玩转线性代数(16)分块矩阵的笔记
定义
用一些纵、横线将矩阵A分割成若干小矩阵,以这些小矩阵为元素的矩阵称为分块矩阵,各个小矩阵称为A的子块
运算
对分块矩阵进行运算时,可以把每一个子块当作矩阵的一个元素来处理,但应保证矩阵运算的可行性。
加法
设矩阵A、B是两个同型矩阵,且分块方法一致,才能相加
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A=\begin{pmatrix} A_{11} & A_{12} & \cdots & A_{1r}\\ A_{21} & A_{22} & \cdots & A_{2r}\\ \vdots & \vdots & \vdots & \vdots \\ A_{s1} & A_{s2} & \cdots & A_{sr}\\ \end{pmatrix}, B=\begin{pmatrix} B_{11} & B_{12} & \cdots & B_{1r}\\ B_{21} & B_{22} & \cdots & B_{2r}\\ \vdots & \vdots & \vdots & \vdots \\ B_{s1} & B_{s2} & \cdots & B_{sr}\\ \end{pmatrix}
A=⎝⎜⎜⎜⎛A11A21⋮As1A12A22⋮As2⋯⋯⋮⋯A1rA2r⋮Asr⎠⎟⎟⎟⎞,B=⎝⎜⎜⎜⎛B11B21⋮Bs1B12B22⋮Bs2⋯⋯⋮⋯B1rB2r⋮Bsr⎠⎟⎟⎟⎞
其中每一
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A_{ij}
Aij与
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j
B_{ij}
Bij的维数都对应相同,则规定加法为
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,
A+B=\begin{pmatrix} A_{11}+B_{11} & A_{12}+B_{12} & \cdots & A_{1r}+B_{1r}\\ A_{21}+B_{21} & A_{22}+B_{22} & \cdots & A_{2r}+B_{2r}\\ \vdots & \vdots & \vdots & \vdots \\ A_{s1}+B_{s1} & A_{s2}+B_{s2} & \cdots & A_{sr}+B_{sr}\\ \end{pmatrix},
A+B=⎝⎜⎜⎜⎛A11+B11A21+B21⋮As1+Bs1A12+B12A22+B22⋮As2+Bs2⋯⋯⋮⋯A1r+B1rA2r+B2r⋮Asr+Bsr⎠⎟⎟⎟⎞,
数乘
乘以常数
λ
\lambda
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\lambda A=\begin{pmatrix} \lambda A_{11} & \lambda A_{12} & \cdots & \lambda A_{1r}\\ \lambda A_{21} & \lambda A_{22} & \cdots & \lambda A_{2r}\\ \vdots & \vdots & \vdots & \vdots \\ \lambda A_{s1} & \lambda A_{s2} & \cdots & \lambda A_{sr}\\ \end{pmatrix}
λA=⎝⎜⎜⎜⎛λA11λA21⋮λAs1λA12λA22⋮λAs2⋯⋯⋮⋯λA1rλA2r⋮λAsr⎠⎟⎟⎟⎞
转置
子块行列互换的基础上还要对子块本身进行转置。
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A^T=\begin{pmatrix} A_{11}^T & A_{21}^T & \cdots & A_{s1}^T\\ A_{12}^T & A_{22} & \cdots & A_{s2}^T\\ \vdots & \vdots & \vdots & \vdots \\ A_{1r}^T & A_{2r}^T & \cdots & A_{sr}^T\\ \end{pmatrix}
AT=⎝⎜⎜⎜⎛A11TA12T⋮A1rTA21TA22⋮A2rT⋯⋯⋮⋯As1TAs2T⋮AsrT⎠⎟⎟⎟⎞
乘法
设A是m×n矩阵,B是n×p矩阵,若将A分为r×s个子块
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r
×
s
(A_{kj})_{r×s}
(Akj)r×s,将B分为s×t个子块
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s
×
t
(B_{kj})_{s×t}
(Bkj)s×t,且A的列与B的行分块法一致,则规定A与B的乘法为:
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\begin{pmatrix} A_{11} & A_{12} & \cdots & A_{1s}\\ A_{21} & A_{22} & \cdots & A_{2s}\\ \vdots & \vdots & \vdots & \vdots \\ A_{r1} & A_{r2} & \cdots & A_{rs}\\ \end{pmatrix} \begin{pmatrix} B_{11} & B_{12} & \cdots & B_{1t}\\ B_{21} & B_{22} & \cdots & B_{2t}\\ \vdots & \vdots & \vdots & \vdots \\ B_{s1} & B_{s2} & \cdots & B_{st}\\ \end{pmatrix}=\begin{pmatrix} C_{11} & C_{12} & \cdots & C_{1t}\\ C_{21} & C_{22} & \cdots & C_{2t}\\ \vdots & \vdots & \vdots & \vdots \\ C_{r1} & C_{r2} & \cdots & C_{rt}\\ \end{pmatrix}
⎝⎜⎜⎜⎛A11A21⋮Ar1A12A22⋮Ar2⋯⋯⋮⋯A1sA2s⋮Ars⎠⎟⎟⎟⎞⎝⎜⎜⎜⎛B11B21⋮Bs1B12B22⋮Bs2⋯⋯⋮⋯B1tB2t⋮Bst⎠⎟⎟⎟⎞=⎝⎜⎜⎜⎛C11C21⋮Cr1C12C22⋮Cr2⋯⋯⋮⋯C1tC2t⋮Crt⎠⎟⎟⎟⎞
其中
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C_{ij}=\sum_{i=1}^s A_{ik}B_{kj},(i=1,2,...,r;j=1,2,...,t)
Cij=∑i=1sAikBkj,(i=1,2,...,r;j=1,2,...,t)
满足三点:
- 外能乘:在分块之前满足矩阵的乘法;
- 块能乘:即前矩阵分块后的行块数与后矩阵分块后列块数一致;
- 内能乘:每两个小块的乘法要满足矩阵的乘法。
分块对角阵
设A是r阶矩阵,若A的一个分块矩阵只有在主对角线上有非零子块,即
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A=\begin{pmatrix} A_{1} & 0 & \cdots & \cdots & 0\\ 0 & A_{2} & 0 & \cdots & 0\\ 0 & 0 & \ddots & 0 & 0\\ 0 & \cdots & 0 & A_{s-1} & 0\\ 0 & 0 & \cdots & 0 & A_{s}\\ \end{pmatrix}
A=⎝⎜⎜⎜⎜⎛A100000A20⋯0⋯0⋱0⋯⋯⋯0As−100000As⎠⎟⎟⎟⎟⎞,
其中
A
i
A_i
Ai是
r
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r_i
ri阶小方阵,i=1,2,…,s,
∑
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1
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i
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n
\sum_{i=1}^sr_i=n
∑i=1sri=n,而其余非主对角子块都为零矩阵,那么称A为分块对角矩阵。
分块对角阵乘法
设有两个分块对角阵:
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A=\begin{pmatrix} A_1 & & & 0\\ & A_2& & \\ & &\ddots & \\ 0 & & & A_k\\ \end{pmatrix},B=\begin{pmatrix} B_1 & & & 0\\ & B_2& & \\ & &\ddots & \\ 0 & & & B_k\\ \end{pmatrix}
A=⎝⎜⎜⎛A10A2⋱0Ak⎠⎟⎟⎞,B=⎝⎜⎜⎛B10B2⋱0Bk⎠⎟⎟⎞,
其中矩阵
A
i
A_i
Ai与
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B_i
Bi都是
n
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n_i
ni阶方阵,因此
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Ai与
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Bi可以相乘,用分块矩阵乘法可得:
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AB=\begin{pmatrix} A_1B_1 & & & 0\\ & A_2B_2& & \\ & &\ddots & \\ 0 & & & A_kB_k\\ \end{pmatrix}
AB=⎝⎜⎜⎛A1B10A2B2⋱0AkBk⎠⎟⎟⎞
即对应主对角线子块相乘即可。
分块对角阵行列式
根据拉普拉斯公式和递推法:
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|A|=\begin{vmatrix} A_1 & & & 0\\ & A_2& & \\ & &\ddots & \\ 0 & & & A_k\\ \end{vmatrix}=|A_1||A_2|...|A_k|
∣A∣=∣∣∣∣∣∣∣∣A10A2⋱0Ak∣∣∣∣∣∣∣∣=∣A1∣∣A2∣...∣Ak∣
按行列分块
矩阵 A = ( a i j ) m × n A=(a_{ij})_{m×n} A=(aij)m×n
行向量
A = ( a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a m 1 a m 2 ⋯ a m n ) = ( a 1 , a 2 , . . . , a n ) A=\begin{pmatrix} a_{11} & a_{12} & \cdots & a_{1n}\\ a_{21} & a_{22} & \cdots & a_{2n}\\ \vdots & \vdots & \vdots & \vdots \\ a_{m1} & a_{m2} & \cdots & a_{mn}\\ \end{pmatrix}=(a_1,a_2,...,a_n) A=⎝⎜⎜⎜⎛a11a21⋮am1a12a22⋮am2⋯⋯⋮⋯a1na2n⋮amn⎠⎟⎟⎟⎞=(a1,a2,...,an)
列向量
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A=\begin{pmatrix} \alpha_1^T \\ \alpha_2^T \\ \vdots\\ \alpha_m^T \\ \end{pmatrix}
A=⎝⎜⎜⎜⎛α1Tα2T⋮αmT⎠⎟⎟⎟⎞
其中:
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\alpha_i=\begin{pmatrix} a_{i1} \\ a_{i2} \\ \vdots\\ a_{in} \\ \end{pmatrix},\alpha_i^T=\begin{pmatrix}a_{i1} & a_{i2}&\cdots & a_{in}\end{pmatrix}
αi=⎝⎜⎜⎜⎛ai1ai2⋮ain⎠⎟⎟⎟⎞,αiT=(ai1ai2⋯ain)
行列向量表示的矩阵乘法
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A=(a_{ij})_{m×s},B=(b_{ij})_{s×n}
A=(aij)m×s,B=(bij)s×n,则A与B的乘积
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C=(c_{ij})_{m×n}
C=(cij)m×n,把A按行、B按列分块后有:
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AB=\begin{pmatrix} \alpha_1^T \\ \alpha_2^T \\ \vdots\\ \alpha_m^T \end{pmatrix} \begin{pmatrix}b_{1} & b_{2}&\cdots & b_{n}\end{pmatrix} =\begin{pmatrix} \alpha_1^T b_1 & \alpha_1^T b_2 & \cdots & \alpha_1^T b_n\\ \alpha_2^T b_1 & \alpha_2^T b_2 & \cdots & \alpha_2^T b_n\\ \vdots & \vdots & \vdots & \vdots \\ \alpha_m^T b_1 & \alpha_m^T b_2 & \cdots & \alpha_m^T b_n \end{pmatrix}
AB=⎝⎜⎜⎜⎛α1Tα2T⋮αmT⎠⎟⎟⎟⎞(b1b2⋯bn)=⎝⎜⎜⎜⎛α1Tb1α2Tb1⋮αmTb1α1Tb2α2Tb2⋮αmTb2⋯⋯⋮⋯α1Tbnα2Tbn⋮αmTbn⎠⎟⎟⎟⎞
例
设
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A^TA=0
ATA=0,证明A=0.
证明:设
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A=(a_{ij})_{m×n}
A=(aij)m×n,把A按列分块有
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A=(a_1,a_2,...,a_n)
A=(a1,a2,...,an),则
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A^TA=\begin{pmatrix} a_1^T \\ a_2^T \\ \vdots\\ a_m^T \end{pmatrix} \begin{pmatrix}a_{1} & a_{2}&\cdots & a_{n}\end{pmatrix} =\begin{pmatrix} a_1^T a_1 & a_1^T a_2 & \cdots & a_1^T a_n\\ a_2^T a_1 & a_2^T a_2 & \cdots & a_2^T a_n\\ \vdots & \vdots & \vdots & \vdots \\ a_m^T a_1 & a_m^T a_2 & \cdots & a_n^T a_n \end{pmatrix}
ATA=⎝⎜⎜⎜⎛a1Ta2T⋮amT⎠⎟⎟⎟⎞(a1a2⋯an)=⎝⎜⎜⎜⎛a1Ta1a2Ta1⋮amTa1a1Ta2a2Ta2⋮amTa2⋯⋯⋮⋯a1Tana2Tan⋮anTan⎠⎟⎟⎟⎞
即
A
T
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A^TA
ATA的(i,j)元为
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a_i^Ta_j
aiTaj,因
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A^TA=0
ATA=0,故
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a_i^Ta_j=0(i,j=1,2,...,n)
aiTaj=0(i,j=1,2,...,n),特殊地,有
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a_i^Ta_i=0(i=1,2,...,n)
aiTai=0(i=1,2,...,n)
而
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a_j^Ta_j=0=(a_{1j},a_{2j},...,a_{mj}) \begin{pmatrix} a_{1j} \\ a_{2j} \\ \vdots \\ a_{mj} \end{pmatrix}=a_{1j}^2+a_{2j}^2+...+a_{mj}^2
ajTaj=0=(a1j,a2j,...,amj)⎝⎜⎜⎜⎛a1ja2j⋮amj⎠⎟⎟⎟⎞=a1j2+a2j2+...+amj2
由
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a_{1j}^2+a_{2j}^2+...+a_{mj}^2=0
a1j2+a2j2+...+amj2=0,得
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a_{1j}=a_{2j}=...=a_{mj}=0,(j=1,2,...,n)
a1j=a2j=...=amj=0,(j=1,2,...,n),
即A=0
线性方程组分块表示
将线性方程组
{
a
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+
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+
a
1
n
x
n
=
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\begin{cases} a_{11}x_1+ a_{12}x_2 + a_{1n}x_n =b_1\\ a_{21}x_1+ a_{22}x_2 + a_{2n}x_n =b_2\\ \cdots\\ a_{m1}x_1+ a_{m2}x_2 + a_{mn}x_n =b_m\\ \end{cases}
⎩⎪⎪⎪⎨⎪⎪⎪⎧a11x1+a12x2+a1nxn=b1a21x1+a22x2+a2nxn=b2⋯am1x1+am2x2+amnxn=bm
简记为
A
X
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b
AX=b
AX=b
其中
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A=\begin{pmatrix} a_{11} & \cdots & a_{1n}\\ \vdots & \ddots & \vdots\\ a_{m1} & \cdots & a_{mn} \end{pmatrix}, X=\begin{pmatrix}x_1\\ \vdots \\ x_n \end{pmatrix}, b=\begin{pmatrix}b_1\\ \vdots \\ b_m \end{pmatrix}
A=⎝⎜⎛a11⋮am1⋯⋱⋯a1n⋮amn⎠⎟⎞,X=⎝⎜⎛x1⋮xn⎠⎟⎞,b=⎝⎜⎛b1⋮bm⎠⎟⎞
列分块
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b
(a_1,a_2,...,a_n)\begin{pmatrix}x_1\\ x_2 \\ \vdots \\ x_n \end{pmatrix}=b
(a1,a2,...,an)⎝⎜⎜⎜⎛x1x2⋮xn⎠⎟⎟⎟⎞=b
即
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x_1a_1+x_2a_2+...+x_na_n=b
x1a1+x2a2+...+xnan=b
行分块
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\begin{cases} a_1^Tx =b_1\\ a_2^Tx =b_2\\ \cdots\\ a_m^Tx =b_m\\ \end{cases}
⎩⎪⎪⎪⎨⎪⎪⎪⎧a1Tx=b1a2Tx=b2⋯amTx=bm