方阵的施密特正交化与相似对角化

最新推荐文章于 2024-07-23 16:44:14 发布

River Chandler

最新推荐文章于 2024-07-23 16:44:14 发布

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分类专栏：代数学基础与进阶文章标签：机器学习人工智能

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方阵的施密特正交化与相似对角化

施密特正交化

施密特正交化步骤

$\begin{matrix} \beta_1=\alpha_1\\ \beta_2=\alpha_2-\frac{(\alpha_2,\beta_1)}{(\beta_1,\beta_1)}\beta_1\\ \cdots\\ \beta_n=alpha_n-\frac{(\alpha_n,\beta_1)}{(\beta_1,\beta_1)}\beta_1-\frac{(\alpha_n,\beta_2)}{(\beta_2,\beta_2)}\beta_2-...-\frac{(\alpha_n,\beta_{n-1})}{(\beta_{n-1}\beta_{n-1})}\beta_{n-1}\\ \gamma_i=\frac{1}{||\beta_i||}\beta_i \end{matrix}$

example

略

相似对角化

相似对角化步骤

$A_{n,n}$

step1: $Eigenvalues[A]:\lambda_1,\lambda_2,...,\lambda_n$

step2: $Eigenvectors[A]:v_1,v_2,...,v_n$

step3: $P=[v_1,v_2,...,v_n]$

step4: $P^{-1}AP=\begin{bmatrix} \lambda_1 & 0 & \cdots & 0\\ 0 & \lambda_2 & \cdots & 0\\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & \lambda_n \end{bmatrix}$

example

注:特征值的个数与秩无关

A = {{-3, 6}, {-10, 6}};
Eigenvalues[A]
V = Eigenvectors[A];
P = {V[[1]], V[[2]]};
P = Transpose[P];
PI = Inverse[P];
N[Dot[Dot[PI, A], P], 2]

{1/2 (3 + I Sqrt[159]), 1/2 (3 - I Sqrt[159])}

{{1.50000000000000000000000000000000000000000000000000 + 
   6.30476010645924576561431291726655614986405456294770 I, 
  0.*10^-51 + 0.*10^-51 I}, {0.*10^-51 + 0.*10^-51 I, 
  1.50000000000000000000000000000000000000000000000000 - 
   6.30476010645924576561431291726655614986405456294770 I}}