三 矩陣乘法和逆矩陣
- 1. 矩陣乘法
- 1.1 常規方法
- 1.2 列向量組合
- 1.3 行向量組合
- 1.4 單行和單列的乘積和
- 1.5 塊乘法
- 2. 逆矩陣
- 2.1 逆矩陣的定義
- 2.2 奇異矩陣
- 2.3 Gauss-Jordan 求逆矩陣
- 2.3.1 求逆矩陣 ? \Longleftrightarrow ?解方程組
- 2.3.2 Gauss-Jordan求逆矩陣
1. 矩陣乘法
1.1 常規方法
[ . . . . . . . . . . . . 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? ?............?............?............?b14?b24?b34?b44?? ???=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∑n?a3i??bi4?
1.2 列向量組合
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} ?A11?A21?A31??A12?A22?A32??A13?A23?A33?? ? ?B11?B21?B31?? ??=B11??Acol1?+B21??Acol2?+B31??Acol3?= ?B11??A11?+B21??A12?+B31??A13?B11??A21?+B21??A22?+B31??A23?B11??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 ?A11?A21?A31??A12?A22?A32??A13?A23?A33?? ???B ?B11?B21?B31??B12?B22?B32?? ????=C [B11??Acol1?+B21??Acol2?+B31??Acol3??B12??Acol1?+B22??Acol2?+B32??Acol3??]??= ?B11??A11?+B21??A12?+B31??A13?B11??A21?+B21??A22?+B31??A23?B11??A31?+B21??A32?+B31??A33??B12??A11?+B22??A12?+B32??A13?B12??A21?+B22??A22?+B32??A23?B12??A31?+B22??A32?+B32??A33?? ??
C矩陣是A矩陣的列向量組合
1.3 行向量組合
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} [A11??A12??A13??] ?B11?B21?B31??B12?B22?B32?? ??=A11??Brow1?+A12??Brow2?+A13??Brow3?= ?A11??B11?+A12??B21?+A13??B31??A11??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 ?A11?A21?A31??A12?A22?A32??A13?A23?A33?? ???B ?B11?B21?B31??B12?B22?B32?? ????=C ?A11??Brow1?+A12??Brow2?+A13??Brow3?A21??Brow1?+A22??Brow2?+A23??Brow3?A31??Brow1?+A32??Brow2?+A33??Brow3?? ????
C矩陣是B矩陣的行向量組合
1.4 單行和單列的乘積和
[ 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} ?234?789? ?[11?61?]?= ?234? ?[1?6?]+ ?789? ?[1?1?]= ?91113?192633? ??
1.5 塊乘法
[ 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. 逆矩陣
2.1 逆矩陣的定義
存在
A ? 1 A = I A^{-1}A = I A?1A=I
那么,稱 A ? 1 A^{-1} A?1為A的逆矩陣,A是可逆的,記為非奇異矩陣
當A為方陣(行數=列數)時,左逆矩陣=右逆矩陣
A ? 1 A = I = A A ? 1 A^{-1}A = I=AA^{-1} A?1A=I=AA?1
2.2 奇異矩陣
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
證明如下
A x = 0 ? A ? 1 A = I A ? 1 A x = 0 ? x = 0 (與 x 為非零向量沖突) \begin{aligned} &Ax = 0 \newline&\xRightarrow{A^{-1}A=I} A^{-1}Ax=0\newline &\xRightarrow{} x=0 (與x為非零向量沖突) \end{aligned} ?Ax=0A?1A=I?A?1Ax=0?x=0(與x為非零向量沖突)?
延伸(學習了后面的列向量等):
- A x Ax Ax是A的列向量的線性組合, A x = 0 有解 Ax=0有解 Ax=0有解說明,存在A的列向量的組合為0,A不是滿秩矩陣。
- 那么奇異矩陣不是滿秩矩陣
那能不能說明由此推導出滿秩矩陣可逆?
好像不是很充分,除非能推導出 A x = 0 ( x 非零向量 ) 無解 ? A 可逆 Ax=0(x非零向量)無解\Rightarrow A可逆 Ax=0(x非零向量)無解?A可逆
2.3 Gauss-Jordan 求逆矩陣
2.3.1 求逆矩陣 ? \Longleftrightarrow ?解方程組
[ 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 [12?37?]??A?1 [ab?cd?]??=I [10?01?]???{a+3b=12c+7d=1?
2.3.2 Gauss-Jordan求逆矩陣
A A ? 1 = I AA^{-1}=I AA?1=I 可寫為:
{ [ 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} ? ? ??[12?37?][ab?]=[10?][12?37?][cd?]=[01?]?
[ 1 3 1 0 2 7 0 1 ] ? 增廣矩陣[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{增廣矩陣[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} 增廣矩陣[A|I] [12?37?10?01?]???row2??2row1??[10?31?1?2?01?]row1??3row2??[I∣E] [10?01?7?2??31?]???
第一種,老師上課講的,公式推導
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[A?I?]=[I?E?]?EA=I?E=A?1
ps:
- 從矩陣A經過消元變成了單位矩陣, 那么A滿秩,不然變不成單位矩陣。
- 所以說,如果A可逆,那么A一定是滿秩矩陣。
- 如果A滿秩,那么A一定可逆。
第二種,回代到方程組中,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} ? ? ??[10?01?][ab?]=[7?2?][10?01?][cd?]=[?31?]??? ? ??a=7b=?2c=?3d=1?