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Two equalities expressing the determinant of a matrix in terms of expectations over matrix-vector products

Abstract

We introduce two equations expressing the inverse determinant of a full rank matrix ARn×n\mathbf{A} \in \mathbb{R}^{n \times n} in terms of expectations over matrix-vector products. The first relationship is det(A)1=EsSn1[Asn]|\mathrm{det} (\mathbf{A})|^{-1} = \mathbb{E}_{\mathbf{s} \sim \mathcal{S}^{n-1}}\bigl[\, \Vert \mathbf{As}\Vert^{-n} \bigr], where expectations are over vectors drawn uniformly on the surface of an nn-dimensional radius one hypersphere. The second relationship is det(A)1=Exq[p(Ax)/q(x)]|\mathrm{det}(\mathbf{A})|^{-1} = \mathbb{E}_{\mathbf{x} \sim q}[\,p(\mathbf{Ax}) /\, q(\mathbf{x})], where pp and qq are smooth distributions, and qq has full support.

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