1. 矩阵表示
m×nm\times nm×n矩阵AAA可表示为,其中每个元素aija_{ij}aij为scalar:
A=[a11a12...a1na21a22...a2n............am1am2...amn]A=\begin{bmatrix}
a_{11}& a_{12} & ... & a_{1n}\\
a_{21}& a_{22} & ... & a_{2n}\\
...& ... & ... & ...\\
a_{m1}& a_{m2} & ... & a_{mn}
\end{bmatrix}A=⎣⎢⎢⎡a11a21...am1a12a22...am2............a1na2n...amn⎦⎥⎥⎤
2. 矩阵的加法和乘法
若A和B均为矩阵,则有:
A+B=(aij+bij)A+B=(a_{ij}+b_{ij})A+B=(aij+bij)
scalar α\alphaα与矩阵A乘法:
αA=Aα=(αaij).\alpha A=A\alpha=(\alpha a_{ij}).αA=Aα=(αaij).
矩阵A为m×pm \times pm×p和B为p×np \times np×n的乘积C为m×nm \times nm×n:
C=ABC=ABC=AB
cij=(A)i.(B).j=∑k=1paikbkj.c_{ij}=(A)i.(B).j=\sum_{k=1}^{p}a_{ik}b_{kj}.cij=(A)i.(B).j=∑k=1paikbkj.
满足以下关系:

3. 矩阵的转置
矩阵A的转置为:
A′=[a11a21...an1a12a22...an2............a1ma2m...anm]A'=\begin{bmatrix}
a_{11}& a_{21} & ... & a_{n1}\\
a_{12}& a_{22} & ... & a_{n2}\\
...& ... & ... & ...\\
a_{1m}& a_{2m} & ... & a_{nm}
\end{bmatrix}A′=⎣⎢⎢⎡a11a12...a1ma21a22...a2m............an1an2...anm⎦⎥⎥⎤
转置运算具有以下特点:

4. trace运算
trace通常仅对方形矩阵而言。
tr(A)=∑i=1maiitr(A)=\sum_{i=1}^{m}a_{ii}tr(A)=∑i=1maii
trace运算有如下特点:

5. 矩阵判别式
若A为m×mm \times mm×m矩阵,其判别式表示为:
∣A∣=∑(−1)f(i1,...,im)a1i1a2i2...amim=∑(−1)f(i1,...,im)ai11ai22...aimm|A|=\sum(-1)^{f(i_1,...,i_m)}a_{1i_1}a_{2i_2}...a_{mi_m}=\sum(-1)^{f(i_1,...,i_m)}a_{i_11}a_{i_22}...a_{i_mm}∣A∣=∑(−1)f(i1,...,im)a1i1a2i2...amim=∑(−1)f(i1,...,im)ai11ai22...aimm
具体的,当m=1m=1m=1时,∣A∣=a11|A|=a_{11}∣A∣=a11
当m=2m=2m=2时,∣A∣=a11a22−a12a21|A|=a_{11}a_{22}-a_{12}a_{21}∣A∣=a11a22−a12a21
当m=3m=3m=3时,∣A∣=a11a22a33+a12a23a31+a13a21a32−a11a23a32−a12a21a33−a13a22a31|A|=a_{11}a_{22}a_{33}+a_{12}a_{23}a_{31}+a_{13}a_{21}a_{32}-a_{11}a_{23}a_{32}-a_{12}a_{21}a_{33}-a_{13}a_{22}a_{31}∣A∣=a11a22a33+a12a23a31+a13a21a32−a11a23a32−a12a21a33−a13a22a31.
判别式运算具有以下特征:

6. 矩阵逆运算
当矩阵A为m×mm\times mm×m的判别式∣A∣!=0|A|!=0∣A∣!=0时,存在对应的逆矩阵A−1A^{-1}A−1,使得:
AA−1=A−1A=ImAA^{-1}=A^{-1}A=I_mAA−1=A−1A=Im
其中ImI_mIm为单位矩阵。
逆运算具有如下特征:



7. Hadamard Product
若矩阵A和B均为m×nm\times nm×n,则有:
A⊙B=[a11b11a12b12...a1nb1na21b21a22b22...a2nb2n............am1bm1am2bm2...amnbmn]A\odot B=\begin{bmatrix}
a_{11}b_{11}& a_{12}b_{12} & ... & a_{1n}b_{1n}\\
a_{21}b_{21}& a_{22}b_{22} & ... & a_{2n}b_{2n}\\
...& ... & ... & ...\\
a_{m1}b_{m1}& a_{m2}b_{m2} & ... & a_{mn}b_{mn}
\end{bmatrix}A⊙B=⎣⎢⎢⎡a11b11a21b21...am1bm1a12b12a22b22...am2bm2............a1nb1na2nb2n...amnbmn⎦⎥⎥⎤
Hadamard Product运算具有如下特征:


参考资料:
[1] 《Matrix Analysis for Statistics》
本文深入讲解了矩阵的基本表示,包括矩阵的加法、乘法、转置、trace运算、判别式、逆运算及Hadamard Product等核心概念。通过详细公式解析,帮助读者掌握矩阵运算的关键技巧。
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