一、定义
由m×n个数
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i=1,2,…,m;j=1,2,…,n)排成的m行n列的数表称为m行n列矩阵
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A=\left(\begin{array}{cccc}{a_{11}} & {a_{12}} & {\cdots} & {a_{1 n}} \\ {a_{21}} & {a_{22}} & {\cdots} & {a_{2 n}} \\ {\vdots} & {\vdots} & {} & {\vdots} \\ {a_{m 1}} & {a_{m 2}} & {\cdots} & {a_{m n}}\end{array}\right)
A=⎝⎜⎜⎜⎛a11a21⋮am1a12a22⋮am2⋯⋯⋯a1na2n⋮amn⎠⎟⎟⎟⎞
二、特殊矩阵
2.1、实矩阵
所有元素均为实数的矩阵
2.2、复矩阵
所有元素均为复数的矩阵
2.3、零矩阵
所有元素均为0的矩阵
2.4、负矩阵
所有元素均为负数的矩阵
2.5、方阵
行列相等的矩阵,简称n阶方阵,记作 A n A_n An
2.6、行(列)矩阵
只有一行(列)的矩阵
2.7、对角阵
主对角线以外的元素都是0,记作 Λ = diag ( λ 1 , λ 2 , ⋯ , λ n ) \boldsymbol{\Lambda}=\operatorname{diag}\left(\lambda_{1}, \lambda_{2}, \cdots, \lambda_{n}\right) Λ=diag(λ1,λ2,⋯,λn)
2.8、单位阵
主对角线全为1,其它元素都是0,记作E
2.9、纯量阵(数量矩阵)
λ E = ( λ λ ⋱ λ ) \lambda E=\left(\begin{array}{cccc}{\lambda} \\ {} & {\lambda} \\ {} & {} & {\ddots} \\ {} & {} & {} & {\lambda}\end{array}\right) λE=⎝⎜⎜⎛λλ⋱λ⎠⎟⎟⎞
2.10、上(下)三角矩阵
主对角线以下(上)的元素都为0的矩阵
2.11、(反)对称矩阵
沿主对角线对应位置的元素相等的矩阵,记作
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\left(\begin{array}{ccc}{1} & {1} & {-1} \\ {1} & {2} & {4} \\ {-1} & {4} & {3}\end{array}\right)
⎝⎛11−1124−143⎠⎞
2.11.1性质
- 两个同阶对称矩阵,其和、差、数乘也是对称的;
- 两个同阶对称矩阵,其乘积不是对称的;
- A = A T A=A^T A=AT
- A,B对称,AB对称的充要条件是AB可交换
2.12、反对称矩阵
主对角线全为0,沿主对角线对应位置的元素互为相反数的矩阵,记作
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\left(\begin{array}{ccc}{0} & {1} & {-3} \\ {-1} & {0} & {-4} \\ {3} & {4} & {0}\end{array}\right)
⎝⎛0−13104−3−40⎠⎞
2.12.1、性质
- 两个同阶对称矩阵,其和、差、数乘也是反对称的;
- 两个同阶对称矩阵,其乘积不是反对称的;
- A = − A T A=-A^T A=−AT
三、矩阵运算
3.1、加(减)法性质
- A + B = B + A A+B=B+A A+B=B+A
- ( A + B ) + C = A + ( B + C ) (A+B)+C=A+(B+C) (A+B)+C=A+(B+C)
- A + O = A A+O=A A+O=A
- A − A = O A-A=O A−A=O
- A + B = C A = C − B A+B=CA=C-B A+B=CA=C−B
3.2、数乘运算
数λ与矩阵A的乘积记作λA或Aλ
3.2.1、性质
- ( λ μ ) A = λ ( μ A ) (λμ)A =λ(μA) (λμ)A=λ(μA)
- ( λ + μ ) A = λ A + μ A (λ+μ)A =λA+μA (λ+μ)A=λA+μA
- λ ( A + B ) = λ A + λ B λ(A+B)=λA+λB λ(A+B)=λA+λB
3.3、矩阵相乘
设A是一个m×s矩阵,B是一个s×n矩阵,那么规定矩阵A与矩阵B的乘积是一个m×n矩阵C
c i j = a i 1 b 1 j + a i 2 b 2 j + ⋯ + a i j b j j = ∑ k = 1 s a i k b k j ( i = 1 , 2 , … , m ; j = 1 , 2 , … , n ) c_{i j}=a_{i 1} b_{1 j}+a_{i 2} b_{2 j}+\cdots+a_{i j} b_{j j}=\sum_{k=1}^{s} a_{i k} b_{k j}(i=1,2,\dots,m;j=1,2,\dots,n) cij=ai1b1j+ai2b2j+⋯+aijbjj=k=1∑saikbkj(i=1,2,…,m;j=1,2,…,n)
3.3.1、性质
- A B ≠ B A AB≠BA AB=BA
- 若 A B = B A AB=BA AB=BA,则A、B可交换
- ( A B ) C = A ( B C ) (AB)C=A(BC) (AB)C=A(BC)
- λ ( A B ) = ( λ A ) B = A ( λ B ) λ(AB)=(λA)B=A(λB) λ(AB)=(λA)B=A(λB)
- A ( B + C ) = A B + A C , ( B + C ) A = B A + C A A(B+C)= AB +AC, (B+C)A =BA+CA A(B+C)=AB+AC,(B+C)A=BA+CA
四、矩阵转置
把矩阵A的行换成同序数的列得到一个新矩阵,叫做A的转置矩阵记作 A T A^T AT
4.1、性质
- ( A T ) T = A (A^T)^T=A (AT)T=A
- ( A + B ) T = A T + B T (A+B)^T = A^T +B^T (A+B)T=AT+BT
- ( λ A ) T = λ A T (λA)^T=λA^T (λA)T=λAT
- ( A B ) T = B T A T (AB)^T=B^TA^T (AB)T=BTAT
五、矩阵的行列式
由n阶方阵A的元素所构成的行列式(各元素的位置不变),称为方阵A的行列式,记作 d e t ( A ) det(A) det(A)或 ∣ A ∣ |A| ∣A∣。
5.1、性质
- ∣ A T ∣ = ∣ A ∣ |A^T|=|A| ∣AT∣=∣A∣
- ∣ λ A ∣ = λ n ∣ A ∣ |λA|=λ^n|A| ∣λA∣=λn∣A∣
- ∣ A B ∣ = ∣ A ∣ ∣ B ∣ |AB|=|A||B| ∣AB∣=∣A∣∣B∣
六、伴随矩阵
行列式
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A^{*}=\left(\begin{array}{cccc}{A_{11}} & {A_{21}} & {\cdots} & {A_{n 1}} \\ {A_{12}} & {A_{22}} & {\cdots} & {A_{n 2}} \\ {\vdots} & {\vdots} & {} & {\vdots} \\ {A_{1 n}} & {A_{2 n}} & {\cdots} & {A_{n n}}\end{array}\right)
A∗=⎝⎜⎜⎜⎛A11A12⋮A1nA21A22⋮A2n⋯⋯⋯An1An2⋮Ann⎠⎟⎟⎟⎞
称为矩阵A的伴随矩阵
6.1、性质
- A A ∗ = A ∗ A = ∣ A ∣ E AA^* =A^*A =|A|E AA∗=A∗A=∣A∣E 永远成立
- ∣ A ∗ ∣ = ∣ A ∣ n − 1 |A^*|=|A|^{n-1} ∣A∗∣=∣A∣n−1 永远成立
七、逆矩阵
对于n阶矩阵 A A A,如果有一个n阶矩阵 B B B,使 A B = B A = E AB=BA=E AB=BA=E,则说矩阵 A A A是可逆的,并把矩阵 B B B称为 A A A的逆矩阵,简称逆阵,记作 A − 1 A^{-1} A−1
7.1、定理
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未必所有方阵均可逆;
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若方阵 A A A可逆,其逆矩阵 A − 1 A^{-1} A−1唯一;
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若矩阵 A A A可逆,则 ∣ A ∣ ≠ 0 |A|≠0 ∣A∣=0
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若 ∣ A ∣ ≠ 0 |A|≠0 ∣A∣=0,则矩阵A可逆(非奇异、非退化、满秩),且
A − 1 = 1 ∣ A ∣ A ∗ A^{-1}=\frac{1}{|A|}A^* A−1=∣A∣1A∗
其中 A ∗ A^* A∗ 是A的伴随矩阵 -
由定理4,退出 A ∗ = ∣ A ∣ A − 1 A^*=|A|A^{-1} A∗=∣A∣A−1
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若 A B = E AB=E AB=E(或 B A = E BA=E BA=E),则 B = A − 1 B=A^{-1} B=A−1
7.2、性质
- 若 A A A可逆,则 A − 1 A^{-1} A−1亦可逆,且 ( A − 1 ) − 1 = A (A^{-1})^{-1}=A (A−1)−1=A
- 若
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( λ A ) − 1 = 1 λ A − 1 (λA)^{-1}=\frac{1}{λ}A^{-1} (λA)−1=λ1A−1 - 若A、B为同阶矩阵且均可逆,则AB亦可逆,且 ( A B ) − 1 = B − 1 A − 1 (AB)^{-1} = B^{-1}A^{-1} (AB)−1=B−1A−1
- 若A可逆,则 A T A^T AT亦可逆,且 ( A T ) − 1 = ( A − 1 ) T (A^T)^{-1}=(A^{-1})^T (AT)−1=(A−1)T
- 若A可逆,则 ∣ A − 1 ∣ = ∣ A ∣ − 1 |A^{-1}|=|A|^{-1} ∣A−1∣=∣A∣−1
- 若A可逆,则
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( A ∗ ) − 1 = 1 ∣ A ∣ A = ∣ A ∣ − 1 A (A^*)^{-1}=\frac{1}{|A|}A=|A|^{-1}A (A∗)−1=∣A∣1A=∣A∣−1A
7.3、如何求 A − 1 A^{-1} A−1
- 伴随矩阵法
- 初等变换法
八、分块矩阵
对于行数和列数较高的矩阵A,运算时常采用分块法,使大矩阵的运算化成小矩阵的运算。将矩阵 A用若干条纵线和横线分成许多个小矩阵,每一个小矩阵称为A的子块,以子块为元素的形式上的矩阵称为分块矩阵。
A = ( a 11 a 12 a 13 a 14 a 21 a 22 a 23 a 24 a 31 a 32 a 33 a 34 ) = ( A 11 A 12 A 21 A 22 ) A=\left( \def\arraystretch{1.5} \begin{array}{cc:cc} {a_{11}} & {a_{12}} & {a_{13}} & {a_{14}} \\ {a_{21}} & {a_{22}} & {a_{23}} & {a_{24}} \\ \hdashline {a_{31}} & {a_{32}} & {a_{33}} & {a_{34}} \end{array}\right)=\left(\begin{array}{ll}{A_{11}} & {A_{12}} \\ {A_{21}} & {A_{22}}\end{array}\right) A=⎝⎜⎜⎜⎛a11a21a31a12a22a32a13a23a33a14a24a34⎠⎟⎟⎟⎞=⎝⎛A11A21A12A22⎠⎞
8.1、分块矩阵的运算
8.1.1、加法
( A 1 A 2 A 3 A 4 ) + ( B 1 B 2 B 3 B 4 ) = ( A 1 + B 1 A 2 + B 2 A 3 + B 3 A 4 + B 4 ) \left( \begin{array}{ll} {A_{1}} & {A_{2}} \\ {A_{3}} & {A_{4}} \end{array} \right)+\left( \begin{array}{ll} {B_{1}} & {B_{2}} \\ {B_{3}} & {B_{4}} \end{array} \right)=\left( \begin{array}{ll} {A_{1}+B_{1}} & {A_{2}+B_{2}} \\ {A_{3}+B_{3}} & {A_{4}+B_{4}} \end{array} \right) (A1A3A2A4)+(B1B3B2B4)=(A1+B1A3+B3A2+B2A4+B4)
8.1.2、数乘
k ( A 1 A 2 A 3 A 4 ) = ( k A 1 k A 2 k A 3 k A 4 ) k\left( \begin{array}{l} {A_{1}} & {A_{2}} \\ {A_{3}} & {A_{4}} \end{array} \right)=\left( \begin{array}{ll} {k A_{1}} & {k A_{2}} \\ {k A_{3}} & {k A_{4}} \end{array}\right) k(A1A3A2A4)=(kA1kA3kA2kA4)
8.1.3、乘法
( A 1 A 2 A 3 A 4 ) ( B 1 B 2 B 3 B 4 ) = ( A 1 B 1 + A 2 B 3 A 1 B 2 + A 2 B 4 A 3 B 1 + A 4 B 3 A 3 B 2 + A 4 B 4 ) \left( \begin{array}{l} {A_{1}} & {A_{2}} \\ {A_{3}} & {A_{4}} \end{array} \right) \left( \begin{array}{l} {B_{1}} & {B_{2}} \\ {B_{3}} & {B_{4}} \end{array} \right)=\left( \begin{array}{ll} {A_{1}B_{1}+A_{2}B_{3}} & {A_{1}B_{2}+A_{2}B_{4}} \\ {A_{3}B_{1}+A_{4}B_{3}} & {A_{3}B_{2}+A_{4}B_{4}} \end{array}\right) (A1A3A2A4)(B1B3B2B4)=(A1B1+A2B3A3B1+A4B3A1B2+A2B4A3B2+A4B4)
8.1.4、对角型分块矩阵乘法
A B = ( A 1 B 1 A 2 B 2 ⋱ A k B k ) AB=\left(\begin{array}{cccc} {A_1B_1} \\ {} & {A_2B_2} \\ {} & {} & {\ddots} \\ {} & {} & {} & {A_kB_k} \end{array}\right) AB=⎝⎜⎜⎛A1B1A2B2⋱AkBk⎠⎟⎟⎞
8.1.5、对角型分块矩阵加法
A B = ( A 1 + B 1 A 2 + B 2 ⋱ A k + B k ) AB=\left(\begin{array}{cccc} {A_1+B_1} \\ {} & {A_2+B_2} \\ {} & {} & {\ddots} \\ {} & {} & {} & {A_k+B_k} \end{array}\right) AB=⎝⎜⎜⎛A1+B1A2+B2⋱Ak+Bk⎠⎟⎟⎞
8.1.6、转置
设 A = ( A 11 ⋯ A 1 r ⋮ ⋮ A s 1 ⋯ A s r ) ,则 A T = ( A 11 T ⋯ A s 1 T ⋮ ⋮ A 1 r T ⋯ A w T ) \text {设}A=\left(\begin{array}{ccc}{A_{11}} & {\cdots} & {A_{1 r}} \\ {\vdots} & {} & {\vdots} \\ {A_{s 1}} & {\cdots} & {A_{s r}}\end{array}\right) \text {,则} A^{T}=\left(\begin{array}{ccc}{A_{11}^{T}} & {\cdots} & {A_{s 1}^{T}} \\ {\vdots} & {} & {\vdots} \\ {A_{1 r}^{T}} & {\cdots} & {A_{w}^{T}}\end{array}\right) 设A=⎝⎜⎛A11⋮As1⋯⋯A1r⋮Asr⎠⎟⎞,则AT=⎝⎜⎛A11T⋮A1rT⋯⋯As1T⋮AwT⎠⎟⎞
8.1.7、逆矩阵
设A为n阶方阵,若A的分块矩阵只有在对角线上有非零子块,其余子块都为零矩阵,且在对角线上的子块都是方阵
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A=\left(\begin{array}{cccc}{A_{1}} & {} & {} & {O} \\ {} & {A_{2}} & {} & {} \\ {} & {} & {\ddots} & {} \\ {O} & {} & {} & {A_{s}}\end{array}\right)
A=⎝⎜⎜⎛A1OA2⋱OAs⎠⎟⎟⎞
若A可逆,其逆矩阵为:
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A^{-1}=\left(\begin{array}{cccc}{A_{1}^{-1}} & {} & {} & {O} \\ {} & {A_{2}^{-1}} & {} \\ {} & {} & {\ddots} \\ {O} & {} & {} & {A_{s}^{-1}}\end{array}\right)
A−1=⎝⎜⎜⎛A1−1OA2−1⋱OAs−1⎠⎟⎟⎞