Machine Learning Lecture Note 001 -- Linear Algebra Review

Matrices and Vectors

• Matrices

2-dimensional arrays

Dimension = num row * num col

refers to the element in the ith row and jth column of matrix A

• Vectors

1-dimenstional arrays with one column and many rows

A vector with 'n' rows is referred to as an 'n'-dimensional vector, or 

Dimension = num of rows

 refers to the element in the ith row of the vector.

 

Matrix addition

• 相同dimensions可加，不同dimensions不可加

• 相加时把对应matrix的 元素相加即可

 

Scalar multiplication

• Multiply the scalar to each and every element in the matrix --  

 

Matrix-Matrix Multiplication

• m x n multiplied by n x o matrix = m x o.
• e.g. a 3 x 2 matrix times a 2 x 2 matrix resulted in a 3 x 2 matrix.

矩阵相乘性质：

• 交换律不成立 A X B != B X A

• 结合律成立 (A X B) X C = A X (B X C)

 

Identity Matrix

• 对角线都是1

• 性质:

For any matrix A (m x n), there exist identity matrix I (n x n) that satisfies –

A X I = I X A = A

 

Matrix Inverse

If matrix A is a square matrix (m x m), and it has an inverse (not ‘singular’ or ‘degenerated’), then

A x =  x A = I

 

Singular/ degenerated matrix

Matrix that does not have an inverse

 

Matrix Transpose

行列交换，e.g. A is 3 x 2, then  is 2 x 3

 is the same as