1. 向量范数
向量范数:
∀
x
∈
V
\forall x \in V
∀x∈V,若非负实数
∣
∣
x
∣
∣
||x||
∣∣x∣∣满足
(1) 正定性:
∣
∣
x
∣
∣
≥
0
,
且
∣
∣
x
∣
∣
=
0
⟺
x
=
0
||x|| \ge 0,且 ||x|| = 0 \iff x = 0
∣∣x∣∣≥0,且∣∣x∣∣=0⟺x=0
(2) 齐次性:
∣
∣
a
x
∣
∣
=
∣
a
∣
∣
∣
x
∣
∣
,
a
∈
F
||ax|| = |a|\ ||x||,a \in F
∣∣ax∣∣=∣a∣ ∣∣x∣∣,a∈F
(3) 三角不等式:
∀
x
,
y
∈
V
,
都
有
∣
∣
x
+
y
∣
∣
≤
∣
∣
x
∣
∣
+
∣
∣
y
∣
∣
\forall x,y \in V,都有|| x + y|| \leq ||x|| + ||y||
∀x,y∈V,都有∣∣x+y∣∣≤∣∣x∣∣+∣∣y∣∣
则称||x||为向量x的范数,
[
V
;
∣
∣
.
∣
∣
]
[V;||.||]
[V;∣∣.∣∣]为赋范空间
1-范数:
∣
∣
x
∣
∣
1
=
Σ
i
∣
x
i
∣
||x||_1 = \Sigma_i |x_i|
∣∣x∣∣1=Σi∣xi∣
2-范数(向量长度,由内积所诱导的范数):
∣
∣
x
∣
∣
2
=
(
x
,
x
)
=
x
H
x
=
Σ
i
∣
x
i
∣
2
||x||_2 = \sqrt{(x,x)} = \sqrt{x^H x} = \sqrt{\Sigma_i|x_i|^2}
∣∣x∣∣2=(x,x)=xHx=Σi∣xi∣2
∞
\infty
∞-范数:
∣
∣
x
∣
∣
∞
=
m
a
x
∣
x
i
∣
||x||_\infty = max|x_i|
∣∣x∣∣∞=max∣xi∣
p-范数:
∀
p
∈
(
1
,
+
∞
)
,
∣
∣
x
∣
∣
p
=
Σ
i
∣
x
i
∣
p
p
,
∀
x
∈
C
n
\forall p \in (1,\ +\infty),||x||_p = \sqrt[p]{\Sigma_i |x_i|^p},\forall x \in C^n
∀p∈(1, +∞),∣∣x∣∣p=pΣi∣xi∣p,∀x∈Cn
例如:
若
x
=
(
1
,
i
,
1
+
i
)
T
x = (1,\ i,\ 1 + i)^T
x=(1, i, 1+i)T,有
∣
∣
x
∣
∣
1
=
1
+
∣
i
∣
+
∣
1
+
i
∣
=
1
+
1
+
2
=
2
+
2
||x||_1 = 1 + |i| + |1 + i| = 1 + 1 + \sqrt{2} = 2 + \sqrt{2}
∣∣x∣∣1=1+∣i∣+∣1+i∣=1+1+2=2+2
∣
∣
x
∣
∣
2
=
1
2
+
∣
i
∣
2
+
∣
1
+
i
∣
2
=
1
+
1
+
2
2
=
2
||x||_2 = \sqrt{1^2 + |i|^2 + |1 + i|^2} = \sqrt{1 + 1 + \sqrt{2}^2} = 2
∣∣x∣∣2=12+∣i∣2+∣1+i∣2=1+1+22=2
∣
∣
x
∣
∣
∞
=
m
a
x
{
1
,
1
,
2
}
=
2
||x||_\infty = max\{1,\ 1,\ \sqrt{2}\} = \sqrt{2}
∣∣x∣∣∞=max{1, 1, 2}=2
向量范数的连续性:
α
1
,
⋯
,
α
n
为
C
n
\alpha_1,\ \cdots,\ \alpha_n为C^n
α1, ⋯, αn为Cn的任一组基,
∣
∣
.
∣
∣
为
C
n
||.||为C^n
∣∣.∣∣为Cn上任一向量范数,
∀
x
∈
C
n
,
有
x
=
Σ
i
x
i
α
i
,
x
i
∈
C
n
,
则
f
(
x
1
,
⋯
,
x
n
)
=
∣
∣
x
∣
∣
为
x
1
,
⋯
,
x
n
\forall x \in C^n,有x= \Sigma_i \ x_i \ \alpha_i,x_i \in C^n,则f(x_1,\ \cdots,\ x_n) = ||x||为x_1,\ \cdots,\ x_n
∀x∈Cn,有x=Σi xi αi,xi∈Cn,则f(x1, ⋯, xn)=∣∣x∣∣为x1, ⋯, xn的连续函数
向量范数的等价性:
∣
∣
x
∣
∣
(
1
)
与
∣
∣
x
∣
∣
(
2
)
||x||^{(1)}与||x||^{(2)}
∣∣x∣∣(1)与∣∣x∣∣(2)是线性空间V上定义的两种向量范数,
若
∃
c
1
,
c
2
>
0
,
使
c
1
∣
∣
x
∣
∣
(
2
)
≤
∣
∣
x
∣
∣
(
1
)
≤
c
2
∣
∣
x
∣
∣
(
2
)
,
∀
x
∈
V
\exists c_1, c_2 > 0,使c_1 ||x||^{(2)} \leq ||x||^{(1)} \leq c_2 ||x||^{(2)},\forall x \in V
∃c1,c2>0,使c1∣∣x∣∣(2)≤∣∣x∣∣(1)≤c2∣∣x∣∣(2),∀x∈V,则称这两个范数等价
有限维线性空间的任意两种向量范数都是等价的
在无限维线性空间中,两个向量范数是可以不等价的
2. 矩阵范数
矩阵范数:
∀
A
∈
F
n
×
n
\forall A \in F^{n \times n}
∀A∈Fn×n,对应一个非负实数||A||满足
(1) 正定性:
∣
∣
A
∣
∣
≥
0
,
且
∣
∣
A
∣
∣
=
0
⟺
A
=
0
||A|| \ge 0,且||A|| = 0 \iff A = 0
∣∣A∣∣≥0,且∣∣A∣∣=0⟺A=0
(2) 齐次性:
∣
∣
a
A
∣
∣
=
∣
a
∣
∣
∣
A
∣
∣
,
a
∈
F
||aA|| = |a|\ ||A||,a \in F
∣∣aA∣∣=∣a∣ ∣∣A∣∣,a∈F
(3) 三角不等式:
∀
A
,
B
∈
F
n
×
n
,
都
有
∣
∣
A
+
B
∣
∣
≤
∣
∣
A
∣
∣
+
∣
∣
B
∣
∣
\forall A,B \in F^{n \times n},都有||A + B|| \leq ||A|| + ||B||
∀A,B∈Fn×n,都有∣∣A+B∣∣≤∣∣A∣∣+∣∣B∣∣
(4) 相容性:
∀
A
,
B
∈
F
n
×
n
,
都
有
∣
∣
A
B
∣
∣
≤
∣
∣
A
∣
∣
∣
∣
B
∣
∣
\forall A,B \in F^{n \times n},都有||AB|| \leq ||A|| \ ||B||
∀A,B∈Fn×n,都有∣∣AB∣∣≤∣∣A∣∣ ∣∣B∣∣
则称||A||为矩阵A的范数
F(Frobenius)-范数: ∣ ∣ A ∣ ∣ F = Σ i Σ j ∣ a i j ∣ 2 ) = t r ( A H A ) = Σ i σ i 2 ||A||_F = \sqrt{\Sigma_{i} \Sigma_{j} |a_{ij}|^2)} = \sqrt{tr(A^HA)} = \sqrt{\Sigma_i \sigma_i^2} ∣∣A∣∣F=ΣiΣj∣aij∣2)=tr(AHA)=Σiσi2
例如:
A
=
(
a
i
j
)
∈
C
n
×
n
,
∣
∣
A
∣
∣
F
=
Σ
i
Σ
j
∣
a
i
j
∣
2
A = (a_{ij}) \in C^{n \times n},||A||_F = \sqrt{\Sigma_i \Sigma_j |a_{ij}|^2}
A=(aij)∈Cn×n,∣∣A∣∣F=ΣiΣj∣aij∣2,则
(
1
)
∣
∣
A
∣
∣
F
=
∣
∣
A
H
∣
∣
F
(1) \quad ||A||_F = ||A^H||_F
(1)∣∣A∣∣F=∣∣AH∣∣F
(
2
)
∣
∣
U
A
∣
∣
F
=
∣
∣
A
V
∣
∣
F
=
∣
∣
U
A
V
∣
∣
F
=
∣
∣
A
∣
∣
F
(2) \quad ||UA||_F = ||AV||_F = ||UAV||_F = ||A||_F
(2)∣∣UA∣∣F=∣∣AV∣∣F=∣∣UAV∣∣F=∣∣A∣∣F,其中U,V是酉矩阵
(
3
)
t
r
(
A
H
A
)
=
Σ
i
Σ
j
∣
a
i
j
∣
2
(3) \quad tr(A^H A) = \Sigma_i \Sigma_j |a_{ij}|^2
(3)tr(AHA)=ΣiΣj∣aij∣2
例如:
A
=
(
0
3
i
1
0
−
1
0
−
1
1
2
)
,
A
H
A
=
(
1
−
1
2
−
1
11
2
−
3
i
−
2
2
+
3
i
5
)
A = \begin{pmatrix} 0 & 3i & 1 \\ 0 & -1 & 0 \\ -1 & 1 & 2 \end{pmatrix},A^HA = \begin{pmatrix} 1 & -1 & 2 \\ -1 & 11 & 2-3i \\ -2 & 2 + 3i & 5 \end{pmatrix}
A=⎝⎛00−13i−11102⎠⎞,AHA=⎝⎛1−1−2−1112+3i22−3i5⎠⎞
∣
∣
A
∣
∣
F
=
9
+
1
+
1
+
1
+
1
+
4
=
t
r
(
A
H
A
)
=
1
+
11
+
5
=
17
||A||_F = \sqrt{9 + 1 + 1 + 1 + 1 + 4} = \sqrt{tr(A^HA)} = \sqrt{1 + 11 + 5} = \sqrt{17}
∣∣A∣∣F=9+1+1+1+1+4=tr(AHA)=1+11+5=17
相容范数: ∣ ∣ A x ∣ ∣ ≤ ∣ ∣ A ∣ ∣ . ∣ ∣ x ∣ ∣ ||Ax|| \leq ||A|| .||x|| ∣∣Ax∣∣≤∣∣A∣∣.∣∣x∣∣,其中||x||是向量范数,||A||是矩阵范数
诱导范数: ∣ ∣ A ∣ ∣ = m a x { ∣ ∣ A x ∣ ∣ ∣ ∣ x ∣ ∣ } ||A|| = max\{\frac{||Ax||}{||x||}\} ∣∣A∣∣=max{∣∣x∣∣∣∣Ax∣∣},其中||x||是向量范数且 x ≠ 0 x \neq 0 x=0,称||A||为由向量范数||x||所诱导的诱导范数
矩阵p-范数: 由 ∣ ∣ x ∣ ∣ p ||x||_p ∣∣x∣∣p所诱导的矩阵范数。常用的p-范数为 ∣ ∣ A ∣ ∣ 1 , ∣ ∣ A ∣ ∣ 2 与 ∣ ∣ A ∣ ∣ ∞ ||A||_1,||A||_2与||A||_\infty ∣∣A∣∣1,∣∣A∣∣2与∣∣A∣∣∞
列和范数:
∣
∣
A
∣
∣
1
=
m
a
x
(
Σ
i
=
1
n
∣
a
i
j
∣
)
||A||_1 = max(\Sigma_{i = 1}^n |a_{ij}|)
∣∣A∣∣1=max(Σi=1n∣aij∣),np.max(np.sum(abs(arr), axis=1, keepdims=True), axis=0)
行和范数:
∣
∣
A
∣
∣
∞
=
m
a
x
(
Σ
j
=
1
n
∣
a
i
j
∣
)
||A||_\infty = max(\Sigma_{j = 1}^n |a_{ij}|)
∣∣A∣∣∞=max(Σj=1n∣aij∣),np.max(np.sum(abs(arr), axis=0, keepdims=True), axis=1)
谱范数: ∣ ∣ A ∣ ∣ 2 = λ 1 , λ 1 是 A H A ||A||_2 = \sqrt{\lambda_1},\lambda_1是A^HA ∣∣A∣∣2=λ1,λ1是AHA的最大特征值
例如:
3. 向量序列与矩阵序列的极限
3.1 向量序列的极限
x
(
k
)
=
(
x
1
(
k
)
⋯
x
n
(
k
)
)
T
,
k
=
1
,
2
,
⋯
是
C
n
x^{(k)} = (x_1^{(k)} \quad \cdots \quad x_n^{(k)})^T,k = 1,2,\cdots是C^n
x(k)=(x1(k)⋯xn(k))T,k=1,2,⋯是Cn空间的一个向量序列,如果当
k
→
+
∞
k \rightarrow +\infty
k→+∞时,它的n个分量数列都收敛,即
lim
k
→
∞
x
i
(
k
)
=
a
i
,
i
=
1
,
2
,
⋯
,
n
\lim_{k \to \infty} x_i^{(k)} = a_i,i = 1,2,\cdots,n
limk→∞xi(k)=ai,i=1,2,⋯,n,则称向量序列
{
x
(
k
)
}
\{x^{(k)}\}
{x(k)}是按分量收敛的。向量
α
=
(
α
1
⋯
α
n
)
T
\alpha = (\alpha_1 \quad \cdots \quad \alpha_n)^T
α=(α1⋯αn)T是它的极限,记为
l
i
m
k
→
∞
x
(
k
)
=
α
或
x
(
k
)
→
α
lim_{k \rightarrow \infty} x^{(k)} = \alpha或 x^{(k)} \rightarrow \alpha
limk→∞x(k)=α或x(k)→α
当至少有一个分量数列是发散的,则称向量序列是发散的。
例如
x
(
k
)
∈
C
n
,
α
∈
C
n
,
则
lim
k
→
∞
x
(
k
)
=
α
⟺
lim
k
→
∞
∣
∣
x
(
k
)
−
α
∣
∣
=
0
x^{(k)} \in C^n,\alpha \in C^n,则\lim_{k \rightarrow \infty}x^{(k)} = \alpha \iff \lim_{k \rightarrow \infty} ||x^{(k)} - \alpha|| = 0
x(k)∈Cn,α∈Cn,则limk→∞x(k)=α⟺limk→∞∣∣x(k)−α∣∣=0,其中
∣
∣
.
∣
∣
为
C
n
||.||为C^n
∣∣.∣∣为Cn中任一范数
3.2 矩阵序列的极限
矩阵序列
{
A
(
k
)
}
,
A
(
k
)
=
(
a
i
j
(
k
)
)
∈
C
n
×
n
,
若
lim
k
→
∞
a
i
j
(
k
)
=
a
i
j
,
i
,
j
=
1
,
⋯
,
n
\{A^{(k)}\},A^{(k)} = (a_{ij}^{(k)}) \in C^{n \times n},若\lim_{k \rightarrow \infty} a_{ij}^{(k)} = a_{ij},i,j = 1,\cdots,n
{A(k)},A(k)=(aij(k))∈Cn×n,若limk→∞aij(k)=aij,i,j=1,⋯,n,
则称矩阵序列
{
A
(
k
)
}
\{A^{(k)}\}
{A(k)}收敛,
A
=
(
a
i
j
(
k
)
)
称
为
{
A
(
k
)
}
A = (a_{ij}^{(k)})称为\{A^{(k)}\}
A=(aij(k))称为{A(k)}的极限,记为
lim
k
→
∞
A
(
k
)
=
A
或
A
(
k
)
=
A
,
k
→
∞
\lim_{k \rightarrow \infty}A^{(k)} = A或A^{(k)} = A,k \rightarrow \infty
limk→∞A(k)=A或A(k)=A,k→∞
例如:
A
(
k
)
=
(
(
(
1
+
1
k
)
k
1
+
1
k
−
1
(
−
1
)
k
k
)
⟶
A
=
(
e
1
−
1
0
)
A^{(k)} = \begin{pmatrix} ((1 + \frac{1}{k}) ^ k & 1 + \frac{1}{k} \\ \\ -1 & \frac{(-1)^k}{k} \end{pmatrix} \longrightarrow A = \begin{pmatrix} e & 1 \\ \\ -1 & 0 \end{pmatrix}
A(k)=⎝⎛((1+k1)k−11+k1k(−1)k⎠⎞⟶A=⎝⎛e−110⎠⎞
{ A ( k ) } ∈ C n × n , ∣ ∣ A ∣ ∣ ∈ C n × n , 则 l i m k → ∞ A ( k ) = ∣ ∣ A ∣ ∣ ⟺ l i m k → ∞ ∣ ∣ A ( k ) − A ∣ ∣ = 0 \{A^{(k)}\} \in C^{n \times n},||A|| \in C^{n \times n},则lim_{k \rightarrow \infty} A^{(k)} = ||A|| \iff lim_{k \rightarrow \infty} ||A^{(k)} - A|| = 0 {A(k)}∈Cn×n,∣∣A∣∣∈Cn×n,则limk→∞A(k)=∣∣A∣∣⟺limk→∞∣∣A(k)−A∣∣=0,其中 ∣ ∣ . ∣ ∣ 为 C n ||.||为C^n ∣∣.∣∣为Cn中任一范数
4. 矩阵幂级数
谱半径: ρ ( A ) = m a x ( ∣ λ i ∣ ) , λ i ∈ { λ 1 , λ 2 , ⋯ , λ n } , { λ 1 , λ 2 , ⋯ , λ n } 矩 阵 A ∈ C n × n \rho(A) = max(|\lambda_i|),\lambda_i \in \{\lambda_1,\ \lambda_2,\ \cdots,\ \lambda_n\},\{\lambda_1,\ \lambda_2,\ \cdots,\ \lambda_n\}矩阵A \in C^{n \times n} ρ(A)=max(∣λi∣),λi∈{λ1, λ2, ⋯, λn},{λ1, λ2, ⋯, λn}矩阵A∈Cn×n的全部特征值
ρ
(
A
k
)
=
(
ρ
(
A
)
)
k
\rho(A^k) = (\rho(A))^k
ρ(Ak)=(ρ(A))k
A
k
→
0
(
k
→
∞
)
⟺
ρ
(
A
)
<
1
A^k \rightarrow 0(k \rightarrow \infty) \iff \rho(A) < 1
Ak→0(k→∞)⟺ρ(A)<1
A ∈ C n × n , ∀ 矩 阵 范 数 ∣ ∣ A ∣ ∣ ∈ C n × n , 都 有 ρ ( A ) ≤ ∣ ∣ A ∣ ∣ A \in C^{n \times n},\forall 矩阵范数||A|| \in C^{n \times n},都有\rho(A) \leq ||A|| A∈Cn×n,∀矩阵范数∣∣A∣∣∈Cn×n,都有ρ(A)≤∣∣A∣∣。即A的谱半径是A的任意一种矩阵范数的下界。
A
∈
C
n
×
n
,
∀
ϵ
>
0
A \in C^{n \times n},\forall \epsilon > 0
A∈Cn×n,∀ϵ>0,存在某种矩阵范数
∣
∣
A
∣
∣
∗
,
使
∣
∣
A
∣
∣
∗
≤
ρ
(
A
)
+
ϵ
||A||_*,使||A||_* \leq \rho(A) + \epsilon
∣∣A∣∣∗,使∣∣A∣∣∗≤ρ(A)+ϵ。即A的谱半径是A的所有矩阵范数的下确界
证明:
矩阵幂级数:
Σ
k
=
0
∞
a
k
A
k
=
a
0
I
+
a
1
A
+
⋯
+
a
k
A
k
+
⋯
,
其
中
A
∈
C
n
×
n
,
a
k
∈
C
\Sigma_{k = 0}^{\infty} a_k A^k = a_0 I + a_1 A + \cdots + a_k A^k + \cdots,其中A \in C^{n \times n},a_k \in C
Σk=0∞akAk=a0I+a1A+⋯+akAk+⋯,其中A∈Cn×n,ak∈C
矩阵幂级数的部分和: S n ( A ) = Σ k = 0 n a k A k S_n(A) = \Sigma^n_{k = 0} a_k A^k Sn(A)=Σk=0nakAk
若 { S n ( A ) } \{S_n(A)\} {Sn(A)}收敛,则称 Σ k = 0 ∞ a k A k \Sigma^\infty_{k = 0}a_kA^k Σk=0∞akAk收敛,否则发散
若 lim n → ∞ S n ( A ) = S \lim_{n \rightarrow \infty} S_n(A) = S limn→∞Sn(A)=S,则称S为 Σ k = 0 ∞ a k A k \Sigma_{k = 0}^\infty a_kA^k Σk=0∞akAk的和矩阵
收敛性判别: 若复变量z的幂级数
Σ
k
=
0
∞
a
k
z
k
\Sigma_{k = 0}^{\infty}a_k z^k
Σk=0∞akzk的收敛半径为R,
R
=
lim
n
→
∞
a
n
a
n
+
1
R = \lim_{n \to \infty} \frac{a_n}{a_{n + 1}}
R=limn→∞an+1an,而方阵
A
∈
C
n
×
n
A \in C^{n \times n}
A∈Cn×n的谱半径为
ρ
(
A
)
\rho(A)
ρ(A),则
(1)
ρ
(
A
)
<
R
,
则
Σ
k
=
0
∞
a
k
A
k
\rho(A) < R,则\Sigma_{k = 0}^\infty a_k A^k
ρ(A)<R,则Σk=0∞akAk收敛
(2)
ρ
(
A
)
>
R
,
则
Σ
k
=
0
∞
a
k
A
k
\rho(A) > R,则\Sigma_{k = 0}^\infty a_k A^k
ρ(A)>R,则Σk=0∞akAk发散
(3)
ρ
(
A
)
=
R
,
则
Σ
k
=
0
∞
a
k
A
k
\rho(A) = R,则\Sigma_{k = 0}^\infty a_k A^k
ρ(A)=R,则Σk=0∞akAk收敛性不定
例如: