在课程中用到了许多公式,罗列一下。嗯,部分公式的证明很简单,部分难的证明我也不会,也懒得去细想了,毕竟感觉上数学对于我来说更像是工具吧。
转置相关:
• (AT)T = A
• (AB)T = BT AT
• (A + B)T = AT + BT
迹相关:
• For A ∈ Rn×n, trA = trAT .
• For A, B ∈ Rn×n, tr(A + B) =trA + trB.
• For A ∈ Rn×n, t ∈ R, tr(tA) = t trA.
• For A, B such that AB issquare, trAB = trBA.
• For A, B, C such that ABC issquare, trABC = trBCA = trCAB。 当乘法变多时也一样,就是每次从末尾取一个矩阵放到前面去,这样的矩阵乘法所得矩阵的迹是一致的。
秩相关
• For A ∈ Rm×n,rank(A)≤ min(m, n). If rank(A) = min(m, n), 则A称为满秩
• For A ∈ Rm×n,rank(A) = rank(AT).
• For A ∈ Rm×n, B ∈ Rn×p,rank(AB)≤ min(rank(A), rank(B)).
• For A, B ∈ Rm×n,rank(A + B) ≤ rank(A) +rank(B).
逆相关:
• (A−1)−1 = A
• If Ax = b, 左右都乘以A−1 得到 x = A−1b.
• (AB)−1 = B−1A−1
• (A−1)T = (AT)−1. F通常表示为A−T.
行列式相关:
• For A ∈ Rn×n, |A| = |AT |.
• For A, B ∈ Rn×n, |AB| = |A||B|.
• For A ∈ Rn×n, |A| = 0,表示矩阵A是奇异矩阵,不可逆矩阵
• For A ∈ Rn×n and A 可逆, |A|−1 = 1/|A|.
梯度相关:
• ∇x(f(x) + g(x)) = ∇xf(x) + ∇xg(x).
• For t ∈ R, ∇x(t f(x)) = t∇xf(x).
• ∇xbT x = b
• ∇xxT Ax = 2Ax (if A 对称)
• ∇2xxT Ax = 2A (if A 对称)
• ∇A|A| =(adj(A))T = |A|A−T . adj=adjoint