{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# 2.10 矩阵的迹" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "矩阵的迹定义为所有对角元的和:\n", "\n", "$$\n", "\\mathrm{Tr}(\\mathbf A)=\\sum_{i} A_{i,i}\n", "$$\n", "\n", "矩阵的 F 范数可以用迹来表示:\n", "\n", "$$\n", "\\|\\mathbf A\\|_F = \\sqrt{\\mathrm{Tr}(\\mathbf{AA^\\top})}\n", "$$\n", "\n", "根据定义,矩阵的迹在转置操作下保持不变:\n", "\n", "$$\n", "\\mathrm{Tr}(\\mathbf A) = \\mathrm{Tr}(\\mathbf A^\\top)\n", "$$\n", "\n", "只要定义合法,乘法的迹满足如下的循环性质:\n", "\n", "$$\n", "\\mathrm{Tr}(\\mathbf{ABC}) = \\mathrm{Tr}(\\mathbf{CAB}) = \\mathrm{Tr}(\\mathbf{BCA})\n", "$$\n", "\n", "或者更一般的有:\n", "\n", "$$\n", "\\mathrm{Tr}(\\prod_{i=1}^n \\mathbf{F}^{(i)}) = \\mathrm{Tr}(\\mathbf{F}^{(n)}\\prod_{i=1}^{n-1} \\mathbf{F}^{(i)})\n", "$$\n", "\n", "一个重要的性质是,对于标量来说,其迹等于它本身:\n", "\n", "$$\\mathrm{Tr}(a)=a$$" ] } ], "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 }