Integrating the determinant of the inverse of a Toeplitz matrix

Calculus Level 3

Yesterday, I posted this problem in Romanian Mathematical Magazine: Editor Prof. Dan Sitaru.


The answer is 40.

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2 solutions

Naren Bhandari
Nov 25, 2019

Original post where i shared my solution.

For convenience we write a = e π m a= e^{-\pi m} and our matrix H ( m ) H(m) reduces to H ( m ) = ( a a 2 a 3 a 4 a 2 a a 2 a 3 a 3 a 2 a a 2 a 4 a 3 a 2 a ) H(m)=\left(\begin{array}{cccc} a &a ^2 & a^3 & a^4 \\ a^2 & a & a^2 & a^3 \\ a^3 & a^2 & a & a^2 \\ a^4& a^3 & a^2 & a\end{array}\right) We note that H ( m ) H(m) is a 4 × 4 4\times 4 Square Matrix \text{Square Matrix} .So to determine the det ( H ( m ) ) \det(H(m)) we can exploit the general formula for n × n n\times n Square matrix as Δ = i = 1 n j = 1 n ( 1 ) i + j a i j M i j = i , j n ( 1 ) i + j a i j M i j \Delta =\sum_{i=1}^{n}\sum_{j=1}^{n} (-1)^{i+j} a_{ij} M_{ij}=\sum_{i,j}^{n} (-1)^{i+j}a_{ij}M_{ij} Now for 1 k 4 1\leq k\leq 4 a k = e k π m 0 a^k= e^{-k\pi m} \neq 0 which implies H ( m ) H(m) doesn't have any 0 0 entries and taking any row and columns the determinant doesn't change justified by Laplace expansion \textbf{Laplace expansion} . We take j = 1 j=1 and then Δ = i , 1 4 ( 1 ) i + 1 a i 1 M i 1 = a 11 M 11 a 21 M 21 + a 31 M 31 a 41 M 41 ( 1 ) \Delta = \sum_{i,1}^{4} (-1)^{i+1} a_{i1}M_{i1}= a_{11}M_{11}-a_{21}M_{21} +a_{31}M_{31} -a_{41}M_{41}\cdots(1) here M i j M_{ij} is the corresponding minors so we calculate the minors as M 11 = a a 2 a 3 a 2 a a 2 a 3 a 2 a = a a a 2 a 2 a a 2 a 2 a 2 a 3 a + a 3 a 2 a a 3 a 2 = a 3 2 a 5 + a 7 M_{11} =\left| \begin{array}{ccc} a & a^2 & a^3 \\ a^2 & a &a^2 \\ a^3 & a^2 & a\end{array}\right| =a\left|\begin{array}{cc} a & a^2 \\ a^2 & a \end{array}\right|- a^2\left|\begin{array}{cc} a^2 & a^2 \\ a^3 & a \end{array}\right|+a^3\left|\begin{array}{cc} a^2 & a \\ a^3 & a^2 \end{array}\right|= a^3-2a^5+a^7 here calculating the minors like that of M 11 M_{11} we can obtained that M 21 = a 4 2 a 6 + a 8 M_{21}=a^4-2a^6+a^8 and M 31 = M 41 = 0 M_{31}=M_{41}=0 . Plugging the obtained values in 1 1 we have Δ = a 11 M 11 a 21 M 21 = a ( a 3 2 a 5 + a 7 ) a 2 ( a 4 2 a 6 + a 8 ) \Delta = a_{11}M_{11} -a_{21}M_{21} =a(a^3-2a^5+a^7) -a^2(a^4-2a^6+a^8) and hence det ( H ( m ) ) = a 4 ( 1 3 a 2 + 3 a 4 a 6 ) \det(H(m)) = a^4(1-3a^2+3a^4-a^6) . since H ( m ) H(m) is an invertible Matrix \text{invertible Matrix} H ( m ) H ( m ) 1 = I 4 det ( H ( m ) ) H ( m ) 1 = 1 det ( H ( m ) = 1 det ( H ( m ) 1 ) = a 4 ( 1 3 a 2 + 3 a 4 a 6 ) \Rightarrow H(m)\cdot H(m)^{-1} =I_4 \Rightarrow \det(H(m))\cdot H(m)^{-1} =1\Rightarrow \det(H(m)= \frac{1}{\det({H(m)}^{-1})}=a^4(1-3a^2+3a^4-a^6) where I 4 I_4 is identity matrix hence

0 e 4 π m ( 1 3 e 2 π m + 3 e 4 π m e 6 π m ) d m = 1 4 π 3 6 π + 3 8 π 1 10 π = 1 40 π \begin{aligned} \int_{0}^{\infty}e^{-4\pi m}(1-3e^{-2\pi m}+3e^{-4\pi m} -e^{-6\pi m})dm \\=\frac{1}{4\pi}-\frac{3}{6\pi}+\frac{3}{8\pi}-\frac{1}{10\pi}=\frac{1}{40\pi}\end{aligned} Therefore required β = 40 \beta =40 .

The given integral is 1 π 0 1 a 3 ( 1 a 2 ) 3 d a \dfrac{1}{π}\int_0^1 {a^3(1-a^2)^3da} , where a = e π m a=e^{-πm} . The value of the integral is 1 40 π \dfrac{1}{40π} . Therefore β = 40 β=\boxed {40}

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