{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "第2章 向量空间与矩阵" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "2.1 向量与矩阵" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "$n$维列向量:含有$n$个数的数组,记为 \n", "$$\\mathbf{a}=\\begin{bmatrix} a_1 \\\\ a_2 \\\\ \\vdots \\\\ a_n \\end{bmatrix}$$ \n", "$a_i$表示向量$a$的第$i$个元素。" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "定义$\\mathbb{R}$为全体实数组成的集合,则由实数组成的$n$维列向量可表示为$\\mathbb{R}^n$,称为$n$维实数向量空间。" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "$n$维行向量记为 \n", "$$\\mathbf{a}=\\left[a_1, a_2, \\dots, a_n \\right]$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "向量$\\mathbf{a}$的转置记为$\\mathbf{a}^\\top$。如果\n", "$$\\mathbf{a}=\\begin{bmatrix} a_1 \\\\ a_2 \\\\ \\vdots \\\\ a_n \\end{bmatrix}$$ \n", "则\n", "$$\\mathbf{a}^\\top=\\left[a_1, a_2, \\dots, a_n \\right]$$ \n", "相应的,可记为 \n", "$$\\mathbf{a}=\\left[a_1, a_2, \\dots, a_n \\right]^\\top$$ " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "给定向量$\\mathbf{a}=\\left[a_1, a_2, \\dots, a_n \\right]^\\top$和向量$\\mathbf{b}=\\left[b_1, b_2, \\dots, b_n \\right]^\\top$,如果$a_i=b_i,i=1,2,\\dots,n$,则两个向量相等。" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "向量加法运算:\n", "$$\\mathbf{a}+\\mathbf{b}=\\left[a_1+b_1, a_2+b_2, \\dots, a_n+b_n \\right]^\\top$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "向量加法运算的性质:\n", "1. 交换性 $\\mathbf{a}+\\mathbf{b}=\\mathbf{b}+\\mathbf{a}$\n", "2. 结合性 $\\left(\\mathbf{a}+\\mathbf{b}\\right)+\\mathbf{c}=\\mathbf{a}+\\left(\\mathbf{b}+\\mathbf{c}\\right)$\n", "3. 存在零向量 \n", "$$\\mathbf{0}=\\left[0,0,\\dots,0\\right]^\\top$$ \n", "使得\n", "$$\\mathbf{a}+\\mathbf{0}=\\mathbf{0}+\\mathbf{a}=\\mathbf{a}$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "向量减法运算:\n", "$$\\mathbf{a}-\\mathbf{b}=\\left[a_1-b_1, a_2-b_2, \\dots, a_n-b_n \\right]^\\top$$\n", "$$\\mathbf{0}-\\mathbf{b}=-\\mathbf{b}$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "向量减法运算性质:\n", "$$\\mathbf{b}+\\{\\mathbf{a}-\\mathbf{b}\\}=\\mathbf{a} \\\\\n", "-\\left(-\\mathbf{b}\\right)=\\mathbf{b} \\\\\n", "-\\left(\\mathbf{a}-\\mathbf{b}\\right)=\\mathbf{b}-\\mathbf{a}$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "设$\\mathbf{x}=\\left[x_1,x_2,\\dots,x_n\\right]^\\top$是$\\mathbf{a}+\\mathbf{x}=\\mathbf{b}$的解,有 \n", "$$a_1+x_1=b_1 \\\\a_2+x_2=b_2 \\\\ \\vdots \\\\ a_n+x_n=b_n$$ \n", "则$$\\mathbf{x}=\\mathbf{b}-\\mathbf{a}$$\n", "即向量$\\mathbf{b}-\\mathbf{a}$是向量方程$\\mathbf{a}+\\mathbf{x}=\\mathbf{b}$的唯一解。" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "标量向量乘法运算:\n", "$$\\alpha\\mathbf{a}=\\left[\\alpha a_1, \\alpha a_2, \\dots, \\alpha a_n \\right], \\quad \\alpha \\in \\mathbb{R}, \\mathbf{a} \\in \\mathbb{R}^n$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "标量向量乘法运算性质:\n", "1. 分配律 $$\\alpha\\left(\\mathbf{a}+\\mathbf{b}\\right)=\\alpha\\mathbf{a}+\\alpha\\mathbf{b} \\\\ \n", "\\left(\\alpha+\\beta\\right)\\mathbf{a}=\\alpha\\mathbf{a}+\\beta\\mathbf{a}$$ \n", "2. 结合性 $\\alpha\\left(\\beta\\mathbf{a}\\right)=\\left(\\alpha\\beta\\right)\\mathbf{a}$\n", "3. 标量1满足 $1\\mathbf{a}=\\mathbf{a}$\n", "4. 任意标量$\\alpha$满足 $\\alpha\\mathbf{0}=\\mathbf{0}$\n", "5. 标量0满足 $0\\mathbf{a}=\\mathbf{0}$\n", "6. 标量-1满足 $\\left(-1\\right)\\mathbf{a}=-\\mathbf{a}$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果方程$$\\alpha_1\\mathbf{a}_1+\\alpha_2\\mathbf{a}_2+\\dots+\\alpha_k\\mathbf{a}_k=\\mathbf{0}$$中所有的系数$\\alpha_i\\left(i=1,2,\\dots,k\\right)$都等于零,则称向量集合$\\{\\mathbf{a_1},\\mathbf{a_2},\\dots,\\mathbf{a_k}\\}$是线性无关的,否则称为线性相关的." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果向量集合中只包含一个$\\mathbf{0}$向量元素,由于对于任意$\\alpha\\neq0$,都有$\\alpha\\mathbf{0}=\\mathbf{0}$,因此该集合是线性相关的.所有包含$\\mathbf{0}$向量的集合都是线性相关的." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果集合中只包括单个非零向量$\\mathbf{a}\\neq\\mathbf{0}$,只有$\\alpha=0$时,才有$\\alpha\\mathbf{0}=\\mathbf{0}$成立,因此该集合是线性无关的." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "给定向量$\\mathbf{a}$,如果存在标量$\\alpha_1,\\alpha_2,\\dots,\\alpha_k$,使得\n", "$$\\mathbf{a}=\\alpha_1\\mathbf{a}_1+\\alpha_2\\mathbf{a}_2+\\dots+\\alpha_k\\mathbf{a}_k$$\n", "则称向量$\\mathbf{a}$为$\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k$的线性组合." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "命题2.1 向量结合$\\{\\mathbf{a_1},\\mathbf{a_2},\\dots,\\mathbf{a_k}\\}$是线性相关的,当且仅当集合中的一个向量可以表示为其他向量的线性组合." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "令$\\mathcal{V}\\subset\\mathbb{R}^n$,如果对于$\\mathbf{a},\\mathbf{b}\\in\\mathcal{V}$,都有$\\mathbf{a}+\\mathbf{b}\\in\\mathcal{V},\\alpha\\mathbf{a}\\in\\mathcal{V}$($\\alpha$为任意标量),即$\\mathcal{V}$在向量加法运算和标量向量乘法运算下是封闭的,则称$\\mathcal{V}$为$\\mathbb{R}$的子空间." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "令$\\mathbf{a}\\in\\mathcal{V}$,因为$\\left(-1\\right)\\mathbf{a}=-\\mathbf{a}$,所以$-\\mathbf{a}\\in\\mathcal{V}$;因为$\\mathbf{a}+\\left(-\\mathbf{a}\\right)=\\mathbf{0}$,所以$\\mathbf{0}\\in\\mathcal{V}$,即每个子空间都包含$\\mathbf{0}$向量." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "设$\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k\\in\\mathbb{R}$,它们所有线性组合的集合记为\n", "$$span\\left[\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k\\right]=\\left\\{\\sum_{i=1}^{k}\\alpha_i\\mathbf{a}_i:\\alpha_1,\\alpha_2,\\dots,\\alpha_k\\in\\mathbb{R}\\right\\}$$ \n", "称为$\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k$张成的子空间." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "对于向量$\\mathbf{a}$,子空间$span\\left[\\mathbf{a}\\right]$由向量$\\alpha\\mathbf{a}$组成,其中$\\alpha\\in\\mathbb{R}$." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果向量$\\mathbf{a}$可表示为$\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k$的线性组合,则\n", "$$\\mathrm{span}\\left[\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k,\\mathbf{a}\\right]=\\mathrm{span}\\left[\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k\\right]$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "给定子空间$\\mathcal{V}$,如果存在线性无关的向量集合$\\{\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k\\}\\subset\\mathcal{V}$使得$\\mathcal{V}=\\mathrm{span}\\left[\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k\\right]$,则称$\\{\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k\\}$是子空间$\\mathcal{V}$的一组基.子空间$\\mathcal{V}$中的所有基都包含相同数量的向量,这一数量称为$\\mathcal{V}$的维数,记为$\\mathrm{dim}\\mathcal{V}$." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "命题2.2 如果$\\{\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k\\}$是子空间$\\mathcal{V}$的一组基,则$\\mathcal{V}$中的任意向量$\\mathbf{a}$都可以唯一的表示为\n", "$$\\mathbf{a}=\\alpha_1\\mathbf{a}_1+\\alpha_2\\mathbf{a}_2+\\dots+\\alpha_k\\mathbf{a}_k$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "给定$\\mathcal{V}$的一组基$\\{\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k\\}$和向量$\\mathbf{a}\\in\\mathcal{V}$,如果\n", "$$\\mathbf{a}=\\alpha_1\\mathbf{a}_1+\\alpha_2\\mathbf{a}_2+\\dots+\\alpha_k\\mathbf{a}_k$$ \n", "则系数$\\alpha_i,i=1,2,\\dots,k$称为向量$\\mathbf{a}$对应于基$\\{\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_k\\}$的坐标." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "$\\mathbb{R}^n$的标准基定义为 \n", "$$\\mathbf{e}_1=\\begin{bmatrix} 1 \\\\ 0 \\\\ 0 \\\\ \\vdots \\\\ 0 \\end{bmatrix},\\mathbf{e}_2=\\begin{bmatrix} 0 \\\\ 1 \\\\ 0 \\\\ \\vdots \\\\ 0 \\end{bmatrix},\\dots,\\mathbf{e}_n=\\begin{bmatrix} 0 \\\\ 0 \\\\ 0 \\\\ \\vdots \\\\ 1 \\end{bmatrix}$$ " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "在标准基下,向量$\\mathbf{x}$可表示为 \n", "$$\\mathbf{x}=\\begin{bmatrix} x_1 \\\\ x_2 \\\\ \\vdots \\\\ x_n \\end{bmatrix}=x_1\\mathbf{e}_1+x_2\\mathbf{e}_2+\\dots+x_n\\mathbf{e}_n$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "令$\\mathbb{C}$表示复数集合,$\\mathbb{C}^n$表示$n$维复数向量集合.集合$\\mathbb{C}^n$具有与$\\mathbb{R}^n$类似的属性,其中标量可以取复数." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "矩阵:行列数组,$m$行$n$列矩阵称为$m\\times n$矩阵,记为\n", "$$\\mathbf{A}=\\begin{bmatrix} a_{11} & a_{12} & \\cdots & a_{1n} \\\\ a_{21} & a_{22} & \\cdots & a_{2n} \\\\ \\vdots & \\vdots & \\ddots & \\vdots \\\\ a_{m1} & a_{m2} & \\cdots & a_{mn} \\end{bmatrix}$$ \n", "位于矩阵第$i$行第$j$列的实数$a_{ij}$称为矩阵的第$\\left(i,j\\right)$个元素." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果认为矩阵$\\mathbf{A}$是由$n$个列向量组成的,则每列都是$\\mathbb{R}^m$空间的一个列向量. \n", "如果认为矩阵$\\mathbf{A}$是由$m$个行向量组成的,则每行都是$\\mathbb{R}^n$空间的一个列向量." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "$m \\times n$矩阵$\\mathbf{A}$的转置矩阵$\\mathbf{A}^\\top$是一个$n\\times m$矩阵  \n", "$$\\mathbf{A}^\\top=\\begin{bmatrix} a_{11} & a_{21} & \\cdots & a_{m1} \\\\ a_{12} & a_{22} & \\cdots & a_{m2} \\\\ \\vdots & \\vdots & \\ddots & \\vdots \\\\ a_{1n} & a_{2n} & \\cdots & a_{mn} \\end{bmatrix}$$ " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "符号$\\mathbb{R}^{m\\times n}$表示由$m\\times n$矩阵组成的集合,矩阵中每个元素都是实数. \n", "$\\mathbb{R}^n$中的列向量可视为$\\mathbb{R}^{n\\times 1}$中的元素.$n$维行向量视为$\\mathbb{R}^{1\\times n}$中的元素." ] }, { "cell_type": "markdown", "metadata": { "collapsed": true }, "source": [ "2.2 矩阵的秩" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "$m\\times n$矩阵\n", "$$\\mathbf{A}=\\begin{bmatrix} a_{11} & a_{12} & \\cdots & a_{1n} \\\\ a_{21} & a_{22} & \\cdots & a_{2n} \\\\ \\vdots & \\vdots & \\ddots & \\vdots \\\\ a_{m1} & a_{m2} & \\cdots & a_{mn} \\end{bmatrix}$$ \n", "的第$k$列用$\\mathbf{a}_k$表示 \n", "$$\\mathbf{a}_k=\\begin{bmatrix} a_1k \\\\ a_2k \\\\ \\vdots \\\\ a_mk \\end{bmatrix}$$ " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "矩阵$\\mathbf{A}$中线性无关列的最大数据称为矩阵$\\mathbf{A}$的秩,记为$\\mathrm{rank}\\mathbf{A}$.  \n", "$$\\mathrm{rank}\\mathbf{A}=\\mathrm{dim}\\thinspace\\mathrm{span}\\left[a_1,a_2,\\dots,a_n\\right]$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "命题2.3 一下运算中,矩阵$\\mathbf{A}$的秩保持不变:\n", "1. 矩阵$\\mathbf{A}$的某些列乘以非零标量;\n", "2. 矩阵内部交换次序;\n", "3. 在矩阵中加入列,该列是其他列的线性组合." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果矩阵$\\mathbf{A}$的行数等于列数,则该矩阵为方阵." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "行列式是与方阵$\\mathbf{A}$对应的一个标量,记为$\\mathrm{det}\\mathbf{A}$或$|\\mathbf{A}|$." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "方阵的行列式是各列的函数,具有一下性质:\n", "1. 方阵$\\mathbf{A}=\\left[a_1,a_2,\\dots,a_n\\right]$的行列式是各列的线性函数,即对与任意$\\alpha,\\beta\\in\\mathbb{R}$和$\\mathbf{a}_k^{\\left(1\\right)},\\mathbf{b}_k^{\\left(2\\right)}\\in\\mathbb{R}^n$,有  \n", "$$\\mathrm{det}=\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\alpha\\mathbf{a}_k^{\\left(1\\right)}+\\beta\\mathbf{a}_k^{\\left(2\\right)},\\mathbf{a}_{k+1},\\dots,\\mathbf{a}_n\\right] \\\\\n", "=\\alpha\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k^{\\left(1\\right)},\\mathbf{a}_{k+1},\\dots,\\mathbf{a}_n\\right] \\\\ \n", "+\\beta\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k^{\\left(2\\right)},\\mathbf{a}_{k+1},\\dots,\\mathbf{a}_n\\right]$$ \n", "2. 如果对于某个$k$,有$\\mathbf{a}_k=\\mathbf{a}_{k+1}$,则 \n", "$$\\mathrm{det}\\mathbf{A}=\\mathrm{det}\\left[a_1,\\dots,a_k,a_{k+1},\\dots,a_n\\right]=\\mathrm{det}\\left[a_1,\\dots,a_k,a_k,\\dots,a_n\\right]=0$$ \n", "3. 令 \n", "$$\\mathbf{I}_n=\\left[\\mathbf{e}_1,\\mathbf{e}_2,\\dots,\\mathbf{e}_n\\right]=\\begin{bmatrix} 1 & 0 & \\cdots & 0 \\\\ 0 & 1 & \\cdots & 0 \\\\ \\vdots & \\vdots & \\ddots & \\vdots \\\\ 0 & 0 & \\cdots & 1 \\end{bmatrix}$$ \n", "其中$\\{\\mathbf{e}_1,\\mathbf{e}_2,\\dots,\\mathbf{e}_n\\}$是$\\mathbb{R}_n$的标准基,则 \n", "$$\\mathrm{det}\\mathbf{I}_n=1$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果性质1中$\\alpha=\\beta=0$,则 \n", "$$\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{0},\\mathbf{a}_{k+1},\\mathbf{a}_n\\right]=0$$ \n", "即如果方阵中一列为$\\mathbf{0}$,则该方阵的行列式等于0." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果在方阵中的一列中加上另外一列与某个标量的乘积,行列式的值不会发生变化. \n", "$$\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k+\\alpha\\mathbf{a}_j,\\mathbf{a}_{k+1},\\dots,\\mathbf{a}_j,\\dots,\\mathbf{a}_n\\right] \\\\\n", "=\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k,\\mathbf{a}_{k+1},\\dots,\\mathbf{a}_j,\\dots,\\mathbf{a}_n\\right] \\\\\n", "+\\alpha\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_j,\\mathbf{a}_{k+1},\\dots,\\mathbf{a}_j,\\dots,\\mathbf{a}_n\\right] \\\\\n", "=\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k,\\mathbf{a}_{k+1},\\dots,\\mathbf{a}_j,\\dots,\\mathbf{a}_n\\right]$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果交换方阵中的列次序,则行列式的符号将发生改变.\n", "$$\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k,\\mathbf{a}_{k+1},\\dots,\\mathbf{a}_n\\right] \\\\\n", "=\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k+\\mathbf{a}_{k+1},\\mathbf{a}_{k+1},\\dots,\\mathbf{a}_n\\right] \\\\\n", "=\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k+\\mathbf{a}_{k+1},\\mathbf{a}_{k+1}-\\left(\\mathbf{a}_k+\\mathbf{a}_{k+1}\\right),\\dots,\\mathbf{a}_n\\right] \\\\\n", "=\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k+\\mathbf{a}_{k+1},-\\mathbf{a}_k,\\dots,\\mathbf{a}_n\\right] \\\\\n", "=-\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k+\\mathbf{a}_{k+1},\\mathbf{a}_k,\\dots,\\mathbf{a}_n\\right] \\\\\n", "=-\\left(\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_k,\\mathbf{a}_k,\\dots,\\mathbf{a}_n\\right]+ \\\\ \\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_{k+1},\\mathbf{a}_k,\\dots,\\mathbf{a}_n\\right]\\right) \\\\\n", "=-\\mathrm{det}\\left[\\mathbf{a}_1,\\dots,\\mathbf{a}_{k-1},\\mathbf{a}_{k+1},\\mathbf{a}_k,\\dots,\\mathbf{a}_n\\right]$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "给定$m\\times n$矩阵$\\mathbf{A}$,其中$p$阶子式是一个$p\\times p$矩阵的行列式,该$p\\times p$行列式由矩阵$\\mathbf{A}$去掉$m-p$行和$n-p$列获得,其中$p\\leqslant\\min{\\{m,n\\}}$" ] }, { "cell_type": "markdown", "metadata": { "collapsed": true }, "source": [ "命题2.4 如果一个$m\\times n\\left(m\\geqslant n\\right)$矩阵$\\mathbf{A}$具有非零的$n$阶子式,则$\\mathbf{A}$的各列是线性无关的,即$\\mathrm{rank}\\mathbf{A}=n$." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果矩阵存在一个非零子式,则与非零子式相对应的列都是线性无关的." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果矩阵$\\mathbf{A}$具有$r$阶子式$|\\mathbf{M}|$,有以下性质1.$|\\mathbf{M}|\\neq 0$;2.从$\\mathbf{A}$中抽取出一行和一列,增加到$\\mathbf{M}$中,由此得到的新子式为零,则\n", "$$\\mathrm{rank}\\mathbf{A}=r$$即矩阵$\\mathbf{A}$的秩等于它非零子式的最高阶数." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "一个非奇异(可逆)的矩阵是一个行列式非零的方阵." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "设$\\mathbf{A}$是$n\\times n$方阵,$\\mathbf{A}$是非奇异的,当且仅当存在$n\\times n$方阵$\\mathbf{B}$,使得\n", "$$\\mathbf{A}\\mathbf{B}=\\mathbf{B}\\mathbf{A}=\\mathbf{I}_n$$\n", "其中,$\\mathbf{I}_n$表示$n\\times n$单位矩阵:\n", "$$\\mathbf{I}_n=\\begin{bmatrix} 1 & 0 & \\cdots & 0 \\\\ 0 & 1 & \\cdots & 0 \\\\ \\vdots & \\vdots & \\ddots & \\vdots \\\\ 0 & 0 & \\cdots & 1 \\end{bmatrix}$$ " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "矩阵$\\mathbf{B}$称为矩阵$\\mathbf{A}$的逆矩阵,记为$\\mathbf{B}=\\mathbf{A}^{-1}$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "2.3 线性方程组" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "包含$n$个标量的$m$个方程可表示为向量等式\n", "$$x_1\\mathbf{a}_1+x_2\\mathbf{a}_2+\\dots+x_n\\mathbf{a}_n=\\mathbf{b}$$\n", "其中,\n", "$$\\mathbf{a}_j=\\begin{bmatrix} a_1j \\\\ a_2j \\\\ \\vdots \\\\ a_mj \\end{bmatrix},\\mathbf{b}=\\begin{bmatrix} b_1 \\\\ b_2 \\\\ \\vdots \\\\ b_m \\end{bmatrix}$$ " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "该方程可表示为矩阵形式\n", "$$\\mathbf{A}\\mathbf{x}=\\mathbf{b}$$\n", "其中,$\\mathbf{A}$为系数矩阵\n", "$$\\mathbf{A}=\\left[\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_n\\right]$$ \n", "$\\mathbf{x}$为未知数向量\n", "$$\\mathbf{x}=\\begin{bmatrix} x_1 \\\\ x_2 \\\\ \\vdots \\\\ x_n \\end{bmatrix}$$\n", "增广矩阵定义为\n", "$$\\left[\\mathbf{A},\\mathbf{b}\\right]=\\left[\\mathbf{a}_1,\\mathbf{a}_2,\\dots,\\mathbf{a}_n,\\mathbf{b}\\right]$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "定理2.1 方程组$\\mathbf{A}\\mathbf{x}=\\mathbf{b}$有解,当且仅当\n", "$$\\mathrm{rank}\\mathbf{A}=\\mathrm{rank}\\left[\\mathbf{A},\\mathbf{b}\\right]$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "定理2.2 方程$\\mathbf{A}\\mathbf{x}=\\mathbf{b}$中$\\mathbf{A}\\in\\mathbb{R}^{n\\times n}$且$\\mathrm{rank}\\mathbf{A}=m$.可以通过为$n-m$个未知数赋予任意值并求解其他未知数来获得$\\mathbf{A}\\mathbf{x}=\\mathbf{b}$的解." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "2.4 内积和范数" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "实数$a$的绝对值记为$|a|$,定义为\n", "$$ |a|=\\left\\{\n", "\\begin{aligned}\n", "a,\\quad a\\geqslant 0 \\\\\n", "-a,\\quad a < 0\n", "\\end{aligned}\n", "\\right.\n", "$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "实数绝对值的性质:\n", "1. $|a|=|-a|$ \n", "2. $-|a|\\leqslant a\\leqslant|a|$\n", "3. $|a+b|\\leqslant |a|+|b|$\n", "4. $||a|-|b||\\leqslant |a-b|\\leqslant|a|+|b|$\n", "5. $|ab|=|a||b|$\n", "6. 如果$|a|\\leqslant c$且$|b|\\leqslant d$,则$|a+b|\\leqslant c+d$\n", "7. $|a|\\leqslant b \\Leftrightarrow -b\\leqslant a\\leqslant b$\n", "8. $|a|\\geqslant b \\Leftrightarrow \\left(a\\geqslant b\\lor -a\\geqslant b\\right)$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "对于$\\mathbf{x},\\mathbf{y}\\in\\mathbb{R}^n$,定义欧式内积为\n", "$$\\langle\\mathbf{x},\\mathbf{y}\\rangle=\\sum_{i=1}^nx_i y_i=\\mathbf{x}^\\top\\mathbf{y}$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "内积是一个实值函数$\\langle\\cdot\\thinspace,\\cdot\\rangle:\\mathbb{R}^n\\times\\mathbb{R}^n\\to\\mathbb{R}$,具有如下性质:\n", "1. 非负性:$\\langle\\mathbf{x},\\mathbf{y}\\rangle\\geqslant0$,当且仅当$\\mathbf{x}=\\mathbf{0}$时,$\\langle\\mathbf{x},\\mathbf{x}\\rangle=0$. \n", "2. 对称性:$\\langle\\mathbf{x},\\mathbf{y}\\rangle=\\langle\\mathbf{y},\\mathbf{x}\\rangle$ \n", "3. 可加行:$\\langle\\mathbf{x}+\\mathbf{y},\\mathbf{z}\\rangle=\\langle\\mathbf{x},\\mathbf{z}\\rangle+\\langle\\mathbf{y},\\mathbf{z}\\rangle$ \n", "4. 齐次性:对于任意$r\\in\\mathbb{R}$,总有$\\langle r\\mathbf{x},\\mathbf{y}\\rangle=r\\langle\\mathbf{x},\\mathbf{y}\\rangle$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "给定向量$\\mathbf{x}$和$\\mathbf{y}$,如果$\\langle\\mathbf{x},\\mathbf{y}\\rangle=0$,则称$\\mathbf{x}$和$\\mathbf{y}$是正交的." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "向量$\\mathbf{x}$的欧式范数定义为\n", "$$\\|\\mathbf{x}\\|=\\sqrt{\\langle\\mathbf{x},\\mathbf{x}\\rangle}=\\sqrt{\\mathbf{x}^\\top\\mathbf{x}}$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "定理2.3 柯西-施瓦茨不等式  对于$\\mathbb{R}^n$中任意两个向量$\\mathbf{x}$和$\\mathbf{y}$,有\n", "$$|\\langle\\mathbf{x},\\mathbf{y}\\rangle|\\leqslant\\|\\mathbf{x}\\|\\|\\mathbf{y}\\|$$\n", "成立.进一步,当且仅当对于某个$\\alpha\\in\\mathbb{R}$有$\\mathbf{x}=\\alpha\\mathbf{y}$时,该不等式的等号成立." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "向量$\\mathbf{x}$的欧式范数$\\|\\mathbf{x}\\|$具有如下性质:\n", "1. 非负性:$\\|\\mathbf{x}\\|\\geqslant 0$,当且仅当$\\mathbf{x}\\geqslant\\mathbf{0}$时,$\\|\\mathbf{x}\\|= 0$; \n", "2. 齐次性:$\\|r\\mathbf{x}\\|=|r|\\|\\mathbf{x}\\|,r\\in\\mathbb{R}$;\n", "3. 三角不等式:$\\|\\mathbf{x}+\\mathbf{y}\\|\\leqslant\\|\\mathbf{x}\\|+\\|\\mathbf{y}\\|$." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "$p$范数定义为\n", "$$\\|\\mathbf{x}\\|_{p}=\\left\\{\n", "\\begin{aligned}\n", "\\left(|x_1|^p+|x_2|^p+\\dots+|x_n|^p\\right)^{1/p}, 1\\leqslant p<\\infty \\\\\n", "\\max{\\{|x_1|,|x_2|,\\dots,|x_n|\\}}, \\qquad p=\\infty\n", "\\end{aligned}\n", "\\right.$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果对于所有$\\varepsilon>0$,都存在一个$\\delta>0$,使得$\\|\\mathbf{y}-\\mathbf{x}\\|<\\delta\\Rightarrow\\|\\mathbf{f}\\left(\\mathbf{y}\\right)-\\mathbf{f}\\left(\\mathbf{x}\\right)\\|<\\varepsilon$,则函数$\\mathbf{f}:\\mathbb{R}^n\\to\\mathbb{R}^m$在点$\\mathbf{x}$是连续的." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果函数$\\mathbf{f}$在$\\mathbb{R}^n$中任意点都是连续的,称该函数在$\\mathbb{R}^n$中是连续的." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "对于复数空间$\\mathbb{C}^n$,内积$\\langle\\mathbf{x},\\mathbf{y}\\rangle$定义为$\\sum_{i=1}^n x_i\\overline{y}_i$,上划线表示共轭." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "复数空间$\\mathbb{C}^n$上的内积是一个复值函数,具有如下性质:\n", "1. $\\langle\\mathbf{x},\\mathbf{x}\\rangle\\geqslant0$,当且仅当$\\mathbf{x}=\\mathbf{0}$时,$\\langle\\mathbf{x},\\mathbf{x}\\rangle=0$. \n", "2. $\\langle\\mathbf{x},\\mathbf{y}\\rangle=\\overline{\\langle\\mathbf{y},\\mathbf{x}\\rangle}$ \n", "3. $\\langle\\mathbf{x}+\\mathbf{y},\\mathbf{z}\\rangle=\\langle\\mathbf{x},\\mathbf{z}\\rangle+\\langle\\mathbf{y},\\mathbf{z}\\rangle$ \n", "4. 对于任意$r\\in\\mathbb{C}$,总有$\\langle r\\mathbf{x},\\mathbf{y}\\rangle=r\\langle\\mathbf{x},\\mathbf{y}\\rangle$ " ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": true }, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 2", "language": "python", "name": "python2" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 2 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython2", "version": "2.7.13" } }, "nbformat": 4, "nbformat_minor": 2 }