1 转置矩阵
- ( A T ) T = A (\boldsymbol{A}^T)^T=\boldsymbol{A} (AT)T=A
- ( A + B ) T = A T + B T (\boldsymbol{A}+\boldsymbol{B})^T=\boldsymbol{A}^T+\boldsymbol{B}^T (A+B)T=AT+BT
- ( k A ) T = k A T (k\boldsymbol{A})^T=k\boldsymbol{A}^T (kA)T=kAT
- ( A B ) T = B T A T (\boldsymbol{A}\boldsymbol{B})^T=\boldsymbol{B}^T\boldsymbol{A}^T (AB)T=BTAT
2 逆矩阵
2.1 定义
A , B \boldsymbol{A},\boldsymbol{B} A,B 是 n n n 阶方阵, E \boldsymbol{E} E 是 n n n 阶单位矩阵,若 A B = B A = E \boldsymbol{A}\boldsymbol{B}=\boldsymbol{B}\boldsymbol{A}=\boldsymbol{E} AB=BA=E,则称 A \boldsymbol{A} A 是可逆矩阵,并称 B \boldsymbol{B} B 是 A \boldsymbol{A} A 的唯一逆矩阵,记作 A − 1 \boldsymbol{A}^{-1} A−1。
2.2 A \boldsymbol{A} A 可逆的充分必要条件
∣ A ∣ ≠ 0 \begin{vmatrix} \boldsymbol{A} \end{vmatrix} \ne 0 ∣∣A∣∣=0。当 ∣ A ∣ ≠ 0 \begin{vmatrix} \boldsymbol{A} \end{vmatrix} \ne 0 ∣∣A∣∣=0 时, A \boldsymbol{A} A 可逆,且 A − 1 = 1 ∣ A ∣ A ∗ \boldsymbol{A}^{-1} = \frac{1}{\begin{vmatrix} \boldsymbol{A} \end{vmatrix}}\boldsymbol{A}^* A−1=∣A∣1A∗。
2.3 性质
A , B \boldsymbol{A},\boldsymbol{B} A,B 是同阶可逆矩阵,则
- ( A − 1 ) − 1 = A (\boldsymbol{A}^{-1})^{-1}=\boldsymbol{A} (A−1)−1=A
- A + B \boldsymbol{A}+\boldsymbol{B} A+B 不一定可逆,且 ( A + B ) − 1 ≠ A − 1 + B − 1 (\boldsymbol{A}+\boldsymbol{B})^{-1} \ne \boldsymbol{A}^{-1} + \boldsymbol{B}^{-1} (A+B)−1=A−1+B−1
- k ≠ 0 , ( k A ) − 1 = 1 k A − 1 k \ne 0,(k\boldsymbol{A})^{-1}=\frac{1}{k}\boldsymbol{A}^{-1} k=0,(kA)−1=k1A−1
- A B \boldsymbol{A}\boldsymbol{B} AB 可逆且 ( A B ) − 1 = B − 1 A − 1 (\boldsymbol{A}\boldsymbol{B})^{-1}=\boldsymbol{B}^{-1}\boldsymbol{A}^{-1} (AB)−1=B−1A−1
- A T \boldsymbol{A}^T AT 可逆且 ( A T ) − 1 = ( A − 1 ) T (\boldsymbol{A}^T)^{-1}=(\boldsymbol{A}^{-1})^T (AT)−1=(A−1)T
- ∣ A − 1 ∣ = ∣ A ∣ − 1 \begin{vmatrix} \boldsymbol{A}^{-1} \end{vmatrix} = \begin{vmatrix} \boldsymbol{A} \end{vmatrix}^{-1} ∣∣A−1∣∣=∣∣A∣∣−1
2.4 求逆矩阵的方法
2.4.1 数值矩阵
- 用伴随矩阵,若 ∣ A ∣ ≠ 0 \begin{vmatrix} \boldsymbol{A} \end{vmatrix} \ne 0 ∣∣A∣∣=0,则 A \boldsymbol{A} A 可逆,且 A − 1 = 1 ∣ A ∣ A ∗ \boldsymbol{A}^{-1} = \frac{1}{\begin{vmatrix} \boldsymbol{A} \end{vmatrix}}\boldsymbol{A}^* A−1=∣A∣1A∗。
- 用初等变换, [ A E ] → [ E A − 1 ] \begin{bmatrix} \boldsymbol{A} & \boldsymbol{E} \end{bmatrix} \rightarrow \begin{bmatrix} \boldsymbol{E} & \boldsymbol{A}^{-1} \end{bmatrix} [AE]→[EA−1](初等行变换), [ A E ] → [ E A − 1 ] \begin{bmatrix} \boldsymbol{A} \\ \boldsymbol{E} \end{bmatrix} \rightarrow \begin{bmatrix} \boldsymbol{E} \\ \boldsymbol{A}^{-1} \end{bmatrix} [AE]→[EA−1](初等列变换)。
2.4.2 抽象矩阵
- 用定义,求矩阵 B \boldsymbol{B} B 使 A B = E \boldsymbol{A}\boldsymbol{B}=\boldsymbol{E} AB=E,则 A \boldsymbol{A} A 可逆,且 A − 1 = B \boldsymbol{A}^{-1}=\boldsymbol{B} A−1=B。
- 用分解法,将 A \boldsymbol{A} A 分解成若干个可逆矩阵的乘积, A − 1 = ( B C ) − 1 = C − 1 B − 1 \boldsymbol{A}^{-1}=(\boldsymbol{B}\boldsymbol{C})^{-1}=\boldsymbol{C}^{-1}\boldsymbol{B}^{-1} A−1=(BC)−1=C−1B−1。
- 用分块矩阵,若 A , B \boldsymbol{A},\boldsymbol{B} A,B 均是可逆方阵,则 [ A 0 0 B ] − 1 = [ A − 1 0 0 B − 1 ] \begin{bmatrix} \boldsymbol{A} & \boldsymbol{0}\\ \boldsymbol{0} & \boldsymbol{B} \end{bmatrix}^{-1}=\begin{bmatrix} \boldsymbol{A}^{-1} & \boldsymbol{0}\\ \boldsymbol{0} & \boldsymbol{B}^{-1} \end{bmatrix} [A00B]−1=[A−100B−1], [ 0 A B 0 ] − 1 = [ 0 B − 1 A − 1 0 ] \begin{bmatrix} \boldsymbol{0} & \boldsymbol{A} \\ \boldsymbol{B} & \boldsymbol{0} \end{bmatrix}^{-1}=\begin{bmatrix} \boldsymbol{0} & \boldsymbol{B}^{-1}\\ \boldsymbol{A}^{-1} & \boldsymbol{0} \end{bmatrix} [0BA0]−1=[0A−1B−10]。
3 伴随矩阵
3.1 定义
将行列式 ∣ A ∣ \begin{vmatrix} \boldsymbol{A} \end{vmatrix} ∣∣A∣∣ 的 n 2 n^2 n2 个元素的代数余子式按如下形式排成的矩阵称为 A \boldsymbol{A} A 的伴随矩阵,记作 A ∗ \boldsymbol{A}^* A∗,即 A ∗ = [ A 11 A 21 ⋯ A n 1 A 12 A 22 ⋯ A n 2 ⋮ ⋮ ⋮ A 1 n A 2 n ⋯ A n n ] \boldsymbol{A}^*=\begin{bmatrix} \boldsymbol{A}_{11} & \boldsymbol{A}_{21} & \cdots & \boldsymbol{A}_{n1}\\ \boldsymbol{A}_{12} & \boldsymbol{A}_{22} & \cdots & \boldsymbol{A}_{n2}\\ \vdots & \vdots & & \vdots \\ \boldsymbol{A}_{1n} & \boldsymbol{A}_{2n} & \cdots & \boldsymbol{A}_{nn}\\ \end{bmatrix} A∗=⎣⎢⎢⎢⎡A11A12⋮A1nA21A22⋮A2n⋯⋯⋯An1An2⋮Ann⎦⎥⎥⎥⎤( A ∗ \boldsymbol{A}^* A∗ 的第 i i i 列元素对应为 A \boldsymbol{A} A 的第 i i i 行元素的代数余子式)。
3.2 性质
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对任意 n n n 阶方阵,不论 ∣ A ∣ \begin{vmatrix} \boldsymbol{A} \end{vmatrix} ∣∣A∣∣ 是否为零,都有 A A ∗ = A ∗ A = ∣ A ∣ E \boldsymbol{A}\boldsymbol{A}^*=\boldsymbol{A}^*\boldsymbol{A}=\begin{vmatrix} \boldsymbol{A} \end{vmatrix}\boldsymbol{E} AA∗=A∗A=∣∣A∣∣E
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当 ∣ A ∣ ≠ 0 \begin{vmatrix} \boldsymbol{A} \end{vmatrix} \ne 0 ∣∣A∣∣=0 时,有
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A = ∣ A ∣ ( A ∗ ) − 1 \boldsymbol{A}=\begin{vmatrix} \boldsymbol{A} \end{vmatrix}(\boldsymbol{A}^*)^{-1} A=∣∣A∣∣(A∗)−1
A ∗ = ∣ A ∣ A − 1 \boldsymbol{A}^*=\begin{vmatrix} \boldsymbol{A} \end{vmatrix}\boldsymbol{A}^{-1} A∗=∣∣A∣∣A−1
A − 1 = 1 ∣ A ∣ A ∗ \boldsymbol{A}^{-1}=\frac{1}{\begin{vmatrix} \boldsymbol{A} \end{vmatrix}}\boldsymbol{A}^* A−1=∣A∣1A∗
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( k A ) ( k A ) ∗ = ∣ k A ∣ E (k\boldsymbol{A})(k\boldsymbol{A})^*=\begin{vmatrix} k\boldsymbol{A} \end{vmatrix}\boldsymbol{E} (kA)(kA)∗=∣∣kA∣∣E
A T ( A T ) ∗ = ∣ A T ∣ E \boldsymbol{A}^T(\boldsymbol{A}^T)^*=\begin{vmatrix} \boldsymbol{A}^T \end{vmatrix}\boldsymbol{E} AT(AT)∗=∣∣AT∣∣E
A − 1 ( A − 1 ) ∗ = ∣ A − 1 ∣ E \boldsymbol{A}^{-1}(\boldsymbol{A}^{-1})^*=\begin{vmatrix} \boldsymbol{A}^{-1} \end{vmatrix}\boldsymbol{E} A−1(A−1)∗=∣∣A−1∣∣E
A ∗ ( A ∗ ) ∗ = ∣ A ∗ ∣ E \boldsymbol{A}^*(\boldsymbol{A}^*)^*=\begin{vmatrix} \boldsymbol{A}^* \end{vmatrix}\boldsymbol{E} A∗(A∗)∗=∣∣A∗∣∣E
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( A ∗ ) ∗ = ∣ A ∣ n − 2 A (\boldsymbol{A}^*)^*=\begin{vmatrix} \boldsymbol{A} \end{vmatrix}^{n-2}\boldsymbol{A} (A∗)∗=∣∣A∣∣n−2A
( A B ) ∗ = B ∗ A ∗ (\boldsymbol{A}\boldsymbol{B})^*=\boldsymbol{B}^*\boldsymbol{A}^* (AB)∗=B∗A∗
( k A ) ∗ = k n − 1 A ∗ (k\boldsymbol{A})^*=k^{n-1}\boldsymbol{A}^* (kA)∗=kn−1A∗
( A T ) ∗ = ( A ∗ ) T (\boldsymbol{A}^T)^*=(\boldsymbol{A}^*)^T (AT)∗=(A∗)T
( A − 1 ) ∗ = ( A ∗ ) − 1 (\boldsymbol{A}^{-1})^*=(\boldsymbol{A}^*)^{-1} (A−1)∗=(A∗)−1
∣ A ∗ ∣ = ∣ A ∣ n − 1 \begin{vmatrix} \boldsymbol{A}^* \end{vmatrix} = \begin{vmatrix} \boldsymbol{A} \end{vmatrix}^{n-1} ∣∣A∗∣∣=∣∣A∣∣n−1