1. 迹(trace)
矩阵的迹(trace)表示矩阵
A
A
A 主对角线所有元素的和,即
tr
(
A
)
=
a
11
+
a
22
+
⋯
+
a
n
n
\text{tr}(A)=a_{11}+a_{22}+\dots+a_{nn}
tr(A)=a11+a22+⋯+ann
性质:
(1)
t
r
(
A
)
=
t
r
(
A
T
)
tr(A)=tr(A^T)
tr(A)=tr(AT)
(2)
t
r
(
A
B
)
=
t
r
(
B
A
)
tr(AB)=tr(BA)
tr(AB)=tr(BA)
(3)
t
r
(
A
B
C
)
=
t
r
(
B
C
A
)
=
t
r
(
C
A
B
)
tr(ABC)=tr(BCA)=tr(CAB)
tr(ABC)=tr(BCA)=tr(CAB) 循环性
(4) 若
A
A
A 与
B
B
B 相似,则
t
r
(
A
)
=
t
r
(
B
)
tr(A)=tr(B)
tr(A)=tr(B),因为
t
r
(
A
)
=
t
r
(
P
B
P
−
)
=
t
r
(
P
P
−
B
)
=
t
r
(
B
)
tr(A)=tr(PBP^{-})=tr(PP^-B)=tr(B)
tr(A)=tr(PBP−)=tr(PP−B)=tr(B)
(5)
t
r
(
A
+
B
)
=
t
r
(
A
)
+
t
r
(
B
)
tr(A+B)=tr(A)+tr(B)
tr(A+B)=tr(A)+tr(B)
2. 行列式(determinant)
矩阵
A
A
A 的行列式值记为
det
(
A
)
\text{det}(A)
det(A)。
它的性质:
- d e t ( A ) = d e t ( A T ) det(A)=det(A^T) det(A)=det(AT)
- d e t ( A ) = 1 / d e t ( A − ) det(A)=1/det(A^-) det(A)=1/det(A−)
- d e t ( A B ) = d e t ( A ) d e t ( B ) det(AB)=det(A)det(B) det(AB)=det(A)det(B)
- 若 A A A 与 B B B 相似,则 d e t ( A ) = d e t ( B ) det(A)=det(B) det(A)=det(B)
- d e t ( c A ) = c n d e t ( A ) det(cA)=c^ndet(A) det(cA)=cndet(A)