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##### 伪逆 | ||
- 伪逆 | ||
- 给定一个[[线性变换]] $T \in L(V, W)$ , 我们可以根据其值域和零空间构造**伪逆** $T^\dagger\in L(W,V)$, 伪逆看上去很像一般的[[线性变换|逆线性变换]]或者[[可逆算子|逆算子]], 但是适用于任意线性映射, 能够有效处理不方阵和非满秩矩阵的情况 | ||
- $T^\dagger \pmb{w} = (T |_ {(\text{null} T)^\perp})^{-1} P_{\text{range} T} \pmb{w}$ | ||
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##### 共轭转置 | ||
- 共轭转置 | ||
- 共轭转置 $A^*$ 是[[复数]]元素矩阵中的一个重要运算, 结合了[[矩阵转置]]和[[复数|共轭复数]], 是将其行列互换再对每个元素取复共轭 | ||
- 共轭转置 $A^*$ 是[[复数]]元素矩阵中的一个重要运算, 结合了[[矩阵转置]]和[[复数|共轭复数]], 是将其行列互换再对每个元素取复共轭 $(A^{*})_{ij} = \overline{a_{ji}}$ | ||
- $A=\begin{bmatrix} \pmb{a_1}&\pmb{a_2}&\cdots&\pmb{a_n}\end{bmatrix}$, $A^*=\begin{bmatrix} \overline{\pmb{a_1}^*}\\\overline{\pmb{a_2}^*}\\\vdots\\\overline{\pmb{a_n}^*}\end{bmatrix}$ | ||
- 运算律 | ||
- $(A^*)^*=A$ | ||
- $(A+B)^*=A^*+B^*$ | ||
- $(AB)^*=B^*A^*$ | ||
- $(kA)^*=kA^*$ | ||
- $(A^{-1})^* = (A^*)^{-1}$ | ||
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##### 内积空间 | ||
- 内积空间 | ||
- 内积空间是额外具备[[内积|内积]]的[[向量空间]], 并由此定义了[[范数]], [[度量]], [[正交]]和[[单位向量]]. 拓展了[[正交组]], [[正交矩阵]], [[正交基]], 存在[[正交补]]子空间, 向量可以[[正交分解]], 有[[正交投影]]变换, 线性方程组存在[[最小二乘解]]. 在内积空间还存在特殊的线性变换与线性算子理论, 有[[伴随映射]] | ||
- **内积空间**是额外具备[[内积|内积]]的[[向量空间]], 例如[[欧氏空间]]和[[酉空间]], 并由此定义了[[范数]], [[度量]], [[正交]]和[[单位向量]]. 拓展了[[正交组]], [[正交基]], [[正交矩阵]], [[酉矩阵]], 存在[[正交补]]子空间, 向量可以[[正交分解]], 有[[正交投影]]变换, 线性方程组存在[[最小二乘解]], 即[[内积空间到子空间的最短距离]], 可用[[伪逆]]处理. 在内积空间还存在特殊的[[线性变换]]理论 | ||
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##### 内积空间到子空间的最短距离 | ||
- 内积空间到子空间的最短距离 | ||
- [[内积空间]] $V$ 中一个向量 $\pmb{v}$ 到其[[子空间]] $W$ 距离最近的点是 $\pmb{v}$ 在 $W$ 上的[[正交投影]] $P\pmb{v}$, 最小距离即为 $||\pmb{v}-P\pmb{v}||$ | ||
- $||\pmb{v}-P\pmb{v}||\leq ||\pmb{v}-\pmb{w}||$ , 取等号当且仅当 $\pmb{w}=P\pmb{v}$ | ||
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##### 列空间 | ||
- 列空间 | ||
- 矩阵 $A$ 的列空间是 $A=\begin{bmatrix} \pmb{a_1}&\pmb{a_2}&\cdots&\pmb{a_n}\end{bmatrix}$ 列向量组的[[张成空间]], 是矩阵变换 $T(\pmb{x})=A\pmb{x}$ 的**值域**, 因为包含了所有可能的线性组合结果, 是目标空间的子空间 | ||
- 记作 ${\rm Col} A={\rm Span}\{\pmb{a_1},\pmb{a_2},...,\pmb{a_n}\}$ | ||
- 记作 ${\rm Col} A=\{\pmb{b}\mid\pmb{b}=A\pmb{x},\pmb{x}\in\mathbb{R}^n\}$ | ||
- ${\rm Col} A\subseteq\mathbb{R}^m$ | ||
- [[矩阵]] $A_{m\times n}$ 的**列空间**是 $A=\begin{bmatrix} \pmb{a_1}&\pmb{a_2}&\cdots&\pmb{a_n}\end{bmatrix}$ 列向量组的[[张成空间]], 是矩阵变换 $T(\pmb{x})=A\pmb{x}$ 的**值域**, 因为包含了所有可能的线性组合结果, 是目标空间 $\mathbb{F}^m$ 的[[子空间]] | ||
- ${\rm Col} A={\rm Span}\{\pmb{a_1},\pmb{a_2},...,\pmb{a_n}\}$ | ||
- ${\rm Col} A=\{\pmb{b}\mid\pmb{b}=A\pmb{x},\pmb{x}\in\mathbb{F}^n\}$ | ||
- ${\rm Col} A\subseteq\mathbb{F}^m$ | ||
- 列空间的性质 | ||
- 列空间的[[向量空间的基|基]]是列向量组的[[极大线性无关组]] | ||
- 列空间的[[向量空间的基|维数]]是矩阵的[[矩阵的秩|列秩]], 列满秩则为 $n$ | ||
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- [[内积空间]]中[[左零空间]]与列空间互为[[正交补]] | ||
- ![[Pasted image 20241030002700.png|500]] |
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##### 单位向量 | ||
- 单位向量 | ||
- [[内积空间]]中[[内积|长度]]为 $1$ 的[[向量]]称为单位向量. 如果把一个非零向量 $\pmb{b}$ 除以其自身的长度, 就可以得到单位向量 $\pmb{a}$, 即 $\displaystyle\pmb{a}=\frac{\pmb{b}}{||\pmb{b}||}$. 这种把向量 $\pmb{b}$ 化成单位向量 $\pmb{a}$ 的过程称为单位化 | ||
- **单位向量**是[[内积空间]]中[[范数]]为 $1$ 的[[向量]]. 如果把一个非零向量 $\pmb{b}$ 除以其自身的长度, 就可以得到单位向量 $\pmb{a}$, 即 $\displaystyle\pmb{a}=\frac{\pmb{b}}{||\pmb{b}||}$. 这种把向量 $\pmb{b}$ 化成单位向量 $\pmb{a}$ 的过程称为单位化 | ||
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##### 可逆矩阵 | ||
- 可逆矩阵 | ||
- [[方阵]] $A$ 是可逆矩阵, 如果存在同型矩阵 $B$ 使得 $AB=BA=I$ ,其中 $I$ 为[[三角矩阵|单位矩阵]], $B$ 为 $A$ 的逆矩阵, 记为 $A^{-1}$. $A$ 是可逆的充要条件是[[行列式]] $|A|\neq0$ . 可逆矩阵可以表示[[线性算子|可逆算子]] | ||
- $A^{-1}=B$ | ||
- 可逆矩阵 $A$ 是[[方阵]], 满足存在一个同型矩阵 $B$ 使得 $AB=BA=I$ ,其中 $I$ 为[[三角矩阵|单位矩阵]], $B$ 为 $A$ 的逆矩阵, 记为 $A^{-1}$. $A$ 是可逆的充要条件是[[行列式]] $|A|\neq0$ . 可逆矩阵可以表示[[线性算子|可逆算子]] | ||
- $AA^{-1}=A^{-1}A=I$ | ||
- 运算律 | ||
- $(A_1A_2...A_n)^{-1}=A_n^{-1}A_{n-1}^{-1}...A_1^{-1}$ | ||
- $\displaystyle A^{-1}=\frac{1}{|A|}A^*$ [[伴随矩阵]]求 | ||
- $\begin{bmatrix} A & I\end{bmatrix}\underrightarrow{初等变换}\begin{bmatrix} E & I^{-1}\end{bmatrix}$ [[初等变换]]求 | ||
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- $A^{-k}=(A^{-1})^k$ | ||
- $(A^{-1})^T = (A^T)^{-1}$ | ||
- $(A^{-1})^* = (A^*)^{-1}$ | ||
- 计算方法 | ||
- $\begin{bmatrix} A & I\end{bmatrix}\underrightarrow{初等行变换}\begin{bmatrix} I & A^{-1}\end{bmatrix}$ [[初等变换]]求 | ||
- $\begin{bmatrix} A \\ I\end{bmatrix}\underrightarrow{初等列变换}\begin{bmatrix} I \\ A^{-1}\end{bmatrix}$ [[初等变换]]求 | ||
- $\displaystyle A^{-1}=\frac{1}{|A|}\text{adj}(A)$ [[伴随矩阵]]求 | ||
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>[!example]- 可逆矩阵 | ||
> - $A=\begin{bmatrix} 2 & 5 \\ -3 & -7 \end{bmatrix}$ $B=\begin{bmatrix} -7 & -5 \\ 3 & 2 \end{bmatrix}$ | ||
> - $A^{-1}=B$ | ||
> - $AB=\begin{bmatrix} 1 & 0\\ 0 & 1 \end{bmatrix}$, $BA=\begin{bmatrix} 1 & 0\\ 0 & 1 \end{bmatrix}$ | ||
> - $A\begin{bmatrix} 1\\1 \end{bmatrix}=\begin{bmatrix} 7\\-10 \end{bmatrix}$ | ||
> - $A^{-1}\begin{bmatrix} 7\\-10 \end{bmatrix}=\begin{bmatrix} 1\\1 \end{bmatrix}$ | ||
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##### 埃尔米特矩阵 | ||
- 埃尔米特矩阵 | ||
- 埃尔米特矩阵 $A$ 是指与自己[[共轭转置]]相等 $A=A^*$ 的[[复数]]元素[[矩阵]], 是共轭的[[对称矩阵]] | ||
- $A_{n\times n} = \begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\ \overline{a_{12}} & a_{22} & \cdots & a_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ \overline{a_{1n}} & \overline{a_{2n}} & \cdots & a_{nn} \end{bmatrix}$ |
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##### 子空间 | ||
- 子空间 | ||
- 子空间 $H$ 是[[向量空间]] $V$ 一个同样满足运算律并且包括零向量的[[集合|子集]] $H\subseteq V$ , 子空间就是向量空间. $V$ 的子空间中, 最平凡的就是空间 $V$ 自己, 以及只包含零向量的零子空间 $\{\mathbf{0}\}$ . 除此之外, [[张成空间]]是向量组生成的子空间, [[列空间]]和[[行空间]]是矩阵矩阵列行向量组生成的子空间, [[零空间]]和[[左零空间]]是[[线性变换]]定义域的子空间. 子空间运算涉及将两个或多个子空间组合, 或通过某种方式生成新的子空间, 常见的子空间运算包括[[子空间的和]], [[子空间的直和]], [[子空间的交]], [[子空间的并]]. 子空间的所有平移构成[[商空间]] | ||
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##### 左零空间 | ||
- 左零空间 | ||
- 矩阵 $A$ 的左零空间是满足[[线性方程组|齐次线性方程组]] $A^T\pmb{x}=\pmb{0}$ 的所有 $\pmb{x}$ 的集合, 就是[[线性方程组的解|全体解]]的集合, 是可以被 $A$ [[矩阵变换]]为 $\pmb{0}$ 的向量集合, 是定义空间的[[子空间]] | ||
- 记作 ${\rm Nul} A^T=\{\pmb{x}|\pmb{x}\in\mathbb{R}^m,A^T\pmb{x}=\pmb{0}\}$ | ||
- ${\rm Nul} A^T\subseteq\mathbb{R}^m$ | ||
- [[矩阵]] $A_{m\times n}$ 的**左零空间**是满足[[线性方程组|齐次线性方程组]] $A^T\pmb{x}=\pmb{0}$ 的[[线性方程组的解|全体解]] $\pmb{x}$ 的集合, 是可以被 $A^T$ [[矩阵变换]]为 $\pmb{0}$ 的向量集合, 是定义空间 $\mathbb{F}^m$ 的[[子空间]] | ||
- ${\rm Nul} A^T=\{\pmb{x}\mid\pmb{x}\in\mathbb{F}^m,A^T\pmb{x}=\pmb{0}\}$ | ||
- ${\rm Nul} A^T\subseteq\mathbb{F}^m$ | ||
- 左零空间的性质 | ||
- 左零空间的[[向量空间的基|基]]是左零空间的[[极大线性无关组]], 基础解系就是一组基 | ||
- 左零空间的[[向量空间的基|维数]]等于定义域的维数减去[[矩阵的秩]] $\dim{\rm Nul} A^T=m-{\rm rank}A$, 也就是非主元列个数 | ||
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- 由[[秩-零化度定理]]可得, 左零空间的[[向量空间的基|维数]]等于定义域的维数减去[[矩阵的秩]] $\dim{\rm Nul} A^T=m-{\rm rank}A$, 也就是非主元列个数 | ||
- [[内积空间]]中左零空间与[[列空间]]互为[[正交补]] | ||
- ![[Pasted image 20241030002700.png|500]] |
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##### 巴拿赫空间 | ||
- 巴拿赫空间 | ||
- 巴拿赫空间是[[完备度量空间|完备]]的[[赋范线性空间]] | ||
- **巴拿赫空间**是[[完备度量空间|完备]]的[[赋范线性空间]] | ||
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##### 希尔伯特空间 | ||
- 希尔伯特空间 | ||
- 希尔伯特空间是[[完备度量空间|完备]]的[[内积空间]], 即在内积诱导的范数下是完备的 | ||
- **希尔伯特空间**是[[完备度量空间|完备]]的[[内积空间]], 即在内积诱导的范数下是完备的 | ||
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##### 投影 | ||
- 投影是从向量空间映射到自身的一种[[线性变换]] $T:V\rightarrow V$, 满足 $T^2=T$ | ||
- 投影 | ||
- 投影是从向量空间映射到自身的一种[[线性变换|线性算子]] $T:V\rightarrow V$, 满足 $T^2=T$ | ||
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##### 方阵的幂 | ||
- 方阵的幂 | ||
- 方阵的幂是指[[方阵]]的幂运算, 即将一个方阵自身相乘一定次数 | ||
- $A^k=AA...A$ | ||
- 规定对非零方阵 $A$ 有 $A^0=I$ | ||
- 方阵的幂是指[[方阵]]的幂运算, 即将一个方阵自身相乘一定次数, 并且规定对非零方阵 $A$ 有 $A^0=I$ | ||
- $A^k = \underbrace{A \cdot A \cdot \cdots \cdot A}_{k \text{ 次}}$ | ||
- 运算律 | ||
- $A^{-k}=(A^{-1})^k$ , $A$ 为[[可逆矩阵]] | ||
- $A^mA^n=A^{m+n}$ | ||
- $(A^m)^n=A^{mn}$ | ||
- $(cA)^k=c^kA^k$ | ||
- $I^k=I$ |
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##### 欧氏空间 | ||
- 欧氏空间 | ||
- 欧氏空间 $\mathbb{R}^n$ 是[[实数]]上的有限维[[内积空间]], 最初旨在表示物理空间, 是[[欧氏几何]]的基本空间, 特别对于 $\mathbb{R}^3$ 定义了[[叉积]], [[双重叉积]], [[混合积]] | ||
- **欧氏空间** $\mathbb{R}^n$ 是[[实数]]上的有限维[[内积空间]], 最初旨在表示物理空间, 是[[欧氏几何]]的基本空间, 特别对于 $\mathbb{R}^3$ 定义了[[叉积]], [[双重叉积]], [[混合积]] | ||
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##### 正交 | ||
- 正交 | ||
- 如果[[内积|内积]] $\langle\pmb{a},\pmb{b}\rangle=0$, 则[[内积空间]] $A$ 中的两个向量 $\pmb{a}$ 和 $\pmb{b}$ 相互正交, 即具有正交关系. $\pmb{0}$ 与任意向量正交并且是唯一与自身正交的向量 | ||
- 如果[[内积|内积]] $\langle\pmb{a},\pmb{b}\rangle=0$, 则[[内积空间]] $A$ 中的两个向量 $\pmb{a}$ 和 $\pmb{b}$ 相互**正交**, 即具有正交关系. $\pmb{0}$ 与任意向量正交并且是唯一与自身正交的向量 | ||
- $\langle\pmb{a},\pmb{b}\rangle=0$ | ||
- $\pmb{a}^T\pmb{b}=0$ | ||
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##### 正交分解 | ||
- 正交分解 | ||
- **正交分解**将内积空间中一个向量 $\pmb{a}$ 分解为两个正交向量之和 $\pmb{a}=\pmb{b_1}+\pmb{b_2}$, 向量 $\pmb{b_1}$ 属于子空间 $W$, 向量 $\pmb{b_2}$ 属于其[[正交补]] $W^\perp$. 则 $\pmb{b_1}$ 称为 $\pmb{a}$ 在 $W$ 上的**正交投影向量**, 对于 $W$ 的正交基 $\{\pmb{w_1},...,\pmb{w_n}\}$ , 有线性组合 $\pmb{b_1}=c_1\pmb{w_1}+...+c_n\pmb{w_n}$, $\displaystyle c_n=\frac{\langle\pmb{b_1},\pmb{w_n}\rangle}{\langle\pmb{w_n},\pmb{w_n}\rangle}$ | ||
- $\pmb{a}=\begin{bmatrix} 1&2&3\end{bmatrix}^T$, $\pmb{b_1}=\begin{bmatrix} -0.4&2&0.2\end{bmatrix}^T$, $\pmb{b_2}=\begin{bmatrix} 1.4&0&2.8\end{bmatrix}^T$ | ||
- $\pmb{a}=\pmb{b_1}+\pmb{b_2}$ | ||
- $\pmb{b_1}\in{\rm Span}\{\pmb{w_1},\pmb{w_2}\}$ | ||
- ![[Pasted image 20240506121954.png]] | ||
- 内积空间 $V$ 中一个向量 $\pmb{a}$ 到其子空间 $W$ 距离最近的点是 $\pmb{a}$ 在 $W$ 上的正交投影 $\pmb{b_1}$, 最小距离即为 $||\pmb{a}-\pmb{b_1}||$ | ||
- **正交分解**将[[内积空间]]中一个向量 $\pmb{a}$ 分解为两个[[正交]]向量之和 $\pmb{a}=\pmb{b_1}+\pmb{b_2}$, 向量 $\pmb{b_1}$ 属于子空间 $W$, 向量 $\pmb{b_2}$ 属于其[[正交补]] $W^\perp$. 其中 $\pmb{b_1}$ 称为 $\pmb{a}$ 在 $W$ 上的**正交投影向量**, 对于 $W$ 的[[正交基]] $\{\pmb{w_1},...,\pmb{w_n}\}$ , 有线性组合 $\pmb{b_1}=c_1\pmb{w_1}+...+c_n\pmb{w_n}$, $\displaystyle c_n=\frac{\langle\pmb{b_1},\pmb{w_n}\rangle}{\langle\pmb{w_n},\pmb{w_n}\rangle}$ | ||
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>[!example]- 正交分解 | ||
>- $\pmb{a}=\begin{bmatrix} 1&2&3\end{bmatrix}^T$, $\pmb{b_1}=\begin{bmatrix} -0.4&2&0.2\end{bmatrix}^T$, $\pmb{b_2}=\begin{bmatrix} 1.4&0&2.8\end{bmatrix}^T$ | ||
>- $\pmb{a}=\pmb{b_1}+\pmb{b_2}$ | ||
>- $\pmb{b_1}\in{\rm Span}\{\pmb{w_1},\pmb{w_2}\}$ | ||
>- ![[Pasted image 20240506121954.png]] | ||
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##### 正交基 | ||
- 正交基 | ||
- [[内积空间]]中不含零向量的[[正交组|正交集]]可作为**正交基**, 就是[[向量空间的基]]. **标准正交基**是[[单位向量]]构成的正交集, 最简单的标准正交基是标准基 $\{\pmb{e_1},...,\pmb{e_n}\}$. 可以使用[[格拉姆-施密特方法]]构造正交基 | ||
- 假设 $\{\pmb{b_1},...,\pmb{b_n}\}$ 是内积空间 $W$ 的正交基, 对 $W$ 中的每个向量 $\pmb{a}$ 有[[线性组合]] $\pmb{a}=c_1\pmb{b_1}+...+c_n\pmb{b_n}$, 且系数为 $\displaystyle c_n=\frac{\langle\pmb{a},\pmb{b_n}\rangle}{\langle\pmb{b_n},\pmb{b_n}\rangle}$, 也就是向量在正交基下的坐标 | ||
- [[内积空间]]中不含零向量的[[正交组|正交集]]可作为**正交基**, 就是[[向量空间的基]]. **标准正交基**是[[单位向量]]构成的正交集, 最简单的标准正交基是标准基 $\{\pmb{e_1},...,\pmb{e_n}\}$. 可以使用[[格拉姆-施密特方法]]构造正交基. 向量在正交基下的[[向量空间的坐标系|坐标]]就是在各个基向量上正交投影向量的长度, 假设 $\{\pmb{b_1},...,\pmb{b_n}\}$ 是内积空间 $W$ 的正交基, 对 $W$ 中的每个向量 $\pmb{a}$ 有[[线性组合]] $\pmb{a}=c_1\pmb{b_1}+...+c_n\pmb{b_n}$, 且系数为 $\displaystyle c_n=\frac{\langle\pmb{a},\pmb{b_n}\rangle}{\langle\pmb{b_n},\pmb{b_n}\rangle}$, 也就是向量在正交基下的坐标 |
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