1. 矩阵表示
m
×
n
m\times n
m×n矩阵
A
A
A可表示为,其中每个元素
a
i
j
a_{ij}
aij为scalar:
A
=
[
a
11
a
12
.
.
.
a
1
n
a
21
a
22
.
.
.
a
2
n
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a
m
1
a
m
2
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a
m
n
]
A=\begin{bmatrix} a_{11}& a_{12} & ... & a_{1n}\\ a_{21}& a_{22} & ... & a_{2n}\\ ...& ... & ... & ...\\ a_{m1}& a_{m2} & ... & a_{mn} \end{bmatrix}
A=⎣⎢⎢⎡a11a21...am1a12a22...am2............a1na2n...amn⎦⎥⎥⎤
2. 矩阵的加法和乘法
若A和B均为矩阵,则有:
A
+
B
=
(
a
i
j
+
b
i
j
)
A+B=(a_{ij}+b_{ij})
A+B=(aij+bij)
scalar
α
\alpha
α与矩阵A乘法:
α
A
=
A
α
=
(
α
a
i
j
)
.
\alpha A=A\alpha=(\alpha a_{ij}).
αA=Aα=(αaij).
矩阵A为
m
×
p
m \times p
m×p和B为
p
×
n
p \times n
p×n的乘积C为
m
×
n
m \times n
m×n:
C
=
A
B
C=AB
C=AB
c
i
j
=
(
A
)
i
.
(
B
)
.
j
=
∑
k
=
1
p
a
i
k
b
k
j
.
c_{ij}=(A)i.(B).j=\sum_{k=1}^{p}a_{ik}b_{kj}.
cij=(A)i.(B).j=∑k=1paikbkj.
满足以下关系:
3. 矩阵的转置
矩阵A的转置为:
A
′
=
[
a
11
a
21
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a
n
1
a
12
a
22
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a
n
2
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a
1
m
a
2
m
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a
n
m
]
A'=\begin{bmatrix} a_{11}& a_{21} & ... & a_{n1}\\ a_{12}& a_{22} & ... & a_{n2}\\ ...& ... & ... & ...\\ a_{1m}& a_{2m} & ... & a_{nm} \end{bmatrix}
A′=⎣⎢⎢⎡a11a12...a1ma21a22...a2m............an1an2...anm⎦⎥⎥⎤
转置运算具有以下特点:
4. trace运算
trace通常仅对方形矩阵而言。
t
r
(
A
)
=
∑
i
=
1
m
a
i
i
tr(A)=\sum_{i=1}^{m}a_{ii}
tr(A)=∑i=1maii
trace运算有如下特点:
5. 矩阵判别式
若A为
m
×
m
m \times m
m×m矩阵,其判别式表示为:
∣
A
∣
=
∑
(
−
1
)
f
(
i
1
,
.
.
.
,
i
m
)
a
1
i
1
a
2
i
2
.
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a
m
i
m
=
∑
(
−
1
)
f
(
i
1
,
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,
i
m
)
a
i
1
1
a
i
2
2
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.
.
a
i
m
m
|A|=\sum(-1)^{f(i_1,...,i_m)}a_{1i_1}a_{2i_2}...a_{mi_m}=\sum(-1)^{f(i_1,...,i_m)}a_{i_11}a_{i_22}...a_{i_mm}
∣A∣=∑(−1)f(i1,...,im)a1i1a2i2...amim=∑(−1)f(i1,...,im)ai11ai22...aimm
具体的,当
m
=
1
m=1
m=1时,
∣
A
∣
=
a
11
|A|=a_{11}
∣A∣=a11
当
m
=
2
m=2
m=2时,
∣
A
∣
=
a
11
a
22
−
a
12
a
21
|A|=a_{11}a_{22}-a_{12}a_{21}
∣A∣=a11a22−a12a21
当
m
=
3
m=3
m=3时,
∣
A
∣
=
a
11
a
22
a
33
+
a
12
a
23
a
31
+
a
13
a
21
a
32
−
a
11
a
23
a
32
−
a
12
a
21
a
33
−
a
13
a
22
a
31
|A|=a_{11}a_{22}a_{33}+a_{12}a_{23}a_{31}+a_{13}a_{21}a_{32}-a_{11}a_{23}a_{32}-a_{12}a_{21}a_{33}-a_{13}a_{22}a_{31}
∣A∣=a11a22a33+a12a23a31+a13a21a32−a11a23a32−a12a21a33−a13a22a31.
判别式运算具有以下特征:
6. 矩阵逆运算
当矩阵A为
m
×
m
m\times m
m×m的判别式
∣
A
∣
!
=
0
|A|!=0
∣A∣!=0时,存在对应的逆矩阵
A
−
1
A^{-1}
A−1,使得:
A
A
−
1
=
A
−
1
A
=
I
m
AA^{-1}=A^{-1}A=I_m
AA−1=A−1A=Im
其中
I
m
I_m
Im为单位矩阵。
逆运算具有如下特征:
7. Hadamard Product
若矩阵A和B均为
m
×
n
m\times n
m×n,则有:
A
⊙
B
=
[
a
11
b
11
a
12
b
12
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a
1
n
b
1
n
a
21
b
21
a
22
b
22
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a
2
n
b
2
n
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a
m
1
b
m
1
a
m
2
b
m
2
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a
m
n
b
m
n
]
A\odot B=\begin{bmatrix} a_{11}b_{11}& a_{12}b_{12} & ... & a_{1n}b_{1n}\\ a_{21}b_{21}& a_{22}b_{22} & ... & a_{2n}b_{2n}\\ ...& ... & ... & ...\\ a_{m1}b_{m1}& a_{m2}b_{m2} & ... & a_{mn}b_{mn} \end{bmatrix}
A⊙B=⎣⎢⎢⎡a11b11a21b21...am1bm1a12b12a22b22...am2bm2............a1nb1na2nb2n...amnbmn⎦⎥⎥⎤
Hadamard Product运算具有如下特征:
参考资料:
[1] 《Matrix Analysis for Statistics》