常见的几种矩阵分解方式

最新推荐文章于 2021-12-08 19:31:52 发布
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最新推荐文章于 2021-12-08 19:31:52 发布
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                        <h2 id="1三角分解lu分解"><a name="t0"></a>1.三角分解(LU分解)</h2>


<p>矩阵的LU分解是将一个矩阵分解为一个下三角矩阵与上三角矩阵的乘积。本质上，LU分解是高斯消元的一种表达方式。首先，对矩阵A通过初等行变换将其变为一个上三角矩阵。对于学习过线性代数的同学来说，这个过程应该很熟悉，线性代数考试中求行列式求逆一般都是通过这种方式来求解。然后，将原始矩阵A变为上三角矩阵的过程，对应的变换矩阵为一个下三角矩阵。这中间的过程，就是Doolittle algorithm(杜尔里特算法)。</p>


<p>转一个Tony Ma同学写的例子： <br>
若AX=b是一个非奇异系统，那么高斯消元法将A化简为一个上三角矩阵。若主轴上没有0值，则无需交互行，因此只需进行第3类初等行变换（把第 i 行加上第 j 的 k 倍）即可完成此变换。例如 <br>
<img src="https://img-blog.csdn.net/20160925154352400" alt="这里写图片描述" title=""> <br>
第3类行变换可以通过左乘相应的初等矩阵image实现，对上例来说进行的3个变换就是相应初等矩阵的乘积。注意最右边是一个下三角矩阵L <br>
<img src="https://img-blog.csdn.net/20160925154429668" alt="这里写图片描述" title=""> <br>
从而有<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-1-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-1" style="width: 8.849em; display: inline-block;"><span style="display: inline-block; position: relative; width: 6.781em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.647em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-2"><span class="msubsup" id="MathJax-Span-3"><span style="display: inline-block; position: relative; width: 1.3em; height: 0px;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mi" id="MathJax-Span-4" style="font-family: MathJax_Math-italic;">G</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; top: -2.209em; left: 0.82em;"><span class="mn" id="MathJax-Span-5" style="font-size: 70.7%; font-family: MathJax_Main;">3</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span><span class="msubsup" id="MathJax-Span-6"><span style="display: inline-block; position: relative; width: 1.3em; height: 0px;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mi" id="MathJax-Span-7" style="font-family: MathJax_Math-italic;">G</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; top: -2.209em; left: 0.82em;"><span class="mn" id="MathJax-Span-8" style="font-size: 70.7%; font-family: MathJax_Main;">2</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span><span class="msubsup" id="MathJax-Span-9"><span style="display: inline-block; position: relative; width: 1.3em; height: 0px;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mi" id="MathJax-Span-10" style="font-family: MathJax_Math-italic;">G</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; top: -2.209em; left: 0.82em;"><span class="mn" id="MathJax-Span-11" style="font-size: 70.7%; font-family: MathJax_Main;">1</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span><span class="mi" id="MathJax-Span-12" style="font-family: MathJax_Math-italic;">A</span><span class="mo" id="MathJax-Span-13" style="font-family: MathJax_Main; padding-left: 0.291em;">=</span><span class="mi" id="MathJax-Span-14" style="font-family: MathJax_Math-italic; padding-left: 0.291em;">U<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.099em;"></span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.253em; vertical-align: -0.247em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-1">G_3G_2G_1A = U</script>，即<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-2-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-15" style="width: 11.06em; display: inline-block;"><span style="display: inline-block; position: relative; width: 8.512em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.3em 1000em 2.743em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-16"><span class="mi" id="MathJax-Span-17" style="font-family: MathJax_Math-italic;">A</span><span class="mo" id="MathJax-Span-18" style="font-family: MathJax_Main; padding-left: 0.291em;">=</span><span class="msubsup" id="MathJax-Span-19" style="padding-left: 0.291em;"><span style="display: inline-block; position: relative; width: 1.877em; height: 0px;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mi" id="MathJax-Span-20" style="font-family: MathJax_Math-italic;">G</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(1.733em 1000em 2.502em -0.382em); top: -2.786em; left: 0.82em;"><span class="texatom" id="MathJax-Span-21"><span class="mrow" id="MathJax-Span-22"><span class="mo" id="MathJax-Span-23" style="font-size: 70.7%; font-family: MathJax_Main;">−</span><span class="mn" id="MathJax-Span-24" style="font-size: 70.7%; font-family: MathJax_Main;">1</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(1.733em 1000em 2.502em -0.382em); top: -2.113em; left: 0.82em;"><span class="mn" id="MathJax-Span-25" style="font-size: 70.7%; font-family: MathJax_Main;">1</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span><span class="msubsup" id="MathJax-Span-26"><span style="display: inline-block; position: relative; width: 1.877em; height: 0px;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mi" id="MathJax-Span-27" style="font-family: MathJax_Math-italic;">G</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(1.733em 1000em 2.502em -0.382em); top: -2.786em; left: 0.82em;"><span class="texatom" id="MathJax-Span-28"><span class="mrow" id="MathJax-Span-29"><span class="mo" id="MathJax-Span-30" style="font-size: 70.7%; font-family: MathJax_Main;">−</span><span class="mn" id="MathJax-Span-31" style="font-size: 70.7%; font-family: MathJax_Main;">1</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(1.733em 1000em 2.502em -0.382em); top: -2.113em; left: 0.82em;"><span class="mn" id="MathJax-Span-32" style="font-size: 70.7%; font-family: MathJax_Main;">2</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span><span class="msubsup" id="MathJax-Span-33"><span style="display: inline-block; position: relative; width: 1.877em; height: 0px;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mi" id="MathJax-Span-34" style="font-family: MathJax_Math-italic;">G</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(1.733em 1000em 2.502em -0.382em); top: -2.786em; left: 0.82em;"><span class="texatom" id="MathJax-Span-35"><span class="mrow" id="MathJax-Span-36"><span class="mo" id="MathJax-Span-37" style="font-size: 70.7%; font-family: MathJax_Main;">−</span><span class="mn" id="MathJax-Span-38" style="font-size: 70.7%; font-family: MathJax_Main;">1</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(1.733em 1000em 2.502em -0.382em); top: -2.113em; left: 0.82em;"><span class="mn" id="MathJax-Span-39" style="font-size: 70.7%; font-family: MathJax_Main;">3</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span><span class="mi" id="MathJax-Span-40" style="font-family: MathJax_Math-italic;">U<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.099em;"></span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.628em; vertical-align: -0.372em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-2">A=G_1^{-1}G_2^{-1}G_3^{-1}U</script>。因此<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-3-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-41" style="width: 4.666em; display: inline-block;"><span style="display: inline-block; position: relative; width: 3.56em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-42"><span class="mi" id="MathJax-Span-43" style="font-family: MathJax_Math-italic;">A</span><span class="mo" id="MathJax-Span-44" style="font-family: MathJax_Main; padding-left: 0.291em;">=</span><span class="mi" id="MathJax-Span-45" style="font-family: MathJax_Math-italic; padding-left: 0.291em;">L</span><span class="mi" id="MathJax-Span-46" style="font-family: MathJax_Math-italic;">U<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.099em;"></span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.066em; vertical-align: -0.059em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-3">A=LU</script>，为一个下三角与一个上三角矩阵的乘积，因此称为LU分解。 <br>
注意: <br>
1）U是高斯消元的结果，且对角线上是主元 <br>
2）L对角线上是1，对角线下面的元素image恰恰是在式1中用于消去（i,j）位置上元素的乘子。</p>


<p>LU分解常用来求解线性方程组，求逆矩阵或者计算行列式。例如在计算行列式的时候，<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-4-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-47" style="width: 4.666em; display: inline-block;"><span style="display: inline-block; position: relative; width: 3.56em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-48"><span class="mi" id="MathJax-Span-49" style="font-family: MathJax_Math-italic;">A</span><span class="mo" id="MathJax-Span-50" style="font-family: MathJax_Main; padding-left: 0.291em;">=</span><span class="mi" id="MathJax-Span-51" style="font-family: MathJax_Math-italic; padding-left: 0.291em;">L</span><span class="mi" id="MathJax-Span-52" style="font-family: MathJax_Math-italic;">U<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.099em;"></span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.066em; vertical-align: -0.059em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-4">A=LU</script>，<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-5-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-53" style="width: 13.079em; display: inline-block;"><span style="display: inline-block; position: relative; width: 10.05em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.445em 1000em 2.743em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-54"><span class="mi" id="MathJax-Span-55" style="font-family: MathJax_Math-italic;">d<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.002em;"></span></span><span class="mi" id="MathJax-Span-56" style="font-family: MathJax_Math-italic;">e</span><span class="mi" id="MathJax-Span-57" style="font-family: MathJax_Math-italic;">t</span><span class="mo" id="MathJax-Span-58" style="font-family: MathJax_Main;">(</span><span class="mi" id="MathJax-Span-59" style="font-family: MathJax_Math-italic;">A</span><span class="mo" id="MathJax-Span-60" style="font-family: MathJax_Main;">)</span><span class="mo" id="MathJax-Span-61" style="font-family: MathJax_Main; padding-left: 0.291em;">=</span><span class="mi" id="MathJax-Span-62" style="font-family: MathJax_Math-italic; padding-left: 0.291em;">d<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.002em;"></span></span><span class="mi" id="MathJax-Span-63" style="font-family: MathJax_Math-italic;">e</span><span class="mi" id="MathJax-Span-64" style="font-family: MathJax_Math-italic;">t</span><span class="mo" id="MathJax-Span-65" style="font-family: MathJax_Main;">(</span><span class="mi" id="MathJax-Span-66" style="font-family: MathJax_Math-italic;">L</span><span class="mo" id="MathJax-Span-67" style="font-family: MathJax_Main;">)</span><span class="mi" id="MathJax-Span-68" style="font-family: MathJax_Math-italic;">d<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.002em;"></span></span><span class="mi" id="MathJax-Span-69" style="font-family: MathJax_Math-italic;">e</span><span class="mi" id="MathJax-Span-70" style="font-family: MathJax_Math-italic;">t</span><span class="mo" id="MathJax-Span-71" style="font-family: MathJax_Main;">(</span><span class="mi" id="MathJax-Span-72" style="font-family: MathJax_Math-italic;">U<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.099em;"></span></span><span class="mo" id="MathJax-Span-73" style="font-family: MathJax_Main;">)</span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.441em; vertical-align: -0.372em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-5">det(A) = det(L)det(U)</script>。而对于三角矩阵来说，行列式的值即为对角线上元素的乘积。所以如果对矩阵进行三角分解以后再求行列式，就会变得非常容易。</p>


<p>在线性代数中已经证明，如果方阵<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-6-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-74" style="width: 1.012em; display: inline-block;"><span style="display: inline-block; position: relative; width: 0.772em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-75"><span class="mi" id="MathJax-Span-76" style="font-family: MathJax_Math-italic;">A</span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.066em; vertical-align: -0.059em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-6">A</script>是非奇异的，即<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-7-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-77" style="width: 1.012em; display: inline-block;"><span style="display: inline-block; position: relative; width: 0.772em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-78"><span class="mi" id="MathJax-Span-79" style="font-family: MathJax_Math-italic;">A</span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.066em; vertical-align: -0.059em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-7">A</script>的行列式不为0，LU分解总是存在的。</p>






<h2 id="2qr分解"><a name="t1"></a>2.QR分解</h2>


<p>QR分解是将矩阵分解为一个正交矩阵与上三角矩阵的乘积。用一张图可以形象地表示QR分解： <br>
<img src="https://img-blog.csdn.net/20160925161032087" alt="这里写图片描述" title=""> <br>
这其中， <span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-8-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-80" style="width: 1.06em; display: inline-block;"><span style="display: inline-block; position: relative; width: 0.82em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.695em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-81"><span class="mi" id="MathJax-Span-82" style="font-family: MathJax_Math-italic;">Q</span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.316em; vertical-align: -0.309em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-8">Q</script>为正交矩阵，<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-9-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-83" style="width: 5.291em; display: inline-block;"><span style="display: inline-block; position: relative; width: 4.041em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.3em 1000em 2.695em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-84"><span class="msubsup" id="MathJax-Span-85"><span style="display: inline-block; position: relative; width: 1.397em; height: 0px;"><span style="position: absolute; clip: rect(1.493em 1000em 2.695em -0.382em); top: -2.353em; left: 0.002em;"><span class="mi" id="MathJax-Span-86" style="font-family: MathJax_Math-italic;">Q</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; top: -2.786em; left: 0.82em;"><span class="mi" id="MathJax-Span-87" style="font-size: 70.7%; font-family: MathJax_Math-italic;">T<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.099em;"></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span><span class="mi" id="MathJax-Span-88" style="font-family: MathJax_Math-italic;">Q</span><span class="mo" id="MathJax-Span-89" style="font-family: MathJax_Main; padding-left: 0.291em;">=</span><span class="mi" id="MathJax-Span-90" style="font-family: MathJax_Math-italic; padding-left: 0.291em;">I<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.05em;"></span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.566em; vertical-align: -0.309em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-9">Q^TQ = I</script>，R为上三角矩阵。 <br>
实际中，QR分解经常被用来解线性最小二乘问题。</p>






<h2 id="3jordan分解"><a name="t2"></a>3.Jordan分解</h2>


<p>每次看到Jordan分解，就想起当年考研的那段时光。控制原理里面，就有大段关于Jordan分解的内容。可惜当时矩阵分析没有学到位，线性代数里头又没有提到Jordan分解，所以理解起来那个费劲。 <br>
废话这么多，先来看看Jordan到底是个什么鬼： <br>
我们将下面的<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-612-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-91" style="width: 3.031em; display: inline-block;"><span style="display: inline-block; position: relative; width: 2.31em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.541em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-92"><span class="mi" id="MathJax-Span-93" style="font-family: MathJax_Math-italic;">k</span><span class="mo" id="MathJax-Span-94" style="font-family: MathJax_Main; padding-left: 0.243em;">×</span><span class="mi" id="MathJax-Span-95" style="font-family: MathJax_Math-italic; padding-left: 0.243em;">k</span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.066em; vertical-align: -0.059em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-612">k \times k</script>阶方阵 <br>
<span class="MathJax_Preview"></span></p><div class="MathJax_Display" role="textbox" aria-readonly="true" style="text-align: center;"><span class="MathJax" id="MathJax-Element-613-Frame"><nobr><span class="math" id="MathJax-Span-96" style="width: 20.099em; display: inline-block;"><span style="display: inline-block; position: relative; width: 15.435em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(-1.68em 1000em 5.964em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-97"><span class="msubsup" id="MathJax-Span-98"><span style="display: inline-block; position: relative; width: 1.349em; height: 0px;"><span style="position: absolute; clip: rect(1.541em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mi" id="MathJax-Span-99" style="font-family: MathJax_Math-italic;">J<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.099em;"></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; top: -2.209em; left: 0.579em;"><span class="mi" id="MathJax-Span-100" style="font-size: 70.7%; font-family: MathJax_Math-italic;">K<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.05em;"></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span><span class="mo" id="MathJax-Span-101" style="font-family: MathJax_Main;">(</span><span class="mi" id="MathJax-Span-102" style="font-family: MathJax_Math-italic;">λ</span><span class="mo" id="MathJax-Span-103" style="font-family: MathJax_Main;">)</span><span class="mo" id="MathJax-Span-104" style="font-family: MathJax_Main; padding-left: 0.291em;">=</span><span class="msubsup" id="MathJax-Span-105" style="padding-left: 0.291em;"><span style="display: inline-block; position: relative; width: 11.397em; height: 0px;"><span style="position: absolute; clip: rect(4.281em 1000em 11.877em -0.43em); top: -8.315em; left: 0.002em;"><span class="mrow" id="MathJax-Span-106"><span class="mo" id="MathJax-Span-107" style="vertical-align: 3.897em;"><span style="display: inline-block; position: relative; width: 0.675em; height: 0px;"><span style="position: absolute; font-family: MathJax_Size4; top: -2.834em; left: 0.002em;">⎡<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="position: absolute; font-family: MathJax_Size4; top: 2.695em; left: 0.002em;">⎣<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: -1.632em; left: 0.002em;">⎢<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: -1.103em; left: 0.002em;">⎢<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: -0.575em; left: 0.002em;">⎢<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: -0.046em; left: 0.002em;">⎢<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: 0.531em; left: 0.002em;">⎢<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: 1.06em; left: 0.002em;">⎢<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: 1.589em; left: 0.002em;">⎢<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span></span></span><span class="mtable" id="MathJax-Span-108" style="padding-right: 0.147em; padding-left: 0.147em;"><span style="display: inline-block; position: relative; width: 8.32em; height: 0px;"><span style="position: absolute; clip: rect(4.089em 1000em 11.397em -0.43em); top: -8.026em; left: 0.002em;"><span style="display: inline-block; position: relative; width: 0.579em; height: 0px;"><span style="position: absolute; clip: rect(1.541em 1000em 2.502em -0.382em); top: -5.478em; left: 50%; margin-left: -0.286em;"><span class="mtd" id="MathJax-Span-109"><span class="mrow" id="MathJax-Span-110"><span class="mi" id="MathJax-Span-111" style="font-family: MathJax_Math-italic;">λ</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -5.719em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-117"><span class="mrow" id="MathJax-Span-118"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -3.555em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-125"><span class="mrow" id="MathJax-Span-126"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -2.161em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-135"><span class="mrow" id="MathJax-Span-136"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -0.767em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-147"><span class="mrow" id="MathJax-Span-148"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span></span><span style="display: inline-block; width: 0px; height: 8.031em;"></span></span><span style="position: absolute; clip: rect(4.041em 1000em 11.349em -0.43em); top: -7.978em; left: 1.589em;"><span style="display: inline-block; position: relative; width: 0.579em; height: 0px;"><span style="position: absolute; clip: rect(1.541em 1000em 2.502em -0.334em); top: -5.478em; left: 50%; margin-left: -0.238em;"><span class="mtd" id="MathJax-Span-112"><span class="mrow" id="MathJax-Span-113"><span class="mn" id="MathJax-Span-114" style="font-family: MathJax_Main;">1</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(1.541em 1000em 2.502em -0.382em); top: -4.084em; left: 50%; margin-left: -0.286em;"><span class="mtd" id="MathJax-Span-119"><span class="mrow" id="MathJax-Span-120"><span class="mi" id="MathJax-Span-121" style="font-family: MathJax_Math-italic;">λ</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -3.555em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-127"><span class="mrow" id="MathJax-Span-128"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -2.161em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-137"><span class="mrow" id="MathJax-Span-138"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -0.767em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-149"><span class="mrow" id="MathJax-Span-150"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span></span><span style="display: inline-block; width: 0px; height: 7.983em;"></span></span><span style="position: absolute; clip: rect(4.041em 1000em 10.675em -0.43em); top: -7.305em; left: 3.175em;"><span style="display: inline-block; position: relative; width: 1.3em; height: 0px;"><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -7.113em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-115"><span class="mrow" id="MathJax-Span-116"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="position: absolute; clip: rect(1.541em 1000em 2.502em -0.334em); top: -4.084em; left: 50%; margin-left: -0.238em;"><span class="mtd" id="MathJax-Span-122"><span class="mrow" id="MathJax-Span-123"><span class="mn" id="MathJax-Span-124" style="font-family: MathJax_Main;">1</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(0.675em 1000em 2.406em -0.286em); top: -1.921em; left: 50%; margin-left: -0.671em;"><span class="mtd" id="MathJax-Span-129"><span class="mrow" id="MathJax-Span-130"><span class="mo" id="MathJax-Span-131" style="font-family: MathJax_Main;">⋱</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -2.161em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-139"><span class="mrow" id="MathJax-Span-140"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -0.767em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-151"><span class="mrow" id="MathJax-Span-152"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span></span><span style="display: inline-block; width: 0px; height: 7.31em;"></span></span><span style="position: absolute; clip: rect(4.089em 1000em 8.704em -0.43em); top: -5.334em; left: 5.435em;"><span style="display: inline-block; position: relative; width: 1.3em; height: 0px;"><span style="position: absolute; clip: rect(0.675em 1000em 2.406em -0.286em); top: -1.921em; left: 50%; margin-left: -0.671em;"><span class="mtd" id="MathJax-Span-132"><span class="mrow" id="MathJax-Span-133"><span class="mo" id="MathJax-Span-134" style="font-family: MathJax_Main;">⋱</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(1.541em 1000em 2.502em -0.382em); top: -0.526em; left: 50%; margin-left: -0.286em;"><span class="mtd" id="MathJax-Span-141"><span class="mrow" id="MathJax-Span-142"><span class="mi" id="MathJax-Span-143" style="font-family: MathJax_Math-italic;">λ</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(3.849em 1000em 4.137em -0.43em); top: -0.767em; left: 50%; margin-left: 0.002em;"><span class="mtd" id="MathJax-Span-153"><span class="mrow" id="MathJax-Span-154"></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span></span><span style="display: inline-block; width: 0px; height: 5.339em;"></span></span><span style="position: absolute; clip: rect(5.002em 1000em 7.358em -0.382em); top: -3.988em; left: 7.743em;"><span style="display: inline-block; position: relative; width: 0.579em; height: 0px;"><span style="position: absolute; clip: rect(1.541em 1000em 2.502em -0.334em); top: -0.526em; left: 50%; margin-left: -0.238em;"><span class="mtd" id="MathJax-Span-144"><span class="mrow" id="MathJax-Span-145"><span class="mn" id="MathJax-Span-146" style="font-family: MathJax_Main;">1</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; clip: rect(1.541em 1000em 2.502em -0.382em); top: 0.868em; left: 50%; margin-left: -0.286em;"><span class="mtd" id="MathJax-Span-155"><span class="mrow" id="MathJax-Span-156"><span class="mi" id="MathJax-Span-157" style="font-family: MathJax_Math-italic;">λ</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="display: inline-block; width: 0px; height: 3.993em;"></span></span></span></span><span class="mo" id="MathJax-Span-158" style="vertical-align: 3.897em;"><span style="display: inline-block; position: relative; width: 0.675em; height: 0px;"><span style="position: absolute; font-family: MathJax_Size4; top: -2.834em; left: 0.002em;">⎤<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="position: absolute; font-family: MathJax_Size4; top: 2.695em; left: 0.002em;">⎦<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: -1.632em; left: 0.002em;">⎥<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: -1.103em; left: 0.002em;">⎥<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: -0.575em; left: 0.002em;">⎥<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: -0.046em; left: 0.002em;">⎥<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: 0.531em; left: 0.002em;">⎥<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: 1.06em; left: 0.002em;">⎥<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span><span style="font-family: MathJax_Size4; position: absolute; top: 1.589em; left: 0.002em;">⎥<span style="display: inline-block; width: 0px; height: 3.993em;"></span></span></span></span></span><span style="display: inline-block; width: 0px; height: 8.32em;"></span></span><span style="position: absolute; top: 1.108em; left: 9.954em;"><span class="texatom" id="MathJax-Span-159"><span class="mrow" id="MathJax-Span-160"><span class="mi" id="MathJax-Span-161" style="font-size: 70.7%; font-family: MathJax_Math-italic;">k</span><span class="mo" id="MathJax-Span-162" style="font-size: 70.7%; font-family: MathJax_Main;">×</span><span class="mi" id="MathJax-Span-163" style="font-size: 70.7%; font-family: MathJax_Math-italic;">k</span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 9.691em; vertical-align: -4.559em;"></span></span></nobr></span></div><script type="math/tex; mode=display" id="MathJax-Element-613">J_K(\lambda) = \left[
\begin{matrix}
\lambda & 1 & \\
&  \lambda & 1 \\
& & \ddots & \ddots \\
& & & \lambda & 1\\
& & & & \lambda
\end{matrix}
\right] _{k \times k}</script> <br>
称为Jordan块。同时，我们也将由若干个Jordan块组成的对角矩阵成为Jordan阵。 <br>
由Jordan块的定义不难看出，Jordan 阵与对角阵的差别仅在于它的上 (下)对角线的元素是0或1。因此，它是特殊的上三角阵。<p></p>


<p>为什么要进行Jordan分解呢？或者说，Jordan分解能解决什么问题呢？ <br>
我们先来复习一下，如果一个n阶方阵<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-614-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-164" style="width: 1.012em; display: inline-block;"><span style="display: inline-block; position: relative; width: 0.772em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-165"><span class="mi" id="MathJax-Span-166" style="font-family: MathJax_Math-italic;">A</span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.066em; vertical-align: -0.059em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-614">A</script>可以对角化，那么<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-615-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-167" style="width: 1.012em; display: inline-block;"><span style="display: inline-block; position: relative; width: 0.772em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-168"><span class="mi" id="MathJax-Span-169" style="font-family: MathJax_Math-italic;">A</span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.066em; vertical-align: -0.059em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-615">A</script>至少满足下列条件的一个： <br>
1.<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-616-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-170" style="width: 1.012em; display: inline-block;"><span style="display: inline-block; position: relative; width: 0.772em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-171"><span class="mi" id="MathJax-Span-172" style="font-family: MathJax_Math-italic;">A</span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.066em; vertical-align: -0.059em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-616">A</script>有n个线性无关的特征向量。 <br>
2.<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-617-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-173" style="width: 1.012em; display: inline-block;"><span style="display: inline-block; position: relative; width: 0.772em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-174"><span class="mi" id="MathJax-Span-175" style="font-family: MathJax_Math-italic;">A</span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.066em; vertical-align: -0.059em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-617">A</script>的所有特征值的几何重数等于相应的代数重数，即<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-618-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-176" style="width: 3.849em; display: inline-block;"><span style="display: inline-block; position: relative; width: 2.935em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.781em 1000em 2.743em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-177"><span class="msubsup" id="MathJax-Span-178"><span style="display: inline-block; position: relative; width: 0.724em; height: 0px;"><span style="position: absolute; clip: rect(1.781em 1000em 2.695em -0.382em); top: -2.353em; left: 0.002em;"><span class="mi" id="MathJax-Span-179" style="font-family: MathJax_Math-italic;">q<span style="display: inline-block; overflow: hidden; height: 1px; width: 0.002em;"></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; top: -2.113em; left: 0.435em;"><span class="mi" id="MathJax-Span-180" style="font-size: 70.7%; font-family: MathJax_Math-italic;">i</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span><span class="mo" id="MathJax-Span-181" style="font-family: MathJax_Main; padding-left: 0.291em;">=</span><span class="msubsup" id="MathJax-Span-182" style="padding-left: 0.291em;"><span style="display: inline-block; position: relative; width: 0.868em; height: 0px;"><span style="position: absolute; clip: rect(1.781em 1000em 2.695em -0.478em); top: -2.353em; left: 0.002em;"><span class="mi" id="MathJax-Span-183" style="font-family: MathJax_Math-italic;">p</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span><span style="position: absolute; top: -2.113em; left: 0.531em;"><span class="mi" id="MathJax-Span-184" style="font-size: 70.7%; font-family: MathJax_Math-italic;">i</span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span></span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.003em; vertical-align: -0.372em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-618">q_i = p_i</script>。 <br>
3.<span class="MathJax_Preview"></span><span class="MathJax" id="MathJax-Element-619-Frame" role="textbox" aria-readonly="true"><nobr><span class="math" id="MathJax-Span-185" style="width: 1.012em; display: inline-block;"><span style="display: inline-block; position: relative; width: 0.772em; height: 0px; font-size: 130%;"><span style="position: absolute; clip: rect(1.493em 1000em 2.502em -0.382em); top: -2.353em; left: 0.002em;"><span class="mrow" id="MathJax-Span-186"><span class="mi" id="MathJax-Span-187" style="font-family: MathJax_Math-italic;">A</span></span><span style="display: inline-block; width: 0px; height: 2.358em;"></span></span></span><span style="border-left: 0.003em solid; display: inline-block; overflow: hidden; width: 0px; height: 1.066em; vertical-align: -0.059em;"></span></span></nobr></span><script type="math/tex" id="MathJax-Element-619">A</script>的极小多项式经标准分解后，每一项都是一次项，且重数都是1。</p>


<p>因为有的矩阵不可以进行对角化，那么我们可以对它进行Jordan分解，达到简化计算的目的。</p>


<h2 id="4svd分解"><a name="t3"></a>4.SVD分解</h2>


<p>关于SVD分解，前面已经有文章专门介绍了。 <br>
<a href="http://blog.csdn.net/bitcarmanlee/article/details/52068118" target="_blank">http://blog.csdn.net/bitcarmanlee/article/details/52068118</a></p>                            </div>
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