Tuesday, January 19, 2016
Appendix A : Linear Algebra
A.1 Definitions:
Matrix: m Rows and n ColumnsSquare Matrix(方阵): m == n
Column Vector(列向量): n == 1
Vector Component(向量分量): ai
Upper Triangular Matrix(上三角矩阵): a square matrix && if aij == 0 for i>j
Lower Triangular Matrix(下三角矩阵): a square matrix && if aij == 0 for i<j
Diagonal
Matrix(对角矩阵): if aij == 0 for
i != j
Identity Matrix In(单位矩阵): a square matrix && aii== 1Null Matrix O(零矩阵): all elements are null
Null Column Vector 0
Transpose AT (转置): interchange rows and columns of the original matrix
The Transpose of a column vector a is the row vector aT
Symmetric Matrix(对称矩阵): square matrix && AT == A, thus aij == ajiSkew-Symmetric Matrix(反对称矩阵): square matrix && AT == − A, thus aij == − aji && aii == 0
Partitioned Matrix(分块矩阵): its elements are matrices of proper dimensions
Block-triangular
Partitioned Matrix: similar to triangular
matrix
Block-diagonal Partitioned Matrix: similar to diagonal matrixAlgebraic Element A(ij)(代数余子式): matrix of dimensions (n-1)*(n-1), obtained by
eliminating row i and column j of matrix A
A.2 Matrix Operations:
Trace
Tr(A): the sum of the elements on the diagonal of a square
matrix
A Equals to B: A and B are of same dimensions
&& aij = bij
The Sum of
A and B: A and B are of same dimensions && C
= A + B, thus cij = aij + bijProperties:
A + O = A
A + B = B + A
(A + B) + C = A + (B + C)For partitioned matrix: if two matrices are of the same
dimensions and partitioned in the same way, they
can be operated like elements.
Product of a scalar(标量) α by a matrix A αA: αaij
If A is a diagonal matrix && aii = a: A = a In
If A is a square matrix: A = As +
Aa
Where As
is symmetric
part of A: As = 1/2( A + AT )
Aa
is skew-symmetric part of A: Aa = 1/2( A − AT )
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