行列式与矩阵,运算与性质

行列式计算

  一阶行列式:
det ⁡ ( A ) = a \det \left( A \right) = a det(A)=a

  二阶行列式:
det ⁡ ( A ) = a 11 a 22 − a 12 a 21 \det \left( A \right) = {a_{11}}{a_{22}} - {a_{12}}{a_{21}} det(A)=a11a22a12a21

  三阶行列式:
det ⁡ ( A ) = a 11 a 22 a 33 + a 12 a 23 a 31 + a 21 a 32 a 13 − a 31 a 22 a 13 − a 21 a 12 a 33 − a 32 a 23 a 11 \det \left( A \right) = {a_{11}}{a_{22}}{a_{33}} + {a_{12}}{a_{23}}{a_{31}} + {a_{21}}{a_{32}}{a_{13}} - {a_{31}}{a_{22}}{a_{13}} - {a_{21}}{a_{12}}{a_{33}} - {a_{32}}{a_{23}}{a_{11}} det(A)=a11a22a33+a12a23a31+a21a32a13a31a22a13a21a12a33a32a23a11

  高阶行列式:利用行列式展开法则求解,行列式等于它的任一行(列)的各元素与其代数余子式的乘积之和。注:代数余子式 A i j = ( − 1 ) i + j det ⁡ ( M i j ) {A_{ij}} = {\left( { - 1} \right)^{i + j}}\det \left( {{M_{ij}}} \right) Aij=(1)i+jdet(Mij) M i j M_{ij} Mij为划掉 a i j a_{ij} aij所在行列所得的 ( n − 1 ) \left( {n - 1} \right) (n1)阶方阵。
det ⁡ ( A ) = a i 1 A i 1 + a i 2 A i 2 + ⋯ + a i n A i n det ⁡ ( A ) = a 1 j A 1 j + a 2 j A 2 j + ⋯ + a n j A n j \begin{array}{l} \det \left( A \right) = {a_{i1}}{A_{i1}} + {a_{i2}}{A_{i2}} + \cdots + {a_{in}}{A_{in}}\\ \det \left( A \right) = {a_{1j}}{A_{1j}} + {a_{2j}}{A_{2j}} + \cdots + {a_{nj}}{A_{nj}} \end{array} det(A)=ai1Ai1+ai2Ai2++ainAindet(A)=a1jA1j+a2jA2j++anjAnj

  Matlab求解函数:
det ⁡ ( A ) :返回方阵 A 的行列式 \det \left( A \right):返回方阵 A 的行列式 det(A):返回方阵A的行列式

行列式性质

  性质1:矩阵与转置矩阵行列式相等。
  性质2:互换行列式的两行(列),行列式变号。
  性质3:行列式某行(列)的公因子可以提出去。
∣ a 11 a 12 ⋯ a 1 n ⋮ ⋮ ⋮ k a i 1 k a i 2 ⋯ k a i n ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ∣ = k ∣ a 11 a 12 ⋯ a 1 n ⋮ ⋮ ⋮ a i 1 a i 2 ⋯ a i n ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ∣ \left| {\begin{array}{c} {{a_{11}}}&{{a_{12}}}& \cdots &{{a_{1n}}}\\ \vdots & \vdots &{}& \vdots \\ {k{a_{i1}}}&{k{a_{i2}}}& \cdots &{k{a_{in}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{n1}}}&{{a_{n2}}}& \cdots &{{a_{nn}}} \end{array}} \right| = k\left| {\begin{array}{c} {{a_{11}}}&{{a_{12}}}& \cdots &{{a_{1n}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{i1}}}&{{a_{i2}}}& \cdots &{{a_{in}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{n1}}}&{{a_{n2}}}& \cdots &{{a_{nn}}} \end{array}} \right| a11kai1an1a12kai2an2a1nkainann =k a11ai1an1a12ai2an2a1nainann

  性质4:如果行列式的某行(列)是两项之和,那么行列式等于两个行列式之和。
∣ a 11 a 12 ⋯ a 1 n ⋮ ⋮ ⋮ a i 1 + a i 1 ′ a i 2 + a i 2 ′ ⋯ a i n + a ′ i n ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ∣ = ∣ a 11 a 12 ⋯ a 1 n ⋮ ⋮ ⋮ a i 1 a i 2 ⋯ a i n ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ∣ + ∣ a 11 a 12 ⋯ a 1 n ⋮ ⋮ ⋮ a i 1 ′ a i 2 ′ ⋯ a i n ′ ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ∣ {\left| {\begin{array}{c} {{a_{11}}}&{{a_{12}}}& \cdots &{{a_{1n}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{i1}} + a_{i1}^\prime }&{{a_{i2}} + a_{i2}^\prime }& \cdots &{{a_{in}} + {a^\prime }_{in}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{n1}}}&{{a_{n2}}}& \cdots &{{a_{nn}}} \end{array}} \right|} = \left| {\begin{array}{c} {{a_{11}}}&{{a_{12}}}& \cdots &{{a_{1n}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{i1}}}&{{a_{i2}}}& \cdots &{{a_{in}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{n1}}}&{{a_{n2}}}& \cdots &{{a_{nn}}} \end{array}} \right| + \left| {\begin{array}{c} {{a_{11}}}&{{a_{12}}}& \cdots &{{a_{1n}}}\\ \vdots & \vdots &{}& \vdots \\ {a_{i1}^\prime }&{a_{i2}^\prime }& \cdots &{a_{in}^\prime }\\ \vdots & \vdots &{}& \vdots \\ {{a_{n1}}}&{{a_{n2}}}& \cdots &{{a_{nn}}} \end{array}} \right| a11ai1+ai1an1a12ai2+ai2an2a1nain+ainann = a11ai1an1a12ai2an2a1nainann + a11ai1an1a12ai2an2a1nainann

  性质5:行列式某行(列)的倍数加到另一行(列),行列式不变。
∣ a 11 a 12 ⋯ a 1 n ⋮ ⋮ ⋮ a i 1 a i 2 ⋯ a i n ⋮ ⋮ ⋮ a j 1 + k a i 1 a j 2 + k a i 2 ⋯ a j n + k a i n ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ∣ = ∣ a 11 a 12 ⋯ a 1 n ⋮ ⋮ ⋮ a i 1 a i 2 ⋯ a i n ⋮ ⋮ ⋮ a j 1 a j 2 ⋯ a j n ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ∣ \left| {\begin{array}{c} {{a_{11}}}&{{a_{12}}}& \cdots &{{a_{1n}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{i1}}}&{{a_{i2}}}& \cdots &{{a_{in}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{j1}} + k{a_{i1}}}&{{a_{j2}} + k{a_{i2}}}& \cdots &{{a_{jn}} + k{a_{in}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{n1}}}&{{a_{n2}}}& \cdots &{{a_{nn}}} \end{array}} \right| = \left| {\begin{array}{c} {{a_{11}}}&{{a_{12}}}& \cdots &{{a_{1n}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{i1}}}&{{a_{i2}}}& \cdots &{{a_{in}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{j1}}}&{{a_{j2}}}& \cdots &{{a_{jn}}}\\ \vdots & \vdots &{}& \vdots \\ {{a_{n1}}}&{{a_{n2}}}& \cdots &{{a_{nn}}} \end{array}} \right| a11ai1aj1+kai1an1a12ai2aj2+kai2an2a1nainajn+kainann = a11ai1aj1an1a12ai2aj2an2a1nainajnann

矩阵性质

  加法
A + B = B + A ( A + B ) + C = A + ( B + C ) \begin{array}{l} A + B = B + A\\ \left( {A + B} \right) + C = A + \left( {B + C} \right) \end{array} A+B=B+A(A+B)+C=A+(B+C)

  数乘
( α β ) A = α ( β A ) ( α + β ) A = α A + β A \begin{array}{l} \left( {\alpha \beta } \right)A = \alpha \left( {\beta A} \right)\\ (\alpha + \beta )A = \alpha A + \beta A \end{array} (αβ)A=α(βA)(α+β)A=αA+βA

  乘法:满足结合律,不满足交换律。
A B ≠ B A ( A B ) C = A ( B C ) A ( B + C ) = A B + A C ( A + B ) C = A C + B C α ( A B ) = ( α A ) B = A ( α B ) \begin{array}{l} AB \ne BA\\ \left( {AB} \right)C = A\left( {BC} \right)\\ A\left( {B + C} \right) = AB + AC\\ \left( {A + B} \right)C = AC + BC\\ \alpha (AB) = (\alpha A)B = A(\alpha B) \end{array} AB=BA(AB)C=A(BC)A(B+C)=AB+AC(A+B)C=AC+BCα(AB)=(αA)B=A(αB)

  行列式
∣ A B ∣ = ∣ A ∣ ∣ B ∣ |{A B}|=|{A}||{B}| AB=A∣∣B

  转置:矩阵 A A A的转置,记作 A T {A^T} AT
( A T ) T = A ( A + B ) T = A T + B T ( A B ) T = B T A T ∣ A T ∣ = ∣ A ∣ \begin{array}{l} {\left( {{A^T}} \right)^T} = A\\ {\left( {A + B} \right)^T} = {A^T} + {B^T}\\ {\left( {AB} \right)^T} = {B^T}{A^T}\\ \left| {{A^T}} \right| = \left| A \right| \end{array} (AT)T=A(A+B)T=AT+BT(AB)T=BTAT AT =A

  共轭转置:矩阵 A A A的共轭转置,记作 A H {A^H} AH
( A H ) H = A ( A + B ) H = A H + B H ( A B ) H = B H A H ∣ A H ∣ = ∣ A ∣ H ( k A ) H = k H A H \begin{array}{l} {\left( {{A^H}} \right)^H} = A\\ {\left( {A + B} \right)^H} = {A^H} + {B^H}\\ {\left( {AB} \right)^H} = {B^H}{A^H}\\ \left| {{A^H}} \right| = {\left| A \right|^H}\\ {\left( {kA} \right)^H} = {k^H}{A^H} \end{array} (AH)H=A(A+B)H=AH+BH(AB)H=BHAH AH =AH(kA)H=kHAH

  逆性质
( A B ) − 1 = B − 1 A − 1 ( A T ) − 1 = ( A − 1 ) T A 可逆 ⇔ A 满秩 ⇔ ∣ A ∣ ≠ 0 ⇔ A 为非奇异矩阵 \begin{array}{l} {\left( {AB} \right)^{ - 1}} = {B^{ - 1}}{A^{ - 1}}\\ {\left( {{A^T}} \right)^{ - 1}} = {\left( {{A^{ - 1}}} \right)^T}\\ A可逆 \Leftrightarrow A满秩 \Leftrightarrow \left| A \right| \ne 0 \Leftrightarrow A为非奇异矩阵 \end{array} (AB)1=B1A1(AT)1=(A1)TA可逆A满秩A=0A为非奇异矩阵

  偏导数1:标量对一维矩阵求偏导, X X X ( n × 1 ) \left( {n \times 1} \right) (n×1)向量。
∂ A 1 × n X X = A T ∂ X T A n × 1 X = A ∂ X T A n × n X X = A X + A T X ∂ X T A T A X X = 2 A T A X \begin{array}{l} \frac{{\partial {A_{1 \times n}}X}}{X} = {A^T}\\ \frac{{\partial {X^T}{A_{n \times 1}}}}{X} = A\\ \frac{{\partial {X^T}{A_{n \times n}}X}}{X} = AX + {A^T}X\\ \frac{{\partial {X^T}{A^T}AX}}{X} = 2{A^T}AX \end{array} XA1×nX=ATXXTAn×1=AXXTAn×nX=AX+ATXXXTATAX=2ATAX

  偏导数2:标量对二维矩阵求偏导, X X X ( m × n ) \left( {m \times n} \right) (m×n)矩阵。
∂ A 1 × m X B n × 1 X = A T B T ⇔ ∂ A T X B X = A B T ∂ A 1 × n X T B m × 1 X = B A ⇔ ∂ A T X T B X = B A T \begin{array}{l} \frac{{\partial {A_{1 \times m}}X{B_{n \times 1}}}}{X} = {A^T}{B^T} \Leftrightarrow \frac{{\partial {A^T}XB}}{X} = A{B^T}\\ \frac{{\partial {A_{1 \times n}}{X^T}{B_{m \times 1}}}}{X} = BA \Leftrightarrow \frac{{\partial {A^T}{X^T}B}}{X} = B{A^T} \end{array} XA1×mXBn×1=ATBTXATXB=ABTXA1×nXTBm×1=BAXATXTB=BAT

参考文献

  参考1:线性代数与空间解析几何(郑宝东)

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