
the matrix cookbook
luixiao1220
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the-matrix-cookbook(1-1)
UTF8gbsnTraceTr(A)=∑iAii\operatorname{Tr}(\mathbf{A})=\sum_{i} A_{i i}Tr(A)=∑iAii这是迹的定义,这里无需证明.Tr(A)=∑iλi,λi=eig(A)\operatorname{Tr}(\mathbf{A})=\sum_{i} \lambda_{i}, \quad \lambda_{i}=\o...原创 2020-02-19 12:05:34 · 482 阅读 · 0 评论 -
the-matrix-cookbook(1-0)
UTF8gbsn(AB)−1=B−1A−1(\mathbf{A B})^{-1}=\mathbf{B}^{-1} \mathbf{A}^{-1}(AB)−1=B−1A−1ABB−1A−1=A(BB−1=I)A−1=AA−1=IABB^{-1}A^{-1}=A(BB^{-1}=I)A^{-1}=AA^{-1}=IABB−1A−1=A(BB−1=I)A−1=AA−1=I,B−1A−1B^{-1...原创 2020-02-13 00:31:19 · 397 阅读 · 0 评论