前提条件:
有一个
n
n
阶可逆矩阵。
A=⎛⎝⎜⎜⎜⎜⎜a11a21⋮an1a12a22⋮an2⋯⋯⋱⋯a1na2n⋮ann⎞⎠⎟⎟⎟⎟⎟
A
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a
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对于行列式为:
|A|=∣∣∣∣∣∣∣a11a21⋮an1a12a22⋮an2⋯⋯⋱⋯a1na2n⋮ann∣∣∣∣∣∣∣
|
A
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则其伴随矩阵为:
A∗=⎛⎝⎜⎜⎜⎜⎜A11A12⋮A1nA21A22⋮A2n⋯⋯⋱⋯An1An2⋮Ann⎞⎠⎟⎟⎟⎟⎟
A
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=
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A
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⋯
A
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A
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⋯
A
n
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)
则逆矩阵为:
A−1=A∗|A|
A
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1
=
A
∗
|
A
|
为什么 A−1 A − 1 会是这样
验证:
前提
行列式按照某一行展开:
|A|=∣∣∣∣∣∣∣∣∣∣a11a21⋮ai1⋮an1a12a22⋮ai2⋮an2⋯⋯ ⋯ ⋯a1na2n⋮ain⋮ann∣∣∣∣∣∣∣∣∣∣=ai1Ai1+ai2Ai2+⋯+ainAin
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A
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=
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a
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a
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⋯
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A
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所以如果是:
aj1Ai1+aj2Ai2+⋯+ajnAin=∣∣∣∣∣∣∣∣∣∣∣∣∣∣a11a21⋮aj1⋮aj1⋮an1a12a22⋮aj2⋮aj2⋮an2⋯⋯ ⋯ ⋯ ⋯a1na2n⋮ajn⋮ajn⋮ann∣∣∣∣∣∣∣∣∣∣∣∣∣∣=0
a
j
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i
1
+
a
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⋯
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n
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a
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⋮
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a
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⋯
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=
0
为什么 A−1=A∗|A| A − 1 = A ∗ | A |
因为:
A−1A=A∗|A|A=⎛⎝⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜A11|A|A12|A|⋮A1n|A|A21|A|A22|A|⋮A2n|A|⋯⋯⋱⋯An1|A|An2|A|⋮Ann|A|⎞⎠⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎛⎝⎜⎜⎜⎜⎜a11a21⋮an1a12a22⋮an2⋯⋯⋱⋯a1na2n⋮ann⎞⎠⎟⎟⎟⎟⎟=⎛⎝⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜a11A11+⋯+an1An1|A|a11A12+⋯+an1An2|A|⋮a11A1n+⋯+an1Ann|A|a12A11+⋯+an2An1|A|a12A11+⋯+an2An1|A|⋮a12A1n+⋯+an2Ann|A|⋯⋯⋱⋯a1nA11+⋯+annAn1|A|a1nA11+⋯+annAn1|A|⋮a1nA1n+⋯+annAnn|A|⎞⎠⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟=⎛⎝⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜|A||A|0|A|⋮0|A|0|A||A||A|⋮0|A|⋯⋯⋱⋯0|A|0|A|⋮|A||A|⎞⎠⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟=⎛⎝⎜⎜⎜⎜⎜10⋮001⋮0⋯⋯⋱⋯00⋮1⎞⎠⎟⎟⎟⎟⎟=E
A
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E
A−1A=A∗|A|A=⎛⎝⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜A11|A|A12|A|⋮A1n|A|A21|A|A22|A|⋮A2n|A|⋯⋯⋱⋯An1|A|An2|A|⋮Ann|A|⎞⎠⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎛⎝⎜⎜⎜⎜⎜a11a21⋮an1a12a22⋮an2⋯⋯⋱⋯a1na2n⋮ann⎞⎠⎟⎟⎟⎟⎟=⎛⎝⎜⎜⎜⎜⎜βT1βT2⋮βTn⎞⎠⎟⎟⎟⎟⎟(α1,α2,⋯,αn)
A
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=
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(
α
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⋯
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显然:
βTiαj={0,i≠j1,i=j
β
i
T
α
j
=
{
0
,
i
≠
j
1
,
i
=
j
在矩阵的对角化中,
假设矩阵
A
A
的特征值为,对应的特征向量为
α1,α2,⋯,αn
α
1
,
α
2
,
⋯
,
α
n
为什么由特征向量构成的矩阵
P=(α1,α2,⋯,αn)
P
=
(
α
1
,
α
2
,
⋯
,
α
n
)
若要矩阵 P P 可逆,则线性无关
则此时:
P−1AP=⎛⎝⎜⎜⎜⎜⎜βT1βT2⋮βTn⎞⎠⎟⎟⎟⎟⎟A(α1,α2,⋯,αn)=⎛⎝⎜⎜⎜⎜⎜βT1βT2⋮βTn⎞⎠⎟⎟⎟⎟⎟(Aα1,Aα2,⋯,Aαn)=⎛⎝⎜⎜⎜⎜⎜βT1βT2⋮βTn⎞⎠⎟⎟⎟⎟⎟(λ1α1,λ2α2,⋯,λnαn)=⎛⎝⎜⎜⎜⎜⎜βT1λ1α1βT2λ1α1⋮βTnλ1α1βT1λ2α2βT2λ2α2⋮βTnλ2α2⋯⋯⋱⋯βT1λnαnβT2λnαn⋮βTnλnαn⎞⎠⎟⎟⎟⎟⎟=⎛⎝⎜⎜⎜⎜⎜βT1λ1α10⋮00βT2λ2α2⋮0⋯⋯⋱⋯00⋮βTnλnαn⎞⎠⎟⎟⎟⎟⎟=⎛⎝⎜⎜⎜⎜⎜λ10⋮00λ2⋮0⋯⋯⋱⋯00⋮λn⎞⎠⎟⎟⎟⎟⎟
P
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