矩阵论的所有文章,主要内容参考北航赵迪老师的课件
[注]由于矩阵论对计算机比较重要,所以选修了这门课,但不是专业搞数学的,所以存在很多口语化描述,而且对很多东西理解不是很正确与透彻,欢迎大家指正。我可能间歇性忙,但有空一定会回复修改的。
矩阵论
1. 准备知识——复数域上矩阵,Hermite变换)
1.准备知识——复数域上的内积域正交阵
1.准备知识——Hermite阵,二次型,矩阵合同,正定阵,幂0阵,幂等阵,矩阵的秩
2. 矩阵分解——SVD准备知识——奇异值
2. 矩阵分解——SVD
2. 矩阵分解——QR分解
2. 矩阵分解——正定阵分解
2. 矩阵分解——单阵谱分解
2. 矩阵分解——正规分解——正规阵
2. 矩阵分解——正规谱分解
2. 矩阵分解——高低分解
3. 矩阵函数——常见解析函数
3. 矩阵函数——谱公式,幂0与泰勒计算矩阵函数
3. 矩阵函数——矩阵函数求导
4. 矩阵运算——观察法求矩阵特征值特征向量
4. 矩阵运算——张量积
4. 矩阵运算——矩阵拉直
4.矩阵运算——广义逆——加号逆定义性质与特殊矩阵的加号逆
4. 矩阵运算——广义逆——加号逆的计算
4. 矩阵运算——广义逆——加号逆应用
4. 矩阵运算——广义逆——减号逆
5. 线性空间与线性变换——线性空间
5. 线性空间与线性变换——生成子空间
5. 线性空间与线性变换——线性映射与自然基分解,线性变换
6. 正规方程与矩阵方程求解
7. 范数理论——基本概念——向量范数与矩阵范数
7.范数理论——基本概念——矩阵范数生成向量范数&谱范不等式
7. 矩阵理论——算子范数
7.范数理论——范数估计——许尔估计&谱估计
7. 范数理论——非负/正矩阵
8. 常用矩阵总结——秩1矩阵,优阵(单位正交阵),Hermite阵
8. 常用矩阵总结——镜面阵,正定阵
8. 常用矩阵总结——单阵,正规阵,幂0阵,幂等阵,循环阵
1.6 内积
X = ( x 1 x 2 ⋮ x n ) , Y = ( y 1 y 2 ⋮ y n ) ∈ C n X=\left( \begin{matrix} x_1\\x_2\\\vdots\\x_n \end{matrix} \right),Y=\left( \begin{matrix} y_1\\y_2\\\vdots\\y_n \end{matrix} \right)\in C^n X= x1x2⋮xn ,Y= y1y2⋮yn ∈Cn
1.6.1 复向量内积
( X , Y ) = Δ Y H X = x 1 y 1 ‾ + x 2 y 2 ‾ + ⋯ + x n y n ‾ = ∑ i = 1 n x i y i ‾ = t r ( Y H X ) (X,Y)\overset{\Delta}{=}Y^HX=x_1\overline{y_1}+x_2\overline{y_2}+\cdots+x_n\overline{y_n}=\sum\limits_{i=1}\limits^{n}x_i\overline{y_i}=tr(Y^HX) (X,Y)=ΔYHX=x1y1+x2y2+⋯+xnyn=i=1∑nxiyi=tr(YHX)
( Y , X ) = X H Y = x 1 ‾ y 1 + x 2 ‾ y 2 + ⋯ + x n ‾ y 1 = ∑ i = 1 n x i ‾ y i = t r ( X H Y ) (Y,X)=X^HY=\overline{x_1}y_1+\overline{x_2}y_2+\cdots+\overline{x_n}y_1=\sum\limits_{i=1}\limits^{n}\overline{x_i}y_i=tr(X^HY) (Y,X)=XHY=x1y1+x2y2+⋯+xny1=i=1∑nxiyi=tr(XHY)
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\begin{aligned} (X,X)&=X^HX=x_1\overline{x_1}+x_2\overline{x_2}+\cdots+x_n\overline{x_n}=\sum\limits_{i=1}\limits^{n}x_i\overline{x_i}\\ &=\vert x_1 \vert^2+\vert x_2 \vert^2+\cdots+\vert x_n \vert^2 = \vert X \vert^2\\ &=tr(X^HX)=tr(XX^H) \end{aligned}
(X,X)=XHX=x1x1+x2x2+⋯+xnxn=i=1∑nxixi=∣x1∣2+∣x2∣2+⋯+∣xn∣2=∣X∣2=tr(XHX)=tr(XXH)
向量内积性质
- ( X , X ) ≥ 0 (X,X)\ge 0 (X,X)≥0 ;若 X ≠ 0 , ( X , X ) > 0 X\neq 0 ,(X,X)> 0 X=0,(X,X)>0
- ( X , Y ) = ( Y , X ) ‾ (X,Y)=\overline{(Y,X)} (X,Y)=(Y,X)
- ( k X , Y ) = k ( X , Y ) , ( X , k Y ) = k ‾ ( X , Y ) (kX,Y)=k(X,Y),(X,kY)=\overline{k}(X,Y) (kX,Y)=k(X,Y),(X,kY)=k(X,Y)
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(X+Y,W)=(X,W)+(Y,W)
(X+Y,W)=(X,W)+(Y,W)
( X , Y + W ) = ( X , Y ) + ( X , W ) (X,Y+W)=(X,Y)+(X,W) (X,Y+W)=(X,Y)+(X,W) - ∣ ( X , Y ) ∣ 2 ≤ ∣ X ∣ ⋅ ∣ Y ∣ \vert (X,Y) \vert^2\le \vert X \vert\cdot\vert Y \vert ∣(X,Y)∣2≤∣X∣⋅∣Y∣
1.6.2 复矩阵内积
a. 定义
( A , B ) = Δ t r ( B H A ) = t r ( A H B ) = ∑ a i j b i j ‾ , A , B ∈ C m , n ( A , A ) = Δ t r ( A H A ) = t r ( A A H ) = ∑ a i j a i j ‾ = ∑ ∣ a i j ∣ 2 \begin{aligned} &(A,B)\overset{\Delta}{=}tr(B^HA)=tr(A^HB)=\sum a_{ij}\overline{b_{ij}},A,B\in C^{m,n}\\ &(A,A)\xlongequal{\Delta}tr(A^HA)=tr(AA^H)=\sum a_{ij}\overline{a_{ij}}=\sum \vert a_{ij} \vert^2 \end{aligned} (A,B)=Δtr(BHA)=tr(AHB)=∑aijbij,A,B∈Cm,n(A,A)Δtr(AHA)=tr(AAH)=∑aijaij=∑∣aij∣2
矩阵A的模长: ∣ ∣ A ∣ ∣ = ( A , A ) = t r ( A A H ) = ∑ ∣ a i j ∣ 2 \vert \vert A \vert \vert=\sqrt{(A,A)}=\sqrt{tr(AA^H)}=\sqrt{\sum\vert a_{ij} \vert^2} ∣∣A∣∣=(A,A)=tr(AAH)=∑∣aij∣2
b. 性质
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( A , A ) = t r ( A H A ) = ∑ ∣ a i j ∣ 2 ≥ 0 (A,A)=tr(A^HA)=\sum\vert a_{ij} \vert^2 \ge 0 (A,A)=tr(AHA)=∑∣aij∣2≥0 ;若 A ≠ 0 A\neq 0 A=0 ,则 ( A , A ) > 0 (A,A)>0 (A,A)>0
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( A , B ) = ( B , A ) ‾ (A,B)=\overline{(B,A)} (A,B)=(B,A)
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( k A , B ) = k ( A , B ) , ( A , k B ) = k ‾ ( A , B ) (kA,B)=k(A,B),(A,kB)=\overline{k}(A,B) (kA,B)=k(A,B),(A,kB)=k(A,B)
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(A+B,D)=(A,D)+(B,D),(D,A+B)=(D,A)+(D,B)
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∣ ( A , B ) ∣ 2 ≤ ∣ A ∣ ⋅ ∣ B ∣ \vert (A,B) \vert^2 \le \vert A\vert\cdot\vert B \vert ∣(A,B)∣2≤∣A∣⋅∣B∣
c. 矩阵的内积形式
列分块(常用)
A = ( a 11 ⋯ a 1 p ⋮ ⋱ ⋮ a n 1 ⋯ a n p ) ∈ C n × p = ( α 1 , ⋯ , α p ) , 其中 α i 为 n 维列向量 ( n × 1 阶矩阵 ) A H = ( a 11 ‾ ⋯ a n 1 ‾ ⋮ ⋱ ⋮ a 1 p ‾ ⋯ a n p ‾ ) ∈ C p × n = ( α 1 ‾ T ⋮ α p ‾ T ) ,其中 α 1 ‾ T 是 n 维行向量 ( 1 × n 阶矩阵 ) \begin{aligned} A&=\left( \begin{matrix} a_{11}\quad&\cdots&a_{1p}\\ \vdots\quad&\ddots&\vdots\\ a_{n1}\quad&\cdots&a_{np} \end{matrix} \right)\in C^{n\times p}\\ &=(\alpha_1,\cdots,\alpha_p),其中\alpha_i为n维列向量(n\times 1阶矩阵)\\\\ A^H&=\left( \begin{matrix} \overline{a_{11}}\quad&\cdots\quad &\overline{a_{n1}}\\ \vdots\quad &\ddots&\vdots\\ \overline{a_{1p}}\quad&\cdots\quad &\overline{a_{np}}\\ \end{matrix} \right)\in C^{p\times n}\\ &=\left( \begin{matrix} \overline{\alpha_1}^T\\ \vdots\\ \overline{\alpha_p}^T \end{matrix} \right),其中\overline{\alpha_1}^T是n维行向量(1\times n阶矩阵)\\\\ \end{aligned} AAH= a11⋮an1⋯⋱⋯a1p⋮anp ∈Cn×p=(α1,⋯,αp),其中αi为n维列向量(n×1阶矩阵)= a11⋮a1p⋯⋱⋯an1⋮anp ∈Cp×n= α1T⋮αpT ,其中α1T是n维行向量(1×n阶矩阵)
A H A = ( α 1 ‾ T ⋮ α p ‾ T ) ( α 1 , ⋯ , α p ) = ( α 1 ‾ T α 1 α 1 ‾ T α 2 ⋯ α 1 ‾ T α p α 2 ‾ T α 1 α 2 ‾ T α 2 ⋯ α 2 ‾ T α p ⋮ ⋮ ⋱ ⋮ α p ‾ T α 1 α p ‾ T α 2 ⋯ α p ‾ T α p ) = ( ( α 1 , α 1 ) ( α 2 , α 1 ) ⋯ ( α p , α 1 ) ( α 1 , α 2 ) ( α 2 , α 2 ) ⋯ ( α p , α 2 ) ⋮ ⋮ ⋱ ⋮ ( α 1 , α p ) ( α 2 , α p ) ⋯ ( α p , α p ) ) = ( ( α 1 , α 1 ) ‾ ( α 1 , α 2 ) ‾ ⋯ ( α 1 , α p ) ‾ ( α 2 , α 1 ) ‾ ( α 2 , α 2 ) ‾ ⋯ ( α 2 , α p ) ‾ ⋮ ⋮ ⋱ ⋮ ( α p , α 1 ) ‾ ( α p , α 2 ) ‾ ⋯ ( α p , α p ) ‾ ) \begin{aligned} A^HA&=\left( \begin{matrix} \overline{\alpha_1}^T\\ \vdots\\ \overline{\alpha_p}^T \end{matrix} \right)(\alpha_1,\cdots,\alpha_p)\\\\ &=\left( \begin{matrix} \overline{\alpha_1}^T\alpha_1\quad&\overline{\alpha_1}^T\alpha_2\quad &\cdots&\overline{\alpha_1}^T\alpha_p\\ \overline{\alpha_2}^T\alpha_1\quad&\overline{\alpha_2}^T\alpha_2\quad &\cdots&\overline{\alpha_2}^T\alpha_p\\ \vdots\quad&\vdots\quad &\ddots\quad &\vdots\\ \overline{\alpha_p}^T\alpha_1\quad&\overline{\alpha_p}^T\alpha_2\quad &\cdots&\overline{\alpha_p}^T\alpha_p \end{matrix} \right)\\\\ &=\left( \begin{matrix} (\alpha_1,\alpha_1)\quad &(\alpha_2,\alpha_1)\quad&\cdots\quad &(\alpha_p,\alpha_1)\\ (\alpha_1,\alpha_2)\quad &(\alpha_2,\alpha_2)\quad&\cdots\quad &(\alpha_p,\alpha_2)\\ \vdots\quad&\vdots\quad &\ddots\quad &\vdots\\ (\alpha_1,\alpha_p)\quad &(\alpha_2,\alpha_p)\quad&\cdots\quad &(\alpha_p,\alpha_p) \end{matrix} \right)\\\\ &=\left( \begin{matrix} \overline{(\alpha_1,\alpha_1)}\quad &\overline{(\alpha_1,\alpha_2)}\quad&\cdots\quad &\overline{(\alpha_1,\alpha_p)}\\ \overline{(\alpha_2,\alpha_1)}\quad &\overline{(\alpha_2,\alpha_2)}\quad&\cdots\quad &\overline{(\alpha_2,\alpha_p)}\\ \vdots\quad&\vdots\quad &\ddots\quad &\vdots\\ \overline{(\alpha_p,\alpha_1)}\quad &\overline{(\alpha_p,\alpha_2)}\quad&\cdots\quad &\overline{(\alpha_p,\alpha_p)} \end{matrix} \right)\\ \end{aligned} AHA= α1T⋮αpT (α1,⋯,αp)= α1Tα1α2Tα1⋮αpTα1α1Tα2α2Tα2⋮αpTα2⋯⋯⋱⋯α1Tαpα2Tαp⋮αpTαp = (α1,α1)(α1,α2)⋮(α1,αp)(α2,α1)(α2,α2)⋮(α2,αp)⋯⋯⋱⋯(αp,α1)(αp,α2)⋮(αp,αp) = (α1,α1)(α2,α1)⋮(αp,α1)(α1,α2)(α2,α2)⋮(αp,α2)⋯⋯⋱⋯(α1,αp)(α2,αp)⋮(αp,αp)
行分块
A = ( a 11 ⋯ a 1 p ⋮ ⋱ ⋮ a n 1 ⋯ a n p ) ∈ C n × p = ( α 1 α 2 ⋮ α n ) , 其中 α i 为 p 维行向量 ( 1 × p 阶矩阵 ) A H = ( α 1 ‾ T α 2 ‾ T ⋯ α n ‾ T ) , 其中 α i ‾ T 为 p 维列向量 ( p × 1 阶矩阵 ) \begin{aligned} A&=\left( \begin{matrix} a_{11}\quad&\cdots&a_{1p}\\ \vdots\quad&\ddots&\vdots\\ a_{n1}\quad&\cdots&a_{np} \end{matrix} \right)\in C^{n\times p}\\ &=\left( \begin{matrix} \alpha_1\\ \alpha_2\\ \vdots\\ \alpha_n \end{matrix} \right),其中\alpha_i为p维行向量(1\times p阶矩阵)\\\\ A^H&=\left( \begin{matrix} \overline{\alpha_1}^T\quad \overline{\alpha_2}^T\quad \cdots\quad \overline{\alpha_n}^T \end{matrix} \right),其中\overline{\alpha_i}^T 为p维列向量(p\times 1阶矩阵) \end{aligned} AAH= a11⋮an1⋯⋱⋯a1p⋮anp ∈Cn×p= α1α2⋮αn ,其中αi为p维行向量(1×p阶矩阵)=(α1Tα2T⋯αnT),其中αiT为p维列向量(p×1阶矩阵)
A A H = ( α 1 α 2 ⋮ α n ) ( α 1 ‾ T α 2 ‾ T ⋯ α n ‾ T ) = ( α 1 α 1 ‾ T α 1 α 2 ‾ T ⋯ α 1 α n ‾ T α 2 α 1 ‾ T α 2 α 2 ‾ T ⋯ α 2 α n ‾ T ⋮ ⋮ ⋱ ⋮ α n α 1 ‾ T α n α 2 ‾ T ⋯ α n α n ‾ T ) = ( ( α 1 , α 1 ) ( α 1 , α 2 ) ⋯ ( α 1 , α n ) ( α 2 , α 1 ) ( α 2 , α 2 ) ⋯ ( α 2 , α n ) ⋮ ⋮ ⋱ ⋮ ( α n , α 1 ) ( α n , α 2 ) ⋯ ( α n , α n ) ) \begin{aligned} AA^H&=\left( \begin{matrix} \alpha_1\\ \alpha_2\\ \vdots\\ \alpha_n \end{matrix} \right)\left( \begin{matrix} \overline{\alpha_1}^T\quad \overline{\alpha_2}^T\quad \cdots\quad \overline{\alpha_n}^T \end{matrix} \right)\\\\ &=\left( \begin{matrix} \alpha_1\overline{\alpha_1}^T\quad &\alpha_1\overline{\alpha_2}^T\quad&\cdots\quad &\alpha_1\overline{\alpha_n}^T\\ \alpha_2\overline{\alpha_1}^T\quad &\alpha_2\overline{\alpha_2}^T\quad&\cdots\quad &\alpha_2\overline{\alpha_n}^T\\ \vdots\quad &\vdots\quad &\ddots\quad &\vdots\\ \alpha_n\overline{\alpha_1}^T &\quad\alpha_n\overline{\alpha_2}^T\quad&\cdots\quad &\alpha_n\overline{\alpha_n}^T \end{matrix} \right)\\\\ &=\left( \begin{matrix} (\alpha_1,\alpha_1)\quad &(\alpha_1,\alpha_2)\quad &\cdots\quad &(\alpha_1,\alpha_n)\\ (\alpha_2,\alpha_1)\quad &(\alpha_2,\alpha_2)\quad &\cdots\quad &(\alpha_2,\alpha_n)\\ \vdots\quad &\vdots\quad &\ddots\quad &\vdots\\ (\alpha_n,\alpha_1)\quad &(\alpha_n,\alpha_2)\quad &\cdots\quad &(\alpha_n,\alpha_n) \end{matrix} \right) \end{aligned} AAH= α1α2⋮αn (α1Tα2T⋯αnT)= α1α1Tα2α1T⋮αnα1Tα1α2Tα2α2T⋮αnα2T⋯⋯⋱⋯α1αnTα2αnT⋮αnαnT = (α1,α1)(α2,α1)⋮(αn,α1)(α1,α2)(α2,α2)⋮(αn,α2)⋯⋯⋱⋯(α1,αn)(α2,αn)⋮(αn,αn)
1.6.3 模长
a. 复向量模长
列向量模长
X = ( x 1 x 2 ⋮ x n ) ∈ C , 则其模长 ∣ X ∣ = ∣ x 1 ∣ 2 + ∣ x 2 ∣ 2 + ⋯ ∣ x n ∣ 2 \begin{aligned} &X=\left( \begin{matrix} x_1\\x_2\\\vdots\\x_n \end{matrix} \right)\in C,则其模长 \mid X \mid = \sqrt{ \mid x_1 \mid^2+ \mid x_2 \mid^2+ \cdots \mid x_n \mid^2} \end{aligned} X= x1x2⋮xn ∈C,则其模长∣X∣=∣x1∣2+∣x2∣2+⋯∣xn∣2
模长性质
∣ k ⋅ X ∣ = ∣ k ∣ ⋅ ∣ X ∣ , k ∈ C \mid k\cdot X \mid = \mid k \mid \cdot \mid X \mid ,k\in C ∣k⋅X∣=∣k∣⋅∣X∣,k∈C
∣ X k ∣ = ∣ X ∣ ∣ k ∣ , ( k ≠ 0 ⃗ ) \vert \frac{X}{k} \vert=\frac{\vert X\vert}{\vert k \vert},(k\neq \vec{0}) ∣kX∣=∣k∣∣X∣,(k=0)
∣ X ± Y ∣ ≤ ∣ X ∣ + ∣ Y ∣ \vert X\pm Y\vert \le \vert X\vert + \vert Y \vert ∣X±Y∣≤∣X∣+∣Y∣
模平方公式
令 X = ( x 1 x 2 ⋮ x n ) ∈ C , 则 { ① X H X = ∣ X ∣ 2 ② t r ( X H X ) = t r ( X X H ) = ∣ X ∣ 2 , 其中 ∣ X ∣ 2 = ∣ x 1 ∣ 2 + ∣ x 2 ∣ 2 + ⋯ + ∣ x n ∣ 2 = ∑ i = 1 n ∣ x i ∣ 2 \begin{aligned} &令X=\left( \begin{matrix} x_1\\ x_2\\ \vdots\\ x_n \end{matrix} \right)\in C,则 \left\{ \begin{aligned} &① X^HX=\mid X \mid^2\\\\ &②tr(X^HX)=tr(XX^H)=\mid X \mid^2 \end{aligned} \right.,其中\\ &\mid X \mid^2 = \mid x_1 \mid ^2 + \mid x_2 \mid^2+\cdots+\mid x_n \mid^2=\sum\limits_{i=1}\limits^{n}\mid x_i \mid^2 \end{aligned} 令X= x1x2⋮xn ∈C,则⎩ ⎨ ⎧①XHX=∣X∣2②tr(XHX)=tr(XXH)=∣X∣2,其中∣X∣2=∣x1∣2+∣x2∣2+⋯+∣xn∣2=i=1∑n∣xi∣2
区分 :复数的模平方和复数平方的模
- 复数的模平方 ∣ x 1 ∣ 2 = ( a + b i ) ( a − b i ) = a 2 + b 2 ≥ 0 \mid x_1 \mid^2=(a+bi)(a-bi)=a^2+b^2 \ge 0 ∣x1∣2=(a+bi)(a−bi)=a2+b2≥0
- 复数平方的模: ∣ x 1 2 ∣ = ( a + b i ) 2 = a 2 − b 2 + 2 a b i \mid x_1^2 \mid=(a+bi)^2= a^2-b^2+2abi ∣x12∣=(a+bi)2=a2−b2+2abi
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\begin{aligned} &X=\left( \begin{matrix} 1\\i\\1 \end{matrix} \right)\in C^3,XX^H=\left( \begin{matrix} 1\\i\\1 \end{matrix} \right)(1\quad -i\quad 1)=\left( \begin{matrix} &1\quad &\quad &*\\ &\quad &1&\quad\\ &*&\quad&1 \end{matrix} \right)\\ &\therefore tr(X^HX)=tr(XX^H)=\vert 1 \vert^2+\vert -i^2 \vert^2+\vert 1 \vert^2 = 3 \end{aligned}
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b. 复矩阵模长
令 A = ( a i j ) ∈ C , 则模长 ( 矩阵的 F 范数 ) ∣ ∣ A ∣ ∣ = ∑ i = 1 n ∣ a i j ∣ 2 \begin{aligned} &令A=(a_{ij})\in C,则模长(矩阵的F范数)\mid \mid A \mid\mid=\sqrt{\sum\limits_{i=1}\limits^{n}\mid a_{ij} \mid^2} \end{aligned} 令A=(aij)∈C,则模长(矩阵的F范数)∣∣A∣∣=i=1∑n∣aij∣2
复矩阵的模平方公式
设 A = ( a i j ) n × p , 则 t r ( A H A ) = t r ( A A H ) = ∣ ∣ A ∣ ∣ 2 = ∑ i = 1 n ∣ a i j ∣ 2 \begin{aligned} &设A=(a_{ij})_{n\times p},则 \quad tr(A^HA)=tr(AA^H)=\mid\mid A\mid\mid^2 = \sum\limits_{i=1}\limits^{n}\mid a_{ij} \mid^2 \end{aligned} 设A=(aij)n×p,则tr(AHA)=tr(AAH)=∣∣A∣∣2=i=1∑n∣aij∣2
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\begin{aligned} X=\left( \begin{matrix} 1\\i\\1 \end{matrix} \right)\in C^{3\times 1},则\mid X \mid^2 = X^HX=(1,-i,1)\left( \begin{matrix} 1\\i\\1 \end{matrix} \right)=1+-i^2+1=3 \end{aligned}
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对于方阵
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\begin{aligned} \left\{ \begin{aligned} &tr(A)\overset{\Delta}{=} a_{11}+a_{22}+\cdots+a_{nn}=\sum\limits_{i=1}\limits^{n}\lambda_i\\ &det(A) = \mid A \mid = \prod\limits_{i=1}\limits^{n}\lambda_i \end{aligned} \right. \end{aligned}
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⎧tr(A)=Δa11+a22+⋯+ann=i=1∑nλidet(A)=∣A∣=i=1∏nλi
1.7 正交
1.7.1 向量正交
X = ( x 1 x 2 ⋮ x n ) , Y = ( y 1 y 2 ⋮ y n ) ∈ C n \begin{aligned} X&=\left( \begin{matrix} x_1\\ x_2\\ \vdots\\ x_n \end{matrix} \right),Y=\left( \begin{matrix} y_1\\ y_2\\ \vdots\\ y_n \end{matrix} \right)\in C^{n} \end{aligned} X= x1x2⋮xn ,Y= y1y2⋮yn ∈Cn
X ⊥ Y ⟺ ( X , Y ) = 0 = x 1 y 1 ‾ + x 2 y 2 ‾ + ⋯ + x n y n ‾ = x 1 ‾ y 1 + x 2 ‾ y 2 + ⋯ + x n ‾ y n ‾ = ( Y , X ) \begin{aligned} X\bot Y\iff (X,Y)=0&=x_1\overline{y_1}+x_2\overline{y_2}+\cdots+x_n\overline{y_n}\\\\ &=\overline{\overline{x_1}y_1+\overline{x_2}y_2+\cdots+\overline{x_n}y_n}\\ =(Y,X) \end{aligned} X⊥Y⟺(X,Y)=0=(Y,X)=x1y1+x2y2+⋯+xnyn=x1y1+x2y2+⋯+xnyn
正交性质
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X ⊥ Y ⇒ a X ⊥ b Y X\bot Y\Rightarrow aX\bot bY X⊥Y⇒aX⊥bY
证: ( a X , b Y ) = b ‾ Y H a X = a b ‾ Y H X = a b ‾ ( X , Y ) = 0 (aX,bY)=\overline{b}Y^HaX=a\overline{b}Y^HX=a\overline{b}(X,Y)=0 (aX,bY)=bYHaX=abYHX=ab(X,Y)=0
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勾股定理: X 1 ⊥ X 2 ⊥ ⋯ ⊥ X n ⇒ ∣ c 1 X 1 ± c 2 X 2 ± ⋯ ± c n X n ∣ 2 = ∣ c 1 X 1 ∣ 2 + ∣ c 2 X 2 ∣ 2 + ⋯ + ∣ c n X n ∣ 2 X_1\bot X_2\bot \cdots \bot X_n\Rightarrow \vert c_1X_1\pm c_2X_2\pm \cdots \pm c_nX_n\vert^2=\vert c_1X_1\vert^2+\vert c_2X_2\vert^2+\cdots+\vert c_nX_n\vert^2 X1⊥X2⊥⋯⊥Xn⇒∣c1X1±c2X2±⋯±cnXn∣2=∣c1X1∣2+∣c2X2∣2+⋯+∣cnXn∣2
此时, X 1 , X 2 , ⋯ , x n X_1,X_2,\cdots,x_n X1,X2,⋯,xn 称为一个正交组
1.7.2 单位向量
若 X ≠ 0 ⃗ X\neq \vec{0} X=0 , X ∣ X ∣ \frac{X}{\vert X \vert} ∣X∣X 是一个单位向量( ∣ X ∣ X ∣ ∣ = 1 \vert \frac{X}{\vert X \vert} \vert=1 ∣∣X∣X∣=1)
1.7.3 优阵(正交阵)
预:非单位列向量
半:p个n维列向量(p<n)
a. 预-半优阵(预-半正交阵)
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,则称
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A=(\alpha_1,\alpha_2,\cdots,\alpha_p)
A=(α1,α2,⋯,αp) 为预半优阵
判定
A = ( α 1 , α 2 , ⋯ , α p ) A=(\alpha_1,\alpha_2,\cdots,\alpha_p) A=(α1,α2,⋯,αp) 是预半优阵 ⟺ A H A = ( ( α 1 , α 1 ) ⋯ 0 ⋮ ⋱ 0 0 ⋯ ( α p , α p ) ) \iff A^HA=\left( \begin{matrix} (\alpha_1,\alpha_1)&\cdots&0\\ \vdots&\ddots&0\\ 0&\cdots&(\alpha_p,\alpha_p) \end{matrix} \right) ⟺AHA= (α1,α1)⋮0⋯⋱⋯00(αp,αp) 是对角阵,其中 α 1 , α 2 , ⋯ , α p \alpha_1,\alpha_2,\cdots,\alpha_p α1,α2,⋯,αp 是 n n n 维列向量
区分 : A H A A^HA AHA 是 p × p p \times p p×p 阶满秩方阵,而 A A H AA^H AAH 是 n × n n\times n n×n 不满秩方阵
b. 半优阵(半正交阵)
A = ( α 1 , α 2 , ⋯ , α p ) A=(\alpha_1,\alpha_2,\cdots,\alpha_p) A=(α1,α2,⋯,αp) 是预半优阵,其中 α i \alpha_i αi 是 n n n 维列向量,若满足 ∣ α 1 ∣ = ∣ α 2 ∣ = ⋯ = ∣ α p ∣ = 1 \vert \alpha_1 \vert=\vert \alpha_2 \vert=\cdots=\vert \alpha_p \vert = 1 ∣α1∣=∣α2∣=⋯=∣αp∣=1 ,则A为半优阵
判定
A = ( α 1 , ⋯ , α p ) A=(\alpha_1,\cdots,\alpha_p) A=(α1,⋯,αp) 是半优阵 ⟺ α 1 ⊥ ⋯ ⊥ α p \iff \alpha_1\bot\cdots\bot\alpha_p ⟺α1⊥⋯⊥αp ,且 ∣ α 1 ∣ = ⋯ = ∣ α p ∣ = 1 \vert \alpha_1 \vert=\cdots=\vert \alpha_p \vert=1 ∣α1∣=⋯=∣αp∣=1 ⟺ A H A = I p \iff A^HA=I_{p} ⟺AHA=Ip
性质
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保模长 A为半U阵,则 ∣ A x ∣ 2 = ∣ x ∣ 2 \vert Ax \vert^2=\vert x \vert^2 ∣Ax∣2=∣x∣2
∣ A x ∣ 2 = ( A x ) H ( A x ) = x H A H A x = ∣ X ∣ 2 \vert Ax \vert^2=(Ax)^H(Ax)=x^HA^HAx=\vert X\vert^2 ∣Ax∣2=(Ax)H(Ax)=xHAHAx=∣X∣2
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保正交 A为半优阵, x ⊥ y x\bot y x⊥y ,则 A x ⊥ A y Ax\bot Ay Ax⊥Ay
c. 预-优阵(预-单位正交阵)
α 1 , α 2 , ⋯ , α n \alpha_1,\alpha_2,\cdots,\alpha_n α1,α2,⋯,αn 是 n n n 维列向量,且 α 1 ⊥ α 2 ⊥ ⋯ ⊥ α n \alpha_1\bot\alpha_2\bot\cdots\bot\alpha_n α1⊥α2⊥⋯⊥αn ,则 A = ( α 1 , α 2 , ⋯ , α n ) A=(\alpha_1,\alpha_2,\cdots,\alpha_n) A=(α1,α2,⋯,αn) 是预优阵
eg
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\begin{aligned} &X_1=\left( \begin{matrix} 1\\i\\i \end{matrix} \right),X_2=\left( \begin{matrix} 2i\\1\\1 \end{matrix} \right),X_3=\left( \begin{matrix} 0\\1\\-1 \end{matrix} \right)\\\\ &(X_1,X_2)=0,(X_2,X_3)=0,(X_1,X_3)=0,\\\\ &\therefore X_1\bot X_2\bot X_3,A=(X_1,X_2,X_3)是预-优阵 \end{aligned}
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(X1,X2)=0,(X2,X3)=0,(X1,X3)=0,∴X1⊥X2⊥X3,A=(X1,X2,X3)是预−优阵
判定
A = ( α 1 , α 2 , ⋯ , α n ) ⟺ A H A = ( ( α 1 , α 1 ) ⋯ 0 ⋮ ⋱ 0 0 ⋯ ( α n , α n ) ) 是对角阵 其中, α 1 , α 2 , ⋯ , α p 是 n 维列向量 \begin{aligned} A&=(\alpha_1,\alpha_2,\cdots,\alpha_n)\\ &\iff A^HA=\left( \begin{matrix} &(\alpha_1,\alpha_1)&\cdots&0\\ &\vdots&\ddots&0\\ &0&\cdots&(\alpha_n,\alpha_n) \end{matrix} \right)是对角阵\\ &其中,\alpha_1,\alpha_2,\cdots,\alpha_p是n维列向量 \end{aligned} A=(α1,α2,⋯,αn)⟺AHA= (α1,α1)⋮0⋯⋱⋯00(αn,αn) 是对角阵其中,α1,α2,⋯,αp是n维列向量
d. 优阵(正交阵)
α 1 , α 2 , ⋯ , α n \alpha_1,\alpha_2,\cdots,\alpha_n α1,α2,⋯,αn 是 n n n 维列向量, α 1 ⊥ α 2 ⊥ ⋯ ⊥ α n \alpha_1\bot\alpha_2\bot\cdots\bot\alpha_n α1⊥α2⊥⋯⊥αn 且 ∣ α 1 ∣ = ⋯ = ∣ α n ∣ = 1 \vert \alpha_1 \vert=\cdots=\vert \alpha_n \vert=1 ∣α1∣=⋯=∣αn∣=1 ,则 A A A 是一个优阵(正交阵)
性质
- A = A n × n A=A_{n\times n} A=An×n 为优阵( A H A = I A^HA=I AHA=I),即 A A A 的列向量 α 1 , α 2 , ⋯ , α n \alpha_1,\alpha_2,\cdots,\alpha_n α1,α2,⋯,αn 为单位正交向量组
- A − 1 = A H A^{-1}=A^H A−1=AH
- A H A = I , 且 A A H = I A^HA=I,且AA^H=I AHA=I,且AAH=I
判定
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A A A 是优阵 ⟺ A H A = I ⟺ A − 1 A = I ⟺ A A H = I \iff A^HA=I\iff A^{-1}A=I\iff AA^H=I ⟺AHA=I⟺A−1A=I⟺AAH=I ⟺ A = ( α 1 , α 2 , ⋯ , α n ) \iff A=(\alpha_1,\alpha_2,\cdots,\alpha_n) ⟺A=(α1,α2,⋯,αn) ,且 α 1 ⊥ α 2 , ⋯ ⊥ α n \alpha_1\bot\alpha_2,\cdots\bot\alpha_n α1⊥α2,⋯⊥αn , ∣ α 1 ∣ = ⋯ = ∣ α n ∣ = 1 \vert \alpha_1\vert=\cdots=\vert\alpha_n\vert=1 ∣α1∣=⋯=∣αn∣=1
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∣ A x ∣ 2 = ∣ x ∣ 2 \vert Ax\vert^2=\vert x \vert^2 ∣Ax∣2=∣x∣2 , A A A 是优阵
∵ ∣ A x ∣ 2 = ( A x ) H ( A x ) = x H A H A x = x H I x = ( x , x ) = ∣ x ∣ 2 \because \vert Ax\vert^2 = (Ax)^H(Ax)=x^HA^HAx=x^HIx=(x,x)=\vert x \vert^2 ∵∣Ax∣2=(Ax)H(Ax)=xHAHAx=xHIx=(x,x)=∣x∣2 -
x ⊥ y ⇒ A x ⊥ A y x\bot y \Rightarrow Ax\bot Ay x⊥y⇒Ax⊥Ay , A A A 是优阵
∵ ( A x , A y ) = ( A y ) H A x = y H A H A x = ( x , y ) = 0 ⟺ A x ⊥ A y \because (Ax,Ay)=(Ay)^HAx=y^HA^HAx=(x,y)=0\iff Ax\bot Ay ∵(Ax,Ay)=(Ay)HAx=yHAHAx=(x,y)=0⟺Ax⊥Ay -
( A x , A y ) = ( x , y ) (Ax,Ay)=(x,y) (Ax,Ay)=(x,y), A A A 是优阵
优阵构造
预优阵到优阵
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\begin{aligned} A=(\alpha_1,\cdots,\alpha_n) 是预优阵\Rightarrow A=(\frac{\alpha_1}{\vert \alpha_1\vert},\frac{\alpha_2}{\vert \alpha_2\vert},\cdots,\frac{\alpha_n}{\vert \alpha_n \vert})是优阵 \end{aligned}
A=(α1,⋯,αn)是预优阵⇒A=(∣α1∣α1,∣α2∣α2,⋯,∣αn∣αn)是优阵
优阵到优阵
若 A = ( α 1 , α 2 , ⋯ , α n ) A=(\alpha_1,\alpha_2,\cdots,\alpha_n) A=(α1,α2,⋯,αn) 为优阵,则
- k = ± 1 , k A = ( k α 1 , k α 2 , ⋯ , k α n ) k=\pm1,kA=(k\alpha_1,k\alpha_2,\cdots,k\alpha_n) k=±1,kA=(kα1,kα2,⋯,kαn) 为优阵
- B = ( β 1 , β 2 , ⋯ , β n ) B=(\beta_1,\beta_2,\cdots,\beta_n) B=(β1,β2,⋯,βn) 为优阵,其中 β \beta β 组为 α \alpha α 组的重排
- (封闭性)若 A A A、 B B B 为同阶优阵,则 A B AB AB 也为优阵
向量构造优阵
将向量作为镜面阵的法向量,构造镜面阵(优阵+H阵)
若 α = ( a 1 a 2 ⋮ a n ) ∈ C \alpha=\left( \begin{matrix} a_1\\a_2\\\vdots \\ a_n \end{matrix} \right)\in C α= a1a2⋮an ∈C , A = I n − 2 α α H ∣ α ∣ 2 A=I_n-\frac{2\alpha\alpha^H}{\vert \alpha \vert^2} A=In−∣α∣22ααH 是一个优阵
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A H = A A^H=A AH=A 且 A 2 = I ( A − 1 = A ) A^2=I(A^{-1}=A) A2=I(A−1=A)
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A A A 为优阵 ( A H A = I ) (A^HA=I) (AHA=I)
1. A 2 = ( I n − 2 α α H ∣ α ∣ 2 ) ( I n − 2 α α H ∣ α ∣ 2 ) = I n 2 − 4 α α H ∣ α ∣ 2 + 4 ( α α H ) ( α α H ) ∣ α ∣ 4 = I n − 4 α α H ∣ α ∣ 2 + 4 α ( α H α ) α H ∣ α ∣ 4 = I n − 4 α α H ∣ α ∣ 2 + 4 α ( ∣ α ∣ 2 ) α H ∣ α ∣ 4 = I n − 4 α α H ∣ α ∣ 2 + 4 α α H ∣ α ∣ 2 = I n 2. A H A = ( I n − 2 α α H ∣ α ∣ 2 ) H ( I n − 2 α α H ∣ α ∣ 2 ) = ( I n − 2 α α H ∣ α ∣ 2 ) ( I n − 2 α α H ∣ α ∣ 2 ) = A 2 = I ∴ A 是 U 阵 \begin{aligned} 1.A^2&=(I_n-\frac{2\alpha\alpha^H}{\vert \alpha \vert^2})(I_n-\frac{2\alpha\alpha^H}{\vert \alpha \vert^2})\\ &=I_n^2-\frac{4\alpha\alpha^H}{\vert \alpha \vert^2}+\frac{4(\alpha\alpha^H)(\alpha\alpha^H)}{\vert \alpha\vert^4}=I_n-\frac{4\alpha\alpha^H}{\vert \alpha \vert^2}+\frac{4\alpha(\alpha^H\alpha)\alpha^H}{\vert \alpha\vert^4} \\ &=I_n-\frac{4\alpha\alpha^H}{\vert \alpha \vert^2}+\frac{4\alpha(\vert \alpha\vert^2)\alpha^H}{\vert \alpha\vert^4}=I_n-\frac{4\alpha\alpha^H}{\vert \alpha \vert^2}+\frac{4\alpha\alpha^H}{\vert \alpha \vert^2}=I_n\\ 2.A^HA&=(I_n-\frac{2\alpha\alpha^H}{\vert \alpha \vert^2})^H(I_n-\frac{2\alpha\alpha^H}{\vert \alpha \vert^2})\\ &=(I_n-\frac{2\alpha\alpha^H}{\vert \alpha \vert^2})(I_n-\frac{2\alpha\alpha^H}{\vert \alpha \vert^2})=A^2=I\\ &\therefore A是U阵 \end{aligned} 1.A22.AHA=(In−∣α∣22ααH)(In−∣α∣22ααH)=In2−∣α∣24ααH+∣α∣44(ααH)(ααH)=In−∣α∣24ααH+∣α∣44α(αHα)αH=In−∣α∣24ααH+∣α∣44α(∣α∣2)αH=In−∣α∣24ααH+∣α∣24ααH=In=(In−∣α∣22ααH)H(In−∣α∣22ααH)=(In−∣α∣22ααH)(In−∣α∣22ααH)=A2=I∴A是U阵
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\begin{aligned} \alpha=\left( \begin{matrix} 1\\1\\1 \end{matrix} \right),其U阵为 I_3-\frac{2\alpha\alpha^H}{\vert \alpha\vert^2}&=\left( \begin{matrix} 1&0&0\\0&1&0\\0&0&1\\ \end{matrix} \right)-\frac{2}{3}\left( \begin{matrix} 1&1&1\\1&1&1\\1&1&1\\ \end{matrix} \right)\\ &=\left( \begin{matrix} \frac{1}{3}&-\frac{2}{3}&-\frac{2}{3}\\ -\frac{2}{3}&\frac{1}{3}&-\frac{2}{3}\\ -\frac{2}{3}&-\frac{2}{3}&\frac{1}{3}\\ \end{matrix} \right) \end{aligned}
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