线性代数《Linear Algebra and Its Application》学习总结

此文仅为学习记录,内容会包括一些数学概念,定义,个人理解的摘要。希望能够分享一些学习内容。

第一节:Row Reduction and Echelon Forms

  1. Echelon form: 行消元后的矩阵
  2. Reduced echelon form: 行消元并且leading entry为1的矩阵。
  3. Echelon form and reduced echelon form are row equivalent to the original form.
  4. Span{v1, v2, v3,...... vp} is the collection of all vectors that can be written in the form c1*v1 + c2*v2 + ...... cp*vp with c1, .... cp scalars.
  5. Ax = 0 has a nontrival solution if and only if the equation has at least one free variable.(not full column rank)
  6. Ax = b 的解等于 Ax = 0 和 特解的和。
  7. 解线性方程组流程P54。
  8. 线性无关指任何向量不能组合成其中一个向量。
  9. Ax = b : ColA1 * x1 + ColA2 * x2 +.... ColAm * xm = b
  10. Matrix Transformations: T(x) = Ax is linear transformation.
  11. 转换矩阵是各维单位转换后的组合。A = [T(e1) T(e2) .. T(en)]
  12. A mapping T: R^n -> R^m is said to be onto R^m if each b in R^m is the image of at least one x in R^n. (Ax = b 有解)
  13. A mapping T: R^n -> R^m is said to be one-to-one R^m if each b in R^m is the image of at most one x in R^n.

第二节:Matrix Operation

  1. Each column of AB is a linear combination of the columns of A using weightings from the corresponding columns of B. AB = A[b1  b2 b3 b4 ,,, bp] = [Ab1 Ab2 ... Abp]
  2. Each row of AB is a linear combination of the columns of B using weightings from the corresponding rows of A.
  3. Warning: AB != BA. AB = AC !=> B = C. AB = 0 !=> A = 0 or B = 0
  4. 逆矩阵的定义:A-1*A = A*A-1 = E. 可以推导出A为方阵,详见Exercise 23-25 ,Section 2.1. A可逆的充要条件为A满秩(行列式不等于0)。
  5. 对[A I] 做行消元可以得到[I A-1]
  6. 矩阵满秩的所有等价定义:P129,P179.
  7. LU分解:A = LU,其中L为对角元素为1,的下半方阵,U为m*n的上半矩阵。L为变换矩阵的乘机的逆,U为A的Echelon form。计算L不需要计算各变换矩阵。详见P146。
  8. subspace, column space, null space的定义。
  9. A = m*n => rank(A) + rank(Nul(A)) = n.
  10. The dimension of a nonzero subspace H, denoted by dim H, is the numbers of vectors in any basis for H. The dimension of the zero subspace {0} us defined to be zero.

第三节:Introduction to Determinants

  1. determinant的定义和计算方式。
  2. 行消元不改变行列式值。交换行改变正负号。某一行乘以k,那么行列式乘以k。
  3. 三角矩阵的行列式为对角元素的乘积。
  4. det(AB) = det(A) * det(B)。
  5. Let A be an invertible n*n matrix. For any b in R^n, the unique solutionx of Ax = b has entries given by xi = det Ai(b)/det(A)。 Ai(b) 表示用b替换A的第i行。
  6. 由5可以推导出A^-1 = 1/det(A) * adj A. adj A = [(-1)^i+j* det(Aji)]
  7. 行列式与体积的关系:平行几何体的面积或者体积等于|det(A)|。而且 det(Ap) = det(A)*det(p)

第四节:Vector Spaces

  1. An indexed set {v1, v2, ... ... vp} of two or more vectors, with vi != 0, is linearly dependent, if and only if some vj (with j > 1) is a linear combination of the preceding vectors.
  2. Elementary row operation  on a matrix do not affect the linear dependence relations among the columns of the matrix.
  3. Row operations can change the column space of a matrix.
  4. x = Pb [x]b: we call Pb the change-of-coordinates matrix from B to the standard basis in R^n.
  5. Let B and C be bases of a vector space V. Then there is a unique n*n matrix P_C<-B such that [x]c = P_C<-B [x]b. The columns of P_C<-B are the C-coordinate vectors of the vectors in the basis B, that is P_C<-B = [[b1]c [b2]c ... [bn]c]. [ C B ] ~ [ I P_C<-B]

第五节:Eigenvectors and Eigenvalues

  1. Ax=λ?x线性代数《Linear Algebra and Its Application》学习总结
  2. 不同特征值对应的特征向量线性无关。
  3. det(A - λ *I) = 0. 因为(A - λ *I)有非零解。
  4. A is similar to B if there is an invertible matrix P such that P^-1AP = B. They have same eigenvalues.
  5. 矩阵能够对角化的条件是有n个线性无关的特征向量(特征向量有无穷多个,线性无关向量的数量最多为n)。
  6. 特征空间的维度小于等于特征根的幂。当特征空间的维度等于特征根的幂,矩阵能够对角化。
  7. 相同坐标变换矩阵在不同维度空间坐标系下的转换:P328。相同坐标变换矩阵在不同坐标系的转换:P329。其实都是一样的。
  8. Suppose A = PDP^-1, where D is a diagonal n*n matrix. If B is the basis for R^n formed from the columns of P, then D is the B-matrix for the transformation x ->Ax. 当坐标系转换为P时,转换矩阵对应变成对角矩阵。
  9. 复数系统。
  10. 迭代求特征值和特征向量。 先估计一个特近的特征值和一个向量x线性代数《Linear Algebra and Its Application》学习总结0线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 (其中的最大元素为1)。然后迭代,迭代流程详见P365。迭代可以得到最大特征值的原因如下:因为(λ线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结)线性代数《Linear Algebra and Its Application》学习总结?k线性代数《Linear Algebra and Its Application》学习总结A线性代数《Linear Algebra and Its Application》学习总结k线性代数《Linear Algebra and Its Application》学习总结xc线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结v线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 ,所以对于任意x线性代数《Linear Algebra and Its Application》学习总结 ,当k趋近无穷的时候,A线性代数《Linear Algebra and Its Application》学习总结k线性代数《Linear Algebra and Its Application》学习总结x线性代数《Linear Algebra and Its Application》学习总结 会和特征向量同向。虽然λ线性代数《Linear Algebra and Its Application》学习总结c线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结v线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 都未知,但是由于Ax线性代数《Linear Algebra and Its Application》学习总结k线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 会趋近λ?x线性代数《Linear Algebra and Its Application》学习总结k线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 ,我们只要令x线性代数《Linear Algebra and Its Application》学习总结k线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 的最大元素为1,就能得到λ线性代数《Linear Algebra and Its Application》学习总结

 

第六节 :Inner Product, Length, and Orthogonality

  1. (RowA)线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结=NulA线性代数《Linear Algebra and Its Application》学习总结 and (ColA)线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结=NulA线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 . 这很显然,其中A线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 表示与A空间垂直的空间。
  2. An orthogonal basis for a subspace W of R线性代数《Linear Algebra and Its Application》学习总结n线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 is a basis for W that is also an orthogonal set.
  3. 一个向量在某一维的投影:y线性代数《Linear Algebra and Its Application》学习总结^线性代数《Linear Algebra and Its Application》学习总结=proj线性代数《Linear Algebra and Its Application》学习总结L线性代数《Linear Algebra and Its Application》学习总结y=y? u线性代数《Linear Algebra and Its Application》学习总结u?u线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结u线性代数《Linear Algebra and Its Application》学习总结 .
  4. An set is an orthonormal set if it is an orthogonal set of unit vectors.
  5. An m*n matrix U has orthonormal columns if and only if U线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结U=I线性代数《Linear Algebra and Its Application》学习总结
  6. 一个向量在某一空间的投影:y线性代数《Linear Algebra and Its Application》学习总结^线性代数《Linear Algebra and Its Application》学习总结=proj线性代数《Linear Algebra and Its Application》学习总结w线性代数《Linear Algebra and Its Application》学习总结y=y? u线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结u线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结?u线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结u线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结+y? u线性代数《Linear Algebra and Its Application》学习总结2线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结u线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结?u线性代数《Linear Algebra and Its Application》学习总结2线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结u线性代数《Linear Algebra and Its Application》学习总结2线性代数《Linear Algebra and Its Application》学习总结 +...+y?u线性代数《Linear Algebra and Its Application》学习总结p线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结u线性代数《Linear Algebra and Its Application》学习总结p线性代数《Linear Algebra and Its Application》学习总结?u线性代数《Linear Algebra and Its Application》学习总结p线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结u线性代数《Linear Algebra and Its Application》学习总结p线性代数《Linear Algebra and Its Application》学习总结.线性代数《Linear Algebra and Its Application》学习总结
  7. 如何将一堆向量弄成正交单位向量: repeat 3.
  8. QR分解:如果A有线性无关的列向量,那么可以分解成Q(正交向量)和R(上三角矩阵,就是原坐标在正交坐标系的系数)Q线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结A=Q线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结(QR)=IR=R线性代数《Linear Algebra and Its Application》学习总结
  9. 最小平方lse(机器学习基础:非贝叶斯条件下的线性拟合问题),由A线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结(b?Ax线性代数《Linear Algebra and Its Application》学习总结^线性代数《Linear Algebra and Its Application》学习总结)=0线性代数《Linear Algebra and Its Application》学习总结 得到x线性代数《Linear Algebra and Its Application》学习总结^线性代数《Linear Algebra and Its Application》学习总结=(A线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结A)线性代数《Linear Algebra and Its Application》学习总结?1线性代数《Linear Algebra and Its Application》学习总结A线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结b线性代数《Linear Algebra and Its Application》学习总结 。如果A可逆,此式可以化简。如果可以做QR分解,那么x线性代数《Linear Algebra and Its Application》学习总结^线性代数《Linear Algebra and Its Application》学习总结=R线性代数《Linear Algebra and Its Application》学习总结?1线性代数《Linear Algebra and Its Application》学习总结Q线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结b线性代数《Linear Algebra and Its Application》学习总结 .
  10. 函数内积的概念。

第七节:Diagonaliztion of Symmetric matrixs

  1. 如果一个矩阵是对称的,那么它的任何两个特征值所对应的特征空间是正交的。
  2. 矩阵可正交对角化等价于它是一个对称矩阵。
  3. A=PDP线性代数《Linear Algebra and Its Application》学习总结?1线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 可以得到PCA(机器学习算法主成分分析,对协方差矩阵(对称)做对角化)
  4. 将二次方程转化成没有叉乘项的形式。x=Py,  A=PDP线性代数《Linear Algebra and Its Application》学习总结?1线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 .
  5. 对于二次函数x线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结Ax线性代数《Linear Algebra and Its Application》学习总结 ,在|x| = 1的条件下,最大值为最大特征值,最小值为最小特征值。如果最大特征值(x线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结u线性代数《Linear Algebra and Its Application》学习总结1线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结 )不能选,则选择次之。
  6. 正交矩阵P大概意思就是在该坐标系下,函数比较对称,D为坐标轴的伸展比例。
  7. SVD分解(该书的最后一个内容,蕴含了很多上述的内容)是要将矩阵分解成类似PDP^-1的形式,但是不是任何矩阵都能表示成这种形式(有n个线性无关的特征向量,正交的话还要是对称矩阵)。其中A=UΣV线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结线性代数《Linear Algebra and Its Application》学习总结Σ线性代数《Linear Algebra and Its Application》学习总结 是A的singular value(A线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结A线性代数《Linear Algebra and Its Application》学习总结 的特征值的开方),V是A线性代数《Linear Algebra and Its Application》学习总结?线性代数《Linear Algebra and Its Application》学习总结A线性代数《Linear Algebra and Its Application》学习总结 的对应特征向量,U是AV线性代数《Linear Algebra and Its Application》学习总结 的归一化。AV内的向量是垂直的。UΣ线性代数《Linear Algebra and Its Application》学习总结 是AV的另外一种表示。

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