[PDF] On the Relation between Real and Complex Jacobian Determinants.





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On the Relation between Real and Complex

Jacobian Determinants.

Daniel J. Cross

May 14, 2008

Abstract

When considering maps in several complex variables one may want to consider whether the maps are immersive, submersive, or locally diffeo- morphic. These same questions are easily formulated in terms of functions of real variables using the Jacobian determinant. This article uses the nat- ural correspondence between complex and real maps to extendthe real result to the complex case, expressing this result entirelyin terms of the complex functions (the complex Jacobian). To do this we employ a result of Sylvester on the determinant of block matrices.

1 Introduction

A complex analytic mapf:Cn→Cmcan be regarded as a real mapF: R

2n→R2m. This is done by identifying eachCwith the planeR2. If we label

the domain coordinates aszi=xi+iyiand range coordinates aswj=uj+ivj thenw j=fj(zi) u j=F2j-1(xi,yi) v j=F2j(xi,yi)(1) The functionsF2j-1andF2jcorrespond respectively to the real and imaginary parts offj. They can always be written in terms of the real variablesxi,yi without the imaginary unit. Example: Take the mapw= ¯z1z2. The corresponding functionsFare u=F1=?(¯z1z2) =x1y1+x2y2 v=F2=?(¯z1z2) =x1y2-x2y1,(2) which, incidentally, corresponds the the dot and cross product ofz1andz2 considered as vectors inR2. Given a real mapF:Rn→Rmthe Jacobian,J, represents the differential ofF. Given coordinates on the domain and range, the Jacobian is expressed as 1 the matrix of partial derivatives. Ifyj=F(xi) then J ji= (DF)ji=????∂y j ∂xi???? .(3) Ifm=nand the Jacobian matrix is square, and the determinant ofJrepresents the distortion of volumes induced by the mapF. If the determinant is nonzero thenFis non-singular and locally a diffeomorphism (it could fail to be one-to- one). Ifm > nand detJtJ?= 0 this map is an immersion, while ifm < nand detJJt?= 0 the map is a submersion. These conditions guarantee thatJhas maximal rank in each case. The central question we will consider is for a complex mapfwith associated real mapF, how can one compute the relevant Jacobian without using the associated map. Since the complex equations are half the dimension and most likely simpler to write, such a relationship would make the computations vastly easier.

2 Jacobians of maps ofC→C

If we have a one dimensional complex mapw=f(z), the real JacobianJRis the matrix((((∂u ∂x∂u∂y ∂v ∂x∂v∂y)))) .(4) Such a differentiable complex map is subject to the Cauchy-Riemann conditions, which are∂u which gives the Jacobian matrix the structure ?a b -b a? .(6) This represents the fact that a complex numbera+ibcan be represented with the real 2×2 matrix above, which preserves the algebraic structure (addi- tion and multiplication of two complex numbers correspondsto addition and matrix-multiplication of their corresponding matrices).Since the derivative of a complex function is a complex number, it must have that structure. It is impor- tant to note that, since complex multiplication is commutative, multiplication of matrices of this form is also commutative: ?a b -b a?? c d -d c? =?c d -d c?? a b -b a? =?ac-bd ad+bc -(ad+bc)ac-bd? In any case, the real Jacobian matrix is thus the matrix representation of the derivativedw/dz, which we can call the complex Jacobian,JC. Thus we 2 have the association J

C→JR,(7)

by replacing the one complex entry with its 2×2 real matrix representation.

Thus we have

detJR=a2+b2=|dw/dz|2=|detJC|2.(8) While this relation is almost trivial in one complex dimension, we will next show that the relationship detJR=|detJC|2holds in general for maps between spaces of the same dimension.

3 Jacobians of maps ofCn→Cn

For a mapf:Cn→Cn, the complex Jacobian is the matrix of partial derivatives J

C=????∂w

i ∂zj???? .(9) We construct the corresponding real mapFby replacing eachwiandzjwith their corresponding real variables. Thus the real Jacobianis formed by replacing each complex entry in the complex Jacobian with its corresponding real 2×2 matrix representation, ∂w i i ∂xj∂u i∂yj∂v i ∂xj∂v .(10) Now,JRhas the structure of a block matrix, each block the 2×2 representa- tion of a complex number. As previously pointed out, each block, as a matrix, commutes under multiplication with each other block (sincecomplex numbers commute). We want to take advantage of this structure when computing the determinant. The first non-trivial case is whenJRis 4×4, or 2×2 counting blocks rather than entries. We then want to compute det ?A B C D? ,(11) when all matricesA,B,C,Dcommute. It is tempting to to take the "determi- nant" of the block matrix, so get the 2×2 matrixAD-BC, and then take its determinant. This turns out to be correct (for commutative matrices)! In fact, Sylvester proved this formula in general, which we state without proof1: Theorem(Sylvester).Given a fieldFand a commutative sub-ringRofnFn (n×nmatrices overF), then det

FM= detF(detRM).(12)

1Proof may be found in Sylvester"s article, which can be obtained at

3 What this formula says is ifMhas a block structure, where the blocks commute under matrix multiplication, one can compute the determinant by first computing the "determinant of the blocks" (i.e., the usual determimant considering each block matrix as a number), and the computing the determinant of the resulting matrix. In our case the field is the real numbersF=Rand the commutative sub-ring is the set of 2×2 matrices representing complex numbers (which commute under multiplication). Armed with this result we can then associate the real and complex Jacobian determinants as follows. We have (writing out the determinant of the blocks) detJR= detR(detCJR) = det?

σsgn(σ)?

iAσ(i),i,(13) using the usual determinant formula, where eachσis a permutation of the numbers 1,...,n, and eachAjiis a 2×2 matrix. Now, we will denote byAthe sum of products ofAji"s, which must be a matrix representation of a complex number. Taking the determinant of this matrix is equivalentto taking the norm of the associated complex number detA=|z|2. We can then associated to each A jiits associated complex number, and since we must get the samecomplex number either way (the representation preserves the algebraic structure), we have detJR= detA=|z|2=??????

σsgn(σ)?

iz

σ(i),i?????2

=|detJC|2,(14) which is remarkably simple! Finally, we note that this expression can be rewrit- ten using the adjoint as |detJC|2= detJC detJC= detJCdetJ†

C= detJCJ†

C= detJ†

CJC.(15)

4 Jacobians of maps ofCn→Cm

In this section we will consider mapsf:Cn→Cm, wheren?=m. The real and complex Jacobian matrices are related by replacing each complex entry with its associated 2×2 real matrix representative. We will focus now on the Jacobian determinants. It is reasonable to expect that the transposebe replaced by the adjoint. This will indeed turn out to be the case. Suppose now thatn < m, so that the injectivity condition requires checking detJtRJR. When multiplying block matrices, we can multiply block-by-block, so that B ji= (At)kjAki(16) is theji-block inJtJ. Note that each matrixAijis transposed, and in addition the order of indices is reversed. For example ?A B C D? t =?AtCt B tDt? .(17) 4

Now we can write

detJtJ= det?

σsgn(σ)?

iB

σ(i),i,(18)

similar to before. Following the reasoning in the previous section verbatim, we rewrite this as |w|2=??????

σsign(σ)?

iw

σ(i),i?????2

=|detB|2,(19) for some matrixB, andwjiis the complex number corresponding toBji. Now, recalling the structure of the matricesA, ifz↔Athen ¯z↔At. Then we have w ji↔Bji(20)

¯zkjzki↔(At)kjAki,(21)

and the determinant becomes

σsgn(σ)?

i¯zσ(i),kzki?????2 =|detJ†

CJC|2.(22)

The determinant ofJ†

CJCis automatically real, so the modulus is unncessary and we have detJtRJR= (detJ†

CJC)2.(23)

Whenn > mthe argument is essentially isomorphic, and the result becomes detJRJtR= (detJCJ†

C)2.(24)

Finally, we note that both these expressions agree with eachother and with our previous results on square Jacobians in the degenerate casen=m.

5 Conclusion

This article has explored the relation between the real and complex Jacobians associated to a map of several complex variables. Simple relations between these Jacobians were derived using Sylvester"s theorem on the determinant of block matrices. Thus, one can easily find whether a complex map is offull rank using the complex Jacobian directly instead of having to convert these expression to the corresponding real Jacobians. 5quotesdbs_dbs23.pdfusesText_29
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