特征值
特征值、特征向量计算
- 定义法 A α = λ α A\alpha=\lambda\alpha Aα=λα
- ∣ λ E − A ∣ = 0 |\lambda E - A|=0 ∣λE−A∣=0
-
P
−
1
A
P
=
B
P^{-1}AP=B
P−1AP=B
- A α = λ α ⇒ B ( P − 1 α ) = λ ( P − 1 α ) A\alpha=\lambda\alpha\Rightarrow B(P^{-1}\alpha)=\lambda(P^{-1}\alpha) Aα=λα⇒B(P−1α)=λ(P−1α)
- B α = λ α ⇒ A ( P α ) = λ ( P α ) B\alpha=\lambda\alpha\Rightarrow A(P\alpha)=\lambda(P\alpha) Bα=λα⇒A(Pα)=λ(Pα)
相似 P − 1 A P = B P^{-1}AP=B P−1AP=B
- 性质
- ∣ A ∣ = ∣ B ∣ |A|=|B| ∣A∣=∣B∣
-
r
(
A
)
=
r
(
B
)
r(A)=r(B)
r(A)=r(B)
- r ( B ) = r ( P − 1 A P ) = r ( A P ) = r ( A ) r(B)=r(P^{-1}AP)=r(AP)=r(A) r(B)=r(P−1AP)=r(AP)=r(A)
- ∣ λ E − A ∣ = ∣ λ E − B ∣ ⇒ λ A = λ B |\lambda E-A|=|\lambda E - B|\Rightarrow\lambda_A=\lambda_B ∣λE−A∣=∣λE−B∣⇒λA=λB
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∑
a
i
i
=
∑
b
i
i
\sum a_{ii}=\sum b_{ii}
∑aii=∑bii
- ∑ λ i = ∑ a i i \sum\lambda_i=\sum a_{ii} ∑λi=∑aii
- 求 A n A^n An
A ∼ B A\sim B A∼B
- ⇒ A + k E ∼ B + k E \Rightarrow A+kE\sim B+kE ⇒A+kE∼B+kE
- ⇒ ∣ A + k E ∣ = ∣ B + k E ∣ \Rightarrow |A+kE|=|B+kE| ⇒∣A+kE∣=∣B+kE∣
- ⇒ r ( A + k E ) = r ( B + k E ) \Rightarrow r(A+kE)=r(B+kE) ⇒r(A+kE)=r(B+kE)
- ⇒ λ A + k E = λ B + k E \Rightarrow \lambda_{A+kE}=\lambda_{B+kE} ⇒λA+kE=λB+kE
A ∼ B , B ∼ C ⇒ A ∼ C A\sim B,B\sim C\Rightarrow A\sim C A∼B,B∼C⇒A∼C
- 证明题(证明 A A A和 C C C相似,找一个中介 B B B,通常为对角矩阵)
A A A可相似对角化
- A ∼ Λ ⇔ ∃ A\sim \Lambda\Leftrightarrow \exist A∼Λ⇔∃可逆矩阵 P P P使得 P − 1 A P = Λ P^{-1}AP=\Lambda P−1AP=Λ
- A P = P Λ AP=P\Lambda AP=PΛ
- A ( γ 1 γ 2 γ 3 ) = ( γ 1 γ 2 γ 3 ) [ a 1 0 0 0 a 2 0 0 0 a 3 ] A\left(\begin{array}{r} \gamma_1\ \gamma_2\ \gamma_3 \end{array}\right)=\left(\begin{array}{r} \gamma_1\ \gamma_2\ \gamma_3 \end{array}\right)\left[\begin{array}{cccc} a_{1} & 0 & 0 \\ 0 & a_{2} & 0\\ 0 & 0 & a_{3} \end{array}\right] A(γ1 γ2 γ3)=(γ1 γ2 γ3)⎣⎡a1000a2000a3⎦⎤
- A ( γ 1 γ 2 γ 3 ) = ( a 1 γ 1 a 2 γ 2 a 3 γ 3 ) A\left(\begin{array}{r} \gamma_1\ \gamma_2\ \gamma_3 \end{array}\right)=\left(\begin{array}{r} a_1\gamma_1\ a_2\gamma_2\ a_3\gamma_3 \end{array}\right) A(γ1 γ2 γ3)=(a1γ1 a2γ2 a3γ3)
- A γ 1 = a 1 γ 1 , A γ 2 = a 2 γ 2 , A γ 3 = a 3 γ 3 A\gamma_1=a_1\gamma_1,A\gamma_2=a_2\gamma_2,A\gamma_3=a_3\gamma_3 Aγ1=a1γ1,Aγ2=a2γ2,Aγ3=a3γ3
- 对角矩阵是 A A A的三个特征值
- P P P矩阵的列向量为特征向量(只有和对角矩阵相似的时候)
A A A和对角矩阵相似
- A ∼ Λ ⇔ A A\sim \Lambda\Leftrightarrow A A∼Λ⇔A有 n n n个无关的特征向量
- 充分条件
- A A A有 n n n个不同的特征值
- A T = A A^T=A AT=A
- 若
λ
i
\lambda_i
λi是
k
k
k重特征值,那
λ
i
\lambda_i
λi必有
k
k
k个无关的特征向量
- r ( λ i E − A ) = n − k r(\lambda_i E-A)=n-k r(λiE−A)=n−k
- ( λ i E − A ) x = 0 (\lambda_i E-A)x=0 (λiE−A)x=0
特征值性质
- 不同特征值的特征向量线性无关
- k k k重特征值最多有 k k k个线性无关的特征向量
- ∣ A ∣ = ∏ Λ i |A|=\prod\Lambda_i ∣A∣=∏Λi
- ∑ λ i = ∑ a i i \sum\lambda_i=\sum a_{ii} ∑λi=∑aii
实对称矩阵
- A A A必与对角矩阵相似
- 不同特征值的特征向量相互正交
- 内积为0 ⇒ \Rightarrow ⇒齐次方程 ⇒ \Rightarrow ⇒求 α \alpha α
- 用正交矩阵相似对角化 Q − 1 A Q = Λ Q^{-1}AQ=\Lambda Q−1AQ=Λ
- 特征值都是实数
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A
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1
1
…
1
1
a
1
…
1
⋮
⋮
⋮
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a
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A=\left[\begin{array}{cccc} a & 1 & 1 & \dots & 1 \\ 1 & a & 1 & \dots & 1 \\ \vdots & \vdots & \vdots & \ & \vdots \\ 1 & 1 & 1 & \dots & a \\ \end{array}\right]
A=⎣⎢⎢⎢⎡a1⋮11a⋮111⋮1…… …11⋮a⎦⎥⎥⎥⎤
- A = [ a − 1 0 0 … 0 0 a − 1 0 … 0 ⋮ ⋮ ⋮ ⋮ 0 0 0 … a − 1 ] + [ 1 1 1 … 1 1 1 1 … 1 ⋮ ⋮ ⋮ ⋮ 1 1 1 … 1 ] A=\left[\begin{array}{cccc} a - 1 & 0 & 0 & \dots & 0 \\ 0 & a - 1 & 0 & \dots & 0 \\ \vdots & \vdots & \vdots & \ & \vdots \\ 0 & 0 & 0 & \dots & a-1 \\ \end{array}\right]+\left[\begin{array}{cccc} 1 & 1 & 1 & \dots & 1 \\ 1 & 1 & 1 & \dots & 1 \\ \vdots & \vdots & \vdots & \ & \vdots \\ 1 & 1 & 1 & \dots & 1 \\ \end{array}\right] A=⎣⎢⎢⎢⎡a−10⋮00a−1⋮000⋮0…… …00⋮a−1⎦⎥⎥⎥⎤+⎣⎢⎢⎢⎡11⋮111⋮111⋮1…… …11⋮1⎦⎥⎥⎥⎤
- A A A是对角矩阵, A A A一定与对角矩阵相似
- B : n , 0 , 0 , … , 0 B:n,0,0,\dots,0 B:n,0,0,…,0
- A : n + a − 1 , a − 1 , a − 1 , … , a − 1 A:n+a-1,a-1,a-1,\dots,a-1 A:n+a−1,a−1,a−1,…,a−1
求正交矩阵 Q Q Q使 Q − 1 A Q = Λ Q^{-1}AQ=\Lambda Q−1AQ=Λ
- 求特征值
- 求特征向量
- 改造特征向量
-
λ
i
≠
λ
j
\lambda_i \neq \lambda_j
λi=λj
- 只需单位化
-
λ
i
=
λ
j
\lambda_i = \lambda_j
λi=λj
- 若已正交,只单位化
- 若不正交, S c h m i d t Schmidt Schmidt正交化
-
λ
i
≠
λ
j
\lambda_i \neq \lambda_j
λi=λj
- 构造正交矩阵
Q
Q
Q
- Q − 1 A Q = Q T A Q = Λ Q^{-1}AQ=Q^{T}AQ=\Lambda Q−1AQ=QTAQ=Λ
S c h m i d t Schmidt Schmidt正交化
- α 1 , α 2 , α 3 \alpha_1,\alpha_2,\alpha_3 α1,α2,α3无关
- β 1 = α 1 \beta_1=\alpha_1 β1=α1
- β 2 = α 2 − ( α 2 , β 1 ) ( β 1 , β 1 ) β 1 \beta_2=\alpha_2-\frac{(\alpha_2,\beta_1)}{(\beta_1,\beta_1)}\beta_1 β2=α2−(β1,β1)(α2,β1)β1
- β 3 = α 3 − ( α 3 , β 1 ) ( β 1 , β 1 ) β 1 − ( α 3 , β 2 ) ( β 2 , β 2 ) β 2 \beta_3=\alpha_3-\frac{(\alpha_3,\beta_1)}{(\beta_1,\beta_1)}\beta_1-\frac{(\alpha_3,\beta_2)}{(\beta_2,\beta_2)}\beta_2 β3=α3−(β1,β1)(α3,β1)β1−(β2,β2)(α3,β2)β2
- γ i = β i ∣ β i ∣ \gamma_i = \frac{\beta_i}{|\beta_i|} γi=∣βi∣βi
特征值、特征向量定义
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A − n A-n A−n阶, α \alpha α是 n n n维非 0 0 0列向量,若 A α = λ α A\alpha=\lambda\alpha Aα=λα,称 λ \lambda λ是
矩阵 A A A的特征值, α \alpha α是矩阵 A A A属于特征值 λ \lambda λ的特征向量。- 若 A α = λ α A\alpha=\lambda\alpha Aα=λα, α ≠ 0 \alpha\neq 0 α=0,对 ∀ k ≠ 0 \forall k\neq 0 ∀k=0,有 A ( k α ) = λ ( k α ) A(k\alpha)=\lambda(k\alpha) A(kα)=λ(kα)
- 若 α 1 , α 2 \alpha_1,\alpha_2 α1,α2是 A A A关于特征值 λ \lambda λ的特征向量, k 1 α 1 + k 2 α 2 ≠ 0 k_1\alpha_1+k_2\alpha_2\neq 0 k1α1+k2α2=0仍是 A A A关于特征值 λ \lambda λ的特征向量
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A α = λ α , α ≠ 0 A\alpha=\lambda\alpha,\alpha\neq 0 Aα=λα,α=0
- ( λ E − A ) α = 0 , α ≠ 0 (\lambda E-A)\alpha=0,\alpha\neq 0 (λE−A)α=0,α=0
- α \alpha α是 ( λ E − A ) x = 0 (\lambda E-A)x=0 (λE−A)x=0的非零解
- ∣ λ E − A ∣ = 0 |\lambda E - A|=0 ∣λE−A∣=0求特征值 λ i \lambda_i λi(共 n n n个)
- 由 ( λ i E − A ) x = 0 (\lambda_i E-A)x=0 (λiE−A)x=0求基础解系
- 矩阵 A A A属于特征值 λ i \lambda_i λi线性无关的特征向量
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∣ λ E − A ∣ = λ 3 − ( a 11 + a 22 + a 33 ) λ 2 + S λ − ∣ A ∣ |\lambda E - A|=\lambda^3-(a_{11}+a_{22}+a_{33})\lambda^2+S\lambda-|A| ∣λE−A∣=λ3−(a11+a22+a33)λ2+Sλ−∣A∣
- S = ∣ a 11 a 12 a 21 a 22 ∣ + ∣ a 22 a 23 a 32 a 33 ∣ + ∣ a 11 a 13 a 31 a 33 ∣ S=\left|\begin{array}{cc} a_{11} & a_{12} \\ a_{21} & a_{22} \end{array}\right|+\left|\begin{array}{cc} a_{22} & a_{23} \\ a_{32} & a_{33} \end{array}\right|+\left|\begin{array}{cc} a_{11} & a_{13} \\ a_{31} & a_{33} \end{array}\right| S=∣∣∣∣a11a21a12a22∣∣∣∣+∣∣∣∣a22a32a23a33∣∣∣∣+∣∣∣∣a11a31a13a33∣∣∣∣
- 若
r
(
A
)
=
1
r(A)=1
r(A)=1
- ∣ λ E − A ∣ = λ 3 − ( a 11 + a 22 + a 33 ) |\lambda E - A|=\lambda^3-(a_{11}+a_{22}+a_{33}) ∣λE−A∣=λ3−(a11+a22+a33) λ 2 = λ 2 [ λ − ( a 11 + a 22 + a 33 ) ] \lambda^2=\lambda^2[\lambda-(a_{11}+a_{22}+a_{33})] λ2=λ2[λ−(a11+a22+a33)]
- λ 1 = a 11 + a 22 + a 33 \lambda_1=a_{11}+a_{22}+a_{33} λ1=a11+a22+a33, λ 2 = λ 3 = 0 \lambda_2=\lambda_3=0 λ2=λ3=0
- 上述结论可以推广到
n
n
n阶
- λ 1 = a 11 + a 22 + ⋯ + a n n , λ 2 = ⋯ = λ n = 0 \lambda_1=a_{11}+a_{22}+\dots+a_{nn},\lambda_2=\dots=\lambda_n=0 λ1=a11+a22+⋯+ann,λ2=⋯=λn=0
A A A | A + k E A+kE A+kE | A − 1 A^{-1} A−1 | A ∗ A^* A∗ | A n A^n An | P − 1 A P P^{-1}AP P−1AP |
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λ \lambda λ | λ + k \lambda+k λ+k | 1 λ \frac{1}{\lambda} λ1 | 1 λ / A / \frac{1}{\lambda}{/A/} λ1/A/ | λ n \lambda^n λn | λ \lambda λ |
α \alpha α | α \alpha α | α \alpha α | α \alpha α | α \alpha α | P − 1 α P^{-1}\alpha P−1α |
A
∗
A
=
∣
A
∣
E
A^*A=|A|E
A∗A=∣A∣E
A
∗
A
α
=
∣
A
∣
α
A^*A\alpha=|A|\alpha
A∗Aα=∣A∣α
A
∗
λ
α
=
∣
A
∣
α
A^*\lambda\alpha=|A|\alpha
A∗λα=∣A∣α
A
∗
α
=
∣
A
∣
λ
α
A^*\alpha=\frac{|A|}{\lambda}\alpha
A∗α=λ∣A∣α
例题
- α 1 , α 2 \alpha_1,\alpha_2 α1,α2是 A A A不同特征值的特征向量,证明 α 1 + α 2 \alpha_1+\alpha_2 α1+α2不是 A A A的特征向量.
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A
−
2
A-2
A−2阶,
α
1
,
α
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\alpha_1,\alpha_2
α1,α2二维线性无关,
A
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=
0
,
A
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=
2
α
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+
α
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A\alpha_1=0,A\alpha_2=2\alpha_1+\alpha_2
Aα1=0,Aα2=2α1+α2,求
A
A
A的特征值、特征向量.
- 定义法
- 相似