本篇文章主要对线性代数的基础内容——矩阵、行列式、线性方程组、线性空间等内容进行整理,水平有限仅供参考。
1. 分块矩阵以及其运算性质
分块矩阵即将原矩阵按行(或列)进行分块,使得原方程的表示更为简洁,并且有助于简化运算。
1. 加法及数乘
- 条件:对于矩阵AAA,BBB,保证其分块方式相同
- 加法性质 A+B=[Aij+Bij] A + B = [A_{ij} + B_{ij}]A+B=[Aij+Bij]
- 数乘性质 kA=[kAij] kA = [kA_{ij}] kA=[kAij]
2. 转置(permutation)
若对于矩阵AAA有
A=[A11A12⋯A1nA21A22⋯A2n⋮⋮⋱⋮An1An2⋯Ann] A =
\begin{bmatrix}
A_{11} & A_{12} & \cdots & A_{1n} \\
A_{21} & A_{22} & \cdots & A_{2n} \\
\vdots & \vdots & \ddots & \vdots \\
A_{n1} & A_{n2} & \cdots & A_{nn} \\
\end{bmatrix}
A=⎣⎢⎢⎢⎡A11A21⋮An1A12A22⋮An2⋯⋯⋱⋯A1nA2n⋮Ann⎦⎥⎥⎥⎤则
AT=[A11TA21T⋯An1TA12A22⋯An2T⋮⋮⋱⋮A1nTA2nT⋯AnnT]
A^T =
\begin{bmatrix}
A_{11}^T & A_{21}^T & \cdots & A_{n1}^T \\
A_{12} & A_{22} & \cdots & A_{n2}^T \\
\vdots & \vdots & \ddots & \vdots \\
A_{1n}^T & A_{2n}^T & \cdots & A_{nn}^T \\
\end{bmatrix}
AT=⎣⎢⎢⎢⎡A11TA12⋮A1nTA21TA22⋮A2nT⋯⋯⋱⋯An1TAn2T⋮AnnT⎦⎥⎥⎥⎤
3. 分块矩阵乘法
- 条件:矩阵AAA对列的分法(相当于在不同间隔的列之间插入“竖线段”)与矩阵BBB对行的分法(相当于在不同间隔的行之间插入“横线段”)
- 若
A=[A11A12⋯A1tA21A22⋯A2t⋮⋮⋱⋮At1At2⋯Att]B=[B11B12⋯B1pB21B22⋯B2p⋮⋮⋱⋮Bp1Bp2⋯Bpp] A = \begin{bmatrix} A_{11} & A_{12} & \cdots & A_{1t} \\ A_{21} & A_{22} & \cdots & A_{2t} \\ \vdots & \vdots & \ddots & \vdots \\ A_{t1} & A_{t2} & \cdots & A_{tt} \\ \end{bmatrix} \quad B = \begin{bmatrix} B_{11} & B_{12} & \cdots & B_{1p} \\ B_{21} & B_{22} & \cdots & B_{2p} \\ \vdots & \vdots & \ddots & \vdots \\ B_{p1} & B_{p2} & \cdots & B_{pp} \\ \end{bmatrix} A=⎣⎢⎢⎢⎡A11A21⋮At1A12A22⋮At2⋯⋯⋱⋯A1tA2t⋮Att⎦⎥⎥⎥⎤B=⎣⎢⎢⎢⎡B11B21⋮Bp1B12B22⋮Bp2⋯⋯⋱⋯B1pB2p⋮Bpp⎦⎥⎥⎥⎤则
AB=[C11C12⋯C1nC21C22⋯C2n⋮⋮⋱⋮Cn1Cn2⋯Cnn] AB = \begin{bmatrix} C_{11} & C_{12} & \cdots & C_{1n} \\ C_{21} & C_{22} & \cdots & C_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ C_{n1} & C_{n2} & \cdots & C_{nn} \\ \end{bmatrix} AB=⎣⎢⎢⎢⎡C11C21⋮Cn1C12C22⋮Cn2⋯⋯⋱⋯C1nC2n⋮Cnn⎦⎥⎥⎥⎤
其中 Cij=Ai1Bi1+Ai2Bi2+...+AitBijC_{ij} = A_{i1}B_{i1} + A_{i2}B_{i2} + ... + A_{it}B_{ij}Cij=Ai1Bi1+Ai2Bi2+...+AitBij
4. 分块求逆
若A=diag(A1,A2,...,As)A = {\rm diag}(A_1, A_2, ..., A_s)
A=diag(A1,A2,...,As)则A−1=diag(A1−1,A2−1,...,An−1)
A^{-1} = {\rm diag}(A_1^{-1}, A_2^{-1}, ..., A_n^{-1})
A−1=diag(A1−1,A2−1,...,An−1)
对于次对角矩阵
A=[O⋯OA1O⋯A2O⋮⋮⋮As⋯OO]
A = \begin{bmatrix}
O & \cdots & O & A_1 \\
O & \cdots & A_2 & O \\
\vdots & \quad & \vdots & \vdots \\
A_s & \cdots & O & O \\
\end{bmatrix}
A=⎣⎢⎢⎢⎡OO⋮As⋯⋯⋯OA2⋮OA1O⋮O⎦⎥⎥⎥⎤则有
A−1=[OO⋯As−1⋮⋮⋮OA2−1⋯OA1−1O⋯O]
A^{-1} = \begin{bmatrix}
O & O & \cdots & A_s^{-1} \\
\vdots & \vdots & \quad & \vdots \\
O & A_2^{-1} & \cdots & O \\
A_1^{-1} & O & \cdots& O \\
\end{bmatrix}
A−1=⎣⎢⎢⎢⎡O⋮OA1−1O⋮A2−1O⋯⋯⋯As−1⋮OO⎦⎥⎥⎥⎤
2. 对角矩阵的一些性质
设A=diag(A1,A2,...,As)A = {\rm diag}(A_1, A_2, ..., A_s)A=diag(A1,A2,...,As), B=diag(B1,B2,...,Bs)B = {\rm diag}(B_1, B_2, ..., B_s)B=diag(B1,B2,...,Bs), 则有
- AB=diag(A1B1,A2B2,...,AsBs)AB = {\rm diag}(A_1B_1, A_2B_2, ..., A_sB_s)AB=diag(A1B1,A2B2,...,AsBs)
- Am=diag(A1m,A2m,...,Asm)A^m = {\rm diag}(A_1^m, A_2^m, ..., A_s^m)Am=diag(A1m,A2m,...,Asm)
- ∣A∣=∣A1∣∣A2∣⋯∣As∣|A| = |A_1||A_2|\cdots|A_s|∣A∣=∣A1∣∣A2∣⋯∣As∣
- A−1=diag(A1−1,A2−1,...,An−1)A^{-1} = {\rm diag}(A_1^{-1}, A_2^{-1}, ..., A_n^{-1})A−1=diag(A1−1,A2−1,...,An−1)
3. 可逆矩阵(Invertable matrix)
Def:Def:Def: 对于矩阵AAA,若存在一个矩阵A−1A^{-1}A−1,使得
AA−1=A−1A=E AA^{-1} = A^{-1}A = EAA−1=A−1A=E
则称AAA为可逆矩阵,A−1A^{-1}A−1为A的逆矩阵
- 关于定义可以得知的事实:逆矩阵的逆为原矩阵,地位可以交换。并且可逆矩阵必为方阵。而且矩阵的逆矩阵必定是唯一的。
求逆矩阵的方法、判断可逆的方法
定理\quad设AAA为n(n>1)n(n>1)n(n>1) 阶方阵,则AAA可逆的充分必要条件是∣A∣≠0|A| \neq 0∣A∣=0,并且当AAA可逆时,其逆矩阵为
A−1=1∣A∣A∗ A^{-1} = \frac{1}{|A|}A^*A−1=∣A∣1A∗
可逆矩阵具有的一些性质
- ∣A−1∣=1∣A∣|A^{-1}| = \frac{1}{|A|}∣A−1∣=∣A∣1
- (AT)−1=(A−1)T(A^T)^{-1} = (A^{-1})^T(AT)−1=(A−1)T
- (kA)−1=k−1A−1(kA)^{-1} = k^{-1}A^{-1}(kA)−1=k−1A−1
- (AB)−1=B−1A−1(AB)^{-1} = B^{-1}A^{-1}(AB)−1=B−1A−1
- 对于初等矩阵,有E[i(k)]−1=E[i(k−1)]E[i(k)]^{-1} = E[i(k^{-1})]E[i(k)]−1=E[i(k−1)], E[i+j(k)]−1=E[i+j(−k)]E[i + j(k)]^{-1} = E[i + j(-k)]E[i+j(k)]−1=E[i+j(−k)], E[i,j]−1=E[i,j]E[i, j]^{-1} = E[i, j]E[i,j]−1=E[i,j]
4. 关于可交换性(switchable)
当矩阵AAA与BBB满足可交换性时,则必有
- (AB)k=AkBk(AB)^k = A^kB^k(AB)k=AkBk
- (A+B)k(A + B)^k(A+B)k 满足二项式定理