一、矩阵概念
m∗nm*nm∗n的矩阵
A=[a11a12...a1na21a22...a2n............am1am2...amn]A=\left[ \begin{matrix} a_{11} & a_{12} & ... & a_{1n}\\ a_{21} & a_{22} & ... & a_{2n} \\ ... & ... & ... & ... \\ a_{m1} & a_{m2} & ... & a_{mn} \end{matrix} \right]A=⎣⎢⎢⎡a11a21...am1a12a22...am2............a1na2n...amn⎦⎥⎥⎤
当m=n时,为n阶矩阵,亦称为n阶方阵。
行矩阵:1∗n1*n1∗n的矩阵;
[a11a12...a1n]\left[ \begin{matrix} a_{11} & a_{12} & ... & a_{1n}\\ \end{matrix} \right][a11a12...a1n]
列矩阵:m∗1m*1m∗1的矩阵;
[a11a21...am1]\left[ \begin{matrix} a_{11}\\ a_{21}\\ ... \\ a_{m1} \end{matrix} \right]⎣⎢⎢⎡a11a21...am1⎦⎥⎥⎤
零矩阵:元素都为0的矩阵,记作OOO;
对角矩阵:除对角线外的元素都为0的矩阵,记作Λ\LambdaΛ;
Λ=[λ10...00λ2...0............00...λn]\Lambda=\left[ \begin{matrix} \lambda_1 & 0 & ... & 0\\ 0 & \lambda_2 & ... & 0 \\ ... & ... & ... & ... \\ 0 & 0 & ... & \lambda_n \end{matrix} \right]Λ=⎣⎢⎢⎡λ10...00λ2...0............00...λn⎦⎥⎥⎤
记作:Λ=diag(λ1,λ2,...,λn)\Lambda=diag(\lambda_1,\lambda_2,...,\lambda_n)Λ=diag(λ1,λ2,...,λn)
单位矩阵:对角线为1,其余元素都为0的矩阵;
E=[10...001...0............00...1]E=\left[ \begin{matrix} 1 & 0 & ... & 0\\ 0 & 1 & ... & 0 \\ ... & ... & ... & ... \\ 0 & 0 & ... & 1 \end{matrix} \right]E=⎣⎢⎢⎡10...001...0............00...1⎦⎥⎥⎤
二、矩阵运算
已知A=[a11a12a21a22]A=\left[\begin{matrix} a_{11} & a_{12} \\ a_{21} & a_{22} \end{matrix}\right]A=[a11a21a12a22],B=[b11b12b21b22]B=\left[\begin{matrix} b_{11} & b_{12} \\ b_{21} & b_{22} \end{matrix}\right]B=[b11b21b12b22],常数λ\lambdaλ;
1、矩阵相加
A+B=[a11+b11a12+b12a21+b21a22+b22]A+B=\left[\begin{matrix} a_{11}+b_{11} & a_{12}+b_{12} \\ a_{21}+b_{21} & a_{22}+b_{22} \end{matrix}\right]A+B=[a11+b11a21+b21a12+b12a22+b22]
2、数与矩阵相乘
λA=[λa11λa12λa21λa22]\lambda A=\left[\begin{matrix} \lambda a_{11} & \lambda a_{12} \\ \lambda a_{21} & \lambda a_{22} \end{matrix}\right]λA=[λa11λa21λa12λa22]
3、矩阵相乘
AB=[a11b11+a12b21a11b12+a12b22a21b11+a22b21a21b12+a22b22]AB=\left[\begin{matrix} a_{11}b_{11}+a_{12}b_{21} & a_{11}b_{12}+a_{12}b_{22} \\ a_{21}b_{11}+a_{22}b_{21} & a_{21}b_{12} +a_{22}b_{22} \end{matrix}\right]AB=[a11b11+a12b21a21b11+a22b21a11b12+a12b22a21b12+a22b22]
三、矩阵自身的运算
1、转置矩阵
A=[a11a12...a1na21a22...a2n............am1am2...amn],AT=[a11a21...am1a12a22...am2............a1na2n...amn]A=\left[ \begin{matrix} a_{11} & a_{12} & ... & a_{1n}\\ a_{21} & a_{22} & ... & a_{2n} \\ ... & ... & ... & ... \\ a_{m1} & a_{m2} & ... & a_{mn} \end{matrix} \right],A^T=\left[ \begin{matrix} a_{11} & a_{21} & ... & a_{m1}\\ a_{12} & a_{22} & ... & a_{m2} \\ ... & ... & ... & ... \\ a_{1n} & a_{2n} & ... & a_{mn} \end{matrix} \right]A=⎣⎢⎢⎡a11a21...am1a12a22...am2............a1na2n...amn⎦⎥⎥⎤,AT=⎣⎢⎢⎡a11a12...a1na21a22...a2n............am1am2...amn⎦⎥⎥⎤
转置矩阵的运算公式:
(AT)T=A(A^T)^T=A(AT)T=A
(A+B)T=AT+BT(A+B)^T=A^T+B^T(A+B)T=AT+BT
(λA)T=λAT(\lambda A)^T=\lambda A^T(λA)T=λAT
(AB)T=BTAT(AB)^T=B^TA^T(AB)T=BTAT
2、方阵的行列式
运算公式:
∣AT∣=∣A∣\left|A^T\right|=\left|A\right|∣∣AT∣∣=∣A∣
∣λA∣=λn∣A∣\left|\lambda A\right|=\lambda^n \left|A\right|∣λA∣=λn∣A∣
∣AB∣=∣A∣∣B∣\left|AB\right|= \left|A\right|\left|B\right|∣AB∣=∣A∣∣B∣
伴随矩阵:由各元素的代数余子式所组成的矩阵;
A∗=[A11A21...An1A12A22...An2............A1nA2n...Ann]A^*=\left[ \begin{matrix} A_{11} & A_{21} & ... & A_{n1}\\ A_{12} & A_{22} & ... & A_{n2} \\ ... & ... & ... & ... \\ A_{1n} & A_{2n} & ... & A_{nn} \end{matrix} \right]A∗=⎣⎢⎢⎡A11A12...A1nA21A22...A2n............An1An2...Ann⎦⎥⎥⎤
AA∗=A∗A=∣A∣EAA^*=A^*A=\left|A\right|EAA∗=A∗A=∣A∣E
3、逆矩阵
AB=BA=EAB=BA=EAB=BA=E,则矩阵BBB称为AAA的逆矩阵,∣A∣≠0|A|≠0∣A∤=0。
A−1=1∣A∣A∗A^{-1}=\frac{1}{|A|}A^*A−1=∣A∣1A∗
运算公式:
如果A=PΛP−1A=P\Lambda P^{-1}A=PΛP−1,Λ=diag(λ1,λ2,...,λn)\Lambda=diag(\lambda_1,\lambda_2,...,\lambda_n)Λ=diag(λ1,λ2,...,λn)那么
Ak=PΛkP−1A^k=P\Lambda^k P^{-1}Ak=PΛkP−1
φ(A)=Pφ(Λ)P−1\varphi(A)=P\varphi(\Lambda) P^{-1}φ(A)=Pφ(Λ)P−1
φ(Λ)=diag{φ(λ1),φ(λ2),...,φ(λn)}\varphi(\Lambda)=diag\{\varphi(\lambda_1),\varphi(\lambda_2),...,\varphi(\lambda_n) \}φ(Λ)=diag{φ(λ1),φ(λ2),...,φ(λn)}
四、克拉默法则
如果线性方程组的系数矩阵AAA的行列式不等于0,那么方程组有唯一解:
xi=∣Ai∣∣A∣x_i=\frac{|A_i|}{|A|}xi=∣A∣∣Ai∣
其中AiA_iAi是把AAA中的第iii列使用常数项矩阵代替后所得到的n阶矩阵,即
Ai=[a11a12...b1...a1na21a22...b2...a2n..................am1am2...bn...amn]A_i=\left[
\begin{matrix}
a_{11} & a_{12} & ... & b_1 & ... & a_{1n}\\
a_{21} & a_{22} & ...& b_2 & ... & a_{2n} \\
... & ... & ... & ... & ... & ... \\
a_{m1} & a_{m2} & ...& b_n & ... & a_{mn}
\end{matrix}
\right]Ai=⎣⎢⎢⎡a11a21...am1a12a22...am2............b1b2...bn............a1na2n...amn⎦⎥⎥⎤
五、矩阵分块法
A=[A11...A1r.........As1...Asr],B=[B11...B1r.........Bs1...Bsr]A=\left[ \begin{matrix} A_{11} & ... & A_{1r}\\ ... & ... & ... \\ A_{s1} & ...& A_{sr} \end{matrix} \right],B=\left[ \begin{matrix} B_{11} & ... & B_{1r}\\ ... & ... & ... \\ B_{s1} & ...& B_{sr} \end{matrix} \right]A=⎣⎡A11...As1.........A1r...Asr⎦⎤,B=⎣⎡B11...Bs1.........B1r...Bsr⎦⎤
运算法则:
1、加法
A+B=[A11+B11...A1r+B1r.........As1+Bs1...Asr+Bsr]A+B=\left[ \begin{matrix} A_{11}+B_{11} & ... & A_{1r}+B_{1r}\\ ... & ... & ... \\ A_{s1}+B_{s1} & ...& A_{sr}+B_{sr} \end{matrix} \right]A+B=⎣⎡A11+B11...As1+Bs1.........A1r+B1r...Asr+Bsr⎦⎤
2、与常数相乘
λA=[λA11...λA1r.........λAs1...λAsr]\lambda A=\left[ \begin{matrix} \lambda A_{11} & ... & \lambda A_{1r}\\ ... & ... & ... \\ \lambda A_{s1} & ...& \lambda A_{sr} \end{matrix} \right]λA=⎣⎡λA11...λAs1.........λA1r...λAsr⎦⎤
3、矩阵相乘
AB=[C11...C1r.........Cs1...Csr]AB=\left[ \begin{matrix} C_{11} & ... & C_{1r}\\ ... & ... & ... \\ C_{s1} & ...& C_{sr} \end{matrix} \right]AB=⎣⎡C11...Cs1.........C1r...Csr⎦⎤
其中
Cij=∑k=1tAikBkjC_{ij}=\sum_{k=1}^{t}A_{ik}B_{kj}Cij=∑k=1tAikBkj
4、转置
AT=[A11T...As1t.........A1rT...AsrT]A^T=\left[ \begin{matrix} A_{11}^T & ... & A_{s1}^t \\ ... & ... & ... \\ A_{1r}^T& ...& A_{sr}^T \end{matrix} \right]AT=⎣⎡A11T...A1rT.........As1t...AsrT⎦⎤
5、分块对角矩阵
A=[A1OA2...OAs]A=\left[ \begin{matrix} A_{1} & & & O\\ & A_{2} & & \\ & &... & \\ O & && A_{s} \end{matrix} \right]A=⎣⎢⎢⎡A1OA2...OAs⎦⎥⎥⎤
则有:
∣A∣=∣A1∣∣A2∣...∣As∣|A|=|A_1||A_2|...|A_s|∣A∣=∣A1∣∣A2∣...∣As∣
A−1=[A1−1OA2−1...OAs−1]A^{-1}=\left[ \begin{matrix} A_{1}^{-1} & & & O\\ & A_{2}^{-1} & & \\ & &... & \\ O & && A_{s}^{-1} \end{matrix} \right]A−1=⎣⎢⎢⎡A1−1OA2−1...OAs−1⎦⎥⎥⎤