机器学习数学基础:13.逆矩阵
逆矩阵
一、逆矩阵的定义
(一)定义阐述
在数的乘法运算中,对于非零实数aaa,存在倒数1a\frac{1}{a}a1,使得a×1a =1a\times\frac{1}{a} \ = 1a×a1 =1。逆矩阵的概念与之类似,不过应用于矩阵领域。对于nnn阶方阵AAA,若存在唯一的nnn阶方阵BBB,满足AB =BA =EAB \ = BA \ = EAB =BA =E(EEE为nnn阶单位矩阵,即主对角线元素为111,其余元素为000的矩阵),则矩阵BBB称作矩阵AAA的逆矩阵,记为A−1A^{-1}A−1。这意味着AAA与A−1A^{-1}A−1相乘,无论顺序如何,结果均为单位矩阵EEE。
(二)理解示例
以二阶矩阵为例,对于二阶单位矩阵E =[1001]E \ =\begin{bmatrix}1&0\\0&1\end{bmatrix}E =[1001],设矩阵A =[2111]A \ =\begin{bmatrix}2&1\\1&1\end{bmatrix}A =[2111],存在矩阵B =[1−1−12]B \ =\begin{bmatrix}1& - 1\\ - 1&2\end{bmatrix}B =[1−1−12]。计算可得:
AB =[2×1+1×(−1)2×(−1)+1×21×1+1×(−1)1×(−1)+1×2] =[1001]AB \ =\begin{bmatrix}2\times1 + 1\times(-1)&2\times(-1)+1\times2\\1\times1 + 1\times(-1)&1\times(-1)+1\times2\end{bmatrix} \ =\begin{bmatrix}1&0\\0&1\end{bmatrix}AB =[2×1+1×(−1)1×1+1×(−1)2×(−1)+1×21×(−1)+1×2] =[1001]
BA =[1×2+(−1)×11×1+(−1)×1−1)×2+2×1(−1)×1+2×1] =[1001]BA \ =\begin{bmatrix}1\times2 + (-1)\times1&1\times1+(-1)\times1\\-1)\times2 + 2\times1&(-1)\times1+2\times1\end{bmatrix} \ =\begin{bmatrix}1&0\\0&1\end{bmatrix}BA =[1×2+(−1)×1−1)×2+2×11×1+(−1)×1(−1)×1+2×1] =[1001]
所以BBB是AAA的逆矩阵,即A−1 =[1−1−12]A^{-1} \ =\begin{bmatrix}1& - 1\\ - 1&2\end{bmatrix}A−1 =[1−1−12]。
二、逆矩阵的性质
(一)可逆性
若矩阵AAA可逆(即存在A−1A^{-1}A−1),则A−1A^{-1}A−1也可逆,且(A−1)−1 =A(A^{-1})^{-1} \ = A(A−1)−1 =A。这如同aaa的倒数是1a\frac{1}{a}a1,1a\frac{1}{a}a1的倒数是aaa。从定义角度理解,因为A−1A^{-1}A−1满足AA−1 =A−1A =EAA^{-1} \ = A^{-1}A \ = EAA−1 =A−1A =E,所以AAA是A−1A^{-1}A−1的逆矩阵,即(A−1)−1 =A(A^{-1})^{-1} \ = A(A−1)−1 =A。
(二)乘法性质
- 乘积可逆性:若AAA、BBB均为nnn阶可逆矩阵,则ABABAB也可逆,且(AB)−1 =B−1A−1(AB)^{-1} \ = B^{-1}A^{-1}(AB)−1 =B−1A−1。这一性质可通过矩阵乘法结合律证明。因为AB(B−1A−1) =A(BB−1)A−1 =AEA−1 =AA−1 =EAB(B^{-1}A^{-1}) \ = A(BB^{-1})A^{-1} \ = AEA^{-1} \ = AA^{-1} \ = EAB(B−1A−1) =A(BB−1)A−1 =AEA−1 =AA−1 =E,同理(B−1A−1)AB =E(B^{-1}A^{-1})AB \ = E(B−1A−1)AB =E,所以(AB)−1 =B−1A−1(AB)^{-1} \ = B^{-1}A^{-1}(AB)−1 =B−1A−1。例如,若A =[1234]A \ =\begin{bmatrix}1&2\\3&4\end{bmatrix}A =[1324],B =[5678]B \ =\begin{bmatrix}5&6\\7&8\end{bmatrix}B =[5768],且AAA、BBB可逆,那么ABABAB的逆矩阵为B−1A−1B^{-1}A^{-1}B−1A−1。此性质表明矩阵乘积的逆矩阵,等于各矩阵逆矩阵的反向乘积,顺序不可颠倒。
- 数乘可逆性:若AAA可逆,数λ≠0\lambda\neq0λ=0,则λA\lambda AλA可逆,且(λA)−1 =1λA−1(\lambda A)^{-1} \ =\frac{1}{\lambda}A^{-1}(λA)−1 =λ1A−1。证明如下:(λA)(1λA−1) =λ×1λ(AA−1) =E(\lambda A)(\frac{1}{\lambda}A^{-1}) \ =\lambda\times\frac{1}{\lambda}(AA^{-1}) \ = E(λA)(λ1A−1) =λ×λ1(AA−1) =E,同理(1λA−1)(λA) =E(\frac{1}{\lambda}A^{-1})(\lambda A) \ = E(λ1A−1)(λA) =E。例如,若AAA可逆,λ =3\lambda \ = 3λ =3,则3A3A3A的逆矩阵为13A−1\frac{1}{3}A^{-1}31A−1。
(三)伴随矩阵与逆矩阵的关系
伴随矩阵A∗A^*A∗与逆矩阵的关系为A−1 =1∣A∣A∗A^{-1} \ =\frac{1}{|A|}A^*A−1 =∣A∣1A∗(∣A∣≠0|A|\neq0∣A∣=0)。伴随矩阵A∗A^*A∗由AAA的代数余子式构成并转置得到。对于nnn阶行列式中元素aija_{ij}aij,其代数余子式Aij =(−1)i+jMijA_{ij} \ = (-1)^{i + j}M_{ij}Aij =(−1)i+jMij(MijM_{ij}Mij为aija_{ij}aij的余子式,即去掉aija_{ij}aij所在行和列后剩余的n−1n - 1n−1阶行列式)。将所有AijA_{ij}Aij构成矩阵并转置即得A∗A^*A∗。当∣A∣≠0|A|\neq0∣A∣=0时,可据此求逆矩阵。
(四)转置矩阵的可逆性
若AAA可逆,则ATA^TAT也可逆,且(AT)−1 =(A−1)T(A^T)^{-1} \ = (A^{-1})^T(AT)−1 =(A−1)T。证明如下:因为AA−1 =EAA^{-1} \ = EAA−1 =E,两边同时取转置得(AA−1)T =ET(AA^{-1})^T \ = E^T(AA−1)T =ET,根据矩阵转置的性质(AB)T =BTAT(AB)^T \ = B^T A^T(AB)T =BTAT,可得(A−1)TAT =E(A^{-1})^T A^T \ = E(A−1)TAT =E,同理AT(A−1)T =EA^T(A^{-1})^T \ = EAT(A−1)T =E,所以(AT)−1 =(A−1)T(A^T)^{-1} \ = (A^{-1})^T(AT)−1 =(A−1)T。
三、逆矩阵的求解方法
(一)公式法
对于nnn阶方阵AAA,当∣A∣≠0|A|\neq0∣A∣=0时,可依公式A−1 =1∣A∣A∗A^{-1} \ =\frac{1}{|A|}A^*A−1 =∣A∣1A∗求逆矩阵。步骤如下:
- 计算∣A∣|A|∣A∣:
- 二阶矩阵A =[abcd]A \ =\begin{bmatrix}a&b\\c&d\end{bmatrix}A =[acbd],∣A∣ =ad−bc|A| \ = ad - bc∣A∣ =ad−bc。
- 三阶矩阵A =[a11a12a13a21a22a23a31a32a33]A \ =\begin{bmatrix}a_{11}&a_{12}&a_{13}\\a_{21}&a_{22}&a_{23}\\a_{31}&a_{32}&a_{33}\end{bmatrix}A = a11a21a31a12a22a32a13a23a33 ,∣A∣ =a11(a22a33−a23a32)−a12(a21a33−a23a31)+a13(a21a32−a22a31)|A| \ = a_{11}(a_{22}a_{33}-a_{23}a_{32})-a_{12}(a_{21}a_{33}-a_{23}a_{31})+a_{13}(a_{21}a_{32}-a_{22}a_{31})∣A∣ =a11(a22a33−a23a32)−a12(a21a33−a23a31)+a13(a21a32−a22a31)。可利用行列式性质,如某行(列)元素全为000,行列式为000;交换两行(列),行列式变号;某行(列)元素乘以kkk,行列式乘以kkk等,简化计算。
- 更高阶矩阵行列式计算更复杂,可通过按行(列)展开或化为上(下)三角矩阵计算。
- 求A∗A^*A∗:先求AAA中各元素代数余子式,再构成矩阵并转置。以三阶矩阵为例,求a11a_{11}a11的代数余子式A11 =(−1)1+1∣a22a23a32a33∣ =a22a33−a23a32A_{11} \ = (-1)^{1 + 1}\begin{vmatrix}a_{22}&a_{23}\\a_{32}&a_{33}\end{vmatrix} \ = a_{22}a_{33}-a_{23}a_{32}A11 =(−1)1+1 a22a32a23a33 =a22a33−a23a32,以此类推求出所有代数余子式,构成矩阵[A11A21A31A12A22A32A13A23A33]\begin{bmatrix}A_{11}&A_{21}&A_{31}\\A_{12}&A_{22}&A_{32}\\A_{13}&A_{23}&A_{33}\end{bmatrix} A11A12A13A21A22A23A31A32A33 ,转置后得A∗A^*A∗。
- 代入公式得A−1A^{-1}A−1:将∣A∣|A|∣A∣和A∗A^*A∗代入公式求出A−1A^{-1}A−1。此方法对高阶矩阵计算量大。
(四)特殊公式法
设nnn阶矩阵AAA满足A2−2A−3E =OA^2 - 2A - 3E \ = OA2−2A−3E =O。
- 由A2−2A−3E =OA^2 - 2A - 3E \ = OA2−2A−3E =O,移项得A2−2A =3EA^2 - 2A \ = 3EA2−2A =3E。
- 变形为A(A−2E) =3EA(A - 2E) \ = 3EA(A−2E) =3E。
- 两边乘13\frac{1}{3}31,得A⋅13(A−2E) =EA\cdot\frac{1}{3}(A - 2E) \ = EA⋅31(A−2E) =E,所以AAA可逆,且A−1 =13(A−2E)A^{-1} \ =\frac{1}{3}(A - 2E)A−1 =31(A−2E)。
此方法是根据矩阵满足的等式,凑出AB =EAB \ = EAB =E的形式确定逆矩阵。
四、判断矩阵是否可逆
(一)行列式判别法
对于nnn阶方阵AAA,若∣A∣≠0|A|\neq0∣A∣=0,则AAA可逆;若∣A∣ =0|A| \ = 0∣A∣ =0,则AAA不可逆。这是因为逆矩阵定义中AA−1 =EAA^{-1} \ = EAA−1 =E,两边取行列式得∣A∣×∣A−1∣ =∣E∣ =1|A|\times|A^{-1}| \ = |E| \ = 1∣A∣×∣A−1∣ =∣E∣ =1,所以∣A∣≠0|A|\neq0∣A∣=0。
五、矩阵方程的求解
对于矩阵方程AXB =CAXB \ = CAXB =C(AAA、BBB、XXX、CCC均为矩阵):
- 判断可逆性:计算∣A∣|A|∣A∣和∣B∣|B|∣B∣,若∣A∣≠0|A|\neq0∣A∣=0且∣B∣≠0|B|\neq0∣B∣=0,则AAA、BBB可逆。
- 求解XXX:当AAA、BBB可逆时,方程两边左乘A−1A^{-1}A−1,右乘B−1B^{-1}B−1,得A−1AXBB−1 =A−1CB−1A^{-1}AXBB^{-1} \ = A^{-1}CB^{-1}A−1AXBB−1 =A−1CB−1,即X =A−1CB−1X \ = A^{-1}CB^{-1}X =A−1CB−1。
- 计算XXX:求出A−1A^{-1}A−1、B−1B^{-1}B−1,按矩阵乘法规则计算A−1CB−1A^{-1}CB^{-1}A−1CB−1。
例如,A =[1002]A \ =\begin{bmatrix}1&0\\0&2\end{bmatrix}A =[1002],B =[3004]B \ =\begin{bmatrix}3&0\\0&4\end{bmatrix}B =[3004],C =[5678]C \ =\begin{bmatrix}5&6\\7&8\end{bmatrix}C =[5768],AAA、BBB可逆,A−1 =[10012]A^{-1} \ =\begin{bmatrix}1&0\\0&\frac{1}{2}\end{bmatrix}A−1 =[10021],B−1 =[130014]B^{-1} \ =\begin{bmatrix}\frac{1}{3}&0\\0&\frac{1}{4}\end{bmatrix}B−1 =[310041]。
A−1C =[10012][5678] =[56724]A^{-1}C \ =\begin{bmatrix}1&0\\0&\frac{1}{2}\end{bmatrix}\begin{bmatrix}5&6\\7&8\end{bmatrix} \ =\begin{bmatrix}5&6\\\frac{7}{2}&4\end{bmatrix}A−1C =[10021][5768] =[52764]
X =A−1CB−1 =[56724][130014] =[5332761]X \ = A^{-1}CB^{-1} \ =\begin{bmatrix}5&6\\\frac{7}{2}&4\end{bmatrix}\begin{bmatrix}\frac{1}{3}&0\\0&\frac{1}{4}\end{bmatrix} \ =\begin{bmatrix}\frac{5}{3}&\frac{3}{2}\\\frac{7}{6}&1\end{bmatrix}X =A−1CB−1 =[52764][310041] =[3567231]
通过以上全面的介绍,涵盖了逆矩阵从定义到性质、求解方法、可逆判断以及矩阵方程求解等各方面内容,有助于深入理解和运用逆矩阵知识。
接下来,换一种更直观的方式解释为什么A∗A =AA∗ =∣A∣EA^*A \ = AA^* \ = |A|EA∗A =AA∗ =∣A∣E,我们从二阶矩阵入手详细说明,之后再推广到nnn阶矩阵的情况。
一、二阶矩阵的情况
设二阶方阵A =[a11a12a21a22]A \ = \begin{bmatrix}a_{11}&a_{12}\\a_{21}&a_{22}\end{bmatrix}A =[a11a21a12a22]。
(一)求伴随矩阵A∗A^*A∗
先求AAA中各元素的代数余子式:
-a11a_{11}a11的余子式M11 =a22M_{11} \ = a_{22}M11 =a22,代数余子式A11 =(−1)1+1M11 =a22A_{11} \ = (-1)^{1 + 1}M_{11} \ = a_{22}A11 =(−1)1+1M11 =a22。
-a12a_{12}a12的余子式M12 =a21M_{12} \ = a_{21}M12 =a21,代数余子式A12 =(−1)1+2M12 =−a21A_{12} \ = (-1)^{1 + 2}M_{12} \ = -a_{21}A12 =(−1)1+2M12 =−a21。
-a21a_{21}a21的余子式M21 =a12M_{21} \ = a_{12}M21 =a12,代数余子式A21 =(−1)2+1M21 =−a12A_{21} \ = (-1)^{2 + 1}M_{21} \ = -a_{12}A21 =(−1)2+1M21 =−a12。
-a22a_{22}a22的余子式M22 =a11M_{22} \ = a_{11}M22 =a11,代数余子式A22 =(−1)2+2M22 =a11A_{22} \ = (-1)^{2 + 2}M_{22} \ = a_{11}A22 =(−1)2+2M22 =a11。
那么伴随矩阵A∗ =[A11A21A12A22] =[a22−a12−a21a11]A^* \ =\begin{bmatrix}A_{11}&A_{21}\\A_{12}&A_{22}\end{bmatrix} \ =\begin{bmatrix}a_{22}&-a_{12}\\-a_{21}&a_{11}\end{bmatrix}A∗ =[A11A12A21A22] =[a22−a21−a12a11]。
(二)计算A∗AA^*AA∗A
A∗A =[a22−a12−a21a11][a11a12a21a22] =[a22a11+(−a12)a21a22a12+(−a12)a22−a21a11+a11a21−a21a12+a11a22] =[a11a22−a12a2100a11a22−a12a21]\begin{align*} A^*A&\ =\begin{bmatrix}a_{22}&-a_{12}\\-a_{21}&a_{11}\end{bmatrix}\begin{bmatrix}a_{11}&a_{12}\\a_{21}&a_{22}\end{bmatrix}\\ &\ =\begin{bmatrix}a_{22}a_{11}+(-a_{12})a_{21}&a_{22}a_{12}+(-a_{12})a_{22}\\-a_{21}a_{11}+a_{11}a_{21}&-a_{21}a_{12}+a_{11}a_{22}\end{bmatrix}\\ &\ =\begin{bmatrix}a_{11}a_{22}-a_{12}a_{21}&0\\0&a_{11}a_{22}-a_{12}a_{21}\end{bmatrix} \end{align*}A∗A =[a22−a21−a12a11][a11a21a12a22] =[a22a11+(−a12)a21−a21a11+a11a21a22a12+(−a12)a22−a21a12+a11a22] =[a11a22−a12a2100a11a22−a12a21]
而二阶矩阵AAA的行列式∣A∣ =a11a22−a12a21|A| \ = a_{11}a_{22}-a_{12}a_{21}∣A∣ =a11a22−a12a21,所以A∗A =[∣A∣00∣A∣] =∣A∣[1001] =∣A∣EA^*A \ =\begin{bmatrix}|A|&0\\0&|A|\end{bmatrix} \ = |A|\begin{bmatrix}1&0\\0&1\end{bmatrix} \ = |A|EA∗A =[∣A∣00∣A∣] =∣A∣[1001] =∣A∣E。
(三)计算AA∗AA^*AA∗
AA∗ =[a11a12a21a22][a22−a12−a21a11] =[a11a22+a12(−a21)a11(−a12)+a12a11a21a22+a22(−a21)a21(−a12)+a22a11] =[a11a22−a12a2100a11a22−a12a21] =∣A∣E\begin{align*} AA^*&\ =\begin{bmatrix}a_{11}&a_{12}\\a_{21}&a_{22}\end{bmatrix}\begin{bmatrix}a_{22}&-a_{12}\\-a_{21}&a_{11}\end{bmatrix}\\ &\ =\begin{bmatrix}a_{11}a_{22}+a_{12}(-a_{21})&a_{11}(-a_{12})+a_{12}a_{11}\\a_{21}a_{22}+a_{22}(-a_{21})&a_{21}(-a_{12})+a_{22}a_{11}\end{bmatrix}\\ &\ =\begin{bmatrix}a_{11}a_{22}-a_{12}a_{21}&0\\0&a_{11}a_{22}-a_{12}a_{21}\end{bmatrix}\\ &\ =|A|E \end{align*}AA∗ =[a11a21a12a22][a22−a21−a12a11] =[a11a22+a12(−a21)a21a22+a22(−a21)a11(−a12)+a12a11a21(−a12)+a22a11] =[a11a22−a12a2100a11a22−a12a21] =∣A∣E
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