矩阵

First Post:

Last Update:

分块矩阵

加法

\(A=\begin{pmatrix}A_{11}&\cdots&A_{1t}\\\vdots&\ddots&\vdots\\A_{s1}&\cdots&A_{st}\end{pmatrix}\)\(B = \begin{pmatrix}B_{11}&\cdots&B_{1t}\\\vdots&\ddots&\vdots\\B_{s1}&\cdots&B_{st}\end{pmatrix}\),则 \[A + B = \begin{pmatrix}A_{11} + B_{11}&\cdots&A_{1t}+B_{1t}\\\vdots&\ddots&\vdots\\A_{s1}+B_{s1}&\cdots&A_{st}+B_{st}\end{pmatrix}\]

数乘

\(A=\begin{pmatrix}A_{11}&\cdots&A_{1t}\\ \vdots&\ddots&\vdots\\A_{s1}&\cdots&A_{st}\end{pmatrix}\),则 \[kA = \begin{pmatrix}kA_{11}&\cdots&kA_{1t}\\\vdots&\ddots&\vdots\\kA_{s1}&\cdots&kA_{st}\end{pmatrix}\]

乘法

\(A=\begin{pmatrix}A_{11}&\cdots&A_{1t}\\ \vdots&\ddots&\vdots\\A_{s1}&\cdots&A_{st}\end{pmatrix}\)\(B = \begin{pmatrix}B_{11}&\cdots&B_{1r}\\\vdots&\ddots&\vdots\\B_{t1}&\cdots&B_{tr}\end{pmatrix}\),则 \[AB = \begin{pmatrix}C_{11}&\cdots&C_{1r}\\\vdots&\ddots&\vdots\\C_{s1}&\cdots&C_{sr}\end{pmatrix}\] 其中 \(C_{ij}=\sum_{k=1}^tA_{ik}B_{kj}\)

\(A = \begin{pmatrix} A_1 & & & \\ & A_2 & & \\ & & \ddots &\\ & & & A_s \end{pmatrix}\),则 \[ A^m = \begin{pmatrix} A_1^m & & &\\ & A_2^m & &\\ & & \ddots &\\ & & & A_s^m\\ \end{pmatrix}\]

转置

\(A=\begin{pmatrix}A_{11}&A_{12}&\cdots&A_{1t}\\A_{21}&A_{22}&\cdots&A_{2t}\\ \vdots&\vdots&\ddots&\vdots\\A_{s1}&A_{s2}&\cdots&A_{st}\end{pmatrix}\),则 \[A' = \begin{pmatrix}A_{11}^\prime&A_{21}^\prime&\cdots&A_{s1}^\prime\\A_{12}^\prime&A_{22}^\prime&\cdots&A_{s2}^\prime\\ \vdots&\vdots&\ddots&\vdots\\A_{1t}^\prime&A_{2t}^\prime&\cdots&A_{st}^\prime\end{pmatrix}\]

行列式

\[\begin{vmatrix} A_{11} &A_{12} &\cdots &A_{1s}\\ 0 &A_{22} &\cdots &A_{2s}\\ \vdots &\vdots &\ddots &\vdots\\ 0 &0 &\cdots &A_{ss} \end{vmatrix} = \left\vert A_{11}\right\vert \left\vert A_{22}\right\vert\cdots\left\vert A_{ss}\right\vert\]

\[\begin{vmatrix} A_{11} & 0 & \cdots & 0\\ A_{21} & A_{22} & \cdots & 0\\ \vdots &\vdots &\ddots &\vdots\\ A_{s1} & A_{s2} & \cdots & A_{ss} \end{vmatrix} = \left\vert A_{11}\right\vert \left\vert A_{22}\right\vert\cdots\left\vert A_{ss}\right\vert\]

\[\begin{vmatrix} A_{1} & & & \\ & A_{2} & & \\ & & \ddots & \\ & & & A_{s} \end{vmatrix} = \left\vert A_{1}\right\vert \left\vert A_{2}\right\vert\cdots\left\vert A_{s}\right\vert\]

\[ \begin{pmatrix} A_1 & & &\\ & A_2 & &\\ & & \ddots &\\ & & &A_s \end{pmatrix}^{-1} = \begin{pmatrix} A_1^{-1} & & &\\ & A_2^{-1} & &\\ & & \ddots &\\ & & &A_s^{-1} \end{pmatrix}\]

\[ \begin{pmatrix} & & &A_1 \\ & & A_2 &\\ &\ddots & &\\ A_s& & & \end{pmatrix}^{-1} = \begin{pmatrix} & & &A_s^{-1}\\ && A_{s-1}^{-1} &\\ & \ddots && \\ A_1^{-1}& & & \end{pmatrix}\] # 降阶公式 设 \(A\)\(m\times n\) 矩阵,\(B\)\(n\times m\) 矩阵,\(m>n\)\(\lambda\) 是任意数,则 \[\left\vert\lambda E_m - AB\right\vert = \lambda^{m-n}\left\vert\lambda E_n - BA\right\vert\]

矩阵的秩

定义

矩阵 \(A\) 的非零子式的最高阶数叫作矩阵 \(A\) 的秩。

性质

\(A\)\(m\times n\) 矩阵,\(B\)\(n\times p\) 矩阵,则 - \(0 \le R(A) \le \min\{m, n\}\) - \(R(A') = R(A)\) - \(R(kA) = \begin{cases}0&k=0\\R(A)&k\ne0\end{cases}\) - \(R(A_1) \le R(A)\),其中 \(A_1\)\(A\) 的任意一个子矩阵。 - \(R\begin{pmatrix}A&0\\0&B\end{pmatrix} = R(A) + R(B)\) - \(R\begin{pmatrix}A&C\\0&B\end{pmatrix} \ge R(A) + R(B)\) - \(R(A \mid B) \le R(A) + R(B)\) - \(R(A + B) \le R(A) + R(B)\) - \(R(AB) \le \min\{R(A), R(B)\}\) - \(R(AB) \ge R(A) + R(B) - n\)