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a = \begin{bmatrix} a_1 \\ \vdots\\ a_n \end{bmatrix}, \quad b = \begin{bmatrix} b_1 \\ \vdots\\ b_n \end{bmatrix}
a=⎣⎢⎡a1⋮an⎦⎥⎤,b=⎣⎢⎡b1⋮bn⎦⎥⎤
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a^T b = \sum_{i=1}^{n} a_i b_i, \quad ab^T = \begin{bmatrix} a_1b_1 & \cdots & a_1 b_n \\ \cdots & \cdots & \cdots \\ a_n b_1 & \cdots & a_n b_n \end{bmatrix},
aTb=i=1∑naibi,abT=⎣⎡a1b1⋯anb1⋯⋯⋯a1bn⋯anbn⎦⎤,
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abT的秩为1，其所有行或列都线性相关，只有一个非零特征值：
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\lambda(ab^T) = a^Tb
λ(abT)=aTb.
列变换
[ a 1 b 1 ⋯ a 1 b n ⋯ ⋯ ⋯ a n b 1 ⋯ a n b n ] [ 1 − b 2 b 1 − b 3 b 1 ⋯ − b n b 1 1 0 ⋯ 0 ⋱ ⋱ ⋮ 1 0 1 ] = [ a 1 b 1 ⋯ 0 ⋯ ⋯ ⋯ a n b 1 ⋯ 0 ] \begin{bmatrix} a_1b_1 & \cdots & a_1 b_n \\ \cdots & \cdots & \cdots \\ a_n b_1 & \cdots & a_n b_n \end{bmatrix} \begin{bmatrix} 1 & -\frac{b_2}{b_1} &-\frac{b_3}{b_1} & \cdots& -\frac{b_n}{b_1} \\ &1& 0 & \cdots & 0 \\ & & \ddots &\ddots&\vdots\\ &&&1& 0\\ &&&&1 \end{bmatrix} = \begin{bmatrix} a_1b_1 & \cdots & 0 \\ \cdots & \cdots & \cdots \\ a_n b_1 & \cdots &0 \end{bmatrix} ⎣⎡a1b1⋯anb1⋯⋯⋯a1bn⋯anbn⎦⎤⎣⎢⎢⎢⎢⎢⎡1−b1b21−b1b30⋱⋯⋯⋱1−b1bn0⋮01⎦⎥⎥⎥⎥⎥⎤=⎣⎡a1b1⋯anb1⋯⋯⋯0⋯0⎦⎤
行变换
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\begin{bmatrix} 1 & & & & \\ -\frac{a_2}{a_1}&1& && \\ -\frac{a_3}{a_1}& 0 & 1 && \\ \vdots &\vdots&\ddots&\ddots&\\ -\frac{a_n}{a_1} &0&\cdots&0&1 \end{bmatrix} \begin{bmatrix} a_1b_1 & \cdots & 0 \\ \cdots & \cdots & \cdots \\ a_n b_1 & \cdots &0 \end{bmatrix} = \begin{bmatrix} a_1b_1 & 0 &\cdots & 0 \\ 0 & 0 & \cdots & 0 \\ \cdots & \cdots & \cdots & \cdots \\ 0 & 0 & \cdots &0 \end{bmatrix}
⎣⎢⎢⎢⎢⎢⎡1−a1a2−a1a3⋮−a1an10⋮01⋱⋯⋱01⎦⎥⎥⎥⎥⎥⎤⎣⎡a1b1⋯anb1⋯⋯⋯0⋯0⎦⎤=⎣⎢⎢⎡a1b10⋯000⋯0⋯⋯⋯⋯00⋯0⎦⎥⎥⎤
记
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P_{a1} = \begin{bmatrix} 1 & & & & \\ -\frac{a_2}{a_1}&1& && \\ -\frac{a_3}{a_1}& 0 & 1 && \\ \vdots &\vdots&\ddots&\ddots&\\ -\frac{a_n}{a_1} &0&\cdots&0&1 \end{bmatrix}, P_{b1} = \begin{bmatrix} 1 & -\frac{b_2}{b_1} &-\frac{b_3}{b_1} & \cdots& -\frac{b_n}{b_1} \\ &1& 0 & \cdots & 0 \\ & & \ddots &\ddots&\vdots\\ &&&1& 0\\ &&&&1 \end{bmatrix}
Pa1=⎣⎢⎢⎢⎢⎢⎡1−a1a2−a1a3⋮−a1an10⋮01⋱⋯⋱01⎦⎥⎥⎥⎥⎥⎤,Pb1=⎣⎢⎢⎢⎢⎢⎡1−b1b21−b1b30⋱⋯⋯⋱1−b1bn0⋮01⎦⎥⎥⎥⎥⎥⎤
特征分解与对角化
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(ab^T)a = a(b^Ta) = (a^Tb)a
(abT)a=a(bTa)=(aTb)a
说明
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aTb 对应的特征向量，剩下
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n−1个特征向量只要满足和
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b正交即可！
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