矩阵及其运算
矩阵的定义
定义:由
m
×
n
m \times n
m×n个数
a
i
j
(
i
=
1
,
2
,
.
.
.
,
m
;
j
=
1
,
2
,
.
.
.
,
n
)
a_{ij}(i=1,2,...,m;j=1,2,...,n)
aij(i=1,2,...,m;j=1,2,...,n)排成的
m
m
m行
n
n
n列的数表,称为
m
m
m行
n
n
n列矩阵,简称
m
×
n
m \times n
m×n矩阵
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= \begin{pmatrix} a_{11} & a_{12} & ... &a_{1n} \\ a_{21} & a_{22} & ... &a_{2n} \\ ... & ... & ... &... \\ a_{m1} & a_{m2} & ... &a_{mn} \\ \end{pmatrix}
A=⎝⎜⎜⎛a11a21...am1a12a22...am2............a1na2n...amn⎠⎟⎟⎞
矩阵的元 : 矩阵
A
A
A中的
m
×
n
m \times n
m×n个元素称为矩阵的元,
a
i
j
a_{ij}
aij称为矩阵的
(
i
,
j
)
(i,j)
(i,j)元.
矩阵的简记 :
(
a
i
j
)
(a_{ij})
(aij)或者
(
a
i
j
)
m
×
n
(a_{ij})_{m \times n}
(aij)m×n或者
A
m
×
n
A_{m \times n}
Am×n
方阵 : 行数与列数都等于
n
n
n的矩阵称为方阵,记做
A
n
A_n
An
行矩阵 : 只有一行的矩阵
A
=
(
a
1
,
a
2
,
.
.
.
,
a
n
)
A=(a_{1}, a_{2},...,a_{n})
A=(a1,a2,...,an)的矩阵叫行矩阵,也称为行向量
列矩阵 : 只有一列的矩阵称作列矩阵,也称为列向量,如下:
B
=
(
b
1
b
2
.
.
.
b
n
)
B= \begin{pmatrix} b_1\\ b_2\\ .\\ .\\ .\\ b_n \end{pmatrix}
B=⎝⎜⎜⎜⎜⎜⎜⎛b1b2...bn⎠⎟⎟⎟⎟⎟⎟⎞
同形矩阵 : 如果两个矩阵行列数相等,则称为同形矩阵
矩阵相等 : 如果矩阵
A
=
(
a
i
j
)
m
×
n
A=(a_{ij})_{m \times n}
A=(aij)m×n和矩阵
B
=
(
b
i
j
)
m
×
n
B=(b_{ij})_{m \times n}
B=(bij)m×n是同形矩阵,并且
A
A
A和
B
B
B的第
(
i
,
j
)
(i,j)
(i,j)元都相等,则矩阵
A
A
A和
B
B
B相等,记做
A
=
B
A=B
A=B
零矩阵 : 矩阵中的元都为零的矩阵,叫做零矩阵,记做 :
0
0
0,该处与一般的零值是有区别的,该处的零为一个矩阵,不是一个数字.
单位矩阵 : (主)对角线上的元素都为1,其他位置的元素都为0的你
n
n
n阶方阵,称作为单位矩阵.
E
=
(
1
0
0
.
.
.
0
0
0
1
0
.
.
.
0
0
0
0
1
.
.
.
0
0
.
.
.
.
.
.
.
.
.
1
.
.
.
.
.
.
0
0
0
.
.
.
1
0
0
0
0
.
.
.
0
1
)
E= \begin{pmatrix} 1 & 0 & 0 &... & 0 & 0\\ 0 & 1 & 0 &... & 0 & 0\\ 0 & 0 & 1 &... & 0 & 0\\ ... & ... & ... & 1 & ... & ...\\ 0 & 0 & 0 &... & 1 & 0\\ 0 & 0 & 0 &... & 0 & 1\\ \end{pmatrix}
E=⎝⎜⎜⎜⎜⎜⎜⎛100...00010...00001...00.........1......000...10000...01⎠⎟⎟⎟⎟⎟⎟⎞
对角矩阵 : 对于
n
n
n阶方阵,不在对角线上的元都为0的方阵,叫做对角矩阵,记作:
Λ
=
d
i
a
g
(
λ
1
,
λ
2
,
.
.
.
,
λ
n
)
=
(
λ
1
0
0
.
.
.
0
0
0
λ
2
0
.
.
.
0
0
0
0
λ
3
.
.
.
0
0
.
.
.
.
.
.
.
.
.
λ
i
.
.
.
.
.
.
0
0
0
.
.
.
λ
n
−
1
0
0
0
0
.
.
.
0
λ
n
)
\varLambda=diag(\lambda_1,\lambda_2,...,\lambda_n)\\ \space \\ =\begin{pmatrix} \lambda_1 & 0 & 0 &... & 0 & 0\\ 0 & \lambda_2 & 0 &... & 0 & 0\\ 0 & 0 & \lambda_3 &... & 0 & 0\\ ... & ... & ... & \lambda_{i} & ... & ...\\ 0 & 0 & 0 &... & \lambda_{n-1} & 0\\ 0 & 0 & 0 &... & 0 & \lambda_n\\ \end{pmatrix}
Λ=diag(λ1,λ2,...,λn) =⎝⎜⎜⎜⎜⎜⎜⎛λ100...000λ20...0000λ3...00.........λi......000...λn−10000...0λn⎠⎟⎟⎟⎟⎟⎟⎞
矩阵运算
矩阵的加法
定义 设有两个同形矩阵
A
=
(
a
i
j
)
m
×
n
A=(a_{ij})_{m \times n}
A=(aij)m×n和
B
=
(
b
i
j
)
m
×
n
B=(b_{ij})_{m \times n}
B=(bij)m×n,规定
A
+
B
A+B
A+B矩阵相加为:
A
+
B
=
(
a
11
+
b
11
a
12
+
b
12
.
.
.
a
1
n
+
b
1
n
a
21
+
b
21
a
22
+
b
21
.
.
.
a
2
n
+
b
2
n
.
.
.
.
.
.
.
.
.
.
.
.
a
m
1
+
b
m
1
a
m
2
+
b
m
2
.
.
.
a
m
n
+
b
m
n
)
A+B= \begin{pmatrix} a_{11} +b_{11}& a_{12}+b_{12} & ... &a_{1n}+b_{1n} \\ a_{21} +b_{21}& a_{22} +b_{21}& ... &a_{2n} +b_{2n}\\ ... & ... & ... &... \\ a_{m1}+b_{m1} & a_{m2}+b_{m2} & ... &a_{mn}+b_{mn} \\ \end{pmatrix}
A+B=⎝⎜⎜⎛a11+b11a21+b21...am1+bm1a12+b12a22+b21...am2+bm2............a1n+b1na2n+b2n...amn+bmn⎠⎟⎟⎞
数与矩阵相乘
λ
A
=
(
λ
a
11
λ
a
12
.
.
.
λ
a
1
n
λ
a
21
λ
a
22
.
.
.
λ
a
2
n
.
.
.
.
.
.
.
.
.
.
.
.
λ
a
m
1
λ
a
m
2
.
.
.
λ
a
m
n
)
\lambda A = \begin{pmatrix} \lambda a_{11} & \lambda a_{12} & ... & \lambda a_{1n} \\ \lambda a_{21} & \lambda a_{22} & ... & \lambda a_{2n} \\ ... & ... & ... &... \\ \lambda a_{m1} & \lambda a_{m2} & ... & \lambda a_{mn} \\ \end{pmatrix}
λA=⎝⎜⎜⎛λa11λa21...λam1λa12λa22...λam2............λa1nλa2n...λamn⎠⎟⎟⎞
矩阵与矩阵相乘
定义 如果有
A
=
(
a
i
j
)
m
×
s
A=(a_{ij})_{m \times s}
A=(aij)m×s为一个
m
×
s
m \times s
m×s矩阵,
B
=
(
b
i
j
)
s
×
n
B=(b_{ij})_{s \times n}
B=(bij)s×n为一个
s
×
n
s \times n
s×n形矩阵,则定义
A
×
B
A \times B
A×B得到的矩阵为
C
=
(
c
i
j
)
m
×
n
C=(c_{ij})_{m \times n}
C=(cij)m×n形矩阵:
A
×
B
=
(
a
11
a
12
.
.
.
a
1
s
a
21
a
22
.
.
.
a
2
s
.
.
.
.
.
.
.
.
.
.
.
.
a
m
1
a
m
2
.
.
.
a
m
s
)
×
(
b
11
b
12
.
.
.
b
1
n
b
21
b
22
.
.
.
b
2
n
.
.
.
.
.
.
.
.
.
.
.
.
b
s
1
b
s
2
.
.
.
b
s
n
)
c
11
=
a
11
∗
b
11
+
a
12
∗
b
21
+
.
.
.
+
a
1
j
∗
b
j
1
+
.
.
.
+
a
1
s
∗
b
s
1
c
12
=
a
11
∗
b
12
+
a
12
∗
b
22
+
.
.
.
+
a
1
j
∗
b
j
2
+
.
.
.
+
a
1
s
∗
b
s
2
.
.
.
c
1
n
=
a
11
∗
b
1
n
+
a
12
∗
b
2
n
+
.
.
.
+
a
1
j
∗
b
j
n
+
.
.
.
+
a
1
s
∗
b
s
n
.
.
.
c
2
n
=
a
21
∗
b
1
n
+
a
22
∗
b
2
n
+
.
.
.
+
a
2
j
∗
b
j
n
+
.
.
.
+
a
2
s
∗
b
s
n
c
3
n
=
a
31
∗
b
1
n
+
a
32
∗
b
2
n
+
.
.
.
+
a
3
j
∗
b
j
n
+
.
.
.
+
a
3
s
∗
b
s
n
.
.
.
c
m
n
=
a
m
1
∗
b
1
n
+
a
m
2
∗
b
2
n
+
.
.
.
+
a
m
j
∗
b
j
n
+
.
.
.
+
a
m
s
∗
b
s
n
A \times B = \begin{pmatrix} a_{11} & a_{12} & ... &a_{1s} \\ a_{21} & a_{22} & ... &a_{2s} \\ ... & ... & ... &... \\ a_{m1} & a_{m2} & ... &a_{ms} \\ \end{pmatrix} \times \begin{pmatrix} b_{11} & b_{12} & ... &b_{1n} \\ b_{21} & b_{22} & ... &b_{2n} \\ ... & ... & ... &... \\ b_{s1} & b_{s2} & ... &b_{sn} \\ \end{pmatrix}\\ \space \\ c_{11}=a_{11}*b_{11}+a_{12}*b_{21}+...+a_{1j}*b_{j1}+...+a_{1s}*b_{s1}\\ c_{12}=a_{11}*b_{12}+a_{12}*b_{22}+...+a_{1j}*b_{j2}+...+a_{1s}*b_{s2}\\ ...\\ c_{1n}=a_{11}*b_{1n}+a_{12}*b_{2n}+...+a_{1j}*b_{jn}+...+a_{1s}*b_{sn}\\ ...\\ c_{2n}=a_{21}*b_{1n}+a_{22}*b_{2n}+...+a_{2j}*b_{jn}+...+a_{2s}*b_{sn}\\ c_{3n}=a_{31}*b_{1n}+a_{32}*b_{2n}+...+a_{3j}*b_{jn}+...+a_{3s}*b_{sn}\\ ...\\ c_{mn}=a_{m1}*b_{1n}+a_{m2}*b_{2n}+...+a_{mj}*b_{jn}+...+a_{ms}*b_{sn}\\
A×B=⎝⎜⎜⎛a11a21...am1a12a22...am2............a1sa2s...ams⎠⎟⎟⎞×⎝⎜⎜⎛b11b21...bs1b12b22...bs2............b1nb2n...bsn⎠⎟⎟⎞ c11=a11∗b11+a12∗b21+...+a1j∗bj1+...+a1s∗bs1c12=a11∗b12+a12∗b22+...+a1j∗bj2+...+a1s∗bs2...c1n=a11∗b1n+a12∗b2n+...+a1j∗bjn+...+a1s∗bsn...c2n=a21∗b1n+a22∗b2n+...+a2j∗bjn+...+a2s∗bsnc3n=a31∗b1n+a32∗b2n+...+a3j∗bjn+...+a3s∗bsn...cmn=am1∗b1n+am2∗b2n+...+amj∗bjn+...+ams∗bsn
由上可得,
C
C
C中第
(
i
,
j
)
(i,j)
(i,j)元的值如下:
c
i
j
=
a
i
1
b
1
j
+
a
i
2
b
2
j
+
.
.
.
+
a
i
s
b
s
j
=
∑
k
=
1
s
a
i
k
b
k
j
i
∈
{
1
,
2
,
.
.
.
,
m
}
;
j
∈
{
1
,
2
,
.
.
.
,
n
}
c_{ij} = a_{i1}b_{1j}+a_{i2}b_{2j}+...+a_{is}b_{sj} = \sum_{k=1}^s a_{ik}b_{kj}\\ \space \\ i \isin \{1,2,...,m\}; \space j \isin \{1,2,...,n\}
cij=ai1b1j+ai2b2j+...+aisbsj=k=1∑saikbkj i∈{1,2,...,m}; j∈{1,2,...,n}
矩阵乘法的性质
1.
(
A
B
)
C
=
A
(
B
C
)
(AB)C=A(BC)
(AB)C=A(BC)
2.
λ
(
A
B
)
=
(
λ
A
)
B
=
A
(
λ
B
)
\lambda (AB)=(\lambda A)B=A(\lambda B)
λ(AB)=(λA)B=A(λB)其中
λ
\lambda
λ为一个数
3.
(
A
+
B
)
C
=
A
C
+
B
C
(A+B)C = AC + BC
(A+B)C=AC+BC 或者
A
(
B
+
C
)
=
A
B
+
A
C
A(B+C)=AB+AC
A(B+C)=AB+AC
4.
E
m
A
m
×
n
=
A
m
×
n
E
n
=
A
m
×
n
E_{m}A_{m \times n}=A_{m \times n}E_{n}=A_{m \times n}
EmAm×n=Am×nEn=Am×n
5. 称
λ
E
n
\lambda E_{n}
λEn为纯量阵,则由2和4性质可得
λ
E
n
A
n
=
E
n
(
λ
A
n
)
=
λ
A
n
\lambda E_{n}A_{n}=E_{n}(\lambda A_{n})=\lambda A_{n}
λEnAn=En(λAn)=λAn:
6. 矩阵的幂运算只适用于方正:
(
A
n
)
k
(
A
n
)
j
=
(
A
n
)
k
+
j
(
(
A
n
)
k
)
l
=
(
A
n
)
k
l
(A_{n})^k(A_{n})^j=(A_{n})^{k+j}\\ \space \\ ((A_{n})^k)^l=(A_{n})^{kl}
(An)k(An)j=(An)k+j ((An)k)l=(An)kl
矩阵转置
定义:将矩阵
A
A
A的行换成同序数的列,形成的新矩阵称为
A
A
A的转置矩阵,记做
A
T
A^T
AT
A
=
(
a
i
j
)
m
×
n
=
(
a
11
a
12
.
.
.
a
1
n
a
21
a
22
.
.
.
a
2
n
.
.
.
.
.
.
.
.
.
.
.
.
a
m
1
a
m
2
.
.
.
a
m
n
)
A
T
=
(
a
j
i
)
n
×
m
=
(
a
11
a
12
.
.
.
a
1
m
a
21
a
22
.
.
.
a
2
m
.
.
.
.
.
.
.
.
.
.
.
.
a
n
1
a
n
2
.
.
.
a
n
m
)
A=(a_{ij})_{m \times n}=\begin{pmatrix} a_{11} & a_{12} & ... &a_{1n} \\ a_{21} & a_{22} & ... &a_{2n} \\ ... & ... & ... &... \\ a_{m1} & a_{m2} & ... &a_{mn} \\ \end{pmatrix}\\ \space \\ A^T=(a_{ji})_{n \times m} = \begin{pmatrix} a_{11} & a_{12} & ... &a_{1m} \\ a_{21} & a_{22} & ... &a_{2m} \\ ... & ... & ... &... \\ a_{n1} & a_{n2} & ... &a_{nm} \\ \end{pmatrix}
A=(aij)m×n=⎝⎜⎜⎛a11a21...am1a12a22...am2............a1na2n...amn⎠⎟⎟⎞ AT=(aji)n×m=⎝⎜⎜⎛a11a21...an1a12a22...an2............a1ma2m...anm⎠⎟⎟⎞
性质1:
(
A
T
)
T
=
A
(A^T)^T=A
(AT)T=A
性质2:
(
A
+
B
)
T
=
A
T
+
B
T
(A + B)^T=A^T + B^T
(A+B)T=AT+BT
性质3:
(
λ
A
)
T
=
λ
A
T
(\lambda A)^T=\lambda A^T
(λA)T=λAT
性质4:
(
A
B
)
T
=
B
T
A
T
(AB)^T=B^TA^T
(AB)T=BTAT,(特别注意,转置后乘法需要交换顺序)
方阵的行列式
定义:由方阵
A
A
A的各个元素组成的行列式,称为方阵
A
A
A的行列式,记作:
∣
A
∣
\begin{vmatrix}A\end{vmatrix}
∣∣A∣∣或者
d
e
t
A
detA
detA
性质1 :
∣
A
T
∣
=
∣
A
∣
\begin{vmatrix}A^T\end{vmatrix}=\begin{vmatrix}A\end{vmatrix}
∣∣AT∣∣=∣∣A∣∣
性质2:
∣
λ
A
n
∣
=
λ
n
∣
A
∣
\begin{vmatrix}\lambda A_{n}\end{vmatrix}=\lambda ^n \begin{vmatrix}A\end{vmatrix}
∣∣λAn∣∣=λn∣∣A∣∣
性质3:
∣
A
B
∣
=
∣
A
∣
∣
B
∣
\begin{vmatrix}AB\end{vmatrix}=\begin{vmatrix}A\end{vmatrix}\begin{vmatrix}B\end{vmatrix}
∣∣AB∣∣=∣∣A∣∣∣∣B∣∣
伴随矩阵:以方阵
A
A
A的行列式
∣
A
∣
\begin{vmatrix}A\end{vmatrix}
∣∣A∣∣的各个元素
A
i
j
A_{ij}
Aij的代数余子式组成的矩阵,叫做伴随矩阵,记作:
A
∗
A^*
A∗
A
∗
=
(
A
11
A
12
.
.
.
A
1
n
A
21
A
22
.
.
.
A
2
n
.
.
.
.
.
.
.
.
.
.
.
.
A
n
1
A
n
2
.
.
.
A
n
n
)
A^*= \begin{pmatrix} A_{11} & A_{12} & ... & A_{1n}\\ A_{21} & A_{22} & ... & A_{2n}\\ ... & ... & ... & ...\\ A_{n1} & A_{n2} & ... & A_{nn}\\ \end{pmatrix}
A∗=⎝⎜⎜⎛A11A21...An1A12A22...An2............A1nA2n...Ann⎠⎟⎟⎞
伴随矩阵有以下性质:
A
∗
A
=
A
A
∗
=
∣
A
∣
E
A^*A=AA^*=\begin{vmatrix}A\end{vmatrix} E
A∗A=AA∗=∣∣A∣∣E