Rm×n m×n

Cm×n m×n

a!j j ai! i

aij j i

B = [bij ] ∈ Cm×n A = [aij ] ∈ Cm×n

( ) A = B ! aij = bij , ∀ ≤ i ≤ m, ≤j≤n

( ) [A + B]ij = aij + bij
( ) +A=A
( ) [−A]ij = −aij
( ) A + (−A) =
( ) (A + B) + C = A + (B + C)
( ) A+B =B+A
( ) [αA]ij = α · aij
( ) α(A + B) = αA + αB
( ) (αβA) = α(βA)
( ) (α + β)A = αA + βA
( ) [A" ]ij = aji
( ) (A + B)" = A" + B "
( ) (αA)" = aA"
( ) A! = Ā"
( ) (A + B)! = A! + B !
( ) (αA)! = ᾱA!

A ∈ Cn×n

A = A" Symmetric A
 A = A! Hermitian A

A = −A" Skew (anti) Symmetric A

A = −A! Skew (anti) Hermitian A

A
!" "
||A|| = aij
i j

||A||
rms(A) = √
mn

||A|| = ||a! || + · · · + ||a!n ||

R F V
'·, ·( : V × V → F C


 'v, w( = 'w, v( ∀v, w ∈ V




'v, w + αx( = 'v, w( + α'v, x( ∀v, w, x ∈ V, ∀α ∈ F

 'v, v( ≥ ∀v ∈ V





'v, v( = ⇐⇒ v =

'n
Cn 'v, w( = v ! w = i= vi wi
(
||x||#·,·$ = 'x, x(
||x||#·,·$
 ||x + y|| + ||x − y|| = ||x|| + ||y||

'x + y, x + y( + 'x − y, x − y( = 'x, x( + 'y, y( + 'x, y( + 'y, x( + 'x, x( + 'y, y( − 'x, y( − 'y, x(
= ('x, x( + 'y, y()

"

( , ) ( ,− ) || · ||∞

v" w w v
vw"
 
v w ··· v wn 
 
vw" = 



 
vn w ··· vn wn

   
" "
a !   a !v 
   
A ∈ Cm×n , v ∈ Cn → Av = 

v = 
 


   
a"
m! a"
m! v

A
 
v
/ 0
 

Av = a! ··· a!n  

 = v · a! + · · · vn · a!n
 
vn
 i

Ax = a!i → x =?

A" x = a "
i! → x =?

Ax = avg{a! , · · · , a!n } → x =?

A" x = avg{a ! , · · · , an! }" → x =?

Ax = xr:s → A =?

 
 x − x 
 
 x −x 
 
Ax =   → A =?
 
 
 
xn− − xn

Ax = x= A

 
x 
/ 0
 
Ax = a! ··· a!n 

 = x · a! + · · · xn · a!n

 
xn

"

Ax =

A
 Rn A

b ∈ Rn Ax = b

( ) A(v + w) = Av + Aw
( ) (A + B)v = Av + Bv
( ) (αA)v = α(Av) = A(αv) = αAv
( ) A· =
( ) In · v = v

Rn m×n
Rm

T (x + y) = T (x) + T (y)
T (αx) = αT (x)

T (x) = Ax T : R n → Rm
/ 0
A = a! ··· a!n ; a!i = T (ei,n )

 
 
 
 
 
 
E =
 α 

 
 
 
 

j i
 
 
 
 
 
 
 ··· 
 
 
 
E = 
 
 
 ··· 
 
 
 
 
 
 j i
 
 
 
 
 
 
 
 
 
 
E = 
 
 
 α ··· 
 
 
 
 
 

x D = diag{d , · · · , dn } y = Dx

 
cos(θ) −sin(θ)
y= x
sin(θ) cos(θ)

θ R

 
cos( θ) sin( θ)
y= x
sin( θ) −cos( θ)

θ R
 C = AB A ∈ Rm×k B ∈ Rk×n
j i Rm×n
 
" a"! b! ··· a"! b!n 
 a ! b!
 " 
 a b!
 ! a"! b! ··· a"! b!n 

"
cij = ai! b!j → C = AB =  
 
 
 
a"
m! b! a"
m! b! ··· a"
m! b!n

 / 0 / 0

 c!i = Ab!i → C = A b! b! ··· b!n = Ab! Ab! ··· Ab!n







    



 " "
a !  a ! B 
  "  " 

 a  a B 
  !  ! 

 ci! = a"
i! B → C= B =  

    

    

    

 a"
n! a"
n! B

( ) A(BC) = (AB)C
( ) (A + B)C = AC + BC
    
−
( ) AB -= BA A =  ,B =  
−
      
−
( ) AC = BC → A -= B A =  ,B =  ,C =  
−
( ) A := I, Ak = A · · · A
( ) (AB)" = B " A"
( ) (An )" = (A" )n

   
A A B B
A= , B =  
A A B B
    
A +B A +B A B +A B A B +A B
A+B = , AB =  
A +B A +B A B +A B A B +A B

A ∈ Cm×n

A ∈ Rn×n T race

n
"
tr(A) = aii .
i=

( ) tr(A) = tr(A" )
( ) tr(A + B) = tr(A) + tr(B)
( ) tr(αA) = αtr(A)
( ) tr(AB) = tr(BA)

B A

AB − BA = I.

A ∈ Rm×n X ∈ Rn×m

XA = I

5 6
e" x=
xi i,n

A
 C A
x= Ax =

Ax = → = C(Ax) = (CA)x = I · x = x → x = .

"

A C Ax = b

Cb = C(Ax) = (CA)x = I · x = x.

A Ax = b x = Cb

A ∈ Rm×n Y ∈ Rm×n

AY = I

A Y X

X = X · I = X(AY ) = (XA)Y = I · Y = Y

"

A ∈ Rn×n X ∈ Rn×n

AX = XA = I.

Invertibe A A
A− A N onsingular

(A− )− = A.

Ax = b
x = A− b

AX = B A m=n Am×n Xn×p = Bm×p

X = A− B
 (AB)− = B − A− .

(B − A− )AB = B − (A− A)B = B − IB = B − B = I

AB(B − A− ) = A(BB − )A− = AIA− = AA− = I.

"

(A" )− = (A− )" .

A−"

×
   
a b d −b
A=  → if ad − bc -= : A− =  
c d ad − bc −c a

(A + B)− =
- A− + B −

-= + .
a+b a b

lim An = N euman
n→∞
∞
"
(I − A)− = Ak
k=

(I − A)− ≈ I + A.

(I − A)(I + A + A + · · · + An− ) = I − An

if lim An = → (I − A)(I + A + A + · · · ) = I
n→∞

"
 lim (A− B)n = B A
n→∞
A+B
7∞ 8
"/ 0k
(A + B)− = −A− B A− .

/ 0 / 0
A + B = A I + A− B = A I − (−A− B)

"

9 :
(A + B)− ≈ I − A− B A− = A− − A− BA− .

+ d" c -= c, d ∈ Rn

cd"
(I + cd" )− = I − ,
+ d" c

"

+ d" A− c -= A c, d ∈ Rn

A− cd" A−
(A + cd" )− = A− −
+ d " A− c

Sherman − M orrison

+ D " A− C A C, D ∈ Rn×k

(A + CD" )− = A− − A− C(I + D" A− C)− D" A−

Sherman − M orrison − W oodbary

I − uv " u" v -= n v u
Elementary M atrix
 α i

E = I − ( − α)ei,n e"
i,n .

j i
9 :9 :"
E = I − ei,n − ej,n ei,n − ej,n .

i α j

E = I + αej,n e"
i,n .

Ek Ek− · · · E A = I

/ 0 / 0
A I −−−−−−−−−−−−−−−−−−−→ I A−

A− = Ek Ek− · · · E .

A = E − E − · · · Ek− .

A Ei

α i
9 :
AE = A I − ( − α)ei,n e"
i,n

j i
5 9 :9 :" 6
AE = A I − ei,n − ej,n ei,n − ej,n
 j α j
9 :
AE = A I + αej,n e"
i,n

B A
A∼B Equivalent B A

A ∼ B ⇐⇒ ∃ Invertible P, Q : P AQ = B.

A row
∼
B ⇐⇒ P A = B,

A col
∼
B ⇐⇒ AQ = B.


A ∼ B
→ A ∼ C.
B ∼ C


A ∼ B → B = P AQ 
→ C = P P AQ Q → A ∼ C.
B ∼ C → C = P BQ 

"

A row
∼
B B A

( ) ai! → αai! : y = a ! x + · · · + ai! xi + · · · + an! xn

5 6
→ y = a ! x + · · · + (αai! ) xi + · · · + an! xn
α
( ) ai! → aj! : y = a ! x + · · · + ai! xi + · · · + aj! xj + · · · + an! xn
→ y = a ! x + · · · + aj! xj + · · · + ai! xi + · · · + an! xn
( ) aj! → aj! + αai! : y = a ! x + · · · + ai! xi + · · · + aj! xj + · · · + an! xn
→ y = a ! x + · · · + ai! (xi − αxj ) + · · · + (aj! + αai! )xj + · · · + an! xn

"
 A col
∼
B B A
B A

R R A row
∼
R A row
∼
R
R =R

PR = R P
T R
R row
∼
T T
Q Q R row
∼
T
 
Ir J
Q T Q" =  

 
Ir J
Q T Q" =  

T =T
     
Ir J Ir J Ir J
T =Q  Q Q  Q = Q  Q = T

T T R R
FT = T F

T = FT = FT T = T T ,

T = F− T = F− T T = T T .

T T T T T T
R T T T
R R R T
Q r =r =r
   
Ir K Ir K
R Q= , R Q =  .

PR Q = R Q PR = R
    
P P Ir K Ir K
  = 
P P
 
P = Ir 
Ir = Ir → P
→ →P I = →P =
P K =K →K =K 

Q =I
→ K = K → R Q = R Q → R QQ = R QQ −−−−→ R = R .

"

Am×n

Rankrow (A) Rankcol (A) A

Q P
 
Ir J
P AQ = E =  

r A E A
" r A

Rank(A) = Rank(A! )

P AQ = Nr → Rank(Nr ) = Rank(N¯r ), N¯r = P̄ ĀQ̄ → Rank(A) = Rank(Ā).

Rank(A) = Rank(A" )

Rank(A) = Rank(Ā) = Rank(Ā" ) = Rank(A! )

"
 A Ax
R(A)

Rankcol (A) = dim(R(A)).

N ullity(A) Ax = b

N ullity(A) = dim(N (A)).

A ∈ Rm×n

Rank(A) + N ullity(A) = n.

r N (A)

N (A) = Span{v , · · · , vr }.

Rn

Rn = Span{v , · · · , vr , vr+ , · · · , vn }.

R(A) {Avr+ , · · · , Avn }.

R(A)

> ?
αr+ Avr+ + · · · αn Avn = → A αr+ vr+ + · · · + αn vn =

αr+ vr+ + · · · + αn vn ∈ N (A) = Span{v , · · · , vr }

" {vi }

( ) Rank(A) ≤ min{m, n}

proof : Rank(A) + N ullity(A) = n → Rank(A) ≤ n

Rank(A" ) + N ullity(A" ) = m → Rank(A" ) = Rank(A) ≤ m

( ) Rank(AB) ≤ min {Rank(A), Rank(B)}

proof : R(AB) ⊆ R(A) → Rank(AB) ≤ Rank(A)

Rank(AB) = Rank(B " A" ) → Rank(AB) ≤ Rank(B " ) = Rank(B)

( ) Rank(A + B) ≤ Rank(A) + Rank(B)

proof : dim(R(A + B)) ≤ dim(R(A)) + dim(R(B))