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Jacobi Formula for the Determinant

Proved
FunctionalInequalities.Analysis.fderiv_det_eq_det_mul_trace_readable

by Lazyfill · Oct 26, 2026 · Mathlib 0df444a (Lean v4.33.1)

functional-inequalitieskls-conjecturekls-modularkls-readableletwin2026log-concave

This is Jacobi’s formula for a real square matrix.

Let M,NM,NM,N be matrices indexed by a finite type, and assume det⁡M\det MdetM is a unit, equivalently that MMM is invertible. Then the Fréchet derivative of the determinant at MMM in direction NNN is

D(det⁡)M[N]=det⁡(M) tr⁡(M−1N).D(\det)_M[N]=\det(M)\,\operatorname{tr}(M^{-1}N).D(det)M​[N]=det(M)tr(M−1N).

The result is a finite-dimensional algebraic identity and imposes no symmetry, positivity, or regularity assumptions on MMM or NNN. In Lean it is expressed by fderiv ℝ Matrix.det M N and matrix multiplication and trace.

Original Lean declaration header

Within namespace FunctionalInequalities.Analysis. Shown in its original module context. Proof omitted.

theorem fderiv_det_eq_det_mul_trace (M N : Matrix ι ι ℝ) (hM : IsUnit M.det) :
    fderiv ℝ Matrix.det M N = M.det * Matrix.trace (M⁻¹ * N)

Module navigation

Module: Analysis/Matrix/DeterminantDerivative.

Source excerpt, lines 46–47 · Frozen source 408915f.

Preamble
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_Matrix_DeterminantDerivative

variable {ι : Type*} [Fintype ι] [DecidableEq ι]
Formal statement

theorem FunctionalInequalities.Analysis.fderiv_det_eq_det_mul_trace_readable (M N : Matrix ι ι ℝ) (hM : IsUnit M.det) :
    fderiv ℝ Matrix.det M N = M.det * Matrix.trace (M⁻¹ * N) := by sorry
Source
Source: Letwin, The KLS constant is O(log^(1/4) n) (arXiv:2607.24164v1), Lemma 2.4. Lean source: https://github.com/human-ai-mathematics/kls-lean/blob/408915f/formalization/FunctionalInequalities/Analysis/Matrix/DeterminantDerivative.lean#L45-L68 (repository human-ai-mathematics/kls-lean, commit 408915f, module `FunctionalInequalities.Analysis.Matrix.DeterminantDerivative`, declaration `FunctionalInequalities.Analysis.fderiv_det_eq_det_mul_trace`; the repository is private at upload time).

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