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矩阵

常用类型

  • \(m \times n\) 矩阵

    \(m \times n\) 个元素 \(a_{ij}\) 排列而成.

    \[ \begin{pmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ a_{21} & a_{22} & \cdots & a_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ a_{m1} & a_{m2} & \cdots & a_{mn} \end{pmatrix} \]

    记作 \((a_{ij})\)\((a_{ij})_{m \times n}\), 也可使用大写字母表示, 如 \(A_{m \times n}\).

    • 特别地, \(m = n\), 即行列相等时, 矩阵称为 \(n\) 阶方阵
  • 零矩阵

    矩阵元素 \(a_{ij}\) 皆为 \(0\) 的矩阵, 记作 \(O\).

  • 对角矩阵

    除对角线外的元素均为 \(0\) 的矩阵称为对角矩阵, 记作 \(diag(a_1, a_2, \cdots, a_n)\), 即

    \[ diag(a_1, a_2, \cdots, a_n) = \begin{pmatrix} a_1 & 0 & \cdots & 0 \\ 0 & a_2 & \cdots & 0 \\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & a_n \end{pmatrix} \]
    • 特别地, 当 \(a_1 = a_2 = \cdots = a_n = 1\) 时, 称为 单位矩阵, 记作 \(E_n\):

      \[ E_n = \begin{pmatrix} 1 & 0 & \cdots & 0 \\ 0 & 1 & \cdots & 0 \\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & 1 \end{pmatrix} \]
  • 行(列)矩阵

    只有一行或一列的矩阵被称为行(列)矩阵/向量

    \[ A = (a_1, a_2, \cdots, a_n) \]
    \[ B = \begin{pmatrix} b_1 \\ b_2 \\ \vdots \\ b_n \end{pmatrix} \]

运算

线性运算

加法

Warning

只有两个矩阵为同型矩阵时, 才能进行加法运算.

直接把各个元素对应相加即可.

设有同型矩阵 \(A = (a_{ij})_{m \times n}\), \(B = (b_{ij})_{m \times n}\), 则

\[ A + B = (a_{ij} + b_{ij})_{m \times n} \]
  • 矩阵加法满足以下运算律

    • 交换律: \(A + B = B + A\)

    • 结合律: \((A + B) + C = A + (B + C)\)

    • \(A + O = A\)

数乘

和加法类似, 数乘就是把矩阵的每个元素都乘上一个数.

设有矩阵 \(A = (a_{ij})_{m \times n}\), 数 \(\lambda\), 则有

\[ \lambda A = A \lambda = (\lambda a_{ij})_{m \times n} \]
  • 矩阵加法满足以下运算律

    • 交换率

    • 结合律: \((\lambda \mu) A = \lambda (\mu A)\)

    • 分配率:

      • \((\lambda + \mu) A = \lambda A + \mu A\)

      • \(\lambda (A + B) = \lambda A + \lambda B\)

矩阵乘法

定义

矩阵乘法本质上是"行与列的对应关系".

有矩阵 \(A = (a_{ik})_{m \times t}\), \(B = (b_{kj})_{t \times n}\), 则有 \(C = (c_{ij})_{m \times n}\), 称为矩阵 \(A\) 左乘 矩阵 \(B\)(或 \(B\) 右乘 \(A\))之积, 记作

\[ C = AB \]

其中

\[ c_{ij} = \sum_{k = 1}^{t} a_{ik}b_{kj} = a_{i1}b_{1j} + a_{i2}b_{2j} + \cdots + a_{it}b_{tj} \quad \quad (i = 1, 2, \cdots, m; j = 1, 2, \cdots, n) \]

Warning

这里注意 \(A\) 的行数与 \(B\) 的列数必须是一致的

只看公式可能不太好理解, 下面看几个例子

Example

  1. \(A = \begin{pmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \end{pmatrix}\), \(B = \begin{pmatrix} b_{11} & b_{12} \\ b_{21} & b_{22} \\ b_{31} & b_{32} \end{pmatrix}\), 则有

    \[ AB = \begin{pmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \end{pmatrix} \begin{pmatrix} b_{11} & b_{12} \\ b_{21} & b_{22} \\ b_{31} & b_{32} \end{pmatrix} = \begin{pmatrix} a_{11}b_{11} + a_{12}b_{21} + a_{13}b_{31} & a_{11}b_{12} + a_{12}b_{22} + a_{13}b_{32} \\ a_{21}b_{11} + a_{22}b_{21} + a_{23}b_{31} & a_{21}b_{12} + a_{22}b_{22} + a_{23}b_{32} \end{pmatrix} \]
  2. \(A = (a, b, c)\), \(B = \begin{pmatrix} d \\ e \\ f \end{pmatrix}\), 则有

    \[ AB = (a, b, c) \begin{pmatrix} d \\ e \\ f \end{pmatrix} = ad + be + cf \]
    \[ BA = \begin{pmatrix} d \\ e \\ f \end{pmatrix} (a, b, c) = \begin{pmatrix} da & db & dc \\ ea & eb & ec \\ fa & fb & fc \end{pmatrix} \]
  3. 求解 \((x_1, x_2, x_3) \begin{pmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \\ a_{31} & a_{32} & a_{33} \end{pmatrix} \begin{pmatrix} x_1 \\ x_2 \\ x_3 \end{pmatrix}\)

    \[ \begin{align} \text{原式} & = (x_1, x_2, x_3) \begin{pmatrix} a_{11}x_1 + a_{12}x_2 + a_{13}x_3 \\ a_{21}x_1 + a_{22}x_2 + a_{23}x_3 \\ a_{31}x_1 + a_{32}x_2 + a_{33}x_3 \end{pmatrix} \\ & = x_1(a_{11}x_1 + a_{12}x_2 + a_{13}x_3) + x_2(a_{21}x_1 + a_{22}x_2 + a_{23}x_3) + x_3(a_{31}x_1 + a_{32}x_2 + a_{33}x_3) \\ & = a_{11}x_1^2 + a_{12}x_1x_2 + a_{13}x_1x_3 + a_{21}x_2x_1 + a_{22}x_2^2 + a_{23}x_2x_3 + a_{31}x_3x_1 + a_{32}x_3x_2 + a_{33}x_3^2 \\ & = a_{11}x_1^2 + a_{22}x_2^2 + a_{33}x_3^2 + (a_{12} + a_{21})x_1x_2 + (a_{13} + a_{31})x_1x_3 + (a_{23} + a_{32})x_2x_3 \\ \end{align} \]

简单来说就是, 左矩阵第 \(i\) 行的元素与右矩阵第 \(j\) 列对应元素相乘后求和,得到结果矩阵的第 \((i, j)\) 个元素, 左矩阵有几行, 结果就有几行; 右矩阵有几列, 结果就有几列.

运算律

从上面的第二个例子不难看出, 矩阵乘法不满足交换律.

  • \((AB)C = A(BC)\)

  • \((\lambda A)B = \lambda (AB)\)

  • \(A(B + C) = AB + AC\)

  • \((A + B)C = AC + BC\)

  • 对于单位矩阵 \(E_n\), 有

    \[ A_{m \times n}E_{n} = A_{m \times n} \]
    \[ E_{n}A_{m \times n} = A_{m \times n} \]

    \[ AE = EA = A \]

    Example

    \(A = \begin{pmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \end{pmatrix}\), \(E_3 = \begin{pmatrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{pmatrix}\), \(E_2 = \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix}\), 则有

    \[ AE_3 = \begin{pmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \end{pmatrix} \begin{pmatrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{pmatrix} = \begin{pmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \end{pmatrix} = A \]
    \[ E_2A = \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix} \begin{pmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \end{pmatrix} = \begin{pmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \end{pmatrix} = A \]

矩阵的幂

\(A\)\(n\)方阵, 则有:

\[ A^{0} = E \]
\[ A^{n} = \underbrace{A \cdot A \cdot \cdots A}_{\text{n 个}} \]

矩阵的幂运算满足以下运算率 \((k \in \mathbb{Z}, n \in \mathbb{N^{+}})\):

  • \(A^{n_1 + n_2} = A^{n_1} A^{n_2}\)

  • \((A^{n_1})^{n_2} = A^{n_1 n_2}\)

  • \((kA)^{n} = k^{n} A^{n}\)

Warning

由于矩阵乘法不满足交换律, 故有以下结论:

\[ (AB)^{2} \not ={A^{2} B^{2}} \]

将左右两边分别展开对比一下就知道了:

\[ \begin{align} (AB)^{2} & = AB \cdot AB \\ A^{2} B^{2} & = AA \cdot BB \\ \end{align} \]

不难发现中间两项 \(A\) \(B\) 相乘的顺序不同. 但且仅当矩阵 \(A\) \(B\) 可交换时, 方可像实数一样进行幂运算.

Example

  1. \(A = \begin{pmatrix} 1 \\ -1 \\ 2 \end{pmatrix}\), \(B = \begin{pmatrix} 3 & 1 & -2 \end{pmatrix}\), 求 \((AB)^{n}\).

    • 解:

      \[ AB = \begin{pmatrix} 1 \\ -1 \\ 2 \end{pmatrix} \begin{pmatrix} 3 & 1 & -2 \end{pmatrix} = \begin{pmatrix} 3 & 1 & -2 \\ -3 & -1 & 2 \\ 6 & 2 & -4 \end{pmatrix} \]
      \[ BA = \begin{pmatrix} 3 & 1 & -2 \end{pmatrix} \begin{pmatrix} 1 \\ -1 \\ 2 \end{pmatrix} = 3 - 1 - 4 = -2 \]

      故有

      \[ \begin{align} \text{原式} & = A \cdot \underbrace{BABABA}_{\text{n-1组}} \cdots B \\ & = (-2)^{n - 1} AB \\ & = (-2)^{n - 1} \begin{pmatrix} 3 & 1 & -2 \\ -3 & -1 & 2 \\ 6 & 2 & -4 \end{pmatrix} \end{align} \]
  2. \(A = \begin{pmatrix} 2 & 4 & -6 \\ 1 & 2 & -3 \\ 4 & 8 & -12 \end{pmatrix}\), 求 \(A^{100}\).

    • 解:

      观察易发现, \(A\) 的行(列)成比例, \(R(n) = 1\)1

      \(A = \begin{pmatrix} 2 \\ 1 \\ 4 \end{pmatrix} \begin{pmatrix} 1 & 2 & -3 \end{pmatrix} = \alpha \beta^{T}\)

      则有

      \[ \beta^{T} \alpha = \begin{pmatrix} 1 & 2 & -3 \end{pmatrix} \begin{pmatrix} 2 \\ 1 \\ 4 \end{pmatrix} = 2 + 2 - 12 = -8 \]

      \[ \begin{align} \text{原式} & = \alpha \cdot \underbrace{\beta^{T}\alpha\beta^{T}\alpha\beta^{T}\alpha}_{\text{99 组}} \cdots \beta^{T} \\ & = (-8)^{99} \alpha\beta^{T} \\ & = - 8^{99} \begin{pmatrix} 2 & 4 & -6 \\ 1 & 2 & -3 \\ 4 & 8 & -12 \end{pmatrix} \end{align} \]

矩阵转置

\[ (A B)^{T} = B^{T} A^{T} \]

转置后 \(A^{T}\) 的列数与 \(B^{T}\) 的行数不再相等, 无法再进行乘法运算, 但 \(B^{T}\) 的列数与 \(A^{T}\) 行数是相等的.

推广

\[ (ABC)^{T} = C^{T} B^{T} A^{T} \]

方阵的行列式

行列式

定义

  • 只有方阵才有行列式

  • 行列式的本质是一个

Example

设有方阵 \(A = \begin{pmatrix} 1 & 2 & 3 \\ 0 & -1 & 4 \\ 0 & 0 & 5 \end{pmatrix}\), 则其行列式为 \(\begin{vmatrix} 1 & 2 & 3 \\ 0 & -1 & 4 \\ 0 & 0 & 5 \end{vmatrix} = -5\)

性质

\(A\), \(B\)\(n\) 阶方阵, \(k\) 为常数, \(m\) 为正整数.

  • \(|A^{T}| = |A|\)

  • \(|kA| = k^{n} |A|\)

  • \(|AB| = |A| \cdot |B|\)

  • \(|A^{m}| = |A|^{m}\)

  • \(|E| = 1\)

Example

  1. \(A\)\(n\) 阶方阵, 且 \(|A| = 3\), 求 \(||A|A^{T}|\), \(||A|A^{2}|\)

    • 解:

      \[ ||A|A^{T}| = |3A^{T}| = 3^{n}|A^{T}| = 3^{n}|A| = 3^{n} \cdot 3 = 3^{n + 1} \]
      \[ ||A|A^{2}| = |3A^{2}| = 3^{n}|A^{2}| = 3^{n}|A|^{2} = 3^{n}3^{2} = 3^{n + 2} \]
  2. 已知 \(A = \begin{pmatrix} 2 & 1 \\ -1 & 2 \end{pmatrix}\), \(E\)\(2\) 阶单位矩阵, 矩阵 \(B\) 满足 \(BA = B + 2E\), 求 \(|B|\)

    • 解:

      依题可得 \(BA - BE = 2E\), 即 \(B(A -E) = 2E\), 两边同时取行列式, 得:

      \[ |B(A - E)| = |2E| \]

      \[ |B| \cdot |A - E| = 2^{2}|E| = 4 \]

      \(A -E = \begin{pmatrix} 2 & 1 \\ -1 & 2 \end{pmatrix} - \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix} = \begin{pmatrix} 1 & 1 \\ -1 & 1 \end{pmatrix}\)

      \(|A - E| = 2\), 代入得 \(|B| \cdot 2 = 4\), 故 \(|B| = 2\).

  3. \(n\) 阶矩阵 \(A\) 满足 \(A^{T}A = E\), 其中 \(E\)\(n\) 阶单位矩阵, 若 \(|A| < 0\), 求 \(|A + E|\)

    • 解:

      \[ \begin{align} |A + E| & = |A + A^{T}A| \\ & = |EA + A^{T}A| \\ & = |(E + A^{T})A| \\ & = |E + A^{T}| \cdot |A| \\ & = - |E^{T} + A^{T}| \\ & = - |(E + A)^{T}| \\ & = - |E + A| \end{align} \]

      \(2|A + E| = 0\), 故 \(|A + E| = 0\)

      错误解法

      \(|A^{T}A| = |E| \Rightarrow |A^{T}| \cdot |A| = 1 \Rightarrow |A|^{2} = 1 \Rightarrow |A| = \pm 1\)

      又因为 \(|A| < 0\), 故 \(|A| = -1\)

      所以 \(|A + E| = |A| + |E| = -1 + 1 = 0\)

      ⚠️ ️️\(|A + B| \not ={|A| + |B|}\)


  1. 这里指矩阵的秩, 会在矩阵的初等变换中学到