线性代数 05.05 二次型及其标准形

$\color{blue}{\S 第五章 第五节 二次型及其标准形}$

$在解析几何中,为了便于研究二次曲线 \\ ax^2 + bxy + cy^2 = 1 \qquad (1) \\ 的几何性质,我们可以选择适当的坐标变换:$
$\left \{ \begin{array}{l} x = x^{\prime} \cos{\theta} - y^{\prime} \sin{\theta} \\ y = x^{\prime} \sin{\theta} + y^{\prime} \cos{\theta} \end{array} \right.$
$把方程化为标准形(法式方程)\\ mx^{\prime 2} + ny^{\prime 2} = 1$

$(1)的左边是一个二次齐次多项式$
$\qquad 从代数学的观点看,化标准型的过程就是通过变量\\ 的线性变换化简一个二次齐次多项式,使它只有平方项.\\ 这样的问题,在许多理论问题或实际问题中常会遇到. \\ \qquad 把这类问题一般化,讨论n个变量的二次齐\\ 次多项式的化简问题.$

$\color{blue}{一、二次型概念}$

$定义8.含有n个变量x_1, x_2, \cdots, x_n的二次齐次函数\\ f(x_1, x_2, \cdots, x_n) = a_{11}x_1^2 + 2a_{12}x_1x_2 + \cdots + 2a_{1n}x_1x_n \\ + a_{22}x_2^2 + \cdots + 2a_{2n} x_2x_n \\ + \cdots + a_{nn}x_n^2 \\ = \sum_{i = 1}^{n} \sum_{j = 1}^{n}a_{ij}x_ix_j \\ 其中 \\ a_{ij} = a_{ji}, \quad 2a_{ij}x_ix_j = a_{ij}x_ix_j + a_{ji}x_jx_i$

$二次型的矩阵形式$
$f(x_1, x_2, \cdots, x_n) = \sum_{i =1}^{n} \sum_{j = 1}^{n} a_{ij}x_ix_j \\ = x_1(a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_n) \\ + x_2(a_{21}x_1 + a_{22}x_2 + \cdots + a_{2n}x_n) \\ + \cdots \quad \cdots \quad \cdots \quad \cdots \\ + x_n(a_{n1}x_1 + a_{n2}x_2 + \cdots + a_{nn}x_n) \\ = \begin{pmatrix} x_1 & x_2 & \cdots & x_n \end{pmatrix} \begin{pmatrix} a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_n \\ a_{21}x_1 + a_{22}x_2 + \cdots + a_{2n}x_n \\ \cdots \quad \cdots \quad \cdots \quad \cdots \\ a_{n1}x_1 + a_{n2}x_2 + \cdots + a_{nn}x_n \\ \end{pmatrix} \\ = \begin{pmatrix} x_1 & x_2 & \cdots & x_n \end{pmatrix} \begin{pmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \cdots & \cdots & \cdots & \cdots \\ a_{n1} & a_{n2} & \cdots & a_{nn} \\ \end{pmatrix} \begin{pmatrix} x_1 \\ x_2 \\ \vdots \\ x_n \end{pmatrix} \\ = x^T A x$
$其中 \\ A = \begin{pmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \cdots & \cdots & \cdots & \cdots \\ a_{n1} & a_{n2} & \cdots & a_{nn} \\ \end{pmatrix}, x = \begin{pmatrix} x_1 \\ x_2 \\ \vdots \\ x_n \end{pmatrix} \\ 1) 称A为二次型f的矩阵,显然A = A^T; \\ 2) A = (a_{ij}),若a_{ij}为复数,称f为复二次型; \\ 3) A = (a_{ij}),若a_{ij}为实数,称f为实二次型; \\ 4) 称R(A)为二次型f的秩.$

$例1.把下面的二次型写成矩阵形式; \\ (1) f(x_1, x_2) = x_1^2 + 4x_1x_2 + 3x_2^2; \\ (2) f(x_1, x_2, x_3) = x_1^2 + 4x_1x_2 + 3x_2^2;$
$解:\\ (1) f(x_1, x_2) = \begin{pmatrix}x_1 & x_2 \end{pmatrix} \begin{pmatrix} 1 & 2 \\ 2 & 3 \end{pmatrix} \begin{pmatrix}x_1 \\ x_2 \end{pmatrix} \\ (2) f(x_1, x_2, x_3) = \begin{pmatrix}x_1 & x_2 & x_3 \end{pmatrix} \begin{pmatrix} 1 & 2 & 0 \\ 2 & 3 & 0 \\ 0 & 0 & 0 \end{pmatrix} \begin{pmatrix}x_1 \\ x_2 \\ x_3 \end{pmatrix}$

$\color{blue}{二、二次型的标准形}$

$定义9.称只含有平方项的二次型\\ f = \lambda_1y_1^2 + \lambda_2 y_2^2 + \cdots + \lambda_ny_n^2 \\ = \begin{pmatrix}y_1 & y_2 & \cdots & y_n \end{pmatrix} \begin{pmatrix} \lambda_1 & & & \\ & \lambda_2 && \\ & & \ddots & \\ & & & \lambda_n \\ \end{pmatrix} \begin{pmatrix}y_1 \\ y_2 \\ \vdots \\ y_n \end{pmatrix} \\ = y^T \Lambda y \\ 为二次型的标准形(或法式).$

$所谓一般二次型的化简问题,就是寻找一个可逆的线性变换:$
$\left \{ \begin{array}{l} x_1 = c_{11}y_1 + c_{12}y_2 + \cdots + c_{1n}y_n \\ x_2 = c_{21}y_1 + c_{22}y_2 + \cdots + c_{2n}y_n \\ \cdots \quad \cdots \quad \cdots \quad \cdots \\ x_n = c_{n1}y_1 + c_{n2}y_2 + \cdots + c_{nn}y_n \end{array} \right.$
$即x = cy, 把f = x^T Ax 化成标准形.于是 \\ f = x^TAx = (cy)^TA(cy) = y^T(c^TAc)y.$

$定理9.任给可逆矩阵C,令B = C^TAC,若A为对称矩阵,\\ 则B亦为对称矩阵,且R(B) = R(A).$
$证：A为对称矩阵,即有A^T = A,于是, \\ B^T = (C^TAC)^T = C^TA^T(C^T)^T = C^TAC = B. \\ 故B为对称矩阵.\\ 再证R(B) = R(A). \\ 因 B = C^TAC,故R(B) \leq R(AC) \leq R(A). \\ 又因 A = (C^T)^{-1}BC^{-1},故R(A) \leq R(BC^{-1}) \leq R(B) \\ 于是 R(B) = R(A).$

$定理9说明:经可逆变换x = Cy,把f化成y^TC^TACy,\\ C^TAC仍为对称矩阵,且二次型的秩不变.要使二次型f\\ 经过可逆变换x = Cy化成标准形,即使: \\ f = x^TAx \\ = (Cy)^TACy = y^TC^TACy \\ = \lambda_1 y_1^2 + \lambda_2y_2^2 + \cdots + \lambda_n y_n^2 \\ = \begin{pmatrix}y_1 & y_2 & \cdots & y_n \end{pmatrix} \begin{pmatrix} \lambda_1 & & & \\ & \lambda_2 & & \\ & & \ddots & \\ & & & \lambda_n \\ \end{pmatrix} \begin{pmatrix}y_1 \\ y_2 \\ \vdots \\ y_n \end{pmatrix} \\ = y^T \Lambda y$
$也就是说使C^TAC成为对角矩阵,即 C^TAC = \Lambda,\\ 因此,我们主要的问题就是:对于对称矩阵A,寻求可\\ 逆矩阵C,使C^TAC = \Lambda. 由上节定理8知,任给实对\\ 称矩阵A,总有正交矩阵P,使P^TAP = \Lambda.把此结论用\\ 于二次型,即有:$

$定理10.任意二次型\\ f(x_1, x_2, \cdots, x_n) = \sum_{i = 1}^{n} \sum_{j = 1}^{n} a_{ij}x_ix_j \\ (a_{ij} = a_{ji}),总有正交变换x = Py,使f化为标准型 \\ f = \lambda_1y_1^2 + \lambda_2y_2^2 + \cdots + \lambda_ny_n^2 \\ 其中\lambda_1, \lambda_2, \cdots, \lambda_n是f的矩阵A的n个特征值.$

$\color{blue}{三、用正交变换化二次型为标准形}$

$经过上面讨论,总结用正交变换二次型为标准形的一般步骤:\\ 1.将二次型f = \sum_{i = 1}^{n} \sum_{j = 1}^{n} a_{ij} x_i x_j 写成矩阵形式f = x^TAx; \\ 2. 由|A - \lambda E| = 0.求出A的全部特征值; \\ 3. 由(A - \lambda E) x = 0,求出A的特征向量; \\ \quad 对于求出的不同的特征值所对应的特征向量,\\ 已正交,只需单位化; \\ \quad 对于k重特征根\lambda_k所对应的k个线性无关的特征向量,\\ 用Schimidt标准正交化方法把它们化为k个两两正交\\ 的单位向量. \\ 4. 把求出的n个两两正交的单位向量,拼成正交矩阵P,\\ 作正交变换x = Py; \\ 5. 用x = Py,把f化成标准形. \\ f = \lambda_1 y_1^2 + \lambda_2 y_2^2 + \cdots + \lambda_n y_n^2 \\ 其中\lambda_1, \lambda_2, \cdots, \lambda_n使f的矩阵A的n个特征值.$

$例2.求一个正交变换 x = Py,把二次型\\ f = 2x_1x_2 + 2x_1x_3 -2x_1x_4 - 2x_2x_3 + 2x_2x_4 + 2x_3x_4 \\ 化为标准形.$
$解:\\ ① 二次型的矩阵为: A = \begin{pmatrix} 0 & 1 & 1 & -1 \\ 1 & 0 & -1 & 1 \\ 1 & -1 & 0 & 1 \\ -1 & 1 & 1 & 0 \\ \end{pmatrix} \\ ② 由|A - \lambda E | = 0,求A的全部特征值: \\ |A - \lambda E | = \begin{vmatrix} - \lambda & 1 & 1 & -1 \\ 1 & - \lambda & -1 & 1 \\ 1 & -1 & - \lambda & 1 \\ -1 & 1 & 1 & - \lambda \\ \end{vmatrix} \\ = (1 - \lambda) \begin{vmatrix} 1 & 1 & 1 & -1 \\ 1 & - \lambda & -1 & 1 \\ 1 & -1 & - \lambda & 1 \\ 1 & 1 & 1 & - \lambda \\ \end{vmatrix} \\ = (1 - \lambda) \begin{vmatrix} 1 & 1 & 1 & -1 \\ 0 & -1 - \lambda & -2 & 2 \\ 0 & -2 & -1 - \lambda & 2 \\ 0 & 0 & 0 & 1- \lambda \\ \end{vmatrix} \\ = (1 - \lambda)^2 \begin{vmatrix} 1 & 1 & 1 \\ 0 & -1 - \lambda & -2 \\ 0 & -2 & -1 - \lambda \\ \end{vmatrix} \\ =(1 - \lambda)^2(\lambda^2 + 2\lambda - 3) \\ = -(\lambda + 3)(\lambda - 1)^3 = 0 \\ 解得A的特征值为: \lambda_1 = -3, \lambda_2 = \lambda_3 = \lambda_4 = 1. \\ ③ 由(A - \lambda E) x = 0,求A的特征向量. \\ 当\lambda_1 = -3时, 解方程(A + 3 E) x = 0, 由\\ A + 3E = \begin{pmatrix} 3 & 1 & 1 & -1 \\ 1 & 3 & -1 & 1 \\ 1 & -1 & 3 & 1 \\ -1 & 1 & 1 & 3 \\ \end{pmatrix} \sim \begin{pmatrix} 1 & -1 & -1 & -3 \\ 1 & 3 & -1 & 1 \\ 1 & -1 & 3 & 1 \\ 3 & 1 & 1 & -1 \\ \end{pmatrix} \\ \sim \begin{pmatrix} 1 & -1 & -1 & -3 \\ 0 & 4 & 0 & 4 \\ 0 & 0 & 4 & 4 \\ 0 & 4 & 4 & 8 \\ \end{pmatrix} \sim \begin{pmatrix} 1 & -1 & -1 & -3 \\ 0 & 4 & 0 & 4 \\ 0 & 0 & 4 & 4 \\ 0 & 0 & 4 & 4 \\ \end{pmatrix} \sim \begin{pmatrix} 1 & -1 & -1 & -3 \\ 0 & 1 & 0 & 1 \\ 0 & 0 & 1 & 1 \\ 0 & 0 & 0 & 0 \\ \end{pmatrix} \sim \begin{pmatrix} 1 & 0 & 0 & -1 \\ 0 & 1 & 0 & 1 \\ 0 & 0 & 1 & 1 \\ 0 & 0 & 0 & 0 \\ \end{pmatrix} \\ 解得基础解系 \xi_1 = \begin{pmatrix} 1 \\ -1 \\ -1 \\ 1 \end{pmatrix},单位化 p_1 = \dfrac{1}{2}\begin{pmatrix} 1 \\ -1 \\ -1 \\ 1 \end{pmatrix} \\ 当\lambda_2 = \lambda_3 = \lambda_4 = 1时, 解方程(A - E) x = 0, 由\\ A - E = \begin{pmatrix} -1 & 1 & 1 & -1 \\ 1 & -1 & -1 & 1 \\ 1 & -1 & -1 & 1 \\ -1 & 1 & 1 & -1 \\ \end{pmatrix} \sim \begin{pmatrix} 1 & -1 & -1 & 1 \\ 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ \end{pmatrix} \\ 解得 \\ \begin{pmatrix} x_1 \\ x_2 \\ x_3 \\ x_4 \end{pmatrix} = k_1\begin{pmatrix} 1 \\ 1 \\ 0 \\ 0 \end{pmatrix} + k_2 \begin{pmatrix} 1 \\ 0 \\ 1 \\ 0 \end{pmatrix} + k_3 \begin{pmatrix} -1 \\ 0 \\ 0 \\ 1 \end{pmatrix}, k_1,k_2,k_3 不同时为零. \\ 通过调整k_1, k_2, k_3得两两正交的基础解系为:\\ \xi_2 = \begin{pmatrix} 1 \\ 1 \\ 0 \\ 0 \end{pmatrix},单位化 p_2 = \dfrac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ 1 \\ 0 \\ 0 \end{pmatrix} \\ \xi_3 = \begin{pmatrix} 0 \\ 0 \\ 1 \\ 1 \end{pmatrix},单位化 p_3 = \dfrac{1}{\sqrt{2}}\begin{pmatrix} 0 \\ 0 \\ 1 \\ 1 \end{pmatrix} \\ \xi_4 = \begin{pmatrix} 1 \\ -1 \\ 1 \\ -1 \end{pmatrix},单位化 p_4 = \dfrac{1}{2}\begin{pmatrix} 1 \\ -1 \\ 1 \\ -1 \end{pmatrix} \\ ④ 于是正交变换为 x = Py,即 \\ \begin{pmatrix} x_1 \\ x_2 \\ x_3 \\ x_4 \end{pmatrix} = \begin{pmatrix} \dfrac{1}{2} & \dfrac{1}{\sqrt{2}} & 0 & \dfrac{1}{2} \\ -\dfrac{1}{2} & \dfrac{1}{\sqrt{2}} & 0 & -\dfrac{1}{2} \\ -\dfrac{1}{2} & 0 & \dfrac{1}{\sqrt{2}} & \dfrac{1}{2} \\ \dfrac{1}{2} & 0 & \dfrac{1}{\sqrt{2}} & -\dfrac{1}{2} \\ \end{pmatrix} \begin{pmatrix} y_1 \\ y_2 \\ y_3 \\ y_4 \end{pmatrix} \\ ⑤用正交变换将y化成标准形:\\ f = -3y_1^2 + y_2^2 + y_3^2 + y_4^2$