矩阵运算
0. 定义
A = ( a i × j ) ; B = ( b i × j ) i = 1... m ; j = 1... n \begin{aligned} A &= \left(a_{i \times j}\right); \\ B &= \left(b_{i \times j}\right) \\ i&=1...m; \\ j &= 1...n \end{aligned} ABij=(ai×j);=(bi×j)=1...m;=1...n
1. 矩阵加法法则
( i ) A + B = B + A ( i i ) ( A + B ) + C = A + ( B + C ) ( i i ) 负 矩 阵 : − A = ( − a i j ) ; A + ( − A ) = O ; A + ( − B ) = A − B \begin{aligned} &(i) \, A + B = B + A \\ &(ii) \, (A + B) + C = A + (B + C) \\ &(ii) \, 负矩阵: \\ &-A = (-a_{ij}); \\ &A + (-A) = O; \\ &A + (-B) = A - B \end{aligned} (i)A+B=B+A(ii)(A+B)+C=A+(B+C)(ii)负矩阵:−A=(−aij);A+(−A)=O;A+(−B)=A−B
2. 数与矩阵相乘
( i ) ( λ μ ) A = λ ( μ A ) ( i i ) ( λ + μ ) A = λ A + μ A ( i i i ) λ ( A + B ) = λ A + λ B \begin{aligned} &(i) \, (\lambda\mu)A = \lambda(\mu A)\\ &(ii) \, (\lambda + \mu)A = \lambda A + \mu A \\ &(iii) \, \lambda (A + B) = \lambda A + \lambda B \end{aligned} (i)(λμ)A=λ(μA)(ii)(λ+μ)A=λA+μA(iii)λ(A+B)=λA+λB
3. 矩阵与矩阵相乘
3.1 定义
设
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=
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a
m
×
s
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A = (a_{m \times s})
A=(am×s) 和
B
=
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B = (b_{s \times n})
B=(bs×n) ,则
A
A
A和
B
B
B的乘积为:
C
=
A
B
C = AB
C=AB
注意:
- 只有第一个矩阵的列数和第二个矩阵的行数相同时,才可以相乘;
- 注意相乘的顺序(左乘和右乘)
- A B AB AB 不一定等于 B A BA BA, 只有两者可交换时,才相等。
- 对于两个n阶方阵 A , B A, B A,B,若 A B = B A AB = BA AB=BA,则称方阵 A A A和 B B B是可交换的
3.2 乘法法则
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\begin{aligned} & (i) \, (AB)C = A(BC) \\ & (ii) \, \lambda (AB) = (\lambda A)B = A(\lambda B) \\ & (iii) \, A(B + C) = AB + AC, (B + C)A = BA + CA \\ & (iv) \, EA = AE = A, (\lambda E)A = \lambda A = A (\lambda E) \end{aligned}
(i)(AB)C=A(BC)(ii)λ(AB)=(λA)B=A(λB)(iii)A(B+C)=AB+AC,(B+C)A=BA+CA(iv)EA=AE=A,(λE)A=λA=A(λE)
注意:
- 只有方阵的幂才有意义: A k A^k Ak
4. 矩阵的转置
( i ) ( A T ) T = A ( i i ) ( A + B ) T = A T + B T ( i i i ) ( λ A ) T = λ A T ( v i ) ( A B ) T = B T A T ( v ) 对 称 矩 阵 : A T = A \begin{aligned} &(i) \, (A^T)^T = A \\ &(ii) \, (A + B)^T = A^T + B^T \\ &(iii) \, (\lambda A)^T = \lambda A^T \\ &(vi) \, (AB)^T = B^TA^T \\ &(v) \, 对称矩阵:A^T = A \end{aligned} (i)(AT)T=A(ii)(A+B)T=AT+BT(iii)(λA)T=λAT(vi)(AB)T=BTAT(v)对称矩阵:AT=A
5. 方阵的行列式
5.1 定义
- 矩阵是有一定顺序的数表;行列式是一个数。
- n阶方阵的行列式: ∣ A ∣ 或 d e t A |A| 或 det A ∣A∣或detA
5.2 运算法则
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\begin{aligned} &(i) \, |A^T| = |A| \\ &(ii) \, |\lambda A| = \lambda^n|A| \\ &(iii) \, |AB| = |A||B| \end{aligned}
(i)∣AT∣=∣A∣(ii)∣λA∣=λn∣A∣(iii)∣AB∣=∣A∣∣B∣
伴随矩阵:由行列式
∣
A
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|A|
∣A∣的各个元素的代数余子式
A
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A_{ij}
Aij构成。
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{
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;
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M
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A^* = \left\{ \begin{matrix} A_{11} & A_{21} & - & A_{n1}\\ A_{12} & A_{22} & - & A_{n2} \\ | & | & | & | \\ A_{1n} & A_{2n} & - & A_{nn} \end{matrix} \right\}; A_{ij} = (-1)^{i+j}M_{ij}
A∗=⎩⎪⎪⎨⎪⎪⎧A11A12∣A1nA21A22∣A2n−−∣−An1An2∣Ann⎭⎪⎪⎬⎪⎪⎫;Aij=(−1)i+jMij
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(vi) A^*A = AA^* = |A|E
(vi)A∗A=AA∗=∣A∣E
6. 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
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A
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E
AB=BA=E
AB=BA=E
则,
A
A
A可逆,且记为:
A
−
1
=
B
A^{-1}=B
A−1=B(逆矩阵是唯一的)
6.1 定理 1-2
n 阶方阵可逆的充分必要条件为:
∣
A
∣
≠
0
|A| \neq 0
∣A∣=0, 且:
A
−
1
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1
∣
A
∣
A
∗
,
A
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为
伴
随
矩
阵
A^{-1} = \frac{1}{|A|} A^*, A^*为伴随矩阵
A−1=∣A∣1A∗,A∗为伴随矩阵
- 若 ∣ A ∣ ≠ 0 |A| \neq 0 ∣A∣=0,则 A A A为奇异矩阵,否则为非奇异矩阵;
- 可逆矩阵为非奇异矩阵
- 推论:若 A B = E 或 ( B A = E ) AB = E 或 (BA = E) AB=E或(BA=E),则 B = A − 1 B=A^{-1} B=A−1
6.2 运算法则
(i) 若
A
A
A可逆,则
A
−
1
A^{-1}
A−1亦可逆,且
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(A^{-1})^{-1} =A
(A−1)−1=A
(ii)若
A
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A可逆,数
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\lambda \neq 0
λ=0,则
λ
A
\lambda A
λA可逆,且
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λ
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λ
A
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(\lambda A)^{-1} = \frac{1}{\lambda}A^{-1}
(λA)−1=λ1A−1
(iii)若
A
,
B
A,B
A,B为同阶矩阵且可逆,则
A
B
AB
AB亦可逆,且
(
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)
−
1
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A
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(AB)^{-1}=B^{-1}A^{-1}
(AB)−1=B−1A−1
(iv)若
A
A
A可逆,则
A
T
A^T
AT亦可逆,且
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−
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T
(A^T)^{-1}=(A^{-1})^T
(AT)−1=(A−1)T