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LA 学习笔记 Ch1 Matrix

LA 学习笔记 Ch1 Matrix

作者: 程序猪小羊 | 来源:发表于2018-02-25 11:16 被阅读8次

    1.周六把前三章复习完
    2.Review的所有题!!

    1.5 p32

    First

    Ax = b <=> Ux = c, where U - a new coefficient matrix

    E F G elementary matrices: (step1, 2, 3) 有固定填充格式!

    i - j*L
    => (-L) into (i, j)
    G F E A = U,

    E^-1 F^-1 G^-1 * U = A where (E^-1 F^-1 G^-1) = L
    so LU = A. Triangular factorization
    1H: Triangular factorization with no exchange of row. 没换行。

    注意:LU(尤其是U)并不一定1s on the diagonal.

    Second p36

    A = LDU

    D - diagonal matrix of pivots.

    Third

    Permutation!
    1s on different row and column.
    P^-1 is always the same as P^T

    (p38注意先操作的要在左侧,且最接近被操作矩阵。)

    PA = LDU

    1.6 Inverse and Transposes

    A*A^-1 = I

    • Ax = 0时没有逆矩阵。- No matrix can bring 0 back to x!! x = A^-1 * Ax = A^-1
    • 0 - 不可能的!
      【2x2系统有公式, 别忘了前面的系数1/(ad-bc)】
    • 两个逆矩阵的乘积也是逆矩阵
    • False. A matrix cannot necessarily be factored into the form A = LU because you may need to do row exchanges in order for elimination to succeed.
      (True or false)

    性质(p46):

    1. 2 by 2 inverse: ad-bc ==0 (the determinant is not zero!).
    2. Inverse of diagonal matrix - no diagonal entries are zero.
      (d_n => (1/d_n))
    3. (AB)^-1 = (B-1)*(A-1). The inverse come in reverse order.
      (ABC)^-1 = (C-1)*(B-1)*(A^-1)

    Gauss-Jordon method to calculate inverse:
    [A e1 e2 e3] =======[I A^-1] (I - identity matrix)
    通过1某行减去某行倍数Eij 2某行自己倍数D 3换行Pij 操作;
    后面矩阵的变化,表示对A进行的操作(前乘矩阵: "every G-J step is a multiplication on the left by an elementary matrix")
    (操作时别忘了后面的e1 e2 e3...)

    Notice: when there are zeros below AND above pivots, then the product of the pivots/diagonals = determinant!

    • Invertible = nonsingular => determinant, pivots, all eigenvalues == 0
      (pivots == 0 所以中轴线上不能有0)

    The transpose matrix: p50

    Symmetrc Matrices: A^T = A

    (AB)^T = (BT)(AT)
    (A-1)T = (AT)-1, therefore, (A-1)T * A^T = I

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