cramer's Rule gives :<math>\begin{align} x &= \frac{\begin{vmatrix} 15 & 3 \\ {13} & -3 \end{vmatrix}}{\begin{vmatrix} 12 & 3 \\ 2 & -3 \end{vmatrix}} = { -84 \over -42} = {\color{red}2}, \quad y = \frac{\begin{vmatrix} 12 & 15 \\ 2 & {13} \end{vmatrix}}{\begin{vmatrix} 12 & 3 \\ 2 & -3 \end{vmatrix}} = -{ 126 \over 42} = {\color{red}-3} \end{align}.</math> These values can be verified by substituting back into the original equations: <math display="block"> 12x + 3y = (12 \times {\color{red}2}) + (3 \times ({\color{red}-3})) = 24 - 9 = 15 </math> and <math display="block"> 2x - 3y = (2 \times {\color{red}2}) - (3 \times ({\color{red}-3})) = 4 - (-9) = 13, </math> as required. ==Geometric interpretation== [[File:Cramer.jpg|thumb|400px|Geometric interpretation of Cramer's rule. The areas of the second and third shaded parallelograms are the same and the second is <math>x_1</math> times the first. From this equality Cramer's rule follows.]] Cramer's rule has a geometric interpretation that can be considered also a proof or simply giving insight about its geometric nature. These geometric arguments work in general and not only in the case of two equations with two unknowns presented here. Given the system of equations :<math>\begin{matrix}a_{11}x_1+a_{12}x_2&=b_1\\a_{21}x_1+a_{22}x_2&=b_2\end{matrix}</math> it can be considered as an equation between vectors :<math>x_1\binom{a_{11}}{a_{21}}+x_2\binom{a_{12}}{a_{22}}=\binom{b_1}{b_2}. </math> The area of the parallelogram determined by <math>\binom{a_{11}}{a_{21}}</math> and <math>\binom{a_{12}}{a_{22}}</math> is given by the determinant of the system of equations: :<math>\begin{vmatrix}a_{11}&a_{12}\\a_{21}&a_{22}\end{vmatrix}.</math> In general, when there are more variables and equations, the determinant of {{mvar|n}} vectors of length {{mvar|n}} will give the ''volume'' of the ''[[parallelepiped]]'' determined by those vectors in the {{mvar|n}}-th dimensional [[Euclidean space]]. Therefore, the area of the parallelogram determined by <math>x_1\binom{a_{11}}{a_{21}}</math> and <math>\binom{a_{12}}{a_{22}}</math> has to be <math>x_1</math> times the area of the first one since one of the sides has been multiplied by this factor. Now, this last parallelogram, by [[Cavalieri's principle]], has the same area as the parallelogram determined by <math>\binom{b_1}{b_2}=x_1\binom{a_{11}}{a_{21}}+x_2\binom{a_{12}}{a_{22}}</math> and <math>\binom{a_{12}}{a_{22}}.</math> Equating the areas of this last and the second parallelogram gives the equation :<math>\begin{vmatrix}b_1&a_{12}\\b_2&a_{22}\end{vmatrix} = \begin{vmatrix}a_{11}x_1&a_{12}\\a_{21}x_1&a_{22}\end{vmatrix} =x_1 \begin{vmatrix}a_{11}&a_{12}\\a_{21}&a_{22}\end{vmatrix} </math> from which Cramer's rule follows. ==Other proofs== ===A proof by abstract linear algebra === This is a restatement of the proof above in abstract language. Consider the map <math>\mathbf{x}=(x_1,\ldots, x_n) \mapsto \frac{1}{\det A} \left(\det (A_1),\ldots, \det(A_n)\right),</math> where <math>A_i</math> is the matrix <math>A</math> with <math>\mathbf{x}</math> substituted in the <math>i</math>th column, as in Cramer's rule. Because of linearity of determinant in every column, this map is linear. Observe that it sends the <math>i</math>th column of <math>A</math> to the <math>i</math>th basis vector <math>\mathbf{e}_i=(0,\ldots, 1, \ldots, 0) </math> (with 1 in the <math>i</math>th place), because determinant of a matrix with a repeated column is 0. So we have a linear map which agrees with the inverse of <math>A</math> on the column space; hence it agrees with <math>A^{-1}</math> on the span of the column space. Since <math>A</math> is invertible, the column vectors span all of <math>\mathbb{R}^n</math>, so our map really is the inverse of <math>A</math>. Cramer's rule follows. ===A short proof=== A short proof of Cramer's rule <ref>{{cite journal | last = Robinson | first = Stephen M. | title = A Short Proof of Cramer's Rule | journal = Mathematics Magazine| volume = 43 | pages = 94–95 | year = 1970| issue = 2 | doi = 10.1080/0025570X.1970.11976018 }}</ref> can be given by noticing that <math>x_1</math> is the determinant of the matrix :<math>X_1=\begin{bmatrix} x_1 & 0 & 0 & \cdots & 0\\ x_2 & 1 & 0 & \cdots & 0\\ x_3 & 0 & 1 & \cdots & 0\\ \vdots & \vdots & \vdots & \ddots &\vdots \\ x_n & 0 & 0 & \cdots & 1 \end{bmatrix}</math> On the other hand, assuming that our original matrix {{mvar|A}} is invertible, this matrix <math>X_1</math> has columns <math>A^{-1}\mathbf{b}, A^{-1}\mathbf{v}_2, \ldots, A^{-1}\mathbf{v}_n </math>, where <math>\mathbf{v}_n</math> is the ''n''-th column of the matrix {{mvar|A}}. Recall that the matrix <math>A_1</math> has columns <math>\mathbf{b}, \mathbf{v}_2, \ldots, \mathbf{v}_n </math>, and therefore <math>X_1=A^{-1}A_1</math>. Hence, by using that the determinant of the product of two matrices is the product of the determinants, we have :<math> x_1= \det (X_1) = \det (A^{-1}) \det (A_1)= \frac{\det (A_1)}{\det (A)}.</math> The proof for other <math>x_j</math> is similar. ===Using Geometric Algebra=== {{Main|Comparison of vector algebra and geometric algebra#Matrix related}} ==Inconsistent and indeterminate cases== A system of equations is said to be [[inconsistent equations|inconsistent]] when there are no solutions and it is called [[indeterminate system|indeterminate]] when there is more than one solution. For linear equations, an indeterminate system will have infinitely many solutions (if it is over an infinite field), since the solutions can be expressed in terms of one or more parameters that can take arbitrary values. Cramer's rule applies to the case where the coefficient determinant is nonzero. In the 2×2 case, if the coefficient determinant is zero, then the system is inconsistent if the numerator determinants are nonzero, or indeterminate if the numerator determinants are zero. For 3×3 or higher systems, the only thing one can say when the coefficient determinant equals zero is that if any of the numerator determinants are nonzero, then the system must be inconsistent. However, having all determinants zero does not imply that the system is indeterminate. A simple example where all determinants vanish (equal zero) but the system is still inconsistent is the 3×3 system ''x''+''y''+''z''=1, ''x''+''y''+''z''=2, ''x''+''y''+''z''=3. ==See also== * [[Rouché–Capelli theorem]] * [[Gaussian elimination]] ==References== {{Reflist|30em}} ==External links== {{wikibooks|Linear Algebra/Cramer's Rule}} * [http://planetmath.org/encyclopedia/ProofOfCramersRule.html Proof of Cramer's Rule] {{Webarchive|url=https://web.archive.org/web/20150922005425/http://planetmath.org/encyclopedia/ProofOfCramersRule.html |date=2015-09-22 }} * [https://archive.today/20110425223706/http://sole.ooz.ie/ WebApp descriptively solving systems of linear equations with Cramer's Rule] * [https://web.archive.org/web/20140122000255/http://www.elektro-energetika.cz/calculations/linrov.php?language=english Online Calculator of System of linear equations] * [http://mathworld.wolfram.com/CramersRule.html Wolfram MathWorld explanation on this subject] {{linear algebra}} {{DEFAULTSORT:Cramer's Rule}} [[Category:Theorems in linear algebra]] [[Category:Determinants]] [[Category:1750 in science]]
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