1. 矩阵乘法
1.1 常规方法
[ . . . . . . . . . . . . a 31 a 32 a 33 a 34 . . . . . . . . . . . . ] ⏟ A m ∗ n [ . . . . . . . . . b 14 . . . . . . . . . b 24 . . . . . . . . . b 34 . . . . . . . . . b 44 ] ⏟ B n ∗ p = [ . . . . . . . . . . . . . . . . . . . . . C 34 . . . . . . . . . . . . ] ⏟ C m ∗ p \underbrace{\begin{bmatrix} ...&...&...&...\\ a_{31}&a_{32}&a_{33}&a_{34}\\ ...&...&...&...\\ \end{bmatrix}}_{A_{m*n}} \underbrace{\begin{bmatrix} ...&...&...&b_{14}\\ ...&...&...&b_{24}\\ ...&...&...&b_{34}\\ ...&...&...&b_{44} \end{bmatrix}}_{B_{n*p}}= \underbrace{\begin{bmatrix} ...&...&...&...\\ ...&...&...&C_{34}\\ ...&...&...&... \end{bmatrix}}_{C_{m*p}} Am∗n ...a31......a32......a33......a34... Bn∗p ....................................b14b24b34b44 =Cm∗p ..............................C34...
C 34 = A r o w 3 ∗ B c o l 4 = ∑ i = 1 n a 3 i ∗ b i 4 C_{34} = A_{row_3}*B_{col_4} = \sum\limits_{i=1}^{n}a_{3i}*b_{i4} C34=Arow3∗Bcol4=i=1∑na3i∗bi4
1.2 列向量组合
已知
[ A 11 A 12 A 13 A 21 A 22 A 23 A 31 A 32 A 33 ] [ B 11 B 21 B 31 ] = B 11 ∗ A c o l 1 + B 21 ∗ A c o l 2 + B 31 ∗ A c o l 3 = [ B 11 ∗ A 11 + B 21 ∗ A 12 + B 31 ∗ A 13 B 11 ∗ A 21 + B 21 ∗ A 22 + B 31 ∗ A 23 B 11 ∗ A 31 + B 21 ∗ A 32 + B 31 ∗ A 33 ] \begin{aligned} \begin{bmatrix} A_{11}&A_{12}&A_{13}\\ A_{21}&A_{22}&A_{23}\\ A_{31}&A_{32}&A_{33} \end{bmatrix} \begin{bmatrix} B_{11}\\ B_{21}\\ B_{31} \end{bmatrix} &=B_{11}*A_{col1}+B_{21}*A_{col2}+B_{31}*A_{col3} \newline &= \begin{bmatrix} B_{11}*A_{11}+B_{21}*A_{12}+B_{31}*A_{13}\\ B_{11}*A_{21}+B_{21}*A_{22}+B_{31}*A_{23}\\ B_{11}*A_{31}+B_{21}*A_{32}+B_{31}*A_{33} \end{bmatrix}\end{aligned} A11A21A31A12A22A32A13A23A33 B11B21B31 =B11∗Acol1+B21∗Acol2+B31∗Acol3= B11∗A11+B21∗A12+B31∗A13B11∗A21+B21∗A22+B31∗A23B11∗A31+B21∗A32+B31∗A33
那么
[ A 11 A 12 A 13 A 21 A 22 A 23 A 31 A 32 A 33 ] ⏟ A [ B 11 B 12 B 21 B 22 B 31 B 32 ] ⏟ B = [ B 11 ∗ A c o l 1 + B 21 ∗ A c o l 2 + B 31 ∗ A c o l 3 B 12 ∗ A c o l 1 + B 22 ∗ A c o l 2 + B 32 ∗ A c o l 3 ] ⏟ C = [ B 11 ∗ A 11 + B 21 ∗ A 12 + B 31 ∗ A 13 B 12 ∗ A 11 + B 22 ∗ A 12 + B 32 ∗ A 13 B 11 ∗ A 21 + B 21 ∗ A 22 + B 31 ∗ A 23 B 12 ∗ A 21 + B 22 ∗ A 22 + B 32 ∗ A 23 B 11 ∗ A 31 + B 21 ∗ A 32 + B 31 ∗ A 33 B 12 ∗ A 31 + B 22 ∗ A 32 + B 32 ∗ A 33 ] \begin{aligned} \underbrace{\begin{bmatrix} A_{11}&A_{12}&A_{13}\\ A_{21}&A_{22}&A_{23}\\ A_{31}&A_{32}&A_{33} \end{bmatrix}}_{A} \underbrace{\begin{bmatrix} B_{11}&B_{12}\\ B_{21}&B_{22}\\ B_{31}&B_{32} \end{bmatrix}}_{B} &=\underbrace{\begin{bmatrix}B_{11}*A_{col1}+B_{21}*A_{col2}+B_{31}*A_{col3} & B_{12}*A_{col1}+B_{22}*A_{col2}+B_{32}*A_{col3}\end{bmatrix}}_{C} \newline &=\begin{bmatrix} B_{11}*A_{11}+B_{21}*A_{12}+B_{31}*A_{13}& B_{12}*A_{11}+B_{22}*A_{12}+B_{32}*A_{13}\\ B_{11}*A_{21}+B_{21}*A_{22}+B_{31}*A_{23} & B_{12}*A_{21}+B_{22}*A_{22}+B_{32}*A_{23}\\ B_{11}*A_{31}+B_{21}*A_{32}+B_{31}*A_{33} & B_{12}*A_{31}+B_{22}*A_{32}+B_{32}*A_{33} \end{bmatrix}\end{aligned} A A11A21A31A12A22A32A13A23A33 B B11B21B31B12B22B32 =C [B11∗Acol1+B21∗Acol2+B31∗Acol3B12∗Acol1+B22∗Acol2+B32∗Acol3]= B11∗A11+B21∗A12+B31∗A13B11∗A21+B21∗A22+B31∗A23B11∗A31+B21∗A32+B31∗A33B12∗A11+B22∗A12+B32∗A13B12∗A21+B22∗A22+B32∗A23B12∗A31+B22∗A32+B32∗A33
C矩阵是A矩阵的列向量组合
1.3 行向量组合
已知
[ A 11 A 12 A 13 ] [ B 11 B 12 B 21 B 22 B 31 B 32 ] = A 11 ∗ B r o w 1 + A 12 ∗ B r o w 2 + A 13 ∗ B r o w 3 = [ A 11 ∗ B 11 A 11 ∗ B 12 + + A 12 ∗ B 21 A 12 ∗ B 22 + + A 13 ∗ B 31 A 13 ∗ B 32 ] \begin{aligned} \begin{bmatrix} A_{11}&A_{12}&A_{13} \end{bmatrix} \begin{bmatrix} B_{11}&B_{12}\\ B_{21}&B_{22}\\ B_{31}&B_{32} \end{bmatrix} &=A_{11}*B_{row1}+A_{12}*B_{row2}+A_{13}*B_{row3} \newline &= \begin{bmatrix} A_{11}*B_{11}&A_{11}*B_{12}\\ +&+\\ A_{12}*B_{21}&A_{12}*B_{22}\\ +&+\\ A_{13}*B_{31}&A_{13}*B_{32} \end{bmatrix}\end{aligned} [A11A12A13] B11B21B31B12B22B32 =A11∗Brow1+A12∗Brow2+A13∗Brow3= A11∗B11+A12∗B21+A13∗B31A11∗B12+A12∗B22+A13∗B32
那么
[ A 11 A 12 A 13 A 21 A 22 A 23 A 31 A 32 A 33 ] ⏟ A [ B 11 B 12 B 21 B 22 B 31 B 32 ] ⏟ B = [ A 11 ∗ B r o w 1 + A 12 ∗ B r o w 2 + A 13 ∗ B r o w 3 A 21 ∗ B r o w 1 + A 22 ∗ B r o w 2 + A 23 ∗ B r o w 3 A 31 ∗ B r o w 1 + A 32 ∗ B r o w 2 + A 33 ∗ B r o w 3 ] ⏟ C \begin{aligned} \underbrace{\begin{bmatrix} A_{11}&A_{12}&A_{13}\\ A_{21}&A_{22}&A_{23}\\ A_{31}&A_{32}&A_{33} \end{bmatrix}}_{A} \underbrace{\begin{bmatrix} B_{11}&B_{12}\\ B_{21}&B_{22}\\ B_{31}&B_{32} \end{bmatrix}}_{B} &=\underbrace{\begin{bmatrix} A_{11}*B_{row1}+A_{12}*B_{row2}+A_{13}*B_{row3}\\ A_{21}*B_{row1}+A_{22}*B_{row2}+A_{23}*B_{row3}\\ A_{31}*B_{row1}+A_{32}*B_{row2}+A_{33}*B_{row3} \end{bmatrix}}_{C} \newline \end{aligned} A A11A21A31A12A22A32A13A23A33 B B11B21B31B12B22B32 =C A11∗Brow1+A12∗Brow2+A13∗Brow3A21∗Brow1+A22∗Brow2+A23∗Brow3A31∗Brow1+A32∗Brow2+A33∗Brow3
C矩阵是B矩阵的行向量组合
1.4 单行和单列的乘积和
[ 2 7 3 8 4 9 ] [ 1 6 1 1 ] = [ 2 3 4 ] [ 1 6 ] + [ 7 8 9 ] [ 1 1 ] = [ 9 19 11 26 13 33 ] \begin{aligned} \begin{bmatrix} 2&7\\ 3&8\\ 4&9 \end{bmatrix} \begin{bmatrix} 1&6\\ 1&1\\ \end{bmatrix} &= \begin{bmatrix} 2\\ 3\\ 4 \end{bmatrix} \begin{bmatrix} 1&6\\ \end{bmatrix} + \begin{bmatrix} 7\\ 8\\ 9 \end{bmatrix} \begin{bmatrix} 1&1\\ \end{bmatrix} \newline &= \begin{bmatrix} 9&19\\ 11&26\\ 13&33 \end{bmatrix} \end{aligned} 234789 [1161]= 234 [16]+ 789 [11]= 91113192633
1.5 块乘法
[ A 1 ∣ A 2 —— —— —— A 3 ∣ A 4 ] [ B 1 ∣ B 2 —— —— —— B 3 ∣ B 4 ] = [ A 1 ∗ B 1 + A 2 ∗ B 3 ∣ A 1 ∗ B 2 + A 2 ∗ B 4 ———————— —— ———————— A 3 ∗ B 1 + A 4 ∗ B 3 ∣ A 3 ∗ B 2 + A 4 ∗ B 4 ] \begin{bmatrix} A_{1}&|&A_{2}\\ ——&——&——\\ A_{3}&|&A_{4} \end{bmatrix} \begin{bmatrix} B_{1}&|&B_{2}\\ ——&——&——\\ B_{3}&|&B_{4} \end{bmatrix} =\begin{bmatrix} A_{1}*B_{1}+A_2*B_{3}&|&A_{1}*B_{2}+A_2*B_{4}\\ ————————&——&————————\\ A_{3}*B_{1}+A_4*B_{3}&|&A_{3}*B_{2}+A_4*B_{4} \end{bmatrix} A1——A3∣——∣A2——A4 B1——B3∣——∣B2——B4 = A1∗B1+A2∗B3————————A3∗B1+A4∗B3∣——∣A1∗B2+A2∗B4————————A3∗B2+A4∗B4
2. 逆矩阵
2.1 逆矩阵的定义
存在
A − 1 A = I A^{-1}A = I A−1A=I
那么,称 A − 1 A^{-1} A−1为A的逆矩阵,A是可逆的,记为非奇异矩阵
当A为方阵(行数=列数)时,左逆矩阵=右逆矩阵
A − 1 A = I = A A − 1 A^{-1}A = I=AA^{-1} A−1A=I=AA−1
2.2 奇异矩阵
存在 A x = 0 ( x 非零向量 ) ⇒ A 不可逆 Ax=0(x非零向量)\Rightarrow A不可逆 Ax=0(x非零向量)⇒A不可逆
证明如下
A x = 0 ⇒ A − 1 A = I A − 1 A x = 0 ⇒ x = 0 (与 x 为非零向量冲突) \begin{aligned} &Ax = 0 \newline&\xRightarrow{A^{-1}A=I} A^{-1}Ax=0\newline &\xRightarrow{} x=0 (与x为非零向量冲突) \end{aligned} Ax=0A−1A=IA−1Ax=0x=0(与x为非零向量冲突)
延伸(学习了后面的列向量等):
- A x Ax Ax是A的列向量的线性组合, A x = 0 有解 Ax=0有解 Ax=0有解说明,存在A的列向量的组合为0,A不是满秩矩阵。
- 那么奇异矩阵不是满秩矩阵
那能不能说明由此推导出满秩矩阵可逆?
好像不是很充分,除非能推导出 A x = 0 ( x 非零向量 ) 无解 ⇒ A 可逆 Ax=0(x非零向量)无解\Rightarrow A可逆 Ax=0(x非零向量)无解⇒A可逆
2.3 Gauss-Jordan 求逆矩阵
2.3.1 求逆矩阵 ⟺ \Longleftrightarrow ⟺解方程组
[ 1 3 2 7 ] ⏟ A [ a c b d ] ⏟ A − 1 = [ 1 0 0 1 ] ⏟ I ⟺ { a + 3 b = 1 2 c + 7 d = 1 \underbrace{\begin{bmatrix} 1&3\\ 2&7 \end{bmatrix}}_{A} \underbrace{\begin{bmatrix} a&c\\ b&d \end{bmatrix}}_{A^{-1}} =\underbrace{\begin{bmatrix} 1&0\\ 0&1 \end{bmatrix}}_{I} \Longleftrightarrow \begin{cases} a+3b=1 \\ 2c+7d=1\\ \end{cases} A [1237]A−1 [abcd]=I [1001]⟺{a+3b=12c+7d=1
2.3.2 Gauss-Jordan求逆矩阵
A A − 1 = I AA^{-1}=I AA−1=I 可写为:
{ [ 1 3 2 7 ] [ a b ] = [ 1 0 ] [ 1 3 2 7 ] [ c d ] = [ 0 1 ] \begin{cases} \begin{bmatrix} 1&3\\ 2&7 \end{bmatrix} \begin{bmatrix} a\\b \end{bmatrix} = \begin{bmatrix} 1\\0 \end{bmatrix} \\\\ \begin{bmatrix} 1&3\\ 2&7 \end{bmatrix} \begin{bmatrix} c\\d \end{bmatrix} = \begin{bmatrix} 0\\1 \end{bmatrix} \end{cases} ⎩ ⎨ ⎧[1237][ab]=[10][1237][cd]=[01]
[ 1 3 1 0 2 7 0 1 ] ⏟ 增广矩阵[A|I] ⇒ r o w 2 − 2 r o w 1 [ 1 3 1 0 0 1 − 2 1 ] ⇒ r o w 1 − 3 r o w 2 [ 1 0 7 − 3 0 1 − 2 1 ] ⏟ [ I ∣ E ] \begin{aligned} \underbrace{\begin{bmatrix} 1&3&1&0\\ 2&7&0&1 \end{bmatrix}}_{\text{增广矩阵[A|I]}} &\xRightarrow{row_{2}-2row_{1}} \begin{bmatrix} 1&3&1&0\\ 0&1&-2&1 \end{bmatrix} \newline&\xRightarrow{row_{1}-3row_{2}} \underbrace{\begin{bmatrix} 1&0&7&-3\\ 0&1&-2&1 \end{bmatrix}}_{[I|E]} \end{aligned} 增广矩阵[A|I] [12371001]row2−2row1[10311−201]row1−3row2[I∣E] [10017−2−31]
第一种,老师上课讲的,公式推导
E [ A I ] = [ I E ] ⇒ E A = I ⇒ E = A − 1 E\begin{bmatrix} A&I \end{bmatrix} =\begin{bmatrix} I&E \end{bmatrix} \Rightarrow EA=I \Rightarrow E = A^{-1} E[AI]=[IE]⇒EA=I⇒E=A−1
ps:
- 从矩阵A经过消元变成了单位矩阵, 那么A满秩,不然变不成单位矩阵。
- 所以说,如果A可逆,那么A一定是满秩矩阵。
- 如果A满秩,那么A一定可逆。
第二种,回代到方程组中,也能求出解
{ [ 1 0 0 1 ] [ a b ] = [ 7 − 2 ] [ 1 0 0 1 ] [ c d ] = [ − 3 1 ] ⇒ { a = 7 b = − 2 c = − 3 d = 1 \begin{cases} \begin{bmatrix} 1&0\\ 0&1 \end{bmatrix} \begin{bmatrix} a\\b \end{bmatrix} = \begin{bmatrix} 7\\-2 \end{bmatrix} \\\\ \begin{bmatrix} 1&0\\ 0&1 \end{bmatrix} \begin{bmatrix} c\\d \end{bmatrix} = \begin{bmatrix} -3\\1 \end{bmatrix} \end{cases} \Rightarrow \begin{cases} a = 7\\ b=-2\\ c=-3\\ d=1 \end{cases} ⎩ ⎨ ⎧[1001][ab]=[7−2][1001][cd]=[−31]⇒⎩ ⎨ ⎧a=7b=−2c=−3d=1