{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# 2.6 特殊矩阵和向量" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 对角矩阵" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "对角阵(`diagonal matrix`)是一个主对角线之外的元素皆为 0 的矩阵。对角线上的元素可以为 0 或其他值。\n", "\n", "如果矩阵 $\\bf D$ 是对角阵,则 $D_{i,j} = 0 \\forall i\\neq j$。\n", "\n", "单位矩阵是对角阵。\n", "\n", "对于 $n\\times n$ 对角方阵,我们可以用主对角线上的元素将其表示为:$\\mathbf D = \\text{diag}(\\bf v)$,表示 $D_{i,i} = v_i$。\n", "\n", "对角方阵有很多好的性质:\n", "\n", "- 与向量的乘法:$\\text{diag}\\bf(v) x = v \\odot x$\n", "- 逆:$\\text{diag}(\\mathbf v)^{-1} = \\text{diag}([1/v_1,\\dots,1/v_n]^\\top)$\n", "\n", "注意对角矩阵不一定是对角方阵。" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 对称矩阵" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "对称矩阵(`symmetric matrix`)满足转置操作下的不变性:\n", "\n", "$$\n", "\\bf A^\\top=A\n", "$$\n", "\n", "即 $\\forall i, j, A_{i,j} = A_{j, i}$。" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 单位向量" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "模($L^2$ 范数)为 1 的向量叫做单位向量(`unit vector`):\n", "\n", "$$\n", "\\|\\mathbf x\\|_2 = 1\n", "$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 向量正交" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "两个向量的内积为 0 时,我们称这两个向量正交(`orthogonal`):\n", "\n", "$$\n", "\\mathbf{x^\\top y} = 0\n", "$$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 单位正交" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果一组单位向量两两正交,称这组向量是单位正交的(`orthonormal`)。" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 正交矩阵" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "如果一个方阵的逆矩阵就是它的转置,那么我们称这个矩阵是正交矩阵(`orthogonal matrix`):\n", "\n", "$$\n", "\\bf A^\\top A=AA^\\top = I\n", "$$" ] } ], "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": "2.7.6" } }, "nbformat": 4, "nbformat_minor": 0 }