permanent (mathematics)
{{Short description|Polynomial of the elements of a matrix}}
In linear algebra, the permanent of a square matrix is a function of the matrix similar to the determinant. The permanent, as well as the determinant, is a polynomial in the entries of the matrix.{{cite journal|author=Marcus, Marvin|author-link=Marvin Marcus|author2=Minc, Henryk|title=Permanents|journal=Amer. Math. Monthly|volume=72|issue=6|year=1965|pages=577–591|url=https://maa.org/programs/maa-awards/writing-awards/permanents|doi=10.2307/2313846|jstor=2313846}} Both are special cases of a more general function of a matrix called the immanant.
Definition
The permanent of an {{math|n×n}} matrix {{math|1=A = (ai,j)}} is defined as
The sum here extends over all elements σ of the symmetric group Sn; i.e. over all permutations of the numbers 1, 2, ..., n.
For example,
and
The definition of the permanent of A differs from that of the determinant of A in that the signatures of the permutations are not taken into account.
The permanent of a matrix A is denoted per A, perm A, or Per A, sometimes with parentheses around the argument. Minc uses Per(A) for the permanent of rectangular matrices, and per(A) when A is a square matrix.{{harvtxt|Minc|1978}} Muir and Metzler use the notation .{{harvtxt|Muir|Metzler|1960}}
The word, permanent, originated with Cauchy in 1812 as “fonctions symétriques permanentes” for a related type of function,{{Citation| last=Cauchy | first=A. L.| title=Mémoire sur les fonctions qui ne peuvent obtenir que deux valeurs égales et de signes contraires par suite des transpositions opérées entre les variables qu'elles renferment. |url=https://gallica.bnf.fr/ark:/12148/bpt6k90193x/f97 |journal=Journal de l'École Polytechnique |volume=10 |pages=91–169 |year=1815}} and was used by Muir and Metzler{{harvtxt|Muir|Metzler|1960}} in the modern, more specific, sense.{{harvnb|van Lint|Wilson|2001|loc=p. 108}}
Properties
If one views the permanent as a map that takes n vectors as arguments, then it is a multilinear map and it is symmetric (meaning that any order of the vectors results in the same permanent). Furthermore, given a square matrix of order n:{{harvnb|Ryser|1963|loc=pp. 25 – 26}}
- perm(A) is invariant under arbitrary permutations of the rows and/or columns of A. This property may be written symbolically as perm(A) = perm(PAQ) for any appropriately sized permutation matrices P and Q,
- multiplying any single row or column of A by a scalar s changes perm(A) to s⋅perm(A),
- perm(A) is invariant under transposition, that is, perm(A) = perm(AT).
- If and are square matrices of order n then,{{harvnb|Percus|1971|loc=p. 2}} where s and t are subsets of the same size of {1,2,...,n} and are their respective complements in that set.
- If is a triangular matrix, i.e. , whenever or, alternatively, whenever
Relation to determinants
Laplace's expansion by minors for computing the determinant along a row, column or diagonal extends to the permanent by ignoring all signs.{{harvnb|Percus|1971|loc=p. 12}}
For every
where
For example, expanding along the first column,
\operatorname{perm} \left ( \begin{matrix} 1 & 1 & 1 & 1\\2 & 1 & 0 & 0\\3 & 0 & 1 & 0\\4 & 0 & 0 & 1 \end{matrix} \right )
= {} & 1 \cdot \operatorname{perm} \left( \begin{matrix} 1&0&0\\ 0&1&0\\ 0&0&1 \end{matrix}\right) + 2\cdot \operatorname{perm} \left(\begin{matrix}1&1&1\\0&1&0\\0&0&1\end{matrix}\right) \\
& {} + \ 3\cdot \operatorname{perm} \left(\begin{matrix}1&1&1\\1&0&0\\0&0&1\end{matrix}\right) + 4 \cdot \operatorname{perm} \left(\begin{matrix}1&1&1\\1&0&0\\0&1&0\end{matrix}\right) \\
= {} & 1(1) + 2(1) + 3(1) + 4(1) = 10,
\end{align}
while expanding along the last row gives,
\operatorname{perm} \left ( \begin{matrix} 1 & 1 & 1 & 1\\2 & 1 & 0 & 0\\3 & 0 & 1 & 0\\4 & 0 & 0 & 1 \end{matrix} \right )
= {} & 4 \cdot \operatorname{perm} \left(\begin{matrix}1&1&1\\1&0&0\\0&1&0\end{matrix}\right) + 0\cdot \operatorname{perm} \left(\begin{matrix}1&1&1\\2&0&0\\3&1&0\end{matrix}\right) \\
& {} + \ 0\cdot \operatorname{perm} \left(\begin{matrix}1&1&1\\2&1&0\\3&0&0\end{matrix}\right) +
1 \cdot \operatorname{perm} \left( \begin{matrix} 1&1&1\\ 2&1&0\\ 3&0&1\end{matrix}\right) \\
= {} & 4(1) + 0 + 0 + 1(6) = 10.
\end{align}
On the other hand, the basic multiplicative property of determinants is not valid for permanents.{{harvnb|Ryser|1963|loc=p. 26}} A simple example shows that this is so.
&\neq \operatorname{perm}\left ( \left ( \begin{matrix} 1 & 1 \\ 1 & 1 \end{matrix} \right ) \left ( \begin{matrix} 1 & 1 \\ 1 & 1 \end{matrix} \right ) \right ) = \operatorname{perm} \left ( \begin{matrix} 2 & 2 \\ 2 & 2 \end{matrix} \right )= 8. \end{align}
Unlike the determinant, the permanent has no easy geometrical interpretation; it is mainly used in combinatorics, in treating boson Green's functions in quantum field theory, and in determining state probabilities of boson sampling systems.{{cite arXiv |last=Aaronson |first=Scott |date=14 Nov 2010 |title=The Computational Complexity of Linear Optics |eprint=1011.3245|class=quant-ph }} However, it has two graph-theoretic interpretations: as the sum of weights of cycle covers of a directed graph, and as the sum of weights of perfect matchings in a bipartite graph.
Applications
=Symmetric tensors=
The permanent arises naturally in the study of the symmetric tensor power of Hilbert spaces.{{cite book|last1=Bhatia|first1=Rajendra|title=Matrix Analysis|date=1997|publisher=Springer-Verlag|location=New York|isbn=978-0-387-94846-1|pages=16–19}} In particular, for a Hilbert space
x_1 \vee x_2 \vee \cdots \vee x_k =
(k!)^{-1/2} \sum_{\sigma \in S_k}
x_{\sigma(1)} \otimes x_{\sigma(2)} \otimes \cdots \otimes x_{\sigma(k)}
If we consider
x_1 \vee x_2 \vee \cdots \vee x_k,
y_1 \vee y_2 \vee \cdots \vee y_k
\rangle =
\operatorname{perm}\left[\langle x_i,y_j \rangle\right]_{i,j = 1}^k
Applying the Cauchy–Schwarz inequality, we find that
\operatorname{perm} \left[\langle x_i,x_j \rangle\right]_{i,j = 1}^k \cdot
\operatorname{perm} \left[\langle y_i,y_j \rangle\right]_{i,j = 1}^k
=Cycle covers=
{{main|Vertex cycle cover}}
Any square matrix
A cycle cover of a weighted directed graph is a collection of vertex-disjoint directed cycles in the digraph that covers all vertices in the graph. Thus, each vertex i in the digraph has a unique "successor"
If the weight of a cycle-cover is defined to be the product of the weights of the arcs in each cycle, then
implying that
Thus the permanent of A is equal to the sum of the weights of all cycle-covers of the digraph.
=Perfect matchings=
A square matrix
Thus the permanent of A is equal to the sum of the weights of all perfect matchings of the graph.
Permanents of (0, 1) matrices
= Enumeration =
The answers to many counting questions can be computed as permanents of matrices that only have 0 and 1 as entries.
Let Ω(n,k) be the class of all (0, 1)-matrices of order n with each row and column sum equal to k. Every matrix A in this class has perm(A) > 0.{{harvnb|Ryser|1963|loc=p. 124}} The incidence matrices of projective planes are in the class Ω(n2 + n + 1, n + 1) for n an integer > 1. The permanents corresponding to the smallest projective planes have been calculated. For n = 2, 3, and 4 the values are 24, 3852 and 18,534,400 respectively. Let Z be the incidence matrix of the projective plane with n = 2, the Fano plane. Remarkably, perm(Z) = 24 = |det (Z)|, the absolute value of the determinant of Z. This is a consequence of Z being a circulant matrix and the theorem:{{harvnb|Ryser|1963|loc=p. 125}}
:If A is a circulant matrix in the class Ω(n,k) then if k > 3, perm(A) > |det (A)| and if k = 3, perm(A) = |det (A)|. Furthermore, when k = 3, by permuting rows and columns, A can be put into the form of a direct sum of e copies of the matrix Z and consequently, n = 7e and perm(A) = 24e.
Permanents can also be used to calculate the number of permutations with restricted (prohibited) positions. For the standard n-set {1, 2, ..., n}, let
where J is the n×n all 1's matrix and I is the identity matrix, and the ménage numbers are given by
\operatorname{perm}(J - I - I') & = \operatorname{perm}\left (\begin{matrix} 0 & 0 & 1 & \dots & 1 \\ 1 & 0 & 0 & \dots & 1 \\ 1 & 1 & 0 & \dots & 1 \\ \vdots & \vdots & \vdots & \ddots & \vdots \\ 0 & 1 & 1 & \dots & 0 \end{matrix} \right) \\
& = \sum_{k=0}^n (-1)^k \frac{2n}{2n-k} {2n-k\choose k} (n-k)!,
\end{align}
where I' is the (0, 1)-matrix with nonzero entries in positions (i, i + 1) and (n, 1).
Permanent of n×n all 1's matrix is a number of possible arrangements of n mutually non-attacking rooks in the positions of the board of size n×n.{{Cite journal
|last1=Shevelev
|first1=V.S.
|year=1990
|title=On a representation of rook polinomials
|journal=Russian Mathematical Surveys
|volume=45
|issue=4
|pages=183–185
|url=https://www.mathnet.ru/eng/rm4775
|doi=10.1070/RM1990v045n04ABEH002387
}}
= Bounds =
The Bregman–Minc inequality, conjectured by H. Minc in 1963{{citation|first=Henryk|last=Minc|title=Upper bounds for permanents of (0,1)-matrices|journal=Bulletin of the American Mathematical Society|volume=69|issue=6|year=1963|pages=789–791|doi=10.1090/s0002-9904-1963-11031-9|doi-access=free}} and proved by L. M. Brégman in 1973,{{harvnb|van Lint|Wilson|2001|loc=p. 101}} gives an upper bound for the permanent of an n × n (0, 1)-matrix. If A has ri ones in row i for each 1 ≤ i ≤ n, the inequality states that
Van der Waerden's conjecture
In 1926, Van der Waerden conjectured that the minimum permanent among all {{nowrap|n × n}} doubly stochastic matrices is n
| last = van der Waerden | first = B. L. | author-link = Bartel Leendert van der Waerden
| journal = Jber. Deutsch. Math.-Verein.
| page = 117
| title = Aufgabe 45
| volume = 35
| year = 1926}}. Proofs of this conjecture were published in 1980 by B. Gyires{{citation |last=Gyires |first=B. |title=The common source of several inequalities concerning doubly stochastic matrices |journal=Publicationes Mathematicae Institutum Mathematicum Universitatis Debreceniensis |volume=27 |issue=3–4 |pages=291–304 |year=1980 |doi=10.5486/PMD.1980.27.3-4.15 |mr=604006 |doi-access=free}}. and in 1981 by G. P. Egorychev{{citation
| last = Egoryčev | first = G. P.
| language = ru
| location = Krasnoyarsk
| mr = 602332
| page = 12
| publisher = Akad. Nauk SSSR Sibirsk. Otdel. Inst. Fiz.
| title = Reshenie problemy van-der-Vardena dlya permanentov
| year = 1980}}. {{citation
| last = Egorychev | first = G. P.
| issue = 6
| journal = Akademiya Nauk SSSR
| language = ru
| mr = 638007
| pages = 65–71, 225
| title = Proof of the van der Waerden conjecture for permanents
| volume = 22
| year = 1981| doi = 10.1007/BF00968054
| bibcode = 1981SibMJ..22..854E
}}. {{citation
| last = Egorychev | first = G. P.
| doi = 10.1016/0001-8708(81)90044-X
| doi-access = free
| issue = 3
| journal = Advances in Mathematics
| mr = 642395
| pages = 299–305
| title = The solution of van der Waerden's problem for permanents
| volume = 42
| year = 1981}}. and D. I. Falikman;{{citation
| last = Falikman | first = D. I.
| issue = 6
| journal = Akademiya Nauk Soyuza SSR
| language = ru
| mr = 625097
| pages = 931–938, 957
| title = Proof of the van der Waerden conjecture on the permanent of a doubly stochastic matrix
| volume = 29
| year = 1981}}. Egorychev's proof is an application of the Alexandrov–Fenchel inequality.Brualdi (2006) p.487 For this work, Egorychev and Falikman won the Fulkerson Prize in 1982.[https://mathopt.org/?nav=fulkerson Fulkerson Prize], Mathematical Optimization Society, retrieved 2012-08-19.
Computation
{{main|Computing the permanent|Sharp-P-completeness of 01-permanent}}
The naïve approach, using the definition, of computing permanents is computationally infeasible even for relatively small matrices. One of the fastest known algorithms is due to H. J. Ryser.{{harvtxt|Ryser|1963|loc=p. 27}} Ryser's method is based on an inclusion–exclusion formula that can be given{{harvtxt|van Lint|Wilson|2001}} [https://books.google.com/books?id=5l5ps2JkyT0C&pg=PA108&dq=permanent+ryser&lr=#PPA99,M1 p. 99] as follows: Let
It may be rewritten in terms of the matrix entries as follows:
\prod_{i=1}^n \sum_{j\in S} a_{ij}.S
The permanent is believed to be more difficult to compute than the determinant. While the determinant can be computed in polynomial time by Gaussian elimination, Gaussian elimination cannot be used to compute the permanent. Moreover, computing the permanent of a (0,1)-matrix is #P-complete. Thus, if the permanent can be computed in polynomial time by any method, then FP = #P, which is an even stronger statement than P = NP. When the entries of A are nonnegative, however, the permanent can be computed approximately in probabilistic polynomial time, up to an error of
MacMahon's master theorem
{{main|MacMahon's master theorem}}
Another way to view permanents is via multivariate generating functions. Let
&= \left( \sum_{j=1}^n a_{1j} x_j \right ) \left ( \sum_{j=1}^n a_{2j} x_j \right ) \cdots \left ( \sum_{j=1}^n a_{nj} x_j \right). \end{align}
The coefficient of
As a generalization, for any sequence of n non-negative integers,
MacMahon's master theorem relating permanents and determinants is:{{harvnb|Percus|1971|loc=p. 17}}
where I is the order n identity matrix and X is the diagonal matrix with diagonal
Rectangular matrices
The permanent function can be generalized to apply to non-square matrices. Indeed, several authors make this the definition of a permanent and consider the restriction to square matrices a special case.In particular, {{harvtxt|Minc|1978}} and {{harvtxt|Ryser|1963}} do this. Specifically, for an m × n matrix
where P(n,m) is the set of all m-permutations of the n-set {1,2,...,n}.{{harvnb|Ryser|1963|loc=p. 25}}
Ryser's computational result for permanents also generalizes. If A is an m × n matrix with m ≤ n, let
=Systems of distinct representatives=
The generalization of the definition of a permanent to non-square matrices allows the concept to be used in a more natural way in some applications. For instance:
Let S1, S2, ..., Sm be subsets (not necessarily distinct) of an n-set with m ≤ n. The incidence matrix of this collection of subsets is an m × n (0,1)-matrix A. The number of systems of distinct representatives (SDR's) of this collection is perm(A).{{harvnb|Ryser|1963|loc=p. 54}}
See also
- Computing the permanent
- Bapat–Beg theorem, an application of permanents in order statistics
- Slater determinant, an application of permanents in quantum mechanics
- Hafnian
Notes
{{Reflist|30em}}
References
- {{cite book | zbl=1106.05001 | last=Brualdi | first=Richard A. | author-link=Richard A. Brualdi | title=Combinatorial matrix classes | series=Encyclopedia of Mathematics and Its Applications | volume=108 | location=Cambridge | publisher=Cambridge University Press | year=2006 | isbn=978-0-521-86565-4 | url-access=registration | url=https://archive.org/details/combinatorialmat0000brua }}
- {{cite book | last=Minc | first=Henryk | title= Permanents | others=With a foreword by Marvin Marcus | series=Encyclopedia of Mathematics and its Applications | volume=6| publisher=Addison–Wesley | year= 1978 | issn=0953-4806 | oclc=3980645 | zbl=0401.15005 | location=Reading, MA }}
- {{cite book| last1=Muir | first1=Thomas | last2=Metzler | first2=William H. | year=1960 | orig-year=1882| title = A Treatise on the Theory of Determinants |location=New York| publisher=Dover | oclc=535903}}
- {{citation|first=J.K.|last=Percus|title=Combinatorial Methods|series=Applied Mathematical Sciences #4|publisher=Springer-Verlag|place=New York|year=1971|isbn=978-0-387-90027-8}}
- {{citation|first=Herbert John|last=Ryser|author-link=H. J. Ryser|title=Combinatorial Mathematics|series=The Carus Mathematical Monographs #14|year=1963|publisher=The Mathematical Association of America}}
- {{citation|last1=van Lint|first1=J.H. |last2=Wilson|first2=R.M. |title=A Course in Combinatorics|publisher=Cambridge University Press|year= 2001|isbn=978-0521422604}}
Further reading
- {{citation|first=Marshall|last=Hall Jr.| author-link=Marshall Hall (mathematician)|title=Combinatorial Theory|edition=2nd|year=1986|publisher=John Wiley & Sons|place=New York|isbn=978-0-471-09138-7|pages=56–72}} Contains a proof of the Van der Waerden conjecture.
- {{citation|first1=M.|last1=Marcus|first2=H.|last2=Minc|title=Permanents|journal=The American Mathematical Monthly|volume=72|issue=6|year=1965|pages=577–591|doi=10.2307/2313846|jstor=2313846}}
External links
- {{PlanetMath |urlname=Permanent |title=Permanent}}
- {{PlanetMath |urlname=VanDerWaerdensPermanentConjecture |title=Van der Waerden's permanent conjecture}}