Suppose $\hat{x}\in\mathbb{R}^d$ is a normalized vector and $\alpha\in(0, 1)$ a scalar. Is there a way to compute the determinant of the following matrix quickly? $$ I_d - \alpha\hat{x}\hat{x}^\top $$ To me this structure seems to have a lot of structure so I'd expect some trick to do the job.
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@TheoBendit Yes sorry, that was a typo! – Euler_Salter Jun 25 '21 at 16:14
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4I'd recommend thinking about the eigenvalues of $\hat{x}\hat{x}^\top$. What is the rank of this matrix? Also, note that $\hat{x}$ is an eigenvector of $\hat{x}\hat{x}^\top$. – Theo Bendit Jun 25 '21 at 16:17
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@TheoBendit Should be of rank $1$ right? – Euler_Salter Jun 25 '21 at 16:22
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2True. What does that say about eigenvalues? – Theo Bendit Jun 25 '21 at 16:22
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1(It's OK to not know the answer!) – Theo Bendit Jun 25 '21 at 16:29
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Oh boy it's been a while.. maybe that all all zero except for one? – Euler_Salter Jun 25 '21 at 16:29
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1Correct again! So, it falls to us to figure out the remaining eigenvalue. My first comment gives a strong hint how to do that. So, what would be the remaining eigenvalue? – Theo Bendit Jun 25 '21 at 16:30
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Mmm the eigenvalue is $1$ I think – Euler_Salter Jun 25 '21 at 16:32
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1That's right! So, we now know all the eigenvalues of $\hat{x}\hat{x}^\top$. What are the eigenvalues of $\alpha\hat{x}\hat{x}^\top$? What about $I - \alpha\hat{x}\hat{x}^\top$? – Theo Bendit Jun 25 '21 at 16:33
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I think $\alpha$ and $1 - \alpha$ – Euler_Salter Jun 25 '21 at 16:34
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1Not quite. I got $1$ and $1 - \alpha$. Also pay attention to multiplicities. Because the last step is to multiply all these eigenvalues together, up to multiplicity, to get the determinant. – Theo Bendit Jun 25 '21 at 16:35
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@TheoBendit Wait how come it's $1$, don't we have $(\alpha \hat{x}\hat{x}^\top)\hat{x}\hat{x}^\top = \alpha \hat{x}\hat{x}^\top$? – Euler_Salter Jun 25 '21 at 16:39
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@TheoBendit Also usually one finds the determinant of $I - A$ where $A$ is the matrix of interest. In our case therefore we need to find the determinant of $I - I + \alpha \hat{x}\hat{x}^\top = \alpha\hat{x}\hat{x}^\top$ right? – Euler_Salter Jun 25 '21 at 16:42
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1It's $1$, because whenever we have an eigenvector $\hat{v}$ of $\hat{x}\hat{x}^\top$ corresponding to $0$, then $\hat{x}\hat{x}^\top\hat{v} = 0$, so $(I - \alpha\hat{x}\hat{x}^\top)\hat{v} = \hat{v} - 0 = \hat{v}$, i.e. $1$ times the vector $\hat{v}$. So, $1$ is an eigenvalue of $I - \alpha\hat{x}\hat{x}^\top$, with multiplicity equal to the multiplicity of $0$ in $\hat{x}\hat{x}^\top$. – Theo Bendit Jun 25 '21 at 16:43
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@TheoBendit which should be given by the product of its eigenvalues... hence $1$? – Euler_Salter Jun 25 '21 at 16:43
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I'm not following your logic here. Might be time for an answer. – Theo Bendit Jun 25 '21 at 16:44
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@TheoBendit I think I'm being an idiot... – Euler_Salter Jun 25 '21 at 16:44
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So then what is the determinant then? – Euler_Salter Jun 25 '21 at 16:44
1 Answers
As discussed in the comments, $\hat{x}\hat{x}^\top$ is a rank $1$ matrix, so all but one of the eigenvalues is $0$. The remaining eigenvalue can be observed thusly: $$(\hat{x}\hat{x}^\top)\hat{x} = (\hat{x}^\top\hat{x})\hat{x} = \|\hat{x}\|^2\hat{x} = \hat{x},$$ since $\hat{x}$ is normalised. Thus, the eigenvalues are $0$ with multiplicity $n - 1$ (where $\hat{x} \in \Bbb{R}^n$) and $1$ with multiplicity $1$.
Note that $\alpha \hat{x}\hat{x}^\top$ and $I - \alpha \hat{x}\hat{x}^\top$ have the same eigenvectors, with respective eigenvalues $\alpha, 0, 0, \ldots, 0$ and $1 - \alpha, 1, 1, \ldots, 1$. The determinant of the latter is therefore $$(1 - \alpha) \cdot 1^{n - 1} = 1 - \alpha.$$
EDIT: An even quicker proof involves this identity. Let $A = i\sqrt{\alpha}\hat{x}$ and $B = i\sqrt{\alpha}\hat{x}^\top$. Then $$\det(I_n - \alpha\hat{x}\hat{x}^\top) = \det(I_n + AB) = \det(I_1 + BA) = \det(I_1 - \alpha\hat{x}^\top \hat{x}).$$ The latter is the determinant of the $1 \times 1$ matrix $(1 - \alpha)$, which is $1 - \alpha$, thus giving us the result again.

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$\alpha\hat x\hat x^{\top}$ and $1!!1_d-\alpha\hat x\hat x^{\top}$ haven't the same eigen-vectors, unless $\alpha=1$. – janmarqz Jun 25 '21 at 17:03
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1@janmarqz I'm pretty sure they do. Simplify $M = \alpha \hat{x}\hat{x}^\top$. If $v$ is an eigenvector for $M$ with eigenvalue $\lambda$, then $(I - M)v = v - \lambda v = (1 - \lambda)v$, an eigenvector corresponding to $1 - \lambda$. Symmetrically, $M = I - (I - M)$, so the reverse implication also holds. Thus, the eigenvectors are exactly the same, just with the eigenvalues transformed by $\lambda \mapsto 1 - \lambda$. – Theo Bendit Jun 25 '21 at 17:07
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1@Euler_Salter If you're interested, I added another approach, this time involving some heavier machinery. – Theo Bendit Jun 25 '21 at 17:24