第二节 矩阵的运算
一、矩阵的加法（只有同型矩阵才能进行加法）
- 定义 2： 设矩阵 A = [ a i j ] m × n A = [a_{ij}]_{m \times n} A=[aij]m×n， B = [ a i j ] m × n B = [a_{ij}]_{m \times n} B=[aij]m×n，则矩阵 C = [ a i j + b i j ] m × n C = [a_{ij} + b_{ij}]_{m \times n} C=[aij+bij]m×n称为矩阵 A A A与矩阵 B B B的和，记作 C = A + B C = A + B C=A+B，即：
C = A + B = [ a 11 + b 11 a 12 + b 12 ⋯ a 1 n + b 1 n a 21 + b 21 a 22 + b 22 ⋯ a 2 n + b 2 n ⋯ ⋯ ⋱ ⋯ a m 1 + b m 1 a m 2 + b m 2 ⋯ a m n + b m n ] C = A + B = \begin{bmatrix} a_{11}+b_{11} & a_{12} + b_{12} & \cdots & a_{1n} + b_{1n} \\ a_{21}+b_{21} & a_{22} + b_{22} & \cdots & a_{2n} + b_{2n} \\ \cdots & \cdots & \ddots & \cdots \\ a_{m1}+b_{m1} & a_{m2} + b_{m2} & \cdots & a_{mn} + b_{mn} \\ \end{bmatrix} C=A+B= a11+b11a21+b21⋯am1+bm1a12+b12a22+b22⋯am2+bm2⋯⋯⋱⋯a1n+b1na2n+b2n⋯amn+bmn
二、数与矩阵相乘
- 定义 3：设 λ \lambda λ为数，矩阵 A = [ a i j ] m × n A = [a_{ij}]_{m \times n} A=[aij]m×n，则矩阵 [ λ a i j ] m × n [\lambda a_{ij}]_{m \times n} [λaij]m×n称为数 λ \lambda λ与矩阵 A A A的乘积，记作 λ A \lambda A λA（或 A λ A\lambda Aλ），即
λ A = A λ = [ λ a 11 λ a 12 ⋯ λ a 1 n λ a 21 λ a 22 ⋯ λ a 2 n ⋮ ⋮ ⋱ ⋮ λ a m 1 λ a m 2 ⋯ λ a m n ] \lambda A = A \lambda = \begin{bmatrix} \lambda a_{11} & \lambda a_{12} & \cdots & \lambda a_{1n} \\ \lambda a_{21} & \lambda a_{22} & \cdots & \lambda a_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ \lambda a_{m1} & \lambda a_{m2} & \cdots & \lambda a_{mn} \end{bmatrix} λA=Aλ= λa11λa21⋮λam1λa12λa22⋮λam2⋯⋯⋱⋯λa1nλa2n⋮λamn
\qquad 设矩阵 A = [ a i j ] m × n A = [a_{ij}]_{m \times n} A=[aij]m×n，记 − A = ( − 1 ) ⋅ A = [ − 1 ⋅ a i j ] = [ − a i j ] -A = (-1)\ \cdot\ A = [-1\ \cdot\ a_{ij}] = [-a_{ij}] −A=(−1) ⋅ A=[−1 ⋅ aij]=[−aij]， − A -A −A称为 A A A的负矩阵。
\qquad 对于 m × n m \times n m×n矩阵 A A A、 B B B，把 A − B = A + ( − B ) = [ a i j − b i j ] m × n A - B = A + (-B) = [a_{ij} - b_{ij}]_{m \times n} A−B=A+(−B)=[aij−bij]m×n称为矩阵 A A A与矩阵 B B B的减法，矩阵的加法和数乘矩阵统称为矩阵的线性运算.
- 矩阵的线性运算满足以下运算规律：
( 1 ) A + B = B + A ; ( 2 ) ( A + B ) + C = A + ( B + C ) ; ( 3 ) A + O = A ; ( 4 ) A + ( − A ) = O ; ( 5 ) 1 A = A ; ( 6 ) λ ( μ A ) = μ ( λ A ) = ( λ μ ) A ; ( 7 ) λ ( A + B ) = λ A + λ B ; ( 8 ) ( λ + μ ) A = λ A + μ A . \begin{align*} &(1)\ A + B = B + A; && (2)\ (A + B) + C = A + (B + C); \\ &(3)\ A + \mathbf{O} = A; && (4)\ A + (-A) = \mathbf{O}; \\ &(5)\ 1A = A; && (6)\ \lambda(\mu A) = \mu(\lambda A) = (\lambda\mu)A; \\ &(7)\ \lambda(A+B) = \lambda A + \lambda B; && (8)\ (\lambda + \mu)A = \lambda A + \mu A. \end{align*} (1) A+B=B+A;(3) A+O=A;(5) 1A=A;(7) λ(A+B)=λA+λB;(2) (A+B)+C=A+(B+C);(4) A+(−A)=O;(6) λ(μA)=μ(λA)=(λμ)A;(8) (λ+μ)A=λA+μA.
三、矩阵与矩阵相乘
- 定义 4：设 A = [ a i j ] A = [a_{ij}] A=[aij]是 m × s m \times s m×s矩阵， B = [ b i j ] B = [b_{ij}] B=[bij]是 s × n s \times n s×n矩阵，那么规定矩阵 A A A与 B B B的乘积 A B AB AB是一个 m × n m \times n m×n矩阵，且记为：
C = A B = [ c i j ] C = AB = [c_{ij}] C=AB=[cij]
\quad
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\begin{bmatrix} a_{11} & \cdots & a_{1j} & \cdots & a_{1s} \\ \vdots & \qquad & \vdots & \qquad & \vdots \\ a_{i1} & \cdots & a_{ij} & \cdots & a_{is} \\ \vdots & \qquad & \vdots & \qquad & \vdots \\ a_{m1} & \cdots & a_{mj} & \cdots & a_{ms} \\ \end{bmatrix} \begin{bmatrix} b_{11} & \cdots & b_{1j} & \cdots & b_{1s} \\ \vdots & \qquad & \vdots & \qquad & \vdots \\ b_{i1} & \cdots & b_{ij} & \cdots & b_{is} \\ \vdots & \qquad & \vdots & \qquad & \vdots \\ b_{m1} & \cdots & b_{mj} & \cdots & b_{ms} \\ \end{bmatrix} = \begin{bmatrix} c_{11} & \cdots & c_{1j} & \cdots & c_{1s} \\ \vdots & \qquad & \vdots & \qquad & \vdots \\ c_{i1} & \cdots & c_{ij} & \cdots & c_{is} \\ \vdots & \qquad & \vdots & \qquad & \vdots \\ c_{m1} & \cdots & c_{mj} & \cdots & c_{ms} \\ \end{bmatrix}
a11⋮ai1⋮am1⋯⋯⋯a1j⋮aij⋮amj⋯⋯⋯a1s⋮ais⋮ams
b11⋮bi1⋮bm1⋯⋯⋯b1j⋮bij⋮bmj⋯⋯⋯b1s⋮bis⋮bms
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c11⋮ci1⋮cm1⋯⋯⋯c1j⋮cij⋮cmj⋯⋯⋯c1s⋮cis⋮cms
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注意：
- 矩阵乘法一般不满足交换律，即 A B ≠ B A AB \neq BA AB=BA；
- 由 A B = O AB = \mathbf{O} AB=O不能推出 A = O A = \mathbf{O} A=O或 B = O B = \mathbf{O} B=O；
- 当 A B = A C AB = AC AB=AC，且 A ≠ O A \neq \mathbf{O} A=O时，不能推出 B = C B = C B=C；
- 当 A B = B C AB = BC AB=BC，且 C ≠ O C \neq \mathbf{O} C=O时，不能推出 A = B A = B A=B；
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矩阵乘法运算规律：
( 1 ) ( A B ) C = A ( B C ) ; ( 2 ) A ( B + C ) = A B + A C ; ( 3 ) ( B + C ) A = B A + C A ; ( 4 ) k ( A B ) = ( k A ) B = A ( k B ) ; ( 5 ) E m A m × n = A m × n E n = A m × n ; ( 6 ) O A m × n = O , A m × n O = O . \begin{align*} & (1)\ (AB)C = A(BC); && (2)\ A(B+C) = AB + AC; \\ & (3)\ (B + C)A= BA + CA; && (4)\ k(AB) = (kA)B = A(kB); \\ & (5)\ E_{m}A_{m \times n} = A_{m \times n}E_{n} = A_{m \times n}; && (6)\ \mathbf{O}A_{m \times n} = \mathbf{O}, A_{m \times n}\mathbf{O} = \mathbf{O}. \end{align*} (1) (AB)C=A(BC);(3) (B+C)A=BA+CA;(5) EmAm×n=Am×nEn=Am×n;(2) A(B+C)=AB+AC;(4) k(AB)=(kA)B=A(kB);(6) OAm×n=O,Am×nO=O. -
线性变换：
如果变量
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\begin{cases} &y_{1} = a_{11}x_{1} + a_{12}x_{2} + \cdots + a_{1n}x_{n}\ ,\\ &y_{2} = a_{21}x_{1} + a_{22}x_{2} + \cdots + a_{2n}x_{n}\ ,\\ &\quad\quad\quad\quad\quad\cdots\ \cdots\ \cdots \newline &y_{m} = a_{m1}x_{1} + a_{m2}x_{2} + \cdots + a_{mn}x_{n}\ ,\\ \end{cases}
⎩
⎨
⎧y1=a11x1+a12x2+⋯+a1nxn ,y2=a21x1+a22x2+⋯+a2nxn ,⋯ ⋯ ⋯ym=am1x1+am2x2+⋯+amnxn ,
则 称之为从变量
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y1, y2, ⋯, yn的线性变换，由矩阵乘法的定义可知，关系式可表示为：
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Y = \begin{bmatrix} y_{1} \\ y_{2} \\ \vdots \\ y_{m} \end{bmatrix} ,\quad X = \begin{bmatrix} x_{1} \\ x_{2} \\ \vdots \\ x_{n} \\ \end{bmatrix} ,\quad A = \begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ a_{m1} & a_{m2} & \cdots & a_{mn} \end{bmatrix}
Y=
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a11a21⋮am1a12a22⋮am2⋯⋯⋱⋯a1na2n⋮amn
\ \qquad\qquad\qquad\qquad\qquad\qquad
线性变换
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- 定义 5：若
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A k = A ∙ A ∙ ⋯ ∙ A ⏟ k 个 ( k 为正整数 ) A^{k} = \underbrace{A \bullet A \bullet \cdots \bullet A}_{k个}(k为正整数) Ak=k个 A∙A∙⋯∙A(k为正整数)
同时可以推出：
A k A l = A k + l , ( A k ) l = A k l , k , l ∈ N ∗ A^{k}A^{l} = A^{k + l},\ (A^{k})^{l} = A^{kl},\ k,l \in \mathbb{N}^{*} AkAl=Ak+l, (Ak)l=Akl, k,l∈N∗
注意：
\quad 一般情形下， ( A B ) k ≠ A k B k (AB)^{k} \neq A^{k}B^{k} (AB)k=AkBk。但是，当且仅当 A A A， B B B可交换时， ( A B ) k = A k B k (AB)^{k} = A^{k}B^{k} (AB)k=AkBk
补充：
\quad
二项式定理：当
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(A + B)^{n} = C^{0}_{n}A^{0}B^{n} + C^{1}_{n}A^{1}B^{n - 1} + \cdots + C^{k}_{n}A^{k}B^{n - k} + \cdots + C^{n}_{n}A^{n}B^{0}
(A+B)n=Cn0A0Bn+Cn1A1Bn−1+⋯+CnkAkBn−k+⋯+CnnAnB0
四、矩阵的转置
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定义 6：设 A = [ a i j ] A = [a_{ij}] A=[aij]是 m × n m \times n m×n矩阵，规定 A A A的转置矩阵 A T A^{T} AT（或 A ′ A^{'} A′）是一个 n × m n \times m n×m矩阵，且
A T = [ a 11 a 21 ⋯ a m 1 a 12 a 22 ⋯ a m 2 ⋮ ⋮ ⋱ ⋯ a 1 n a 2 n ⋯ a m n ] A^{T} = \begin{bmatrix} a_{11} & a_{21} & \cdots & a_{m1} \\ a_{12} & a_{22} & \cdots & a_{m2} \\ \vdots & \vdots & \ddots & \cdots \\ a_{1n} & a_{2n} & \cdots & a_{mn} \\ \end{bmatrix} AT= a11a12⋮a1na21a22⋮a2n⋯⋯⋱⋯am1am2⋯amn -
性质：
- 当 A A A为对称矩阵时，有 a i j = a j i ( i , j = 1 , 2 , ⋯ , n ) a_{ij} = a_{ji}(i,\ j = 1,\ 2,\ \cdots,\ n) aij=aji(i, j=1, 2, ⋯, n)，即 A T = A A^{T} = A AT=A；
- 当 A A A为反对称矩阵时，有 a i j = − a j i ( i , j = 1 , 2 , ⋯ , n ) a_{ij} = - a_{ji}(i,\ j = 1,\ 2,\ \cdots,\ n) aij=−aji(i, j=1, 2, ⋯, n)，即 A T = A A^{T}= A AT=A.
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矩阵的转置运算的运算规律：
( 1 ) ( A T ) T = A ; ( 2 ) ( A + B ) T = A T + B T ; ( 2 ) ( k A ) T = k A T ( k 是数 ) ; ( 4 ) ( A B ) T = B T A T . \begin{align*} & (1)\ (A^{T})^{T} = A; && (2)\ (A + B)^T = A^{T} + B^{T}; \\ & (2)\ (kA)^{T} = kA^{T}(k是数); && (4)\ (AB)^{T} = B^{T}A^{T}. \\ \end{align*} (1) (AT)T=A;(2) (kA)T=kAT(k是数);(2) (A+B)T=AT+BT;(4) (AB)T=BTAT.
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