一、内积
设
V
\bm{V}
V是
R
R
R上的线性空间,映射
τ
:
V
×
V
→
R
\tau:\bm{V} × \bm{V} \rightarrow R
τ:V×V→R称为
V
\bm{V}
V上的内积,如果满足
⟨
v
1
,
v
2
⟩
=
⟨
v
2
,
v
1
⟩
⟨
v
1
,
v
2
k
+
v
3
l
⟩
=
⟨
v
1
,
v
2
⟩
k
+
⟨
v
1
,
v
3
⟩
l
⟨
v
,
v
⟩
>
0
,
v
≠
0
\lang\bm{v}_1, \bm{v}_2\rang = \lang\bm{v}_2, \bm{v}_1\rang \\ \lang\bm{v}_1, \bm{v}_2k + \bm{v}_3l\rang = \lang\bm{v}_1, \bm{v}_2\rang k + \lang\bm{v}_1, \bm{v}_3\rang l\\ \lang\bm{v}, \bm{v}\rang > 0, \bm{v} \ne 0
⟨v1,v2⟩=⟨v2,v1⟩⟨v1,v2k+v3l⟩=⟨v1,v2⟩k+⟨v1,v3⟩l⟨v,v⟩>0,v=0则记
τ
(
v
1
,
v
2
)
=
⟨
v
1
,
v
2
⟩
\tau(\bm{v}_1, \bm{v}_2) = \lang\bm{v}_1, \bm{v}_2\rang
τ(v1,v2)=⟨v1,v2⟩其是一个双线性映射,即对于固定的
v
1
\bm{v}_1
v1,
τ
(
⋅
,
v
2
)
=
⟨
⋅
,
v
2
⟩
\tau(·, \bm{v}_2) = \lang·, \bm{v}_2\rang
τ(⋅,v2)=⟨⋅,v2⟩是一个线性映射,反之亦然,故有性质如下
⟨
a
u
1
+
b
u
2
,
c
v
1
+
d
v
2
⟩
=
a
⟨
u
1
,
v
1
⟩
c
+
b
⟨
u
2
,
v
1
⟩
c
+
a
⟨
u
1
,
v
2
⟩
d
+
b
⟨
u
2
,
v
2
⟩
d
\lang a\bm{u}_1 + b\bm{u}_2, c\bm{v}_1 + d\bm{v}_2\rang = a\lang \bm{u}_1, \bm{v}_1\rang c +b\lang \bm{u}_2, \bm{v}_1\rang c + a\lang \bm{u}_1, \bm{v}_2\rang d + b\lang \bm{u}_2, \bm{v}_2\rang d
⟨au1+bu2,cv1+dv2⟩=a⟨u1,v1⟩c+b⟨u2,v1⟩c+a⟨u1,v2⟩d+b⟨u2,v2⟩d 考虑连续函数的向量空间
C
(
[
a
,
b
]
,
R
n
)
\bm{C}([a, b], \bm{R}^n)
C([a,b],Rn),有
f
(
t
)
=
(
f
1
(
t
)
.
.
.
f
n
(
t
)
)
∈
C
,
t
∈
[
a
,
b
]
\bm{f}(t) = \left( \begin{matrix}f_1(t) \\ ... \\f_n(t)\end{matrix} \right ) \in \bm{C}, t \in [a, b]
f(t)=⎝⎛f1(t)...fn(t)⎠⎞∈C,t∈[a,b]定义该空间的内积
⟨
f
,
g
⟩
=
∫
a
b
f
T
(
t
)
g
(
t
)
d
t
\lang \bm{f}, \bm{g}\rang = \int_a^b\bm{f}^T(t)\bm{g}(t)dt
⟨f,g⟩=∫abfT(t)g(t)dt这是一个信号空间。
二、酉空间
设
V
\bm{V}
V是
C
C
C上的线性空间,映射
τ
:
V
×
V
→
C
\tau:\bm{V} × \bm{V} \rightarrow C
τ:V×V→C称为
C
C
C上的复内积,如果满足
⟨
v
1
,
v
2
⟩
=
⟨
v
2
,
v
1
⟩
ˉ
⟨
v
1
,
v
2
k
+
v
3
l
⟩
=
⟨
v
1
,
v
2
⟩
k
+
⟨
v
1
,
v
3
⟩
l
⟨
v
,
v
⟩
>
0
∈
R
,
v
≠
0
\lang\bm{v}_1, \bm{v}_2\rang = \bar{\lang\bm{v}_2, \bm{v}_1\rang} \\ \lang\bm{v}_1, \bm{v}_2k + \bm{v}_3l\rang = \lang\bm{v}_1, \bm{v}_2\rang k + \lang\bm{v}_1, \bm{v}_3\rang l \\ \lang\bm{v}, \bm{v}\rang > 0 \in R, \bm{v} \ne 0
⟨v1,v2⟩=⟨v2,v1⟩ˉ⟨v1,v2k+v3l⟩=⟨v1,v2⟩k+⟨v1,v3⟩l⟨v,v⟩>0∈R,v=0则记
τ
(
v
1
,
v
2
)
=
⟨
v
1
,
v
2
⟩
\tau(\bm{v}_1, \bm{v}_2) = \lang\bm{v}_1, \bm{v}_2\rang
τ(v1,v2)=⟨v1,v2⟩有限维的复内积空间称为酉空间。复内积具有共轭线性,即
⟨
v
1
k
+
v
2
l
,
v
3
⟩
=
k
ˉ
⟨
v
1
,
v
3
⟩
+
l
ˉ
⟨
v
2
,
v
3
⟩
\lang\bm{v}_1 k + \bm{v}_2l, \bm{v}_3\rang = \bar{k}\lang\bm{v}_1, \bm{v}_3\rang + \bar{l}\lang\bm{v}_2, \bm{v}_3\rang
⟨v1k+v2l,v3⟩=kˉ⟨v1,v3⟩+lˉ⟨v2,v3⟩
三、Gram矩阵
考虑内积空间的向量组
{
b
s
}
\{\bm{b}_s\}
{bs},矩阵
G
(
b
1
,
.
.
.
,
b
s
)
=
(
⟨
b
i
,
b
j
⟩
)
s
×
s
\bm{G}(\bm{b}_1, ..., \bm{b}_s) = (\lang \bm{b}_i, \bm{b}_j \rang)_{s×s}
G(b1,...,bs)=(⟨bi,bj⟩)s×s称为向量组
{
b
s
}
\{\bm{b}_s\}
{bs}的Gram矩阵。若向量组为基向量组,则其Gram矩阵称为该基的度量矩阵,内积由度量矩阵唯一决定。Gram矩阵有如下性质
(1)厄米性,
G
ˉ
T
=
G
\bar{\bm{G}}^T = \bm{G}
GˉT=G;
(2)非负定性,
z
ˉ
T
G
z
⪰
0
\bar{\bm{z}}^T\bm{G}\bm{z} \succeq 0
zˉTGz⪰0;
(3)若
{
b
s
}
\{\bm{b}_s\}
{bs}线性无关,
G
\bm{G}
G具有正定性,
G
≻
0
\bm{G} \succ 0
G≻0,反之亦然。使用该性质可以具体的判断抽象矩阵基的线性相关性。
考虑几何空间的内积空间,定义内积
⟨
a
,
b
⟩
=
∣
∣
a
∣
∣
⋅
∣
∣
b
∣
∣
c
o
s
θ
\lang \bm{a}, \bm{b}\rang = ||\bm{a}||·||\bm{b}||cos\theta
⟨a,b⟩=∣∣a∣∣⋅∣∣b∣∣cosθ其Gram矩阵为
G
(
a
,
b
)
=
(
⟨
a
,
a
⟩
⟨
a
,
b
⟩
⟨
b
,
a
⟩
⟨
b
,
b
⟩
)
\bm{G}(\bm{a}, \bm{b}) = \left( \begin{matrix}\lang \bm{a}, \bm{a}\rang & \lang \bm{a}, \bm{b}\rang \\ \lang \bm{b}, \bm{a}\rang & \lang \bm{b}, \bm{b}\rang \end{matrix} \right )
G(a,b)=(⟨a,a⟩⟨b,a⟩⟨a,b⟩⟨b,b⟩)则Gram矩阵的行列式为
∣
G
∣
=
∣
∣
a
∣
∣
2
∣
∣
b
∣
∣
2
s
i
n
2
θ
|\bm{G}| = ||\bm{a}||^2||\bm{b}||^2sin^2\theta
∣G∣=∣∣a∣∣2∣∣b∣∣2sin2θ其几何意义为向量组张成的平行多面体的超体积的平方。
考虑一元连续函数的向量空间,即一维信号空间
C
(
[
a
,
b
]
,
R
)
C([a, b], R)
C([a,b],R),定义该空间的内积
⟨
f
,
g
⟩
=
∫
a
b
f
(
t
)
g
(
t
)
d
t
\lang f, g\rang = \int_a^b f(t)g(t)dt
⟨f,g⟩=∫abf(t)g(t)dt则其Gram空间为
G
(
{
f
i
}
)
=
(
∫
a
b
f
i
(
t
)
f
j
(
t
)
d
t
)
s
×
s
\bm{G}(\{f_i\}) = (\int_a^b f_i(t)f_j(t)dt)_{s×s}
G({fi})=(∫abfi(t)fj(t)dt)s×s
四、抽象空间的几何描述
在实空间中,定义向量的长度与距离分别为
∣
∣
a
∣
∣
=
(
⟨
a
,
a
⟩
)
1
/
2
d
(
a
,
b
)
=
∣
∣
a
−
b
∣
∣
||\bm{a}|| = (\lang\bm{a}, \bm{a}\rang)^{1/2} \\ d(\bm{a}, \bm{b}) = ||\bm{a} - \bm{b}||
∣∣a∣∣=(⟨a,a⟩)1/2d(a,b)=∣∣a−b∣∣长度具有性质如下
(1)正性,
∣
∣
a
∣
∣
≥
0
||\bm{a}|| \ge 0
∣∣a∣∣≥0;
(2)正齐性,
∣
∣
a
k
∣
∣
=
∣
k
∣
∣
∣
a
∣
∣
||\bm{a}k|| = |k|||\bm{a}||
∣∣ak∣∣=∣k∣∣∣a∣∣;
(3)三角不等式,
∣
∣
a
+
b
∣
∣
≤
∣
∣
a
∣
∣
+
∣
∣
b
∣
∣
||\bm{a} + \bm{b}|| \le ||\bm{a}|| + ||\bm{b}||
∣∣a+b∣∣≤∣∣a∣∣+∣∣b∣∣;
(4)柯西施瓦茨不等式,
∣
⟨
a
,
b
⟩
∣
≤
∣
∣
a
∣
∣
⋅
∣
∣
b
∣
∣
|\lang\bm{a}, \bm{b}\rang| \le ||\bm{a}||·||\bm{b}||
∣⟨a,b⟩∣≤∣∣a∣∣⋅∣∣b∣∣
(5)平行四边形公式,
∣
∣
a
+
b
∣
∣
2
+
∣
∣
a
−
b
∣
∣
2
=
2
(
∣
∣
a
∣
∣
2
+
∣
∣
b
∣
∣
2
)
||\bm{a} + \bm{b}||^2 + ||\bm{a} - \bm{b}||^2 = 2(||\bm{a}||^2 + ||\bm{b}||^2)
∣∣a+b∣∣2+∣∣a−b∣∣2=2(∣∣a∣∣2+∣∣b∣∣2)
定义向量的夹角,形如
θ
=
a
r
c
c
o
s
(
(
⟨
a
,
b
⟩
)
/
(
∣
∣
a
∣
∣
⋅
∣
∣
b
∣
∣
)
)
\theta = arccos((\lang \bm{a}, \bm{b}\rang)/(||\bm{a}||·||\bm{b}||))
θ=arccos((⟨a,b⟩)/(∣∣a∣∣⋅∣∣b∣∣)) 考虑
V
\bm{V}
V是酉空间,
b
∈
V
\bm{b} \in \bm{V}
b∈V,
W
\bm{W}
W是
V
\bm{V}
V的有限维子空间。则求解如下优化问题
a
=
a
r
g
m
i
n
w
∈
W
d
(
b
,
w
)
\bm{a} = arg\ min_{\bm{w} \in \bm{W}}d(\bm{b}, \bm{w})
a=arg minw∈Wd(b,w)即
d
(
b
,
a
)
≤
d
(
b
,
w
)
,
∀
w
∈
W
d(\bm{b}, \bm{a}) \le d(\bm{b}, \bm{w}) ,\forall \bm{w} \in \bm{W}
d(b,a)≤d(b,w),∀w∈W记
W
∈
R
s
\bm{W} \in \bm{R}^s
W∈Rs的基为
{
b
s
}
\{\bm{b}_s\}
{bs},于是待求解参数化为
a
=
∑
b
j
k
j
\bm{a} = \sum \bm{b}_jk_j
a=∑bjkj,故
d
(
b
,
a
)
=
d
(
b
,
∑
b
j
k
j
)
d(\bm{b}, \bm{a}) = d(\bm{b}, \sum \bm{b}_jk_j)
d(b,a)=d(b,∑bjkj)其可以看作映射
(
k
1
,
.
.
.
,
k
s
)
T
∈
C
s
↦
R
+
(k_1, ..., k_s)^T\in \bm{C}^s \mapsto R_+
(k1,...,ks)T∈Cs↦R+。考虑
a
\bm{a}
a是
b
\bm{b}
b在
W
\bm{W}
W上的投影,即
b
−
a
⊥
W
\bm{b} - \bm{a} ⊥\bm{W}
b−a⊥W,取
w
∈
W
\bm{w} \in \bm{W}
w∈W,则有
d
(
b
,
w
)
=
∣
∣
b
−
w
∣
∣
b
−
a
⊥
a
−
w
∣
∣
b
−
a
∣
∣
2
=
∣
∣
b
−
w
∣
∣
2
+
∣
∣
a
−
w
∣
∣
2
d(\bm{b}, \bm{w}) = ||\bm{b} - \bm{w}|| \\ \bm{b} - \bm{a} ⊥\bm{a} - \bm{w} \\ ||\bm{b} - \bm{a}||^2 = ||\bm{b} - \bm{w}||^2 + ||\bm{a} - \bm{w}||^2
d(b,w)=∣∣b−w∣∣b−a⊥a−w∣∣b−a∣∣2=∣∣b−w∣∣2+∣∣a−w∣∣2故
∣
∣
b
−
a
∣
∣
≤
∣
∣
b
−
w
∣
∣
||\bm{b} - \bm{a}|| \le ||\bm{b} - \bm{w}||
∣∣b−a∣∣≤∣∣b−w∣∣即
a
\bm{a}
a与
b
\bm{b}
b距离最近。而考虑求解
a
\bm{a}
a,形如
⟨
b
j
,
b
−
a
⟩
=
⟨
b
j
,
b
⟩
−
⟨
b
j
,
a
⟩
=
⟨
b
j
,
b
⟩
−
⟨
b
j
,
∑
b
j
k
j
⟩
=
0
\begin{aligned} \lang \bm{b}_j, \bm{b} - \bm{a}\rang &= \lang \bm{b}_j, \bm{b} \rang - \lang \bm{b}_j, \bm{a}\rang \\&=\lang \bm{b}_j, \bm{b} \rang - \lang \bm{b}_j, \sum \bm{b}_jk_j\rang \\&= 0 \end{aligned}
⟨bj,b−a⟩=⟨bj,b⟩−⟨bj,a⟩=⟨bj,b⟩−⟨bj,∑bjkj⟩=0即
⟨
b
j
,
b
⟩
=
⟨
b
j
,
∑
b
j
k
j
⟩
⟨
b
j
,
b
⟩
=
∑
⟨
b
j
,
b
j
⟩
k
j
\lang \bm{b}_j, \bm{b} \rang = \lang \bm{b}_j, \sum \bm{b}_jk_j\rang \\ \lang \bm{b}_j, \bm{b} \rang = \sum\lang \bm{b}_j, \bm{b}_j\rang k_j
⟨bj,b⟩=⟨bj,∑bjkj⟩⟨bj,b⟩=∑⟨bj,bj⟩kj其矩阵形式形如
(
⟨
b
1
,
b
1
⟩
.
.
.
⟨
b
1
,
b
s
⟩
.
.
.
.
.
.
⟨
b
s
,
b
1
⟩
.
.
.
⟨
b
s
,
b
s
⟩
)
(
k
1
.
.
.
k
s
)
=
(
⟨
b
1
,
b
⟩
.
.
.
⟨
b
s
,
b
⟩
)
\left( \begin{matrix}\lang \bm{b}_1, \bm{b}_1\rang & ...& \lang \bm{b}_1, \bm{b}_s\rang \\ ... &&...\\ \lang \bm{b}_s, \bm{b}_1\rang &...& \lang \bm{b}_s, \bm{b}_s\rang \end{matrix} \right ) \left( \begin{matrix}k_1 \\ ... \\ k_s \end{matrix} \right ) = \left( \begin{matrix}\lang \bm{b}_1, \bm{b} \rang \\ ... \\ \lang \bm{b}_s, \bm{b} \rang \end{matrix} \right )
⎝⎛⟨b1,b1⟩...⟨bs,b1⟩......⟨b1,bs⟩...⟨bs,bs⟩⎠⎞⎝⎛k1...ks⎠⎞=⎝⎛⟨b1,b⟩...⟨bs,b⟩⎠⎞
则其解为
(
k
1
.
.
.
k
s
)
=
G
−
1
(
{
b
j
}
)
(
⟨
b
1
,
b
⟩
.
.
.
⟨
b
s
,
b
⟩
)
\left( \begin{matrix}k_1 \\ ... \\ k_s \end{matrix} \right ) = \bm{G}^{-1}(\{\bm{b}_j\})\left( \begin{matrix}\lang \bm{b}_1, \bm{b} \rang \\ ... \\ \lang \bm{b}_s, \bm{b} \rang \end{matrix} \right )
⎝⎛k1...ks⎠⎞=G−1({bj})⎝⎛⟨b1,b⟩...⟨bs,b⟩⎠⎞
五、标准正交基
定义标准正交基,
V
V
V是
C
C
C上的内积空间,向量组
{
a
s
}
\{\bm{a}_s\}
{as}若满足性质
(1)标准性,
∣
∣
a
i
∣
∣
=
1
||\bm{a}_i|| = 1
∣∣ai∣∣=1;
(2)正交性,
a
i
⊥
a
j
,
∀
i
≠
j
\bm{a}_i⊥\bm{a}_j, \forall i \ne j
ai⊥aj,∀i=j。
则称该向量组为标准正交基。其有如下性质
(1)
G
(
{
a
s
}
)
=
E
\bm{G}(\{\bm{a}_s\}) = \bm{E}
G({as})=E;
(2)线性无关性。
考虑傅里叶级数,
V
=
L
2
(
[
0
,
2
π
]
)
V = L^2([0, 2\pi])
V=L2([0,2π]),即对于
∀
f
∈
V
\forall f \in V
∀f∈V,
d
o
m
=
[
0
,
2
π
]
dom = [0, 2\pi]
dom=[0,2π]且
f
2
f^2
f2可积,其是一个内积空间,可以定义内积
⟨
f
,
g
⟩
=
∫
0
2
π
f
(
t
)
g
(
t
)
d
t
\lang f, g\rang = \int_0^{2\pi} f(t)g(t)dt
⟨f,g⟩=∫02πf(t)g(t)dt任取三角函数多项式,形如
{
1
/
(
2
π
)
1
/
2
,
s
i
n
n
x
/
(
π
)
1
/
2
,
c
o
s
n
x
/
(
π
)
1
/
2
,
n
=
1
,
2
,
.
.
.
,
N
}
\{1/(2\pi)^{1/2}, sinnx/(\pi)^{1/2}, cosnx/(\pi)^{1/2}, n = 1, 2, ..., N\}
{1/(2π)1/2,sinnx/(π)1/2,cosnx/(π)1/2,n=1,2,...,N}即基的数量为
2
N
+
1
2N+1
2N+1,考察其单位性,形如
∣
∣
1
/
(
2
π
)
1
/
2
∣
∣
=
⟨
1
/
(
2
π
)
1
/
2
,
1
/
(
2
π
)
1
/
2
⟩
=
1
∣
∣
s
i
n
n
x
/
(
π
)
1
/
2
∣
∣
=
⟨
s
i
n
n
x
/
(
π
)
1
/
2
,
s
i
n
n
x
/
(
π
)
1
/
2
⟩
=
1
∣
∣
c
o
s
n
x
/
(
π
)
1
/
2
∣
∣
=
⟨
c
o
s
n
x
/
(
π
)
1
/
2
,
c
o
s
n
x
/
(
π
)
1
/
2
⟩
=
1
||1/(2\pi)^{1/2}|| = \lang1/(2\pi)^{1/2}, 1/(2\pi)^{1/2}\rang = 1 \\ ||sinnx/(\pi)^{1/2}|| = \lang sinnx/(\pi)^{1/2}, sinnx/(\pi)^{1/2}\rang = 1\\ ||cosnx/(\pi)^{1/2}|| = \lang cosnx/(\pi)^{1/2}, cosnx/(\pi)^{1/2}\rang = 1
∣∣1/(2π)1/2∣∣=⟨1/(2π)1/2,1/(2π)1/2⟩=1∣∣sinnx/(π)1/2∣∣=⟨sinnx/(π)1/2,sinnx/(π)1/2⟩=1∣∣cosnx/(π)1/2∣∣=⟨cosnx/(π)1/2,cosnx/(π)1/2⟩=1再考察正交性,形如
⟨
1
/
(
2
π
)
1
/
2
,
s
i
n
n
x
/
(
π
)
1
/
2
⟩
=
0
\lang 1/(2\pi)^{1/2}, sinnx/(\pi)^{1/2}\rang = 0
⟨1/(2π)1/2,sinnx/(π)1/2⟩=0等,显然正交。傅里叶级数将笛卡尔空间解析坐标扩张到无穷维的函数空间逻辑中,任意维度的波可以由上述基的线性组合逼近,即
f
(
x
)
∼
c
0
/
(
2
π
)
1
/
2
+
∑
a
k
s
i
n
n
x
/
(
π
)
1
/
2
+
∑
b
k
c
o
s
n
x
/
(
π
)
1
/
2
f(x) \sim c_0/(2\pi)^{1/2} + \sum a_ksinnx/(\pi)^{1/2} + \sum b_kcosnx/(\pi)^{1/2}
f(x)∼c0/(2π)1/2+∑aksinnx/(π)1/2+∑bkcosnx/(π)1/2而正交基使其完全解耦,即
⟨
1
/
(
2
π
)
1
/
2
,
f
⟩
=
c
0
⟨
1
/
(
2
π
)
1
/
2
,
1
/
(
2
π
)
1
/
2
⟩
\lang1/(2\pi)^{1/2}, f\rang = c_0\lang1/(2\pi)^{1/2}, 1/(2\pi)^{1/2}\rang
⟨1/(2π)1/2,f⟩=c0⟨1/(2π)1/2,1/(2π)1/2⟩等,而其他项由于正交而内积线性齐次展开并置0。
接下来介绍Schmidt正交化,使线性无关的向量组
{
a
s
}
\{\bm{a}_s\}
{as}变为标准正交组,步骤如下
(1)正交化,取
b
1
=
a
1
b
2
=
a
2
−
b
1
k
.
.
.
b
s
=
a
s
−
∑
i
=
1
s
−
1
b
i
k
i
\bm{b}_{1} = \bm{a}_1 \\ \bm{b}_2 = \bm{a}_2 - \bm{b}_{1}k \\ ... \\ \bm{b}_s = \bm{a}_s - \sum_{i=1}^{s-1} \bm{b}_{i}k_i
b1=a1b2=a2−b1k...bs=as−i=1∑s−1biki使
{
b
s
}
\{\bm{b}_s\}
{bs}正交。其中
⟨
b
1
,
b
2
⟩
=
⟨
b
1
,
a
2
⟩
−
⟨
b
1
,
b
1
⟩
k
=
0
\lang\bm{b}_{1}, \bm{b}_{2}\rang = \lang\bm{b}_{1}, \bm{a}_{2}\rang - \lang\bm{b}_{1}, \bm{b}_{1}\rang k = 0
⟨b1,b2⟩=⟨b1,a2⟩−⟨b1,b1⟩k=0及更高次项依次内积;
(2)单位化,取
b
i
^
=
b
i
/
∣
∣
b
i
∣
∣
\hat{\bm{b_i}} = \bm{b_i} / ||\bm{b_i}||
bi^=bi/∣∣bi∣∣这使得任意有限维的空间同构于标准正交空间,即
⟨
x
,
y
⟩
=
x
T
y
\lang \bm{x}, \bm{y} \rang = \bm{x}^T\bm{y}
⟨x,y⟩=xTy 考虑标准正交基在标准酉空间的具体化,首先考虑
A
∈
C
n
×
n
\bm{A} \in \bm{C}^{n×n}
A∈Cn×n,若
(
A
∗
)
T
A
=
E
(\bm{A}^{*})^T\bm{A} = \bm{E}
(A∗)TA=E则称
A
\bm{A}
A称为酉矩阵。若
A
∈
R
n
×
n
\bm{A} \in \bm{R}^{n×n}
A∈Rn×n,即
A
T
A
=
E
\bm{A}^T\bm{A} = \bm{E}
ATA=E则
A
\bm{A}
A是正交矩阵。酉矩阵的列向量组是标准酉空间
C
\bm{C}
C中的标准正交基。
六、范数
考虑
V
\bm{V}
V是
C
\bm{C}
C上的线性空间,映射
∣
∣
⋅
∣
∣
:
V
→
R
||·|| :\bm{V} \rightarrow R
∣∣⋅∣∣:V→R称为向量范数。范数有如下性质
(1)正性,
∣
∣
x
∣
∣
>
0
,
x
≠
0
||\bm{x}|| > 0, \bm{x}\ne \bm{0}
∣∣x∣∣>0,x=0;
(2)正齐性,
∣
∣
x
k
∣
∣
=
∣
k
∣
⋅
∣
∣
x
∣
∣
||\bm{x}k||=|k|·||\bm{x}||
∣∣xk∣∣=∣k∣⋅∣∣x∣∣;
(3)三角不等式,
∣
∣
x
+
y
∣
∣
≤
∣
∣
x
∣
∣
+
∣
∣
y
∣
∣
||\bm{x} + \bm{y}|| \le ||\bm{x}|| + ||\bm{y}||
∣∣x+y∣∣≤∣∣x∣∣+∣∣y∣∣。
引入范数便可以衡量向量的距离,其满足距离的性质,并讨论极限。
在向量空间中,研究典型的p范数,形如
∣
∣
x
∣
∣
p
=
(
∑
∣
x
i
∣
)
1
/
p
||\bm{x}||_p=(\sum|\bm{x}_i|)^{1/p}
∣∣x∣∣p=(∑∣xi∣)1/p 当
p
=
2
p = 2
p=2时,定义2范数,形如
∣
∣
x
∣
∣
2
=
(
∑
∣
x
i
∣
)
1
/
2
=
⟨
x
,
x
⟩
1
/
2
\begin{aligned}||\bm{x}||_2&=(\sum|\bm{x}_i|)^{1/2} \\ &=\lang \bm{x}, \bm{x}\rang^{1/2} \end{aligned}
∣∣x∣∣2=(∑∣xi∣)1/2=⟨x,x⟩1/2这是一个标准内积,决定了向量的长度。