MATH

LA 学习笔记 Ch1 Matrix

2018-02-25  本文已影响8人  程序猪小羊

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

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!

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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