线性代数,基础知识,温故知新。
定义
- 向量:
向量默认为列向量:
x → = ( x 1 , x 2 , ⋯ , x n ) T = [ x 1 x 2 ⋮ x n ] \overrightarrow{\mathbf{x}}=\left(x_{1}, x_{2}, \cdots, x_{n}\right)^{T}=\left[\begin{array}{c} x_{1} \\ x_{2} \\ \vdots \\ x_{n} \end{array}\right] x=(x1,x2,⋯,xn)T=⎣⎢⎢⎢⎡x1x2⋮xn⎦⎥⎥⎥⎤
- 矩阵 X ∈ R m × n \mathbf{X} \in \mathbb{R}^{m \times n} X∈Rm×n,表示为:
X = [ x 1 , 1 x 1 , 2 ⋯ x 1 , n x 2 , 1 x 2 , 2 ⋯ x 2 , n ⋮ ⋮ ⋱ ⋮ x m , 1 x m , 2 ⋯ x m , n ] \mathbf{X}=\left[\begin{array}{cccc} x_{1,1} & x_{1,2} & \cdots & x_{1, n} \\ x_{2,1} & x_{2,2} & \cdots & x_{2, n} \\ \vdots & \vdots & \ddots & \vdots \\ x_{m, 1} & x_{m, 2} & \cdots & x_{m, n} \end{array}\right] X=⎣⎢⎢⎢⎡x1,1x2,1⋮xm,1x1,2x2,2⋮xm,2⋯⋯⋱⋯x1,nx2,n⋮xm,n⎦⎥⎥⎥⎤
范数
向量范数
1-范数
各个元素的绝对值之和
∥ X ∥ 1 = ∑ i = 1 n ∣ x i ∣ \|X\|_{1}=\sum_{i=1}^{n}\left|x_{i}\right| ∥X∥1=i=1∑n∣xi∣
2-范数
每个元素的平方和再开平方根
∥ X ∥ 2 = ( ∑ i = 1 n x i 2 ) 1 2 = ∑ i = 1 n x i 2 \|X\|_{2}=\left(\sum_{i=1}^{n} x_{i}^{2}\right)^{\frac{1}{2}}=\sqrt{\sum_{i=1}^{n} x_{i}^{2}} ∥X∥2=(i=1∑nxi2)21=i=1∑nxi2
p-范数
∥ X ∥ p = ( ∑ i = 1 n ∣ x i ∣ p ) 1 p \|X\|_{p}=\left(\sum_{i=1}^{n}\left|x_{i}\right|^{p}\right)^{\frac{1}{p}} ∥X∥p=(i=1∑n∣xi∣p)p1
- 其中正整数p≥1,并且有{% raw %} lim p → ∞ ∥ X ∥ p = max 1 ≤ i ≤ n ∣ x i ∣ \lim _{p \rightarrow \infty}\|X\|_{p}=\max _{1 \leq i \leq n}\left|x_{i}\right| limp→∞∥X∥p=max1≤i≤n∣xi∣.{% endraw %}
无穷范数
∥ X ∥ ∞ = max 1 < i < n ∣ x i ∣ \|X\|_{\infty}=\max _ { 1 < i< n}\left|x_{i}\right | ∥X∥∞=1<i<nmax∣xi∣
为向量中绝对值最大的元素的值。
矩阵范数
1-范数(列模)
矩阵的每一列上的元素绝对值先求和,再从中取个最大的,(列和最大)
{% raw %}
∥ A ∥ 1 = max 1 ≤ j ≤ n ∑ i = 1 n ∣ a i j ∣ \|A\|_{1}=\max _{1 \leq j \leq n} \sum_{i=1}^{n} \mid a_{i j}\mid ∥A∥1=1≤j≤nmaxi=1∑n∣aij∣
2-范数(谱模):
最大特征值开平方根:
{% raw %}
∣ ∣ A ∥ 2 = λ max ( A T A ) = max 1 ≤ i ≤ n ∣ λ i ∣ \mid\mid A \|_{2}=\sqrt{\lambda_{\max }\left(A^{T} A\right)}=\sqrt{\max _{1 \leq i \leq n}\left|\lambda_{i}\right|} ∣∣A∥2=λmax(ATA)=1≤i≤nmax∣λi∣
无穷范数(行模):
矩阵的每一行上的元素绝对值先求和,再从中取个最大的,(行和最大)
∥ A ∥ ∞ = max 1 ≤ i ≤ n ∑ j = 1 n ∣ a i j ∣ \|A\|_{\infty}=\max _{1 \leq i \leq n} \sum_{j=1}^{n} \mid a_{i j}\mid ∥A∥∞=1≤i≤nmaxj=1∑n∣aij∣
L0范数:
矩阵的非0元素的个数,通常用它来表示稀疏,L0范数越小0元素越多,也就越稀疏
L1范数:
矩阵中的每个元素绝对值之和,它是L0范数的最优凸近似,因此它也可以近似表示稀疏
F范数:
矩阵的各个元素平方之和再开平方根,它通常也叫做矩阵的L2范数,它的优点在它是一个凸函数,可以求导求解,易于计算
∥ A ∥ F = ∑ i , j a i , j 2 \|\mathbf{A}\|_{F}=\sqrt{\sum_{i, j} a_{i, j}^{2}} ∥A∥F=i,j∑ai,j2
行列式
- 方阵 A A A 的行列式,记作 d e t ( A ) det(A) det(A)或 ∣ A ∣ |A| ∣A∣:
D = ∣ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋯ ⋯ ⋯ ⋯ a n 1 a n 2 ⋯ a n n ∣ D=\left|\begin{array}{llll} a_{11} & a_{12} & \cdots & a_{1 n} \\ a_{21} & a_{22} & \cdots & a_{2 n} \\ \cdots & \cdots & \cdots & \cdots \\ a_{n 1} & a_{n 2} & \cdots & a_{n n} \end{array}\right| D=∣∣∣∣∣∣∣∣a11a21⋯an1a12a22⋯an2⋯⋯⋯⋯a1na2n⋯ann∣∣∣∣∣∣∣∣
- 计算公式:
D = ∑ ( − 1 ) k a 1 k 1 a 2 k 2 ⋯ a n k n D=\sum (- 1) ^ {k } a_{1 k_{ 1} } a_{2 k_{2} } \cdots a_ { n k _ { n} } D=∑(−1)ka1k1a2k2⋯ankn
- 表示的是 n n n个 n n n维向量构成的n维平行多面体的体积,该体积有正负,若存在线性相关的向量,行列式为0
- 行列式 A A A中某行(或列)用同一数 k k k乘,其结果等于 k A kA kA
- 行列式 A A A等于其转置行列式 A T A^T AT( A T A^T AT的第i行为 A A A的第 i i i列)
- 行列式 A A A中两行(或列)互换,其结果等于 − A -A −A
- 把行列式 A A A的某行(或列)中各元同乘一数后加到另一行(或列)中各对应元上,结果仍然是 A A A
方阵的迹
- 方阵 A = ( a i , j ) n × n \mathbf{A}=\left(a_{i, j}\right)_{n \times n} A=(ai,j)n×n的迹,记作 tr ( A ) \operatorname{tr}(\mathbf{A}) tr(A),对角线元素之和,也等于特征值的和:
tr ( A ) = ∑ i a i , i \operatorname{tr}(\mathbf{A})=\sum_{i} a_{i, i} tr(A)=i∑ai,i
向量积
点积(Dot Product)
对应元素乘积和,结果不是一个向量,而是一个标量(Scalar)
A ⋅ B = ∑ i a i b i = ∣ A ∣ ∣ B ∣ C o s ( θ ) {\bf{A} } \cdot {\bf{B} } = \sum\limits_i { {a_i}{b_i} } = \left| A \right|\left| B \right|Cos\left( \theta \right) A⋅B=i∑aibi=∣A∣∣B∣Cos(θ)
叉乘(cross product)
三维向量的叉积:
用三阶行列式表示
u → = u x i → + u y j → + u z k → , v → = v x i → + v y j → + v z k → \overrightarrow{\mathbf{u}}=u_{x} \overrightarrow{\mathbf{i}}+u_{y} \overrightarrow{\mathbf{j}}+u_{z} \overrightarrow{\mathbf{k}}, \quad \overrightarrow{\mathbf{v}}=v_{x} \overrightarrow{\mathbf{i}}+v_{y} \overrightarrow{\mathbf{j}}+v_{z} \overrightarrow{\mathbf{k}} u=uxi+uyj+uzk,v=vxi+vyj+vzk
其中 i → , j → , k → \overrightarrow{\mathbf{i}}, \overrightarrow{\mathbf{j}}, \overrightarrow{\mathbf{k}} i,j,k分别为 x , y , z x, y, z x,y,z轴的单位向量。
w → = u → × v → = [ i → j → k → u x u y u z v x v y v z ] \overrightarrow{\mathbf{w}}=\overrightarrow{\mathbf{u}} \times \overrightarrow{\mathbf{v}}=\left[\begin{array}{ccc} \overrightarrow{\mathbf{i}} & \overrightarrow{\mathbf{j}} & \overrightarrow{\mathbf{k}} \\ u_{x} & u_{y} & u_{z} \\ v_{x} & v_{y} & v_{z} \end{array}\right] w=u×v=⎣⎡iuxvxjuyvykuzvz⎦⎤
- u → , v → \overrightarrow{\mathbf{u}}, \overrightarrow{\mathbf{v}} u,v的叉积垂直于 u → , v → \overrightarrow{\mathbf{u}}, \overrightarrow{\mathbf{v}} u,v构成的平面,其方向符合右手规则
- 叉积的模等于 u → , v → \overrightarrow{\mathbf{u}}, \overrightarrow{\mathbf{v}} u,v构成的平行四边形的面积
向量的并矢
给定两个向量{% raw %} x → = ( x 1 , x 2 , ⋯ , x n ) T , y → = ( y 1 , y 2 , ⋯ , y m ) T \overrightarrow{\mathbf{x}}=\left(x_{1}, x_{2}, \cdots, x_{n}\right)^{T}, \overrightarrow{\mathbf{y}}=\left(y_{1}, y_{2}, \cdots, y_{m}\right)^{T} x=(x1,x2,⋯,xn)T,y=(y1,y2,⋯,ym)T {% endraw %},则向量的并矢记作:
x → y → = [ x 1 y 1 x 1 y 2 ⋯ x 1 y m x 2 y 1 x 2 y 2 ⋯ x 2 y m ⋮ ⋮ ⋱ ⋮ x n y 1 x n y 2 ⋯ x n y m ] \overrightarrow{\mathbf{x}} \overrightarrow{\mathbf{y}}=\left[\begin{array}{cccc} x_{1} y_{1} & x_{1} y_{2} & \cdots & x_{1} y_{m} \\ x_{2} y_{1} & x_{2} y_{2} & \cdots & x_{2} y_{m} \\ \vdots & \vdots & \ddots & \vdots \\ x_{n} y_{1} & x_{n} y_{2} & \cdots & x_{n} y_{m} \end{array}\right] xy=⎣⎢⎢⎢⎡x1y1x2y1⋮xny1x1y2x2y2⋮xny2⋯⋯⋱⋯x1ymx2ym⋮xnym⎦⎥⎥⎥⎤
也记作{% raw %} x → ⊗ y → \overrightarrow{\mathbf{x}} \otimes \overrightarrow{\mathbf{y}} x⊗y{% endraw %}或者{% raw %} x → y → T \overrightarrow{\mathbf{x}} \overrightarrow{\mathbf{y}}^{T} xyT{% endraw %}。
矩阵运算
给定两个矩阵{% raw %} A = ( a i , j ) ∈ R m × n , B = ( b i , j ) ∈ R m × n \mathbf{A}=\left(a_{i, j}\right) \in \mathbb{R}^{m \times n}, \mathbf{B}=\left(b_{i, j}\right) \in \mathbb{R}^{m \times n} A=(ai,j)∈Rm×n,B=(bi,j)∈Rm×n {% endraw %},定义:
阿达马积(Hadamard product)(又称作逐元素积)
A ∘ B = [ a 1 , 1 b 1 , 1 a 1 , 2 b 1 , 2 ⋯ a 1 , n b 1 , n a 2 , 1 b 2 , 1 a 2 , 2 b 2 , 2 ⋯ a 2 , n b 2 , n ⋮ ⋮ ⋱ ⋮ a m , 1 b m , 1 a m , 2 b m , 2 ⋯ a m , n b m , n ] \mathbf{A} \circ \mathbf{B}=\left[\begin{array}{cccc} a_{1,1} b_{1,1} & a_{1,2} b_{1,2} & \cdots & a_{1, n} b_{1, n} \\ a_{2,1} b_{2,1} & a_{2,2} b_{2,2} & \cdots & a_{2, n} b_{2, n} \\ \vdots & \vdots & \ddots & \vdots \\ a_{m, 1} b_{m, 1} & a_{m, 2} b_{m, 2} & \cdots & a_{m, n} b_{m, n} \end{array}\right] A∘B=⎣⎢⎢⎢⎡a1,1b1,1a2,1b2,1⋮am,1bm,1a1,2b1,2a2,2b2,2⋮am,2bm,2⋯⋯⋱⋯a1,nb1,na2,nb2,n⋮am,nbm,n⎦⎥⎥⎥⎤
克罗内积(Kronnecker product)
A ⊗ B = [ a 1 , 1 B a 1 , 2 B ⋯ a 1 , n B a 2 , 1 B a 2 , 2 B ⋯ a 2 , n B ⋮ ⋮ ⋱ ⋮ a m , 1 B a m , 2 B ⋯ a m , n B ] \mathbf{A} \otimes \mathbf{B}=\left[\begin{array}{cccc} a_{1,1} \mathbf{B} & a_{1,2} \mathbf{B} & \cdots & a_{1, n} \mathbf{B} \\ a_{2,1} \mathbf{B} & a_{2,2} \mathbf{B} & \cdots & a_{2, n} \mathbf{B} \\ \vdots & \vdots & \ddots & \vdots \\ a_{m, 1} \mathbf{B} & a_{m, 2} \mathbf{B} & \cdots & a_{m, n} \mathbf{B} \end{array}\right] A⊗B=⎣⎢⎢⎢⎡a1,1Ba2,1B⋮am,1Ba1,2Ba2,2B⋮am,2B⋯⋯⋱⋯a1,nBa2,nB⋮am,nB⎦⎥⎥⎥⎤
偏导数
- 标量对标量的偏导数: ∂ u ∂ v \frac{\partial u}{\partial v} ∂v∂u 。
- 标量对向量( n n n 维向量)的偏导数 : ∂ u ∂ v → = ( ∂ u ∂ v 1 , ∂ u ∂ v 2 , ⋯ , ∂ u ∂ v n ) T \frac{\partial u}{\partial \overrightarrow{\mathbf{v}}}=\left(\frac{\partial u}{\partial v_{1}}, \frac{\partial u}{\partial v_{2}}, \cdots, \frac{\partial u}{\partial v_{n}}\right)^{T} ∂v∂u=(∂v1∂u,∂v2∂u,⋯,∂vn∂u)T。
- 标量对矩阵( m × n m \times n m×n阶矩阵)的偏导数:
∂ u ∂ V = [ ∂ u ∂ V 1 , 1 ∂ u ∂ V 1 , 2 ⋯ ∂ u ∂ V 1 , n ∂ u ∂ V 2 , 1 ∂ u ∂ V 2 , 2 ⋯ ∂ u ∂ V 2 , n ⋮ ⋮ ⋱ ⋮ ∂ u ∂ V m , 1 ∂ u ∂ V m , 2 ⋯ ∂ u ∂ V m , n ] \frac{\partial u}{\partial \mathbf{V}}=\left[\begin{array}{cccc} \frac{\partial u}{\partial V_{1,1}} & \frac{\partial u}{\partial V_{1,2}} & \cdots & \frac{\partial u}{\partial V_{1, n}} \\ \frac{\partial u}{\partial V_{2,1}} & \frac{\partial u}{\partial V_{2,2}} & \cdots & \frac{\partial u}{\partial V_{2, n}} \\ \vdots & \vdots & \ddots & \vdots \\ \frac{\partial u}{\partial V_{m, 1}} & \frac{\partial u}{\partial V_{m, 2}} & \cdots & \frac{\partial u}{\partial V_{m, n}} \end{array}\right] ∂V∂u=⎣⎢⎢⎢⎢⎡∂V1,1∂u∂V2,1∂u⋮∂Vm,1∂u∂V1,2∂u∂V2,2∂u⋮∂Vm,2∂u⋯⋯⋱⋯∂V1,n∂u∂V2,n∂u⋮∂Vm,n∂u⎦⎥⎥⎥⎥⎤
- 向量( m m m维向量)对标量的偏导数: ∂ u → ∂ v = ( ∂ u 1 ∂ v , ∂ u 2 ∂ v , ⋯ , ∂ u m ∂ v ) T \frac{\partial \overrightarrow{\mathbf{u}}}{\partial v}=\left(\frac{\partial u_{1}}{\partial v}, \frac{\partial u_{2}}{\partial v}, \cdots, \frac{\partial u_{m}}{\partial v}\right)^{T} ∂v∂u=(∂v∂u1,∂v∂u2,⋯,∂v∂um)T 。
- 向量( m m m维向量)对向量 ( n n n维向量) 的偏导数(雅可比矩阵,行优先)如果为列优先,则为矩阵的转置。
∂ u → ∂ v → = [ ∂ u 1 ∂ v 1 ∂ u 1 ∂ v 2 ⋯ ∂ u 1 ∂ v n ∂ u 2 ∂ v 1 ∂ u 2 ∂ v 2 ⋯ ∂ u 2 ∂ v n ⋮ ⋮ ⋱ ⋮ ∂ u m ∂ v 1 ∂ u m ∂ v 2 ⋯ ∂ u m ∂ v n ] \frac{\partial \overrightarrow{\mathbf{u}}}{\partial \overrightarrow{\mathbf{v}}}=\left[\begin{array}{cccc} \frac{\partial u_{1}}{\partial v_{1}} & \frac{\partial u_{1}}{\partial v_{2}} & \cdots & \frac{\partial u_{1}}{\partial v_{n}} \\ \frac{\partial u_{2}}{\partial v_{1}} & \frac{\partial u_{2}}{\partial v_{2}} & \cdots & \frac{\partial u_{2}}{\partial v_{n}} \\ \vdots & \vdots & \ddots & \vdots \\ \frac{\partial u_{m}}{\partial v_{1}} & \frac{\partial u_{m}}{\partial v_{2}} & \cdots & \frac{\partial u_{m}}{\partial v_{n}} \end{array}\right] ∂v∂u=⎣⎢⎢⎢⎡∂v1∂u1∂v1∂u2⋮∂v1∂um∂v2∂u1∂v2∂u2⋮∂v2∂um⋯⋯⋱⋯∂vn∂u1∂vn∂u2⋮∂vn∂um⎦⎥⎥⎥⎤
- 矩阵( m × n m \times n m×n阶矩阵)对标量的偏导数
∂ U ∂ v = [ ∂ U 1 , 1 ∂ v ∂ U 1 , 2 ∂ v ⋯ ∂ U 1 , n ∂ v ∂ U 2 , 1 ∂ v ∂ U 2 , 2 ∂ v ⋯ ∂ U 2 , n ∂ v ⋮ ⋮ ⋱ ⋮ ∂ U m , 1 ∂ v ∂ U m , 2 ∂ v ⋯ ∂ U m , n ∂ v ] \frac{\partial \mathbf{U}}{\partial v}=\left[\begin{array}{cccc} \frac{\partial U_{1,1}}{\partial v} & \frac{\partial U_{1,2}}{\partial v} & \cdots & \frac{\partial U_{1, n}}{\partial v} \\ \frac{\partial U_{2,1}}{\partial v} & \frac{\partial U_{2,2}}{\partial v} & \cdots & \frac{\partial U_{2, n}}{\partial v} \\ \vdots & \vdots & \ddots & \vdots \\ \frac{\partial U_{m, 1}}{\partial v} & \frac{\partial U_{m, 2}}{\partial v} & \cdots & \frac{\partial U_{m, n}}{\partial v} \end{array}\right] ∂v∂U=⎣⎢⎢⎢⎢⎡∂v∂U1,1∂v∂U2,1⋮∂v∂Um,1∂v∂U1,2∂v∂U2,2⋮∂v∂Um,2⋯⋯⋱⋯∂v∂U1,n∂v∂U2,n⋮∂v∂Um,n⎦⎥⎥⎥⎥⎤
参考资料
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http://www.huaxiaozhuan.com/%E6%95%B0%E5%AD%A6%E5%9F%BA%E7%A1%80/chapters/1_algebra.html
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https://blog.csdn.net/zaishuiyifangxym/article/details/81673491