吴恩达机器学习笔记（三）--线性代数回顾

吴恩达机器学习笔记（三）–线性代数回顾

学习基于：吴恩达机器学习.

1. Matrix and Vector

• Matrix is a rectangular array of numbers
• The dimension of matrix is the number of rows and columns of a matrix
• Matrix elements are entries of matrix
• $A_{ij}$ refers to the entry in the $i^{th}$ row and $j^{th}$ column
• Vector is an n x 1 matrix
  
  
  

2. Addition and Scalar Multiplication

• Addition and subtraction are element-wise, so you simply add or subtract each corresponding element:
  $$\left[\begin{array}{cc}a& c\\ b& d\end{array}\right]+\left[\begin{array}{cc}w& y\\ x& z\end{array}\right]=\left[\begin{array}{cc}a+w& c+y\\ b+x& d+z\end{array}\right]$$
• Subtracting Matrices:
  $$\left[\begin{array}{cc}a& c\\ b& d\end{array}\right]-\left[\begin{array}{cc}w& y\\ x& z\end{array}\right]=\left[\begin{array}{cc}a-w& c-y\\ b-x& d-z\end{array}\right]$$

To add or subtract two matrices, their dimensions must be the same.

• In scalar multiplication, we simply multiply every element by the scalar value:
  $$\left[\begin{array}{cc}a& c\\ b& d\end{array}\right]\times \lambda =\left[\begin{array}{cc}\lambda a& \lambda c\\ \lambda b& \lambda d\end{array}\right]$$

3. Matrix-Matrix Multiplication

1) Matrix-Vector Multiplication

We map the column of the vector onto each row of the matrix, multiplying each element and summing the result.
$$\left[\begin{array}{cc}a& c\\ b& d\end{array}\right]\times \left[\begin{array}{c}x\\ y\end{array}\right]=\left[\begin{array}{c}ax+cy\\ bx+dy\end{array}\right]$$
An m x n matrix multiplied by an n x 1 vector results in an m x 1 vector.

2) Matrix-Matrix Multiplication

We multiply two matrices by breaking it into several vector multiplications and concatenating the result.
$$\left[\begin{array}{cc}a& c\\ b& d\end{array}\right]\times \left[\begin{array}{cc}w& y\\ x& z\end{array}\right]=\left[\begin{array}{cc}aw+cx& ay+cz\\ bw+dx& by+dz\end{array}\right]$$

4. Matrix Multiplication Properties

• Matrices are not commutative:
  • A$\times$B ≠ B$\times$A 　　　　　 (Except B is an unit matrix)
• Matrices are associative:
  • (A$\times$B)$\times$C=A$\times$(B$\times$C)

5. Inverse and Transpose

• The inverse of a matrix A is denoted $A^{-1}$. Multiplying by the inverse results in the identity matrix.
  • $A{A}^{-1}=A^{-1}A=I$
• The transposition of a matrix is like rotating the matrix 90° in clockwise direction and then reversing it.
  • $B_{ij}=A_{ji}$