1. 定义
矩阵的迹(trace)即对角线的和
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tr(M)=i∑Mii
2. 性质
t r ( I n ) = n t r ( A ⊤ ) = t r ( A ) t r ( α A ) = α t r ( A ) t r ( A + B ) = t r ( A ) + t r ( B ) t r ( A B ) = t r ( B A ) \begin{align} &tr(I_n)=n\\ &tr(A^{\top})=tr(A)\\ & tr(\alpha A)=\alpha \ tr(A)\\ & tr(A+B) =tr(A) +tr(B)\\ & tr(AB) = tr(BA)\\ \end{align} tr(In)=ntr(A⊤)=tr(A)tr(αA)=α tr(A)tr(A+B)=tr(A)+tr(B)tr(AB)=tr(BA)
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let A_1, A_2, \cdots A_k:Matrix(n,n)\\ \begin{align} &tr(A_1A_2\cdots A_k)=tr(A_2\cdots A_k A_1) \\ if\ AX=X\Lambda ,A=X\Lambda X^{-1} \rightarrow \nonumber\\ tr(A)=tr(X\Lambda X^{-1})=tr(\Lambda XX^{-1})=tr(\Lambda) \end{align}
letA1,A2,⋯Ak:Matrix(n,n)if AX=XΛ,A=XΛX−1→tr(A)=tr(XΛX−1)=tr(ΛXX−1)=tr(Λ)tr(A1A2⋯Ak)=tr(A2⋯AkA1)
性质
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5证明
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tr(AB) = \sum_{i=1}^n\sum_{k=1}^n a_{ik}b_{ki}\\ tr(BA) = \sum_{u=1}^n\sum_{v=1}^n b_{uv}a_{vu}\\ 求和项数均为 n \times n, 对于任一项a_{ik}b_{ki}都能找到b_{uv}a_{vu}与之对应。\\ 所以tr(AB)=tr(BA)
tr(AB)=i=1∑nk=1∑naikbkitr(BA)=u=1∑nv=1∑nbuvavu求和项数均为n×n,对于任一项aikbki都能找到buvavu与之对应。所以tr(AB)=tr(BA)
性质
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6证明
数学归纳法
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成立
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数学归纳法\\ k=2, tr(A_1A_2) = tr(A_2A_1)成立\\ 假设k时成立\\ 令B=A_2\cdots A_{k+1}\\ tr(A_1\cdots A_{k+1}) = tr(A_1(A_2\cdots A_{k+1}))=tr(A_1B)=tr(BA_1)\\=tr(A_2\cdots A_{k+1}A_1)
数学归纳法k=2,tr(A1A2)=tr(A2A1)成立假设k时成立令B=A2⋯Ak+1tr(A1⋯Ak+1)=tr(A1(A2⋯Ak+1))=tr(A1B)=tr(BA1)=tr(A2⋯Ak+1A1)
3. 叉乘矩阵
叉乘的矩阵形式，又叫dual matrix。
向量叉乘
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\overrightarrow a \times \overrightarrow b= \begin{bmatrix} \overrightarrow i & \overrightarrow j & \overrightarrow k\\ x_a & y_a & z_a\\ x_b & y_b & z_b\\ \end{bmatrix}=(y_az_b-y_bz_a, x_bz_a-x_az_b,x_ay_b-x_by_a)
a×b=
ixaxbjyaybkzazb
=(yazb−ybza,xbza−xazb,xayb−xbya)
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\overrightarrow a \times \overrightarrow b= \begin{bmatrix} 0 & z_a & -y_a \\ -z_a & 0 &x_a\\ y_a & -x_a & 0 \end{bmatrix} \begin{bmatrix} x_b\\ y_b\\ z_b \\ \end{bmatrix}
a×b=
0−zayaza0−xa−yaxa0
xbybzb
u × = [ 0 z − y − z 0 x y − x 0 ] u_{\times}= \begin{bmatrix} 0 & z & -y \\ -z & 0 &x\\ y & -x & 0 \end{bmatrix} u×= 0−zyz0−x−yx0
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u×就是叉乘矩阵。
叉乘矩阵具有反对称性。矩阵的反对称性即
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A^{\top}=-A
A⊤=−A
4. 向量三重积
又叫BAC-CAB准则
A × ( B × C ) = B ( A ∗ C ) − C ( A ∗ B ) A\times (B \times C)=B(A *C)-C(A*B) A×(B×C)=B(A∗C)−C(A∗B)
证明
取
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方向分量
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其余两个方向分量证明类似
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取x方向分量\\ (A\times (B \times C))_x\\ B\times C= \begin{bmatrix} i & j & k \\ x_b & y_b &z_b\\ x_c & y _c & z_c \end{bmatrix}=(y_bz_c-y_cz_b,x_cz_b-x_bz_c,x_by_c-x_cy_b)\\ \begin{align} (A\times (B \times C))_x &= y_a(x_by_c-x_cy_b)-z_a(x_cz_b-x_bz_c)\nonumber\\ &= x_by_ay_c-x_cy_ay_b-x_cz_az_b+x_bz_az_c\nonumber\\ &= x_b(y_ay_c+z_az_c)-x_c(y_ay_b+z_az_b)\nonumber\\ &= x_b(y_ay_c+z_az_c)+x_bx_ax_c-x_cx_ax_b-x_c(y_ay_b+z_az_b)\nonumber\\ &= x_b(x_ax_c+y_ay_c+z_az_c)-x_c(x_ax_b+y_ay_b+z_az_b)\nonumber\\ &= x_b(A *C)-x_c(A *B)\nonumber\\ \end{align}\\ 其余两个方向分量证明类似\\ A\times(B \times C)=B(A*C)-C(A*B)
取x方向分量(A×(B×C))xB×C=
ixbxcjybyckzbzc
=(ybzc−yczb,xczb−xbzc,xbyc−xcyb)(A×(B×C))x=ya(xbyc−xcyb)−za(xczb−xbzc)=xbyayc−xcyayb−xczazb+xbzazc=xb(yayc+zazc)−xc(yayb+zazb)=xb(yayc+zazc)+xbxaxc−xcxaxb−xc(yayb+zazb)=xb(xaxc+yayc+zazc)−xc(xaxb+yayb+zazb)=xb(A∗C)−xc(A∗B)其余两个方向分量证明类似A×(B×C)=B(A∗C)−C(A∗B)
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