# 数学基础-矩阵特征值和特征向量

A v = λ v (1) Av = \lambda v \tag{1}

A = [ 1 1 4 − 2 ] , v 1 = [ 1 2 ] (2) A =\left[ \begin{matrix} 1 & 1 \\ 4 & -2 \end{matrix} \right], v_1 = \left[ \begin{matrix} 1 \\ 2 \end{matrix} \right] \tag{2}

A v 1 = [ 1 1 4 − 2 ] [ 1 2 ] = [ 3 0 ] (3) Av_1 = \left[ \begin{matrix} 1 & 1 \\ 4 & -2 \end{matrix} \right] \left[ \begin{matrix} 1 \\ 2 \end{matrix} \right] =\left[ \begin{matrix} 3 \\ 0 \end{matrix} \right] \tag{3}

v 2 = [ 1 1 ] v_2 = \left[ \begin{matrix} 1 \\ 1 \end{matrix} \right]
A v 2 = [ 1 1 4 − 2 ] [ 1 1 ] = [ 2 2 ] = 2 v 2 Av_2 = \left[ \begin{matrix} 1 & 1 \\ 4 & -2 \end{matrix} \right] \left[ \begin{matrix} 1 \\ 1 \end{matrix} \right] =\left[ \begin{matrix} 2 \\ 2 \end{matrix} \right] =2 v_2

## 求解特征值和特征向量

( A − λ I ) v = 0 (4) (A-\lambda I)v=0\tag{4}

A = [ 1 1 4 − 2 ] A =\left[ \begin{matrix} 1 & 1 \\ 4 & -2 \end{matrix} \right]

A − λ I = [ 1 − λ 1 4 − 2 − λ ] A-\lambda I= \left[ \begin{matrix} 1-\lambda & 1 \\ 4 & -2-\lambda \end{matrix} \right]

∣ 1 − λ 1 4 − 2 − λ ∣ = 0 \left| \begin{matrix} 1-\lambda & 1 \\ 4 & -2-\lambda \end{matrix} \right|=0

[ 1 − 2 1 4 − 2 − 2 ] v 1 = 0 (5) \left[ \begin{matrix} 1-2 & 1 \\ 4 & -2-2 \end{matrix} \right]v_1 = 0 \tag{5}
[ 1 − 2 1 4 − 2 − 2 ] [ v 11 v 12 ] = 0 (6) \left[ \begin{matrix} 1-2 & 1 \\ 4 & -2-2 \end{matrix} \right] \left[ \begin{matrix} v_{11} \\ v_{12} \end{matrix} \right] = 0 \tag{6}

A = [ 1 1 4 − 2 ] , λ 1 = 2 , λ 2 = − 3 , v 1 = [ 1 1 ] , v 2 = [ 1 − 4 ] A =\left[ \begin{matrix} 1 & 1 \\ 4 & -2 \end{matrix} \right], \lambda_1 = 2, \lambda_2 = -3, v_1=\left[ \begin{matrix} 1 \\ 1 \end{matrix} \right] , v_2=\left[ \begin{matrix} 1 \\ -4 \end{matrix} \right]

## 矩阵特征值的应用

A P = A [ v 1   v 2 ] = A [ v 11 v 21 v 12 v 22 ] = [ A [ v 11 v 12 ]   A [ v 21 v 22 ] ] = [ λ 1 [ v 11 v 12 ]   λ 2 [ v 21 v 22 ] ] = [ λ 1 v 11 λ 2 v 21 λ 2 v 12 λ 2 v 22 ] = [ v 11 v 21 v 12 v 22 ] [ λ 1 0 0 λ 2 ] = P ∧ AP = A[v_1 \ v_2] = A \left[ \begin{matrix} v_{11} & v_{21} \\ v_{12} & v_{22} \end{matrix}\right] = \left[ \begin{matrix} A\left[ \begin{matrix} v_{11} \\ v_{12} \end{matrix} \right] \ A \left[ \begin{matrix} v_{21} \\ v_{22} \end{matrix}\right] \end{matrix}\right] = \left[ \begin{matrix} \lambda_1 \left[ \begin{matrix} v_{11} \\ v_{12} \end{matrix}\right] \ \lambda_2 \left[ \begin{matrix} v_{21} \\ v_{22} \end{matrix}\right] \end{matrix}\right] = \left[ \begin{matrix} \lambda_1 v_{11} & \lambda_2 v_{21} \\ \lambda_2 v_{12} & \lambda_2 v_{22} \end{matrix}\right] = \left[ \begin{matrix} v_{11} & v_{21} \\ v_{12} & v_{22} \end{matrix}\right] \left[ \begin{matrix} \lambda_1 & 0 \\ 0 & \lambda_2 \end{matrix}\right] = P\wedge

d x 1 d t = x 1 + x 2 \frac{dx_1}{dt} = x_1+x_2

d x 2 d t = 4 x 1 − 2 x 2 \frac{dx_2}{dt} = 4x_1-2x_2

d d t [ x 1 x 2 ] = [ 1 1 4 − 2 ] [ x 1 x 2 ] \frac{d}{dt}\left[ \begin{matrix} x_1 \\ x_2\end{matrix}\right] = \left[ \begin{matrix} 1 & 1 \\ 4 & -2\end{matrix}\right] \left[ \begin{matrix} x_1 \\ x_2\end{matrix}\right]

x ˙ = p y ˙ = A p y \dot{x} = p\dot{y} = Apy

y ˙ = p − 1 A p y = ∧ y \dot{y} = p^{-1}Apy = \wedge y

y ˙ = [ 2 0 0 − 3 ] y \dot{y} =\left[ \begin{matrix} 2 & 0 \\ 0 & -3 \end{matrix}\right] y

y 1 ˙ = 2 y 1 ,   y 2 ˙ = − 3 y 2 \dot{y_1} = 2y_1,\ \dot{y_2} = -3y_2

y 1 = c 1 e 2 t ,   y 2 = c 2 e − 3 t y_1 = c_1e^{2t},\ y_2 = c_2e^{-3t}

x = p y = [ 1 1 1 − 4 ] [ c 1 e 2 t c 2 e − 3 t ] x = py = \left[ \begin{matrix} 1 & 1 \\ 1 & -4\end{matrix}\right] \left[ \begin{matrix} c_1e^{2t} \\ c_2e^{-3t} \end{matrix}\right]

# 数学基础-线性化-泰勒公式

f ( x ) = f ( x 0 ) + f ′ ( x 0 ) 1 ! ( x − x 0 ) + f ′ ′ ( x 0 ) 2 ! ( x − x 0 ) 2 + . . . . . . + f n ( x 0 ) n ! ( x − x 0 ) n f(x) = f(x_0)+\frac{f'(x_0)}{1!}(x-x_0)+\frac{f''(x_0)}{2!}(x-x_0)^2+......+\frac{f^n(x_0)}{n!}(x-x_0)^n

f ( x ) = f ( x 0 ) + f ′ ( x 0 ) ( x − x 0 ) = k 1 + k 2 ( x − x 0 ) = k 2 x + k 1 − k 2 x 0 = k 2 x + b f(x) = f(x_0)+f'(x_0)(x-x_0) = k_1+k_2(x-x_0) = k_2x+k_1-k_2x_0 = k_2x+b

f ( x ) = s i n x 0 + c o s x 0 ( x − x 0 ) f(x) = sinx_0+cosx_0(x-x_0)

f ( x ) = 0 + ( x − 0 ) = x f(x) = 0+(x-0)=x

12-03

03-07 4万+
07-16 6578
02-08 242
11-25 71
03-16 327
06-25
07-22 3万+
01-31 859
05-12 1万+
12-06 7013
10-22 1万+
06-09 1万+
06-14 5623