Linear Algebra - Matrices

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Most of the content of this article comes from teacher Li Yongle's postgraduate entrance examination teaching materials and video lessons.

basic concept

  • Matrix: by m × nm\times nm×mmcomposed of n numbersm rownnA tablewith n columns is called anm × nm\times nm×n matrix, denoted asAAA。当 m = n m=n m=n , calledAAA isnnn阶矩阵。
    [ a 11 a 12 … a 1 n a 21 a 22 … a 2 n ⋮ ⋮ ⋮ a m 1 a m 2 … a m n ] \begin{bmatrix} a_{11} &a_{12}&\ldots&a_{1n}\\ a_{21}&a_{22}&\ldots&a_{2n}\\ \vdots&\vdots&&\vdots&\\ a_{m1}&a_{m2}&\ldots&a_{mn} \end{bmatrix} a11a21am 1a12a22am 2a1na2 namn
  • Homotype matrix: if AAA andBBB are allm × nm\times nm×n matrix, then calledAAA andBBB isthe homotype matrix.
  • Equal matrix: let A , BA,BA,B is the same matrix, ifaij = bij ( ∀ i = 1 , 2 , … , m ; j = 1 , 2 , … , n ) a_{ij}=b_{ij}(\forall i=1,2,\ dots,m;j=1,2,\dots,n)aij=bij(i=1,2,,m;j=1,2,,n ) , then it is calledAAA andBBB is equal, recorded asA = BA=BA=B
  • Zero Matrix: If all elements of a matrix are 0 00 , then this matrix is ​​called a zero, denoted asOOO
  • Specifications: [ a 11 a 22 ⋱ ann ] \begin{bmatrix} a_{11}&&\\ &a_{22}&\\ &&\ddots&\\ &&&a_{nn} \end{bmatrix} a11a22ann
  • Identity matrix: [ 1 1 ⋱ 1 ] \begin{bmatrix} 1&&\\ &1&\\ &&\ddots&\\ &&&1 \end{bmatrix} 111 denoted as EEE
  • Details: [ a 11 a 12 ... a 1 na 22 ... a 2 n ⋱ ⋮ ann ] \begin{bmatrix} a_{11}&a_{12}&\dots&a_{1n}\\ &a_{22}&\dots&a_ {2n}\\ &&\ddots&\vdots\\ &&&a_{nn} \end{bmatrix} a11a12a22a1na2 nann i > j i>j i>j时,aij = 0 a_{ij}=0aij=0
  • Details: [ a 11 a 21 a 22 ⋮ ⋮ ⋱ an 1 an 2 ... ann ] \begin{bmatrix} a_{11}&&&\\ a_{21}&a_{22}&&\\ \vdots&\vdots&\ddots& \\a_{n1}&a_{n2}&\dots&a_{nn}\end{bmatrix} a11a21an 1a22an 2ann i < j i<j i<j时,aij = 0 a_{ij}=0aij=0

Matrix operations

Addition of matrices

A = [ a i j ] , B = [ b i j ] A=[a_{ij}],B=[b_{ij}] A=[aij],B=[bij] is the same matrix, then
A + B = [ aij + bij ] A+B=[a_{ij}+b_{ij}]A+B=[aij+bij]
Addition algorithm (A , B , CA,B,CA,B,C same type):

  • A + B = B + A A+B=B+A A+B=B+A
  • ( A + B ) + C = A + ( B + C ) (A+B)+C=A+(B+C) (A+B)+C=A+(B+C)
  • A + O = A A+O=A A+O=A
  • A + ( − A ) = O A+(-A)=O A+(A)=O

Multiply numbers and matrices

k A = [ kaij ] kA=[ka_{ij}]to A=[ k aij]
Number multiplication algorithm:

  • k ( m A ) = m ( k A ) = ( mk ) A k(mA)=m(kA)=(mk)Ak ( mA ) _=m ( k A )=(mk)A
  • ( k + m ) A = k A + m A (k+m)A=kA+mA(k+m)A=to A+mA
  • k ( A + B ) = k A + k B k(A+B)=kA+kBk(A+B)=to A+kB
  • 1 A = A 1A=A 1A=A
  • 0 A = O 0 A = O0A=O

matrix multiplication

A = [ a i j ] m × s , B = [ b i j ] s × n A=[a_{ij}]_{m\times s},B=[b_{ij}]_{s\times n} A=[aij]m×s,B=[bij]s×n,则 A × B = C = [ c i j ] m × n A\times B=C=[c_{ij}]_{m\times n} A×B=C=[cij]m×n其中 c i j = a i 1 b 1 j + a i 2 b 2 j + ⋯ + a i s b s j = ∑ k = 1 n a i k b k j c_{ij}=a_{i1}b_{1j}+a_{i2}b_{2j}+\dots+a_{is}b_{sj}=\sum_{k=1}^na_{ik}b_{kj} cij=ai 1b1 j+ai2b2 j++aisbsj=k=1naibkj
Multiplication algorithm:

  • A ( B C ) = ( A B ) C A(BC)=(AB)C A ( BC )=( A B ) Proof of C
    : LetA = [ aij ] m × s A=[a_{ij}]_{m\times s}A=[aij]m×s B = [ b i j ] s × t B=[b_{ij}]_{s\times t} B=[bij]s×t C = [ c i j ] t × n C=[c_{ij}]_{t\times n} C=[cij]t×n
    A ( B C ) = D m × n ( A B ) C = E m × n A(BC)=D_{m\times n}\\(AB)C=E_{m\times n} A ( BC )=Dm×n(AB)C=Em×n
    D D iiin Drow i , jjThe elements of column j are equal to AAA middleiiLine i with BC BCBCddMultiply and add the corresponding elements of column j
    : ∑ k = 1 saik ( ∑ p = 1 tbkpcpj ) = ∑ k = 1 s ∑ p = 1 taikbkpcpj \sum_{k=1}^sa_{ik}(\sum_{p =1}^tb_{kp}c_{pj})=\sum_{k=1}^s\sum_{p=1}^ta_{ik}b_{kp}c_{pj}k=1sai(p=1tbkpcpj)=k=1sp=1taibkpcpj
    Empathy EEE middleiirow i , jjThe elements of column j
    are equal to: ∑ p = 1 t ( ∑ k = 1 saikbkp ) cpj = ∑ k = 1 s ∑ p = 1 taikbkpcpj \sum_{p=1}^t(\sum_{k=1}^sa_{ ik}b_{kp})c_{pj}=\sum_{k=1}^s\sum_{p=1}^ta_{ik}b_{kp}c_{pj}p=1t(k=1saibkp)cpj=k=1sp=1taibkpcpj
    Certificate completed.
  • A ( B + C ) = A B + A C A(B+C)=AB+AC A(B+C)=AB+AC
  • ( k A ) ( l B ) = k l A B (kA)(lB)=klAB ( k A ) ( lB )=k l A B
  • AE = A , EA = A AE=A,EA=AAE=A,EA=A
  • OA = O , AO = O OA=O,AO=OOA=O,The _=O

Notice:

  • AB ≠ NOT AB\neqAB=BA
  • A B = O ⇏ A = O AB=O\nRightarrow A=O AB=OA=O orB = OB=OB=O
  • A B = A C , A ≠ O ⇏ B = C AB=AC,A\neq O \nRightarrow B=C AB=AC,A=OB=C
  • Young A , BA, BA,B is a diagonal matrix, thenAB = BA AB=BAAB=BA
  • [ a 1 a 2 a 3 ] n = A = [ a 1 n a 2 n a 3 n ] \begin{bmatrix}a_1&&\\&a_2&\\&&a_3\end{bmatrix}^n=A=\begin{bmatrix}a_1^n&&\\&a_2^n&\\&&a_3^n\end{bmatrix} a1a2a3 n=A= a1na2na3n

Transpose of matrix

A = [ a i j ] m × n A=[a_{ij}]_{m\times n} A=[aij]m×n, General AAThe rows and columns of A are exchanged, and the obtainedn × mn\times mn×m矩阵 [ a j i ] n × m [a_{ji}]_{n\times m} [aji]n×mcalled AAThe transpose matrix of A , denoted as ATA^TAT. _ Transpose algorithm:

  • ( A + B ) T = A T + B T (A+B)^T=A^T+B^T (A+B)T=AT+BT
  • ( k A ) T = k AT (kA)^T=kA^T( k A )T=to AT
  • ( A B ) T = B T A T (AB)^T=B^TA^T (AB)T=BT AT
    证明:设 A = [ a i j ] m × s , B = [ b i j ] s × n A=[a_{ij}]_{m\times s},B=[b_{ij}]_{s\times n} A=[aij]m×s,B=[bij]s×n,则有:
    A B = [ c i j ] m × n ⇓ ( A B ) T = [ c j i ] n × m AB=[c_{ij}]_{m\times n}\\ \Downarrow\\ (AB)^T=[c_{ji}]_{n\times m}\\ AB=[cij]m×n(AB)T=[cji]n×m
    where
    cji = ∑ k = 1 saikbkj c_{ji}=\sum_{k=1}^sa_{ik}b_{kj}cji=k=1saibkj

    B T A T = [ d i j ] n × m B^TA^T=[d_{ij}]_{n\times m} BT AT=[dij]n×m
    B T A T B^TA^T BT AT 'sjjj lineiiThe i column element isBTB^TBT 'sjjLine j andATA^TAT ofiiThe income in column i is alsoBBB 'sjjColumn j andAAA ii_The result of row i
    , therefore: dji = ∑ k = 1 sbkjaik = cji d_{ji}=\sum_{k=1}^sb_{kj}a_{ik}=c_{ji}dji=k=1sbkjai=cji
    Certificate completed.
  • ( A T ) T = A (A^T)^T=A (AT)T=A

A T = A A^T=A AT=A , akaAAA isa symmetric matrix, ifAT = − AA^T=-AAT=A , abbreviated asAAA isan antisymmetric matrix.

Matrices and Systems of Equations

There is a system of linear equations in two variables:
{ a 1 x + b 1 y = c 1 ( 1 ) a 2 x + b 2 y = c 2 ( 2 ) \begin{cases} a_1x+b_1y=c_1(1)\ \a_2x+b_2y=c_2(2) \end{cases}{ a1x+b1y=c1(1)a2x+b2y=c2(2)
Available matrix representations are:
[ a 1 b 1 a 2 b 2 ] [ xy ] = [ c 1 c 2 ] ⇓ AX = C \begin{bmatrix} a_1&b_1\\ a_2&b_2 \end{bmatrix} \begin{bmatrix} x\ \ y \end{bmatrix} {=} \begin{bmatrix} c_1\\ c_2 \end{bmatrix}\\ \Downarrow\\ AX=C[a1a2b1b2][xy]=[c1c2]AX=C
inAAA is called the coefficient matrix,XXX is called the unknown matrix,CCC is called a constant term matrix.

Square Matrix and Determinant

A = [ aij ] A=[a_{ij}]A=[aij] fornnThe determinant formed by a square matrix of order n , all elements of which remain in place is called a square matrix AAThe determinant of A , denoted as ∣ A ∣ |A|A Note:

  • Only square matrices have determinants.
  • A = OA=OA=O sum∣ A ∣ = 0 |A|=0A=0 doesn't matter.

Properties of the determinant of a square matrix:

  • ∣ A T ∣ = ∣ A ∣ |A^T|=|A| AT=A
  • ∣ k A ∣ = kn ∣ A ∣ |kA|=k^n|A|kA=knA
  • ∣ AB ∣ = ∣ A ∣ ∣ B ∣ |AB|=|A||B|AB=A ∣∣ B ∣Proof
    : LetAAA B B B isnnn -order matrix (withn = 2 n=2n=2)为例:
    A = [ a 11 a 12 a 21 a 22 ] B = [ b 11 b 12 b 21 b 22 ] A= \begin{bmatrix} a_{11}&a_{12}\\ a_{21}&a_{22} \end{bmatrix} B= \begin{bmatrix} b_{11}&b_{12}\\ b_{21}&b_{22} \end{bmatrix} A=[a11a21a12a22]B=[b11b21b12b22]
    form the fourth order determinantDDD
    D = ∣ A ∣ ∣ B ∣ = ∣ A O − E B ∣ = ∣ a 11 a 12 0 0 a 21 a 22 0 0 − 1 0 b 11 b 12 0 − 1 b 21 b 22 ∣ = ∣ a 11 a 12 a 11 b 11 + a 12 b 21 a 11 b 12 + a 12 b 22 a 21 a 22 a 21 b 11 + a 22 b 21 a 21 b 12 + a 22 b 22 − 1 0 0 0 0 − 1 0 0 ∣ = ∣ A A B − E O ∣ = − 1 ( 2 × 2 ) ∣ − E ∣ ∣ A B ∣ = ∣ A B ∣ D =|A||B| = \begin{vmatrix} A&O\\ -E&B \end{vmatrix} = \begin{vmatrix} a_{11}&a_{12}&0&0\\ a_{21}&a_{22}&0&0\\ -1&0&b_{11}&b_{12}\\ 0&-1&b_{21}&b_{22} \end{vmatrix} = \begin{vmatrix} a_{11}&a_{12}&a_{11}b_{11}+a_{12}b_{21}&a_{11}b_{12}+a_{12}b_{22}\\ a_{21}&a_{22}&a_{21}b_{11}+a_{22}b_{21}&a_{21}b_{12}+a_{22}b_{22}\\ -1&0&0&0\\ 0&-1&0&0 \end{vmatrix} = \begin{vmatrix} A&AB\\ -E&O \end{vmatrix} =-1^{(2\times2)}|-E||AB| =|AB| D=A∣∣B= AEOB = a11a2110a12a220100b11b2100b12b22 = a11a2110a12a2201a11b11+a12b21a21b11+a22b2100a11b12+a12b22a21b12+a22b2200 = AEABO =1(2×2)E∣∣AB=AB

Adjoint matrix

A = [ aij ] A=[a_{ij}]A=[aij] isnnSquare matrix of order n , determinant∣ A ∣ |A|A each elementaij a_{ij}aijThe algebraic remainder A ij A_{ij}AijThe following square matrix formed is called AAA伴随矩阵 A ∗ = [ A 11 A 21 … A n 1 A 12 A 22 … A n 2 ⋮ ⋮ ⋮ A 1 n A 2 n … A n n ] A^*=\begin{bmatrix}A_{11}&A_{21}&\dots&A_{n1}\\A_{12}&A_{22}&\dots&A_{n2}\\\vdots&\vdots&&\vdots\\A_{1n}&A_{2n}&\dots&A_{nn}\end{bmatrix} A= A11A12A1nA21A22A2 nAn 1An 2Ann Properties of the adjoint matrix:

  • A A ∗ = A ∗ A = ∣ A ∣ E AA^*=A^*A=|A|E AA=AA=A E
    proof: LetAAA isnnn -order matrix (withn = 2 n=2n=2)为例:
    A A ∗ = ∣ a 11 a 12 a 21 a 22 ∣ ∣ A 11 A 21 A 12 A 22 ∣ = ∣ a 11 A 11 + a 12 A 12 a 11 A 21 + a 12 A 22 a 21 A 11 + a 22 A 12 a 21 A 21 + a 22 A 22 ∣ = ∣ ∣ A ∣ O O ∣ A ∣ ∣ = ∣ A ∣ ∣ 1 0 0 1 ∣ = ∣ A ∣ E AA^* = \begin{vmatrix} a_{11}&a_{12}\\ a_{21}&a_{22} \end{vmatrix} \begin{vmatrix} A_{11}&A_{21}\\ A_{12}&A_{22} \end{vmatrix} = \begin{vmatrix} a_{11}A_{11}+a_{12}A_{12}&a_{11}A_{21}+a_{12}A_{22}\\ a_{21}A_{11}+a_{22}A_{12}&a_{21}A_{21}+a_{22}A_{22} \end{vmatrix} = \begin{vmatrix} |A|&O\\ O&|A| \end{vmatrix} =|A| \begin{vmatrix} 1&0\\ 0&1 \end{vmatrix} =|A|E AA= a11a21a12a22 A11A12A21A22 = a11A11+a12A12a21A11+a22A12a11A21+a12A22a21A21+a22A22 = AOOA =A 1001 =AE
  • The adjoint matrix of the second-order matrix: the main diagonal is swapped, and the sub-diagonal is changed in sign.

invertible matrix

for nn -order square matrixAAA , if there existsnnn order square matrixBBB,使AB = BA = E AB=BA=EAB=BA=E is called matrixAAA is invertible, matrixBBB isAAThe inverse matrix of A. If matrixAAA is reversible, thenAAThe inverse matrix of A is unique, denoted as A − 1 A^{-1}AThe properties of −1 invertible matrix are as follows :

  • If AAA is reversible, thenA − 1 A^{-1}A1 is also reversible, and( A − 1 ) − 1 = A (A^{-1})^{-1}=A(A1)1=A. _
    Proof: Decree B = A − 1 B=A^{-1}B=A1
    :BA = AB = E BA=AB=EBA=AB=E
    soBBB reversible and B − 1 = ( A − 1 ) − 1 = AB^{-1}=(A^{-1})^{-1}=AB1=(A1)1=A
  • If AAA is reversible, andk ≠ 0 k\neq0k=0 ,kA kAk A is reversible, and( k A ) − 1 = 1 k A − 1 (kA)^{-1}=\frac{1}{k}A^{-1}( k A )1=k1A1
  • Fruit A , BA, BA,B is reversible, thenAB ABA B is also reversible, and( AB ) − 1 = B − 1 A − 1 (AB)^{-1}=B^{-1}A^{-1}(AB)1=B1A1
  • If AAA is reversible, thenATA^TAT is also invertible, and( AT ) − 1 = ( A − 1 ) T (A^T)^{-1}=(A^{-1})^T(AT)1=(A1)T
  • A A A可逆⇔ ∣ A ∣ ≠ 0 \Leftrightarrow|A|\neq0A=0 .
    Proof: Because
    ∣ AA − 1 ∣ = ∣ A ∣ ∣ A − 1 ∣ = ∣ E ∣ = 1 |AA^{-1}|=|A||A^{-1}|=|E|=1AA1=A∣∣A1=E=1
    so∣ A ∣ ≠ 0 |A|\neq0A=0
  • A , B A,B A,B is fornnSquare matrix of order n , ifAB = E AB=EAB=E ,A − 1 = BA^{-1}=BA1=B
  • If AAA reversible,A − 1 = 1 ∣ A ∣ A ∗ A^{-1}=\frac{1}{|A|}A^*A1=A1A
  • If AAA reversible,∣ A − 1 ∣ = 1 ∣ A ∣ |A^{-1}|=\frac{1}{|A|}A1=A1
  • Let A = [ a 1 a 2 a 3 ] A=\begin{bmatrix}a_1&&\\&a_2&\\&&a_3\end{bmatrix}A= a1a2a3 is a diagonal matrix, then A − 1 = [ 1 a 1 1 a 2 1 a 3 ] A^{-1}=\begin{bmatrix}\frac{1}{a_1}&&\\&\frac{1} {a_2}&\\&&\frac{1}{a_3}\end{bmatrix}A1= a11a21a31

Partitioned Matrix

Appropriate block processing of the matrix can be efficiently calculated, and the following algorithm is available after block:

  • [ A 1 A 2 A 3 A 4 ] + [ B 1 B 2 B 3 B 4 ] = [ A 1 + B 1 A 2 + B 2 A 3 + B 3 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_2\\A_3+B_3&A_4+B_4\end{bmatrix} [A1A3A2A4]+[B1B3B2B4]=[A1+B1A3+B3A2+B2A4+B4]
  • [ A B C D ] [ X Y Z W ] = [ A X + B Z A Y + B W C X + D Z C Y + D W ] \begin{bmatrix}A&B\\C&D\end{bmatrix}\begin{bmatrix}X&Y\\Z&W\end{bmatrix}=\begin{bmatrix}AX+BZ&AY+BW\\CX+DZ&CY+DW\end{bmatrix} [ACBD][XZYW]=[AX+BZCX+DZA Y+BWCY+DW]
  • [ A B C D ] T = [ A T C T B T D T ] \begin{bmatrix}A&B\\C&D\end{bmatrix}^T=\begin{bmatrix}A^T&C^T\\B^T&D^T\end{bmatrix} [ACBD]T=[ATBTCTDT]

A , BA,BA,B are m , nm, nrespectivelym,n order square matrix, then:

  • [ A O O B ] n = [ A n O O B n ] \begin{bmatrix}A&O\\O&B\end{bmatrix}^n=\begin{bmatrix}A^n&O\\O&B^n\end{bmatrix} [AOOB]n=[AnOOBn]

A , BA,BA,B are m , nm, nrespectivelym,n -order reversible matrix, then:

  • [ A O O B ] − 1 = [ A − 1 O O B − 1 ] \begin{bmatrix}A&O\\O&B\end{bmatrix}^{-1}=\begin{bmatrix}A^{-1}&O\\O&B^{-1}\end{bmatrix} [AOOB]1=[A1OOB1]
  • [ O A B O ] − 1 = [ O C − 1 B − 1 O ] \begin{bmatrix}O&A\\B&O\end{bmatrix}^{-1}=\begin{bmatrix}O&C^{-1}\\B^{-1}&O\end{bmatrix} [OBAO]1=[OB1C1O]

Young AAA m × n m\times n m×n- matrix,BBB isn × sn\times sn×s matrix andAB = C AB=CAB=C , then forBBB C C C ratio:
[ a 11 a 12 ... a 1 and 21 a 22 ... a 2 n ⋮ ⋮ ⋮ am 1 am 2 ... amn ] [ β 1 β 2 ... β n ] = [ γ 1 γ 2 ... γ n ] \begin{bmatrix} a_{11}&a_{12}&\dots&a_{1n}\\ a_{21}&a_{22}&\dots&a_{2n}\\ \vdots&\vdots&&\vdots\\ a_{m1 }&a_{m2}&\dots&a_{mn} \end{bmatrix} \begin{bmatrix} \beta_1&\beta_2&\dots&\beta_n \end{bmatrix} {=} \begin{bmatrix} \gamma_1&\gamma_2&\dots&\gamma_n \end{bmatrix} a11a21am 1a12a22am 2a1na2 namn [b1b2bn]=[c1c2cn]
{ a 11 β 1 + a 12 β 2 + ⋯ + a 1 n β n = γ 1 a 21 β 1 + a 22 β 2 + ⋯ + a 2 n β n = γ 2 … an 1 β 1 + an 2 β 2 + ⋯ + ann β n = γ n \begin{cases} a_{11}\beta_1+a_{12}\beta_2+\dots+a_{1n}\beta_n=\gamma_1\\ a_{21}\beta_1 +a_{22}\beta_2+\dots+a_{2n}\beta_n=\gamma_2\\ \dots \\a_{n1}\beta_1+a_{n2}\beta_2+\dots+a_{nn}\beta_n=\gamma_n \end{cases} a11b1+a12b2++a1nbn=c1a21b1+a22b2++a2 nbn=c2an 1b1+an 2b2++annbn=cn

Elementary Transformation of Matrix

To solve the following system of linear equations:
{ 2 x 1 − x 2 + 3 x 3 = 1 4 x 1 + 2 x 2 + 5 x 3 = 4 2 x 1 + 2 x 3 = 6 \begin{cases}2x_1-x_2 +3x_3=1\\4x_1+2x_2+5x_3=4\\2x_1+2x_3=6\end{cases} 2x _1x2+3x _3=14x _1+2x _2+5 x3=42x _1+2x _3=6
According to the method of addition and subtraction :

  • Multiply both sides of the equation by a non-zero number.
  • kk of an equationk times is added to another equation.
  • Swap the positions of the two equations.

Simplify the system of equations to:
{ 2 x 1 − x 2 + 3 x 3 = 1 x 2 − x 3 = 5 x 3 = − 6 \begin{cases}2x_1-x_2+3x_3=1\\x_2-x_3= 5\\x_3=-6\end{cases} 2x _1x2+3x _3=1x2x3=5x3=6
The solution of the equation can be obtained. The essence of addition, subtraction and elimination is to change the unknown coefficients and constant items, so the unknown coefficients and constant items can be written as a matrix: [ 2 − 1 3 1 4 2 5 4 2 0 2
6 ] \begin{bmatrix}2&-1&3&1\\4&2&5&4\\2&0&2&6\end{bmatrix} 242120352146
This matrix is ​​called the augmented matrix of the system of linear equations . And the following three transformations are called the elementary row (column) transformation of the matrix, collectively referred to as the elementary transformation of the matrix:

  • Multiply a row (column) of a matrix by a nonzero constant.
  • kk of a row (column)k times to another row (column).
  • Swaps the positions of two rows (columns) in the matrix.

Now perform elementary row transformation on the matrix from top to bottom to simplify the matrix to a ladder type (this process is also called forward elimination):
[ 2 − 1 3 1 0 1 − 1 5 0 0 1 − 6 ] \ begin{bmatrix}2&-1&3&1\\0&1&-1&5\\0&0&1&-6\end{bmatrix} 200110311156
Then add the simplified matrix to the unknown from bottom to top to get the solution of the linear equation (this process is also called reverse solution).

elementary matrix

The matrix obtained by an elementary transformation from the identity matrix is ​​called an elementary matrix . The properties of elementary matrices are as follows:

  • Elementary Matrix PPP is left multiplied byAAA obtainedPA PAP A is toAAA do it once withPPP The same elementary row transformation.
  • Elementary Matrix PPP right multiplied byAAA obtainedAP APA P is toAAA do it once withPPP The same elementary column transformation.
  • [ 1 0 0 0 1 0 0 k 1 ] − 1 = [ 1 0 0 0 1 0 0 − k 1 ] \begin{bmatrix}1&0&0\\0&1&0\\0&k&1\end{bmatrix}^{-1}=\begin{bmatrix}1&0&0\\0&1&0\\0&-k&1\end{bmatrix} 10001k001 1= 10001k001
  • [ 1 0 0 0 0 1 0 1 0 ] − 1 = [ 1 0 0 0 0 1 0 1 0 ] \begin{bmatrix}1&0&0\\0&0&1\\0&1&0\end{bmatrix}^{-1}=\begin{bmatrix}1&0&0\\0&0&1\\0&1&0\end{bmatrix} 100001010 1= 100001010
  • [ 1 0 0 0 k 0 0 0 1 ] − 1 = [ 1 0 0 0 1 k 0 0 0 1 ] \begin{bmatrix}1&0&0\\0&k&0\\0&0&1\end{bmatrix}^{-1}=\begin{bmatrix}1&0&0\\0&\frac{1}{k}&0\\0&0&1\end{bmatrix} 1000k0001 1= 1000k10001

equivalence matrix

If matrix AAA undergoes a finite number of elementary transformations to become a matrixBBB , we call the matrixAAA andBBB is equivalent, recorded asA ≅ BA\cong BAB. _ The properties of matrix equivalence are as follows:

  • Reflexivity: A ≅ AA\cong AAA
  • Symmetry: If A ≅ BA\cong BAB,则B ≅ AB\cong ABA
  • Transitivity: if A ≅ B , B ≅ CA\cong B,B\cong CAB,BC,则 A ≅ C A\cong C AC

row echelon matrix

AA _A is am × nm\times nm×The matrix of n , if it satisfies:

  • If the matrix has zero rows, the zero rows are all at the bottom of the matrix.
  • The elements below the column where the pivot element of the matrix of each non-zero row (that is, the first non-zero element on the far left in a row) are all 0 00

AA _A is a row echelon matrix.

row minimal matrix

AA _A is am × nm\times nm×The matrix of n , if it satisfies:

  • A AA is a row echelon matrix.
  • Pivots of non-zero rows are all 1 11 , and the other elements in the column where the pivot is located are all0 00

AA _A is a row minimal matrix.

Application of Elementary Transformation in Solving Matrix

  • Find the inverse of a matrix by elementary row transformation: AAA matrix is ​​invertible⇔ \Leftrightarrow A A A can be expressed as the product of several elementary matrices. That is,
    P n … P 2 P 1 = A P_n\dots P_2P_1=APnP2P1=A
    then
    ( P n … P 2 P 1 ) − 1 A = E (P_n\dots P_2P_1)^{-1}A=E(PnP2P1)1A=Ebecause
    ( P n … P 2 P 1 ) − 1 = P 1 − 1 P 2 − 1 … P n − 1 = Q1 Q 2 … Q n (P_n\dots P_2P_1)^{-1}=P_1^{ -1} P_2^{-1}\dots P_n^{-1}=Q_1Q_2\dots Q_n(PnP2P1)1=P11P21Pn1=Q1Q2Qn Q Q Q is still an elementary matrix), so the original formula can be written as:
    Q 1 Q 2 … Q n A = E Q_1Q_2\dots Q_nA=EQ1Q2QnA=E
    then
    Q 1 Q 2 … Q n E = A − 1 Q_1Q_2\dots Q_nE=A^{-1}Q1Q2QnE=A1
    so:AAThe A matrix can be transformed into an identity matrix after several times of row transformation, and the identity matrix can be transformed intoAAThe inverse matrix of A , namely:
    ( A ∣ E ) → ⋯ → ( E ∣ A − 1 ) (A|E)\rightarrow\dots\rightarrow(E|A^{-1})(AE)(EA1)
  • Solve the matrix equation by elementary row transformation: if AX = B AX=BAX=B,You FruitAAA reversible, n 么X = A − 1 BX=A^{-1}BX=A1B P A = E PA=E PA=EnPB = A − 1 B = X PB=A^{-1}B=XPB=A1B=X becauseP ( A ∣ B ) = ( E ∣ X ) P(A|B)=(E|X)P(AB)=(EX)

Rank of the matrix

at m × nm\times nm×Matrix AAof order nIn A , choosekkk row andkkk columns (k ≤ n , k ≤ mk≤n,k≤mkn,km ), k 2 k^2at the intersections of these rows and columnsk2 elements according to their original matrixAAThe sequence of A can form akkDeterminant of order k , call it matrixAAA kkof Ak- order sub-formula. If matrixAAkkexists in AThe k- order subform is not0 00 k + 1 k+1 k+1st- order subformula (if any) are all zeros, it is calledkkk is matrixAAThe rankof A , recorded asr ( A ) = kr(A)=kr(A)=k , the rank of the zero matrix is ​​specified as0 00 . The properties of rank are as follows:

  • Young AAA isnnn order square matrix, then
    • r ( A ) = n ⇔ ∣ A ∣ ≠ 0 ⇔ A Let r(A)=n\Leftrightarrow|A|\neq0\Leftrightarrow ALeftr(A)=nA=0A reversible
    • r ( A ) < n ⇔ ∣ A ∣ = 0 ⇔ A is irreversible r(A)<n\Leftrightarrow|A|=0\Leftrightarrow A is irreversibler(A)<nA=0Irreversible _
  • The rank of the matrix is ​​unchanged after the elementary transformation.
  • 0 ≤ r ( A m × n ) ≤ m i n ( m , n ) 0≤r(A_{m\times n})≤min(m,n) 0r(Am×n)min(m,n)
  • r ( A T ) = r ( A ) r(A^T)=r(A) r(AT)=r(A)
  • r ( A + B ) ≤ r ( A ) + r ( B ) r(A+B)≤r(A)+r(B) r(A+B)r(A)+r ( B )
    Extract:
    [ EOOO ] + [ OOOE ] \begin{bmatrix}E&O\\O&O\end{bmatrix}+\begin{bmatrix}O&O\\O&E\end{bmatrix}[EOOO]+[OOOE]
  • r ( k A ) = r ( A ) ( k ≠ 0 ) r(kA)=r(A)(k\neq0)r ( k A )=r(A)(k=0)
  • r ( A B ) ≤ m i n ( r ( A ) , r ( B ) ) r(AB)≤min(r(A),r(B)) r(AB)min(r(A),r ( B ))
    proof: Letr ( A ) = rr(A)=rr(A)=r , then there are invertible matricesP , QP,QP,Q input PAQ = [ E r OOO ] m × n PAQ=\begin{bmatrix}E_r&O\\O&O\end{bmatrix}_{m\times n}P A Q=[ErOOO]m×n P A B = [ E r O O O ] Q − 1 B = [ E r O O O ] [ B r × s B ( n − r ) × s ] = [ B r × s O ] PAB=\begin{bmatrix}E_r&O\\O&O\end{bmatrix}Q^{-1}B=\begin{bmatrix}E_r&O\\O&O\end{bmatrix}\begin{bmatrix}B_{r\times s}\\B_{(n-r)\times s}\end{bmatrix}=\begin{bmatrix}B_{r\times s}\\O\end{bmatrix} P A B=[ErOOO]Q1B=[ErOOO][Br×sB(nr)×s]=[Br×sO] r ( A B ) = r ( P A B ) = r ( [ B r × s O ] ) = r ( B r × s ) ≤ r ≤ r ( A ) r(AB)=r(PAB)=r(\begin{bmatrix}B_{r\times s}\\O\end{bmatrix})=r(B_{r\times s})≤r≤r(A) r(AB)=r ( P A B )=r([Br×sO])=r(Br×s)rr(A)由此可得 r ( A B ) = r ( ( A B ) T ) = r ( B T A T ) ≤ r ( B T ) = r ( B ) r(AB)=r((AB)^T)=r(B^TA^T)≤r(B^T)=r(B) r(AB)=r((AB)T)=r(BT AT)r(BT)=r ( B )r ( AB ) ≤ min ( r ( A ), r ( B ) ) r(AB)≤min(r(A),r(B))r(AB)min(r(A),r(B))
  • If the matrix P , QP,QP,Q is reversible, thenr ( PAQ ) = r ( A ) r(PAQ)=r(A)r ( P A Q )=r(A)
  • r ( [ A O O B ] ) = r ( A ) + r ( B ) r(\begin{bmatrix}A&O\\O&B\end{bmatrix})=r(A)+r(B) r([AOOB])=r(A)+r(B)
  • m a x ( r ( A ) , r ( B ) ) ≤ r ( A ∣ B ) ≤ r ( A ) + r ( B ) max(r(A),r(B))≤r(A|B)≤r(A)+r(B) max(r(A),r(B))r(AB)r(A)+r ( B )
    proof:r ( A ) = r , r ( B ) = tr(A)=r,r(B)=tr(A)=r,r(B)=t , PAT = A 1 (row ladder, r non-zero rows) QBT = B 1 (row ladder, t non-zero rows) PA^T=A_1(row ladder, r non-zero rows)\\QB^T =B_1(row ladder, t non-zero rows)PAT=A1( row ladder, r non-zero rows )QBT=B1( row ladder, t non-zero rows ) then[ POOQ ] [ ATBT ] = [ A 1 B 1 ] \begin{bmatrix}P&O\\O&Q\end{bmatrix}\begin{bmatrix}A^T\\B^ T\end{bmatrix}=\begin{bmatrix}A_1\\B_1\end{bmatrix}[POOQ][ATBT]=[A1B1] r ( A ∣ B ) = r [ A T B T ] = [ A 1 B 1 ] ≤ r + t ≤ r ( A ) + r ( B ) r(A|B)=r{\begin{bmatrix}A^T\\B^T\end{bmatrix}}=\begin{bmatrix}A_1\\B_1\end{bmatrix}≤r+t≤r(A)+r(B) r(AB)=r[ATBT]=[A1B1]r+tr(A)+r(B)
  • n n n -element linear equation systemAX = B AX=BAX=Determination of B solution: its augmented matrix is​​CCC Then its solution is as follows:
Condition illustrate
No solution r ( A ) + 1 = r ( C ) r(A)+1=r(C) r(A)+1=r(C)
unique solution r ( A ) = r ( C ) = n r(A)=r(C)=n r(A)=r(C)=n
infinite solution r ( A ) = r ( C ) < n ) r(A)=r(C)<n) r(A)=r(C)<n)
  • n n n元齐次方程组 A X = O AX=O AX=O有非零解 ⇔ r ( A ) < n \Leftrightarrow r(A)<n r(A)<n
  • 矩阵方程 A X = B AX=B AX=B有解 ⇔ r ( A ) = r ( A , B ) \Leftrightarrow r(A)=r(A,B) r(A)=r(A,B)
    证明:设 A − m × n A-m\times n Am×n X − n × t X-n\times t Xn×t B − m × t B-m\times t Bm×t,将 B B B矩阵按列分块:
    B = [ β 1 , β 2 , … , β n ] B=[\beta_1,\beta_2,\dots,\beta_n] B=[β1,β2,,βn]
    A X = B AX=B AX=B有解 ⇔ \Leftrightarrow A X = β j ( j = 1 , 2 , … , t ) AX=\beta_j(j=1,2,\dots,t) AX=βj(j=1,2,,t)都有解,设 r ( A ) = r r(A)=r r(A)=r,则 r ( A , β j ) = r r(A,\beta_j)=r r(A,βj)=r,化为行最简 ⇔ r ( P A , P β j ) = r \Leftrightarrow r(PA,P\beta_j)=r r(PA,Pβj)=r,那么 P β j P\beta_j Pβj的后 m − r m-r mr行就为 0 ⇔ r ( P A , P B ) = r ⇔ r ( A , B ) = r = r ( A ) 0\Leftrightarrow r(PA,PB)=r\Leftrightarrow r(A,B)=r=r(A) 0r(PA,PB)=rr(A,B)=r=r(A)

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