You are on page 1of 134

:

, 2005


. ,
, , ,

.

e-book, ,
, .
,
.
.
, .
,
,
.
MATLAB,
,
.
, 2005

1 :

1.1 5
1.2 7
1.3 12
1.4 19
1.5 22
1.6 24
2 :

2.1 26
2.2 29
2.3 33
2.4 36
3 :

3.1 37
3.2 LU 42
3.3 .
3.3.1

45

3.3.2 50
3.4 51
4 :

4.1 53
4.2
4.2.1 58
4.2.2 62

4.3
4.3.1 66
4.3.2 67
4.3.3 QR 70
4.4 71
4.5 74
5 :

5.1
5.1.1 75
5.1.2 77
5.1.3 82
5.2 83
5.3 85
6 :
6.1 86
6.2 91
6.3 96
6.4 Cayley Hamilton 102
6.5 106
6.6 114
7 : MATLAB
7.1 115
7.2 118
7.3 125
7.4 129
130
131

, ,
, .

1.1.


.
11
=
21

12
22

13
23

( 1.1 )

23. 11 , 12 , , 23
.
.
( 1.1 ) :

[ ]

= ij

2 ,3
i, j=1

( . = ),
. ( = 1 )
( = 1 ), .
, .
, , . ,

x 2 - 2x
1

2
x 2

- 1 y
=

x
2 0

y = 1 x2 - 2x = 1 x2 - x = 0 x = 1.

11 , 22 , 33 , ,

11
0

12
22

1
2
,

11

21

0
22

,
0

11

22

, .
diag ( 11 , 2 2 , , ) . ,

.
32
11

12
13

21

22
23

( 1.1 ) ,

. ( ) = .
=

( ; )
, : 12 = 21,
13 = 31, , 1 = 1 , 23 = 32 , , 2 = 2 , , -1, = ,-1.
.

1 1 + i
=

i 2 - i

1 1 - i
=

- i 2 + i


.
- i
1
= (A ) T = (A) T =

1 - i 2 + i

= * , .

1.2.

, , .

= [ ij ] = [ ij ] ,
= [ ij ]
:
1 i ,

i j = i j + i j

1 j

, .
1.1

2 3 5
=

6 5 4

1 2 3
=

2 1 4

3 1 8
2 + 1 3 + 2 5 + 3
= + =
=

8 4 8
6 + 2 5 + 1 4 + 4

= [ ij ] k ,
k k k.
2.1 k = -2
2 0
=

- 1 3

( 2).0
4 0
( 2).2
(-2) =
=

2 - 6
( 2).( 1) ( 2).3

k = -1,

(-1) = - . -


- = + (-1)

, .
3.1
2 3 5
=
1
4 2

3
2 1
=
5 2
3

4 8
2 2 3 + 1 5 3
0
=
- =

3
4 3 2 5 1 + 2
1 3


.
+=+

k( + ) = k +

+(+)=(+)+

( k + ) = k +

+=

k( ) = ( k )

( ).

= [ ij ] = [ ij ] ,
, , = [ ij ]
,

ij = i1

i2 i

1 j

2j = + +
i1 1j
i j


j

1i , 1j .
ij ,
, i- j-
. 21 :
11

21
31

12
22
32

13

23
33

11

21
31

12

22 = 21 11 + 22 21 + 23 31

32

,
A

AB

4.1
3
2
=

1 5

3 6
4
=

1 2 3

23.
2 3
=

1 - 5

3 6
.
2.3 + 3.( 2)
2.6 + 3.3
4
2.4 + 31
=
1 2 3
14
. + ( 5)( 2) 16
. + ( 5).3

. + ( 5).1 13

11 0 21
=

1 13 9

,
= , .
, :
= =
= , . :
1
1 3 - 3
0 0
- 2 - 6 1 - 1 / 3 = 0 0

= , . :
0 1 1 1
3 4
0 1 2
0 2 3 4 = 6 8 = 0 2 3

- 1
4


( ) = ( )

( ) =

( ) = ( ) = ( )

( ) =

( AB )T = BT AT ,

5.1

( AB )* = B* A*

3 - 4
7 4
=
, =

, k
- 5 1
5 k

, ;
:
1 4( 3 - k )
=
k - 20
30

1
- 24

5( 3 - k ) k - 20

10

= 4( 3 - k ) = -24 5( 3 - k ) = -30,
k = 9.

A
= A A

- .

0 = , 1 = .

,
:
= +
( ) =
( k ) = k
( ) = = .
6.1

2 - 2 - 2
2 - 2
=

2
2 =
-
2 2
2
2

2 - 2 - 2 - 2 3 - 3
3 =
=

2 + 2 2 - 2 3 3

:
( ) - ( )
=

( ) ( )

.
7.1 , ,

( + )2 = 2 + 2 + 2 .
: ,

( + )2 = ( + )( + ) = 2 + + + 2 = 2 + 2 + +

= 2 + 2 + 2 .

11

.
8.1 -

2 = , .
: 2 = . ,

( - )2 = + 2 - 2 = + - 2 = - .
, ( - )2 = -
+ 2 - 2 = - 2 = .

, 3 = 2 X = X X = ,

4 = 2 2 = =

k = , k 2.
9.1 -
- 1 - 2
=

0 1

1 1
=

0 1

0 1
=

1 0

.

1 0
2 =
= I ,
0 1

3 = 2 = ,

4 = 2 2 =

:
:

2k-1 = ,

2k = .

,
= +

0 1
=

0 0





B = ( I + M ) = I + M + M2 + + M
1
2

. , 2 = =
=
!(-)!
2.
:

12



1
1
= + = 1 =
1
0 1
0 1

:
2 = ,
2k =

3 = 2 = ,

- 1 2
4 1

10.1

: , k = 1,

2k-1 = .
k

= 32k .

- 1 2
4 1

= 9 I = 32 I.

k = , k = +1, :

- 1 2
4 1

1.3.

2 (+1)

-1 2
=

4 1

- 1 2
4 1

= ( 32 )( 32 ) = 32 ( + 1 ) .

21 31,
( 1.1 ). -


. , [ 1 2 ] ( 1, 2 ) [ 1 2 3 ] ( 1, 2, 3 ) .

( ) OM ON .
.

13


= 2 OA
3
1


= 2 OB
3

+ = [ 1 + 1 2 + 2 3 + 3 ]

OA OB . ,

OA . , :
1 + 1

+ = 2 + 2 OA + OB
3 + 3
, .

= 1 1 + 2 2 + 3 3

( 1.2 )

OA , OB -

OA OB . ,

OA OA =

12 + 22 + 23 = || OA ||

OA ,

|| OA || =

12 + 22

|| A A || = 3

14

1. OA OB = OB OA

2. OA (OB+ O ) = OA OB+ OA

3. ( OA ) OB = OA ( OB) = ( OA OB )

4. OA OA > 0

5. OA OA = 0 OA = O A

( ) ( ) ( )

( Schwarz )

OA OB

|| OA || || OB||

[ 0 , ] OA OB .

= /2, OA OB = 0 ,

OA , OB .

OA OB
2 OB
|| OB ||

OA

OA = ( OA )
OB

OB ( OA ).
OB

15

11.1 OA OB

, O , , :

= k OA + OB .

= k OA + OB OA

OB :

= k ( OA OA ) + ( OB OA )
B = k ( OA OB ) + ( OB OB )
k, .

|| OA || || OB || - || OA || || OB || = || OA || || OB || ( 1 - )

= || OA || || OB || 0 ,

, OA OB .

OA , OB O

|| O || = || OA ||.|| OB || ,

= ( OA , OB )
.

OA , OB (1)
.

{ OA , OB , O }

O = [ OA , OB ]

(1)

16

OA OB [ OA , OB ]
:

1. [ OA , OB ] = - [ OB , OA ]

2. [ OA , OB ] = [ OA , OB ] = [ OA , OB ]

3. [ OA , OB + O ] = [ OA , OB ] + [ OA , O ]

4. [ OA , [ OB , O ] ] = ( OA

O ) OB - ( OA

OB ) O

|| [ OA , OB ] || 2 = || OA || 2 || OB || 2 - ( OA

OB )2

, O

OA

OB


1
|| [ OA , OB ] ||
2
, , .
i , j, k , :
[ i , i ] = [ j, j ] = [ k, k ] = O
[ i , j ] = k , [ j, k ] = i , [ k, i ] = j

( 1.3 )

[ 1 2 3 ] [ 1 2 3 ] OA

OB , :

OA = 1 i + 2 j + 3 k

OB = 1 i + 2 j + 3 k

, 3 ( 1.3 ),

[ OA , OB ] = ( a2 b3 - a3 b2 ) i + ( a3 b1 - a1 b3 ) j + ( a1 b2 - a2 b1 ) k

( 1.4 )

[ OA , OB ] = O
.

17

12.1

O = ( [ OA , OB ]

[ OB , O ] ) OA - ( OA

OB ) O

OA = [ 1 2 -1 ] , OB = [ 0 1 2 ]

O = [ 1 -1 0 ] .

: ( 1.3 ) ( 1.4 ) :

[ OA , OB ] = [ 5 -2 1 ]

[ OA , OB ]

[ OB , O ] = [ 2 2 -1 ]

[ OB , O ] = 10 - 4 - 1 = 5 , OA

OB = 0.

O = 5 OA = [ 5 10 -5 ] .

OA , OB O

[ OA , OB ]

( OA , OB , O ).
( 1.2 ) ( 1.4 )

( OA , OB , O ) = ( a2 b3 - a3 b2 ) g1 + ( a3 b1 - a1 b3 ) g2 + ( a1 b2 - a2 b1 ) g3

( 1.5 )

[ OA , OB ]

O = OA [ OB , O ].

( OA , OB , O ) ,
, :

( OA , OB , O ) = ( O , OA , OB ) = ( OB , O , OA )

= - ( OB , OA , O ) = - ( OA , O , OB ) = - ( O , OB , OA ).

( OA , OB , O ) = 0
.

18

13.1

1 : ( x, y, z ) = ( 1, 0, -1 ) + t ( 2, 0, 1 )
2 : ( x, y, z ) = ( 3, 1, 0 ) + s ( 1, 1, -1 )
, .
: n1 = ( 2, 0, 1 )

n2 = ( 1, 1, -1 )
= [ n1 , n2 ] = ( -1, 3, 2 )
. 1
, 2 .
1, 2 2 .

1 = ( 1, 0, -1 )

2 = ( 3, 1, 0 )
1 2

n = P1 P2 = ( 2, 1, 1 )
n
:

|| n || =

|| ||2

|n |
=
|| ||

, ( 1+2t, 0, -1+t )

3
14

( 3+s, 1+s, -s ),

= ( 2+-2, 1+, 1-- ) 1, 2 . :

AB

AB

n 1 = 0

n = 0
2

|| || = 3

14

5t - s = 5

t - 3s = 2

t = 13 / 14
s = - 5 / 14

1
1
( 40, 0, -1 ) =
( 37, 9, 5 ).
14
14

, .

19

1.4.


. ,
a11
A = a21
a31

a12

a13

a22
a32

a23
a33

a14
a24
a34



A 11
=
A 21

A 12
A 22

A 13
A 23

( 1.6 )

( 1.6 ) , (
) ,
, .
, microcomputer VLSI microchips
A 11

= A 21
A 31

A 12
A 22
A 32

A 13

A 23
A 33

11 , 22 , 33 VLSI chips
chips.

A 1

A2

A 11
O

A 12
A 22

A 1k
A 2k

A kk

,
( )

, .

,

20


. , 57
2 3
=
3 3

24
,
3 4

23
Q=
3 3

24
3 4

,

Q =

.

. ,
PQ
Q ,

Q.
,
2 2
54 =
3 2

2 2
3 2

2 4
Q 4 4 =

2 4

, :
+
Q =

,
A 2 2
=
O

O
B 3 4

2 1
=


4 2

AK O
=

O B

.
14.1 ,

21

2
1
A=
0

-1
0
0
0

3
1
1
0

1
2 A1
=
0 O

1
-1
B=
0

A2
,
I

0
0 B1
=
1 B2

2
0
5
-1

O
B3

,
4 18 3
A 2 B3 3 5 1

=
B3 0 5 1

1 -1 0

A B + A 2 B2
AB = 1 1
B2

A
A2 =
O

2
1

A1A 2 + A 2 2
=

I
0

-2
-1
0
0

8
4
1
0

1
3
0

15.1 :

1 0

A = 1 1
1 -1

0
A
-1 = 1
A
1 2

O
A3

A12
A =
A 2 A1 + A3A 2
2

1 0
O
= 1 2
A 32
1 -2

A 12
=
A 2 A 1 + 2A 3 A 2
:

0
A
-2 = 1
A
2 2

O
A 1
2 =
2A 3
A 2

O
2A3

O
2 A 3
2

22

A
A = 1
A2
k

1.5.

0
1
O
k-1
= 1 2
2k - 1A3
1 -2k - 1

0
-2
2k - 1
k-1

, , :
= k k + k-1 k-1 + + 1 + 0 ,

iC

k k + + 1 + 0 .
0 1
, ( ) = 3 - + 2 =
,
2 1

2
4
( ) = 3 - + 2 =

4 2

( ) ( ) ,
( ) + ( ) = ( ) ,

( ) ( ) = ( )

( ) = ( ) ( ) + ( )
:
( ) + ( ) = ( ) ,

( ) ( ) = ( ) ( ) = ( ) ,

( ) = ( ) ( ) + ( ).

( )

( ) -

, .
k k
.

,
( ) = + - 2 = ( - )( + 2 )
= = - 2
2 z
=
, z C.
0 1

23

16.1 q( ) = + + 2 + 2 C

1 0

J = 0 1
0 0
:
q( J ) = J + J + 2 J + 2 I
3

= 0
0

3 2
3
0

3 2

3 2 + 0
3 0

q''( )
2!
q ( ) .

q( )

q( ) q ( )
= 0
q( )

0
0

17.1

1 0 0
1 0
2 1

2
2 + 2 0 1 + 2 0 1 0
0 0 1
0 0
0 2

C=

0
0
0
c1

r
rC
,
( C ) =
r C2

3
rC

1
0
0
c2

0
1
0
c3

0
0

1

c4

( ) = + + + ,

r = [ ].

: :

1=[1 0 0 0]

2=[0 1 0 0]

3=[0 0 1 0]

4=[0 0 0 1]


1C = 2 ,

2C = 3 ,

3C = 4

1C = 2 C = 3 , 1C = 3C = 4 ,

2C = 3 C = 4.

( C ) :
1 ( C ) = 1( C + C + C + )
= 1C+1C+1C+1
= 4+3+2+1 = [ ]=r
, :

24

2 ( C ) = 2 C + 2 C + 2 C + 2
= 1 C 4 + 1 C + 1 C + 1 C
= ( 1 C + 1 C + 1 C + 1 ) C = r C
3 ( C ) = 3 C + 3 C + 3 C + 3
= (1C+1C+1C+1)C =rC
4 ( C ) = 4 C 4 + 4 C + 4 C + 4
=(1C+1C+1C+1)C =rC

1.6.

7 3 2

= - 4 3 5 , 12 , 23 , 13 , 31 33 ;
6 1 - 1

1.1

1.2

1.3

x + y 2z +
4 4
=
z - 2

, x, y, z, .
x - y

- 3 2

|| [ OA , OB ] || + ( OA

[ [ OA , OB ] , O ] + [ [ OB , O ] , OA ] + [ [ O , OA ] , OB ] = O .

. [ OA - ( OA ) ]
OB

1.4

OB ) = || OA || || OB ||

OB = 0.

2
= 1
0

-3
1 0 -4
5 -2 3 -1 = [ 1
-4 -2 7 -1

2 ]

6
-2

= -3

-1
5

-5 4
= 11 + 2 2 = -6 2 .
2 1

4
1

7 = 1

3 2
2

25

1.5

;
3
A = -2
-1

1.6

4
-1
-3

2
-1
-1

-1
B = 2
1

-1
2
1

-1
2
1

1 3
=
( ) = - 3 + - 1, :
2 - 2
- 20 39
( ) =
.
26 - 59

26


. ,

.
2.1.


R C.
| | det ,
, .

11
=
21

12
22

det ( A ) = 11 22 - 21 12


11

= 21
31

12
22
32

13

23
33

:
det A = 11

22

23

32

33

- 12

21

23

31

33

+ 13

21

22

31

32

( 2.1 )

= 11 22 33 - 11 32 23 + 12 23 31 - 12 21 33 + 13 21 32 - 13 22 31

Sarrus

.

27

, ( 2.1 ) ( 1.4 )
:
i

ij i-
j- , 33 :
det = 11 det 11 - 12 det 12 + 13 det 13
, ( - 1)( -1)
.

[ ]

. 2, = ij

( 1 )

1+ j

i,j= 1

+ (-1) 1+ 1 det A 1

det A = 11 det A 11 - 12 det A 12 +


=

1 j det 1 j

j=1

M ij = (-1 ) i+ j det A ij

ij :
det A = 11 11 + 12 12 + . + 1 1

. .

1.2 =

[ ]
ij

i,j= 1

det A = i1 i1 + i2 i2 + . + a in M in
= a 1j M 1j + a 2j M 2j + . + a nj M nj .

28


,
det A = 0.
1.2
6 1
0 7
=
0 2

5 - 5

2 8
0 3

0 1

0 8

1
- 4
=
3

4
2
1 3

0 0 - 3

0 -2
3
2 -3

3 (
) :
det A = 2 (-1)

1+3

0 7 3
0 2 1
5 -5 8

= 2 ( 7.1.5 - 5.2.3 ) = 10.

, :
det B = 3(-1)

3+1

2 -3 4
2 1 3
0 -2 3

+ (-3)(-1)

3+4

1 2 -3
-4 2 1
2 0 -2

= 3 { 2.1.3 + 4.2.(-2) - (-2).3.2 -3.2.(-3) } + 3{1.2.(-2) + 2.1.2 - 2.2.(-3) (-2).(-4).2 } = 3.20 + 3.(-4) = 48.

2.2 .

11
=
0

12
, det A = 11 22
22

det A = 11 22 33 .

11
0
=
0

12

13

22

23

33

14
24

34

44

11

= 0
0

12
22
0

13

23
33

29

det A = 11

22
0
0

23
33
0

24
34
44

= 11 22 33 44

. :
det = 1.
1.2 :
det A = det A

2.2.

( 2.2 )

,
.

2.2.
1. ( ) ,

-det A.
2. ( )

k, k( det A ).
3. ( )

( ) ,
det A.

1 2,
() , det A = 0. 2 :
det ( A ) = ( det A )

30

det = -1

3.2

-2
-2
-2

B = 2 + 2 + 2 +
3
3
3

-
-
-

: A = 3 + 3 + 3 + ,
2
2
2
: :

- det 3 + 3 + 3 +
2
2
2

. 2 )

. 3 )

det A

- 2 det

.1)

. 2)

2det

- 2 det 3 + 3 + 3 +

.1)

- 2det

(-2)3 det 2 + 2 + 2 +

.2)

.2)

det B

- 12 det

.3)

- 6 det 2 2 2

= 12

4.2

det 1
12

1
2
22

3 = ( 3 - 2 )( 3 - 1 )( 2 - 1 )
23

: , 3 2.2 :

det 1
12

1
2
22

2 1

2 1 3 - 1 = det 2
2
2 - 1
2
2
2
2
2 - 1 3 - 1
1
1
= ( 2 - 1 )( 3 - 1 ) det

1 + 2 1 + 3

1
1

3 = det 1
12
23

= ( 2 - 1 )( 3 - 1 )( 3 - 2 )

3 - 1
23 - 12

= 2

31

, :

1
2
det 1

1-1

1
2
22
2-1

1

( - -1 )( - -2 )
2 =
( -1 - -2 )

-1

( - 1 )
( -1 - 1 )
( 2 - 1 )

Vandermonde.
2.2
,
1.2,
( ).
44. :
2 - 8 6 8
3 - 9 5 10

=
- 3 0 1 - 2

1 - 4 0 6

:
1 -4 3
3 -9 5
det A = 2 det
- 3 0 1

1 -4 0

4
10

-2

,
.
(1, 1) , 1
-3, 3 -1 2 , 3 4 .
3 2.2 :
1 - 4
0
3
det A = 2 det
0 - 12

0 0

3
-4
10
-3

4
-2

10

, 2 4
3.

32

1 - 4 3
0 3 - 4
det A = 2 det
0 0 - 6

0 0 - 3

4
-2

, 3 -1/2 4
1 - 4 3
0 3 - 4
det A = 2 det
0 0 - 6

0
0 0

4
-2
= 2 (1 3 (-6) 1 ) = - 36 .
2


, .
.
( 2.2 )
- .
( ) ,
( ) . ,

-:
A M
A O
det
= det

= ( det A ) ( det B )
O B
N B

( 2.3 )


A O
det
= ( det A ) ( det B )
O B

3.2. , ,

det ( ) = ( det ) ( det )


det ( A k ) = ( det A ) k ,

k = 1, 2,

det ( + ) det + det

33

2.3.

1.2
( )
( ) ,

i1 1 + i2 2 + . + i = 0 , i
1j 1 + 2j 2 + . + j = 0 , j

( 2.4 )

( 2.4 )

11

i1

- i1

12
i2
i2
2

- , i-
.
( 2.4 )
11

21

1j

1j

2j

2j

j j

1
2

-
- , j- .
. ,


M 11
M
12

M 1

M 21 M 1
M 22 M 2

M 2 M

34

adj A.

(-1)i+j ij
:
+ +
+
+ +
5.2

3 - 2
1

= 5 6 2
1 0 - 3
:
M 11 = (-1) 1+1

6 2
5 2
= -18 , M 12 = (-1) 1+2
= 17 ,
0 -3
1 -3

M 21 = (-1) 2+1

-2 1
3 1
3 -2
= -6 , M 22 = (-1) 2+2
= -10 , M 23 = (-1 ) 2+3
= -2
0 -3
1 -3
1 0

M 31 = (-1) 3+1

-2 1
3 1
= -10 , M 32 = (-1) 3+2
= -1 ,
6 2
5 2

M 13 = (-1) 1+3

M 33 = (-1) 3+3

5 6
= -6
1 0

3 -2
= 28
5 6

:
- 18
- 6 - 10

adj A = 17 - 10
- 1
- 6 - 2 28
( 2.4 ) 1.2 , :
( adj ) = ( adj ) = ( det A )

( 2.5 )

( 2.5 ) :
( adj ) = ( adj ) = -94 3
det A = - 94.
. ,

= =
-1 .

( 2.6 )

35

= =
=
= . , ( 2.6 ) 3.2
( det A ) ( det B ) = 1
( : )
.

det A 0.

( 2.5 ) :
A -1 =

1
( adj A
det A

( 2.7 )

5.2
18 / 94 6 / 94

A = - 17 / 94 10 / 94
6 / 94
2 / 94
-1

10 / 94

1 / 94
- 28 / 94


. , :

A -k = A -1 A -1

A -1


1.2 .
4.2 , , :

1. ( -1 )-1 = .
2. k ( k )-1 = ( -1 )k
3. 0, ( )-1 =

1 -1
A

4. det A-1 = ( det A )-1


5. ( A* )-1 = ( A-1 )*
6.

adj A-1 = ( adj A )-1

7. o AB ( AB )-1 = B-1 A-1

36


= -1

= -1

, ,

( 2.3 ), :

-1
=

- -1 -1

-1

-1
= -1
-1
-

-1

2.4

1 - 1 2

2.1 = 3 4 1 ,
2 5 1

( 2.2 ).

2.2
2
- 1
det
- 2
3

det ( I3 A ) ,

-1 0
= -2 0
0 0

1
-1 .
1

2.3
det A = det A .

2.4

A =

B =

2.5 ,

0 0
0 0
.
=
0 0

0 0

( ) , = ( = ).
2.6


=
,

-1 =

1
-


-
.
-

2.7 ( + )-1 -1 + -1 .

37

3.1.

( ), ( )
( )
( ).

,
1 0 2
A =
0
2 1


0 1 2
1 =
0
1 2

2 0 4
2 =
0
2 1

1 0 2
3 =
3
2 1

1 2 , 1 2
3 2 3.

. ,

[ ]

[ P T ]

11
0
=

12

22

1
2

<

38

11
0

1
2

12
22


Q
K ,

:
D
O

[D

O
O

D
O

( 3.1 )

( 3.1 )
< ,

=<

>=

==

Q
K

D = I .
. P, Q

( 3.2 )

PAQ = K

D ,
rank .
( 3.1 )
rank

rank

, = ,
rank = .

39

1.3

0 0 1 2

A = 2 6 - 5 - 2
1 3 - 2 0
[ 3 ], 1 3
1 -2 2 :
0 0
1

0 1 2
1 0
0

1 3 2
0

0 0 1 2
0 0
1
2

2 3, :
0 0
1

0 1 2
1 1 2

1 3 2
0

0 0 1 2 = P T
0 0
0
0

4
, 1 -3 2

2 3 . :
1 - 3 2 0
0 1 0 0

0 0 1 0

0 0 0 1
1 0 0 0

0 0 - 1 - 2
0 0 0 0

3 -2 4
2 3 , :
1 2 3 4
0 0
1
0

0
1
0 2
Q

0
0
1
0
=
K


1 0

0
0

0
0 1 0
0 0
0
0

40

= 0
0

0 0 0

1 0 0
0 0 0

rank = 2.
PAQ = K.
[ ]
ii
11

T=

22

1i
2i
i-1,i
ii

1
2

.
.
.

, [ P ]
1i , 2i , , i-1,i
ii 1. ,
[ R ]
RA = I,
R = -1.
2.3


1
2
3

A = 2 3 2
3
1 1
[ 3 ] 1 -2 -3 2 3 , :
1 0 0

2 1 0
3 0 1

1
2
3

0 7 4
0 5 10

41

2 -5/7 3 ,
:

1
0
0

P T = 2
1
0
11 / 7 5 / 7 1

1
2
3

0 7
4
0
0 50 / 7

, 2 -1/7 3 -7/50:

0
0 # 1 2 3
1
2/7 1/7
0 # 0 1 4/7

11/50 1/10 7/50 # 0 0 1


, 2 -2 1
3 -4/7 -13/7 2 1.
:
1 / 50

4 / 25
11 / 50

1 / 10
1/ 5
1 / 10

13 / 50
2 / 25
7 / 50

1 0 0

0 1 0
0 0 1

.
,
:
1.3.
1. rank = rank = rank ATA
2. rank rank , rank rank
3. , , , :

rank = rank
4. rank = , ,

det B 0 , +1 .

, :

42

rank ( A + B ) rank A + rank B


,
rank A + rank B - rank ( AB ).

3.2. LU

2.2
[ ]
[ P U ] ,
U

0, , , , ,

. :
PA = U

( 3.2 )

,
P-1 = L , ( 3.2 ) LU

A = LU
L U .
3.3 ( 3.3 )
4
6 2 4
3 3 6
1

=
12
8
21 8

0 10
7
6

, [ 4 ] :

( 3.3 )

43

1 (-1/2) 2 . 1 2 3 . 1
4 :
1
- 1 / 2

0
1
0
0

0
0
1
0

0
0
0
1

6 -2 -4
0 -2 -4
0 4 13
0 - 2 - 14

4
-1

11

2 . 2 3 .
2 . -1 4 (: 2 . 4 .) :
1
- 1 / 2

3/ 2

0
1
2
-1

0
0
1
0

0
0
0
1

6 -2
0 -2
0 0
0 0

-4
-4
5
10

4
-1

-2

12

3 2 4 :
1
-1/ 2

7/2

0
1
2
3

0
0
1
2

6 - 2 - 4 4
0 - 2 - 4 - 1

0 0 5 - 2

0 0 0 8

0
0
0
1

:
0 0
1
1/ 2
1 0
A = P -1 U =
-2
-2
1

1 -2
-1

0
0

4
6 2 4
0 2 4 1

0
0
5 2

0
0
8
0

, L( = P

-1

.
LU.
0 1
,
LU
1 0
0 1
l 11
1 0 = l

21

0 u 11
l 22 0

u 12
u 22

44

l11u11= 0. l11 = 0 u11 = 0,


L U , LU =
.
u11 , , u U ( 3.3 )

( 3.4 )

A = L D U1

D = diag( u11,,u ) U1
.
det A = u11 u 22.u
( 3.4 ), A ( A = AT )
A = L D LT

( 3.5 )

( 3.5 ) Cholesky
4.3 LU

3 2 0

A = 2 2 2
0 2 1

1 0 0 3 2
0

A = 2 / 3 1 0 0 2 / 3 2
0
0
- 5
3 1 0
Cholesky :
1 0 0 3 0
0

A = 2 / 3 1 0 0 2 / 3 0
0
3 1 0 0
- 5

1 2 / 3 0

3
0 1
0 0 1

LU
x=
x , ( ).
, U x = y LU x = ,
Ly=

y = [ y1, y2, ., y ]

, L
, yi
. y,

45

U x = y, x,

.
.
5.3 A x =

3.3 = [ 2 -4

8 -43 ] .

U x = y, L y =

:
y1

1
y + y2
= -4
2 1
- 2y 1 - 2y 2 + y 3
= 8
-y1 + y2 - 2y3 + y4 = -43

y1 = 2, y2 = -5, y3 = 2 y4 = -32.

U x = y, :
6x 1 - 2x 2 - 4x 3 + 4x 4 =
- 2x 2 - 4x 3

- x4 = - 5

5x 3 - 2x 4 =

8x 4 = -32
x = [ 4.5 6.9 -1.2 -4 ] .

3.3.

3.3.1.


1 x + 2 y =

x1 , x 2 ,

, x

x y. ,

1 x1 + 2 x2 + + x =
1 ,

, ,

,
.
x1 , , x :

46

11 x 1 + 12 x 2 +

+ 1 x = 1

21 x 1 + 22 x 2 +

+ 2 x = 2

1 x 1 + 2 x 2 +

+ x =

( 3.6 )

.

11

21
=

12
22
2

1
2

1

2
=


x1
x
2
x =


x

( 3.6 )
x =
-

( 3.7 )

x1 = c1 , , x = c ( 3.6 ) -

. ,
.

, x y :
1 x + 1 y = 1
2 x + 2 y = 2
i , i R 2i + 2i 0 ( i = 1, 2 ).
1 2
:
.

1 , 2 , .

1 , 2 , .

1 , 2 , .

, .

2.3. x =

rank [ ] = rank .

47

,
11

21
[A ] =

1 1
2 2

12
22
2

( ).
c11
0

..
.

c12
c22

. . .
. . .

c1 d 1
c2 d 2

c d

(, )
,
.
6.3 :
x 1 + 2x 2 + 3x 3 = 9
2x 1 - x 2 + x 3 = 8
3x 1

- x3 = 3

,
1 2
3

2 1 1
3
0 1

8
3

1 2 3

0 1 1
0 0 1
,

2
3

48

x 1 + 2x 2 + 3x 3 = 9
- x2 + x3 = 8
x3 = 3

:
x3 = 3,

x2 = -1,

x1 = 2.

7.3

2x 2 + 3x 3 - 4x 4 = 1
2x 3 + 3x 4 = 4
2x 1 + 2x 2 - 5x 3 + 2x 4 = 4
2x 1

- 6x 3 + 9x 4 = 7

,
4
0
2
3
2 5
2
0 6
9

0
0

1
4

:
1
0

1 5/ 2
1

3/ 2

2
3/ 2
0

2
1 / 2

,
5
x
2 3
3
+ x3
2

x1 + x 2 x2

+ x4 =

- 2x 4 =

1
2

3
x =
2 4

x3 +
:
x4 = c

3
x3 = 2 - c ,
2

x2 = -

5 17
c,
+
2 4

x1 =

19
9 c.
2


, , ,
, .

49

8.3
2x 1 + 2x 2 - 3x 3 + 4x 4 = 1
x 1 - 2x 2 + x 3 - x 4 =

4x 1 - 2x 2 - x 3 + 2x 4 = - 1

,
2 2 - 3

1 - 2 1
4 - 2 -1

2
- 1

4
-1
2

1 0 2 / 3 1

0 1 5 / 6 1
0 0
0
0

-1 / 2
- 6


0x1 + 0x2 + 0x3 + 0x4 = -6.
( 3.7 ), A

det 0,

:
x = A -1 =

1
(adj A )
det A

xi
xi =

det A i
det A

i , i - . 6.3, det = 20
9
2
3
1

x1 =
8 1 1 = 2 ,

20
3
0 1
1 9
3
1

x2 =
2 8
1 = 1 ,

20
3 3 1
1
2 9
1

x3 =
2 1 8 = 3 .

20
3
0 3

50

3.3.2.

( 3.7 ) = 0 ,
x = 0
. ,

x = 0.

det 0.

, :

rank A
.
9.3

x1 + x 2 + 2x 3 - 5x 4 = 0
2x1 + 5x 2 - x 3 - 9x 4 = 0
2x1 + x 2 - x 3 + 3x 4 = 0
x1 - 3x 2 + 2x 3 + 7x 4 = 0

1 1 2 - 5
2 5 - 1 - 9

=
2 1 - 1
3

1 - 3 2 7

()
1
0

2
1 0 3

0 1 2

0 0
0
0 0

rank = 3.

x1

+ 2x 4 = 0
x2

- 3x 4 = 0
x 3 - 2x 4 = 0

( 4 - 3 =1 ) :
x1 = -2 c,

x2 = 3 c ,

x3 = 2 c ,

x4 = c.

51

3.4.

3.1
1 2
0

A = 2 3 1
1
3
2

3.2

1 3 6 1

= 1 4 5
1 .
1 5 4
3


4
6 2 4
3 3 6
1

.
=
12
8
21 8

0 10
7
6

2 8
0

A = 2 2 3
1 2
7

3.3 LU
0
2
0
1 1
1
A=
1
1 4

2 5
2

3.4

1
3 3
8

= 2 5 1 8 .
0
1 7
8


3x + 4y + z =

2x + 3y

0 ,

4x + 3y - z = - 2

3.5

7
1

x + 2y - z =

+ 10z =

2x + 5y + 2z = - 1 ,

3x + y - 4z = - 1

7x + 17y + 5z = - 1

4x + y + 6z =

x 1 + 2x 2 + 3x 3 = 0
4x 1 - 5x 2 + 6x 3 = 0

x1

- x 2 + 2x 3 + x 4 = 0

2x 1 + 2x 2

- x4 = 0

3x 1 + x 2 + 2x 3 + x 4 = 0

3.6 .

52

53


. R , ( .. , ,
) R2 R3 .

4.1.

1.2 ( )

x = x1

x2

y = y1

y2

z = z1

z2

:
1.

x, y, z

2.

x, y

x+y = y+x

3.

x + 0 = 0 + x ,

4.

x + (- x ) = 0, - x = [ -x1 -x2

5.

6.

x, y, k C

7.

x,

k, C

(k+)x=kx+x

8.

x,

k, C

k(x) = (k)x

(x+y)+z = x+(y+z)

0=[0 0

0 ]

-x ]

1.x = x
k(x+y)=kx+ky


,
:
x, y x + y
x , k C kx

, k R .
.

54


0x= 0 ,
x, kC ,

k0 = 0,
kx=0

( -1 ) x = - x

k=0

x = 0

1.


, :
( x1 , y1 , z1 ) + ( x2 , y2 , z2 ) = ( x1 + x2 , y1 + y2 , z1 + z2 )
k( x1 , y1 , z1 ) = ( kx1 , ky1 , kz1 ).
,
0.
, .
2. (x 0, y 0) . x = ( 1 , 1 ), ( -1 ) x =
( -1 , -1 ) .
3. .
4. ,
1.2, .


. ,
:
x, y

k,C

kx+y

+ , i C }
span { 1 , , }. 1 , ,
= { x : x = 1 1 +

, x
.

55

1 , 2 , 1 2
, 1 2 . ,
1 2 , x 1 y 2
x + y 1 2 .

1 + 2 = { x1 + x2 :

x1 1 , x2 2 }

1 , 2 .
1 , 2 1 2 = { 0 }, 1 + 2
1 , 2 1 2 . ,
x 1 2 x = x1 + x2 ,
x1 1 x2 2 . , x 1 2
x = x1 + x2 , x1 1 , x2 2 1 2 = { 0 }.
.

1. 1 = 1 0 0

2 = 0 1 0

3 = 0 0 1

R, x = [ ] R :
x = 1 + 2 + 3.

= 0 , x = 0
2. 1, x , x 2,

,x

R.

, .
3. 0.xy , ( x, y )
x2 + y2 1 . R,
( 1/2 , 0 ), 3( 1/2 , 0 ) = ( 3/2 , 0 )
.
4. W

[ k + 3

k - 2k - 4

k + 3
1
3
k-
1
- 1

= k +
2k -
2
- 1



4
0
4

1
2
W = span { 1 , 2 }, R4.

56

5. = { ( x , -x ) :

x R } R . , -

( x , -x ) ( y , -y ) ,
( x , -x ) + (y , -y ) = ( x + y , - (x + y) ) E ,
k ( x , -x ) = ( kx , - ( kx ) ) E , k C.
, ( 1, -1 ).
6. U , 3, U = { p( x ) : p( 3 ) = 0 }, U .
p( x ) + q( x ) kp( x ),
p( x ) , q( x ) U k C x = 3.
0
7.

- 0

22.
5 6.
1.4 R

( x1 , x2 ) + ( y1 , y2 ) = ( x1 + y1 , x2 + y2 )
( x1 , x2 ) = ( 2 x1 , 2 x2 )
. 5

1 ( x1 , x2 ) = ( 2x1 , 2x2 ) ( x1 , x2 )
, .

( x1 , x2 ) = ( x1 , x2 )
1 - 8.

2.4

, x = 0 R .
x y ,
x = 0 y = 0.
(x+y)=x+y=0+0=0
( kx ) = k( x ) = k 0 = 0

x + y kx .

57

, x = ,
, R. ,
x = 0
x = .
7.3 x = 0
3

x0 = c 1 2

= 0 2
2

17
4

- 9 ,

19
.
2

, ( 3.7 ) :
x = + x0 .
3.4 ,

4

3 span {

- 3
5
1



1 , - 4 , 1 }
0
7
2

, 1 , 2 , 3
:
- 3
5
1
4




3 = 1 - 1 + 2 - 4 + 3 1
0
7
2


1 + 5 2 - 3 3 = 4
- 1 - 4 2 + 3 = -3
2 1 + 7 2

.
1
5 3

1
1 4
2
7
0

58

1
- 5

1 5 3

0 1 2
0 0
0

= 5.

4.4

1 = { ( , , 0 ) : , R } ,

2 = { ( 0, 0, ) : R }

R.

x = ( , , ) R

x = x1 + x2 , x1 1 x2 2,
R = 1 + 2

1 2 = { 0 }, R3 1
2 , 0.xy 0.z .

4.2.

4.2.1.

,

.
.
. 1 ,

,
1 1 + 2 2 +

= 0

( 4.1 )


1 = 2 =

= 0 .

1 ,

. . , 0 0 = 0.

, 0,
. 0 ,
= 0 = 0.

59

1 ,


. , ( 4.1 )
, 1 0. 1/1 :
1 = -

2
1 2

( 4.2 )

, 1 2 ,

, .

1 ,

,
. , 1 ,

, ,
.

5.4

= 0 0 1

,
1 1 + 2 2 +

( 1 , 2 ,

1 = 1 0 0 , 2 = 0 1 0 0

, )

= 0

= 0 1 = 2 =

= 0.

6.4 ( 4.2 ) 1 2

,
,
.
, 1 , 2 3 ,
.

1.4.

1 , 2 , , 1,

,
= [ 1 2 ]
.

60

, 1, 2,

, , < , ,


= [ 1 2

, .
1.4 4 1 1.3, :
.

,
, +1 .

. .



. , ,

.
1 , 2 ,

:
. 4.1 .
, , . -.
. . rank = ( ), . -
.

7.4

3 = 1 1 1 3

1 = 1 0 1 2

1 1 + 2 2 + 3 3 = 0

, 2 = 0 1 1 2

61

+ 3 = 0
2 + 3 = 0

1 + 2 + 3 = 0
2 1 + 2 2 + 3 3 = 0
( 1 = 2 = 3 = 0 ),
.
,
1
0
=
1

0 1
1 1

1 1

2 3

33 ,
rank = 3.
8.4 x + 3 2x + 2 + 3

1 .
:

( x + 3 ) + ( 2 x + 2 + 3 ) = 0
, , x.

( + 2 ) x + ( 3 + ( 2 + 3 ) ) = 0
, :

+2 = 0
2

3+( +3) = 0
, :
1

2
2

3 +3

= 0

, = 3 .
1
3
4



9.4 1 = - 2 , 2 = 5 3 = 5 , :
- 3
7
6

span { 1 , 2 , 3 } = span { 1 , 2 }

62

: 1, 2, 3 -

, 3 1 , 2.
3 = k 1 + 2 :
k - 3 = - 4
- 2k + 5 = 5
- 3k + 7 = 6

k = 5, = 3.
, x span { 1 , 2 , 3 } :
x = 1 1 + 2 2 + 3 3 = ( 1 + 5 3 ) 1 + ( 2 + 3 3 ) 2 ,
x span { 1 , 2 }.

4.2.2. -

1 , 2 ,

, . dim . 0 = { 0 }, dim = 0,
. ,

1 = 1 0 0 ,

2 = 0 1 0 0 ,

, = 0 0 1

R, dim R = . ,
1 , x ,

, x

dim = + 1.

, ,

. :
dim dim
, 1 , 2 ,

- ,

( ),
dim < , .
,
= 1 1 +

+ .

63

- ( 1 , , ) ,

,
1 , 2 , , . , -

( 10.4),

= 1 2 3 4

1 ,

1 , 2 , 3 , 4.

2.4. 1 , 2 , ,

1 , 2 , , ,
{ i },
.

, ( < ) , 1 , , -
, - , 1 , 2 ,

, , 1 , , -
1 , , -

1 , 2 ,
. ,
.

3.4. 1 , 2 , :
dim ( 1 + 2 ) = dim 1 + dim 2 - dim ( 1 2 )

10.4 1 , 2 ,

- ,

.
: , , 1,

(dim = )

:
= 1 1 +
= '1 1 +

+
+ '

( 1 - '1 ) 1 +

+ ( 1 - '1 )

= 0.

64

1 , 2 ,
1 = '1 ,

, = ' .

11.4

[1

[1

[1

R.
: R,

. 3- R .
( 4.2 ) :
1

det
2

= ( - )( - )( - )
2

, .
12.4

1 = 2 1 3 1 , 2 = 1 2 0 1 , 3 = 1 1 3 0 , 4 = 0 3 3 1

R4.
:
2
1

3 1
2
0 1

1
3 0

3 3 1

1
0

0 0 1 / 3
1 0 1 / 3

0 1 0

0 0 0

1 , 2 , 3

1 , 2 , 3 4 = 0 0 0 1

, 4- R4.

65

13.4

1 = { ( x1 , x2 , x3 , x4 ) :

x2 + x3 + x4 = 0 }

2 = { ( x1 , x2 , x3 , x4 ) : x1 + x2 = 0 , x3 = 2 x4 }
R4 1 , 2 ,
1 2 1 + 2 .
: ( x1 , x2 , x3 , x4 ) ( x 1 , x 2 , x 3 , x 4 )

1 .

( x 1 + x 1 , x 2 + x 2 , x 3 + x 3 , x 4 + x 4 )

( x1 , x2 , x3 , x4 ), 1 , :
( x2 + x 2 ) + ( x3 + x 3 ) + ( x4 + x 4 ) = ( x2 + x3 + x4 ) + ( x 2 + x 3 + x 4 ) = 0
x2 + x3 + x4 = ( x2 + x3 + x4 ) = .0 = 0.
, 1 .
( x1 , x2 , x3 , x4 ) = ( x1 , x2 , x3 , - x2 - x3 )
= x1 ( 1, 0, 0, 0 ) + x2 ( 0, 1, 0, -1 ) + x3 ( 0, 0, 1, -1 )

1 = ( 1, 0, 0, 0 ) , 2 = ( 0, 1, 0, -1 ) , 3 = ( 0, 0, 1, -1 ) -

1 . ( ),
1 dim 1 = 3.
, 2 .
2 :
( x1 , x2 , x3 , x4 ) = ( x1 , - x1 , 2x4 , x4 ) = x1 ( 1, -1, 0, 0 ) + x4 ( 0, 0, 2, 1 ) ,
1 = ( 1, -1, 0, 0 ) , 2 = ( 0, 0, 2, 1 ) , 2 ,
, dim 2 = 2.
1 2
1 + 2 , x 1 + 2 :
x = x1 + x2 = ( 1 1 + 2 2 + 3 3 ) + ( 1 1 + 2 2 )
,

R4

1 , 2 , 3 , 1 , 2


0
1
0
1
det
0
0

1 1

0
0 1
0
1 1

0
0
0

1 , 2 , 3 , 1 1

+ 2 . dim ( 1 + 2 ) = 4.

66

x 1 2 :
,

x2 + x3 + x4 = 0, x1 + x2 = 0, x3 = 2x4.

( x1 , x2 , x3 , x4 ) = ( 3x4 , -3x4 , 2x4 , x4 ) = ( 3, -3, 2, 1 ) x4 .

= ( 3, -3, 2, 1 )
1 2 , dim ( 1 2 ) = 1. 3.4 .

4.3.

4.3.1. -

- .

: C( R )

, x, y, z,
:
.

x y= y x

. ( k x + y)

(x y = y x)
z=k(x

. x

x0

V. x

x=0 x=0

z)+(y

, x = ( x1 ,

z)

, x )

, y = ( y1 ,

, y ) ,

y = y* x = y 1 x1 +

y x

- V. ,
C x y = y x , x 0 :
( ix ) ( ix ) = i( x ( ix ) ) = i(( ix ) x ) = i2 ( x x ) = - ( x x )
, , ( ix ) ( ix ) 0.

:
1. x

y = (x

y)

2. x

(y+z) =x

y+x

3. x

y = 0 , y x=0

x x x ||x||.

:
|| x || = | |.|| x ||
|x

y | || x || || y || ,

67

, x , y .
x , y x - y.
x - y = ( x - y) (x - y) =

x x-y x-x y+y y =

|| x ||2 + || y ||2 - 2 x y

y = 0 x , y


|| x - y || 2 = || x || 2 + || y || 2
14.4 22,

= 11 11 + 12 12 + 21 21 + 22 22

= [ ij ] , = [ ij ] , .
: , :

1.

= 11 11 + 12 12 + 21 21 + 22 22 =

2. ( k + )

= ( k 11 + 11 ) 11 +( k 12 + 12 ) 12 + ( k 21 + 21 ) 21
+ ( k 22 + 22 ) 22 = k (

3.

2
2
= 11
+ 12
+ 221 + 222 0 ,

4.

= 0 ij = 0 = .

)+(

),

15.4 1 ,

, .

1 1 +

= 0

k , ( k = 1, 2,

, )

1 ( 1

k)+

+ k ( k

k = 0 i k k

k = 0 ( k =1, 2,

k)+

+ (

k) = 0

k 0 ,

, ).

4.3.2.

1 ,

,
( i

j = 0 ) 1 ( || i || = 1 ).

68

, 1 ,

. -

4.4 22,
14.4.

4.4. 1 , ,

1 ,

1 = 1
2 1

1 1 1
1

3 = 3 - 3
1 - 3
1 1
2
2 = 2 -

= -

1 -
1
2

2 2
2
-1
2 -
2
-1 -1 -1


Gram-Schmidt.

16.4

3 = 0 0 1 1

1 = 1 1 1 1 ,

2 = 0 1 1 1 ,

( R4 ).

4.4 ,
.
0
0
1
1
3 / 4
3 / 4
0
1
0
1
1
1/ 4
1/ 4
2 / 3
2
3
2

, 3 =
1 = 1 , 2 =

=
1
1
1/ 4
1/ 3
3 1/ 4
4 1
4 1

1
1
1
1
1/ 4
1/ 4
1/ 3

69

1
1
T
1 = [1 1 1 1]
2
1
1
1
T
2 =
[ 3 1 1 1]
2
2 3
1
1
T
3 =
[0 2 1 1]
3
6
.
,
= { y: y

x = 0 , x }

( ; )
:
( ) = ,
, 1 ,

, k

x ,
x =

x
1

1
+
1 1

x
k

k k

x ,
y = x - x .

17.4

1 = 2 5 1

x - x .

, 2 = 2 1 1 , -

x = 1 2 3

span { 1 , 2 }.

1 , 2 .
x ,
1, 2 :
x
x =
1

x
1
1 +
1
2

y = x - x

2 / 5
2
2
2
9
3

5 + 1 = 2
2 =

30
6
2
1 / 5
1
1

span { 1, 2 }.

1 = 0, y

2 = 0.

70

4.3.3. QR

1 ,

4.4 :
1 = 1
2 = 12 1 + 2
3 = 13 1 + 23 2 + 3
= 1 1 + 2 2 +
ij =

A = 1

+ -1, -1 +

] = [

1 12
0 1

..
.

1
2

= QR ,

1 -1,
1

13
23

. . .

Q = 1

2 diag ( || 1 || ,

, || || ) -1

1 12
0 1

R = diag ( || 1 || ,
, || || )

1
2

1 -1,

13
23

A = Q R QR , Q

Q* Q = I

( Q Q = I )

,
.

x = ,
R x = Q* = .
,
.

71

18.4 x = ,
1
1
A =
1

3 5
3
5

1 0
, =
7
1 2

3 3
3

QR :
1/ 2
1/ 2
1 / 2
1 / 2 1 / 2 1 / 2

=
1 / 2 1 / 2
1/ 2

1 / 2 1 / 2
1 / 2

2 4 5

0 2 3
0 0 2

1 / 2
1/ 2
1/ 2
1/ 2

T
Q = 1 / 2 1 / 2 1 / 2
1/ 2
1 / 2 1 / 2
1 / 2 1 / 2

3
6
5
= 6

7
4

3

:
6
2 4 5 x 1

0 2 3 x 2 = 6
4
0 0 2 x 3
:
x3 = 2 , x2 = -6 , x1 = 10.

4.4.

, .

.
, 2,

R =

,
1.

S =

72

( )

1. A* A = A A* = I

( ATA = A AT = I )

2. | det A | = 1
3. A-1 = A* ( A-1 = AT )
4. * ( T ) ( ).
5. ( )
( ) .

,
1.

: || x || = || x || ,

2. : || x - y || = || x - y ||
3.

: x

y = x

19.4
x y y y
y x y y

y y y x

y>0

, x = -1 + 2/ , y = 2/ 2 = .
: , -

:
x2 + ( - 1 ) y2 = 1
:
2x y + ( - 2 ) y2 = 0.
x2 - 2x y + y2 = 1 , : x = y 1.
2 y 2 2y = 0 . y > 0 ,
y = 2/ x = -1 + 2/ .

1 1 1
2

1 1 1

73

1 1
1 1
1 1
1 1
4
4
4
4


2 = 2

+ = 2
+ = .

1 1
1 1
1 1
1 1
20.4 ,

, 1.
:
11
0
=

12
22

1
2

. . .

2
= 1 11 = 1 ,
, . 11

: 11 1k = 0 1k = 0 ( k = 2 ,

, ).

, . 222 = 1 22 = 1
: 22 2j = 0 2j = 0 ( j = 3,

, )

, ii = 1 is = 0 s > i.
21.4 x1 , x2 , x3

3 / 5

= 4 / 5
0

4/6
x1

3/ 6
x2
11 / 6 x 3

.
: x1 , x2 , x3

x 12 + x 22 +

x 23 = 1

- 4x 1 + 3x 2 + 11x 3 = 0
3x 1 + 4x 2

= 0

= .
( 3/5 , 4 /5 , 0 ) ,
( -4/6 , 3/6 ,

11 6 ) R3, ( 0 , 0 , 1 ) .

4.4
3 = ( 0 , 0 , 1 ) -

11
( -4/6 , 3/6 ,
6

11 /6 ) = ( 11 /9 , - 11 /12 , 25/36 )

74

1
6
2 11
11 5
3 =
3 = (
, ,
).
15
10
|| 3 ||
5
6

( x1 , x2 , x3 ) =

4.5.

4.1

R
.
.

( x1 , x2 ) + ( y1 , y2 ) = ( x1 + y1 , x2 + y2 ) , ( x1 , x2 ) = ( 0, 0 )

( x1 , x2 ) + ( y1 , y2 ) = ( x1 + y1 , x2 + y2 +1 ) , ( x1 , x2 ) = ( x1 , x2 + - 1 )

( : 1-8 ).
4.2

( 1, 2, 0 ) , ( 1, 1, 1 )
= { ( , , 0 ) : , R }.

4.3

1, x, x2 ,

4.4


1 0
0 0

, x

0 1
0 0

.
0 0
1 0

0 0
0 1

.
4.5

1 = 4 3 7 , 2 = 1 9 2 , 3 = 7 11 6 ,
4 1 + 5 2 - 3 3 = 0.

4.6

p( x ) , q( x )

p( x )

q( x ) = p( 0 ) .q( 0 ) + p( 1 ).q( 1 ) +

+ p( ).q( )

.
4.7

1 = ( 1 , -2 , 0 , 1 ) , 2 = ( -1 , 0 , 0 , -1 ) 3 = ( 1 , 1 , 0 , 0 ) ,
W = span { 1 , 2 , 3 }.

4.8

1 ,

, 1 , 2 ,

.
4.9

= -1* , * .

75


.
5.1.

5.1.1.

.
f : x, y
x, y :
f(x+y)=f(x)+f(y)

( 1.5 )
kC

f ( kx ) = kf ( x )

y = Ax ,
. ( 1.5 ) :
( x1 + x2 ) = x1 + x2
( kx ) = k( x )
f : , g : ,
g f :

( g f ) ( x ) = g ( f (x) )
. f : :
.

f () =

{ f ( x ) : x }

. f

Ker f =

{x : f(x)=0}

76


dim = dim f ( ) + dim Ker f

, 1 ,
+1 ,

, f ( )

, , +1, ,

Ker f , f( 1) ,

f ( ) .

f - - Ker f = { 0 }
f ( ) = .
1.5 f : R R g : R R


f ( x ) = ( x2 , x1 + x3 )

g ( x ) = ( x2 , 2x1 )

g f .
:

f ( x + y ) = ( x2 + y2 , ( x1 + y1 ) + ( x3 + y3 ) ) = ( x2 , x1 + x3 ) + (y2 , y1 + y3 )
=f(x)+f(y)
f ( kx ) = ( kx2 , kx1 + kx3 ) = k( x2 , x1 + x3 ) = kf ( x )

g ( x + y ) = ( x2 + y2 , 2( x1 + y1 ) ) = ( x2 , 2x1 ) + ( y2 , 2y1 ) = g ( x ) + g ( y )
g ( kx ) = ( kx2 , 2kx1 ) = k( x2 , 2x1 ) = kg ( x )
f g . g f :
( g f ) ( x ) = g ( f ( x ) ) = g ( x2 , x1 + x3 ) = ( x1 + x3 , 2x2 )
2.5 f : R R3

1
1

f( ) = 2
- 1
1

0
2

f ( ) = 1
- 1
2

8
f ( )
- 5

8
2
1
: = 2 + 3
1
1
5

77

2
0
1
8
1
2
1
2



f( ) = f( 2 + 3 ) = 2 f( ) + 3f( ) = 2 2 + 3 1 = 7
- 5
- 1
- 1
- 1
- 1
4
2
1
3.5 f : R R

f ( x ) = ( x1 + x3 , x1 + x2 + 2x3 , 2x1 + x2 + 3x3 )


Ker f f ( R ) .
: Ker f
x1

+ x3 = 0

x 1 + x 2 + 2x 3 = 0
2x 1 + x 2 + 3x 3 = 0

x1 = -x3 x2 = -x3.
Ker f = { x : x = ( -1, -1, 1 ) }

1 1 1

f dim Ker f =1. ,

f - - .
f ( R ),
f ( x ) = x1 ( 1, 1, 2 ) + x2 ( 0, 1, 1 ) + x3 (1, 2, 3 )

1

f ( R ) = span ( 1 ,
2

0 1

1 , 2 ).
1 3

, 1 1 2 ,

[0

1 1

f ( R ) , dim f ( R ) = 2.

f ( R ) R , f .

5.1.2.

1 , , 1 , ,
, f ( 1 ) ,
1 , , :

, f ( )

78

f ( 1 ) = 11 1 + 21 2 +

+ 1
( 2.5 )

f ( ) = 1 1 + 2 2 +
, x = x1 1 +
y = f ( x ) = x1 f ( 1 ) +

+ x1

, :

+ x f ( )

= ( 11x1+ + 1x ) 1 + ( 21x1+ + 2x ) 2 + + ( 1x1+ + x )

= y1 1 +

+ y

( 3.5 )


11 1

( 3.5 ), ( x1 ,

, x )

( y1,

, y )

x y, { i }, { j } :
y1

=A
y

x1


x

( 4.5 )

, ( 4.5 )

1.5.

f : ,

,
, = dim = dim .

3,

f :
1. f ( 1 ),

, f ( )

2.
[ 1

f ( 1 )

f ( ) ]

[ ].

79

3. f 1 , ,
1, , .
1:
, . ( - ) , ,
f

-1

-1.

, , f : gB : ,
gB f : .
4.5 f : R R

:
1.
2.

y = x

3.

y = x.

1.
1 = ( 1, 0 )T, 2 = ( 0, 1 )T R.
:
f ( 1 ) = ( , ) = 1 + 2
f ( 2 ) = ( -, ) = - 1 + 2

R f , ,
:

R =

2. ( 1, ) ,
( , ) :
( , ) = ( , ) = ( 1, )
( x , y ) ,

80

x

x y
y = 1


1


1

1
x + y
= 1 + 2

x + y
1
1
1
1
= 1 + 2 x + 2 y = 1 + 2

x
y

P =

1
1
2
1 +

3. f ( x ) = 2x - x = ( 2 - )x . ,
, :

1
S = 2 - =
1+ 2

2
2

2
1 1 - 2
-I =

2 2
1 + 2 2

2 - 1

S .
: = 0 ( x ), :
0
1
S=
.
0 1

T = R S

, x .
5.5 f : R R

f ( x ) = ( x1 + x2 + x3 , x1 + 2x2 + 3x3 )
{ i } :

81

f ( 1 ) = ( 1, 1 ) = 1 + 2
f ( 2 ) = ( 1, 2 ) = 1 + 2 2
f ( 3 ) = ( 1, 3 ) = 1 + 3 2

f :
1 1 1
=

1 2 3

1 = 1 1 0 , 2 = 0 1 1 , 3 = 0 0 1
R

1 = 1 2

2= 1 3

:
f ( 1 ) = ( 2, 3 ) ,

f ( 2 ) = ( 2, 5 ),

f ( 3 ) = ( 1, 3 )


1 1
2 3

2 2 1
3 5 3

:
1 0
0 1

3 1 0
1 1 1

f { i } { j }
:
~ 3 1 0
=

1 1 1

6.5 f : 1 2

f ( p( t ) ) = t p( t ) . { t, 1 } { t2 , t -1 , t +1 }
1 2 , :
f ( t ) = t.t = t2 = 1.t2 + 0( t - 1 ) + 0( t + 1 )
f ( t ) = t.1 = t = 0t2 + 1/2( t - 1 ) + 1/2( t + 1 )
:
1 0

= 0 1 / 2
0 1 / 2

p( t ) = 3t -2 :

82

3
3

= 1
-2
1

, f ( p( t ) ) = 3t2 - ( t -1 ) - ( t + 1 ) = 3t2 - 2t ( = t p( t )) .

5.1.3.

1: 1 ,
1 ,

( x1 ,

, :

,x )

1 = 1 ( 1 ) = 11 1 +

+ 1

2 = 1 ( 2 ) = 2 1 +

+ 2

= 1 ( ) = 1 1 +

( x 1 ,

x ) x

{ i } { j }
x1
x 1


= A
x
x

( 6.5 )


11 1

, .

= [ 1

= [ 1

( 6.5 )
=

A = -1 ,

A 1 = -1

83

7.5 5.5, 1 ,

2 , 3 1 , 2 , 3
= [ 1 2 3 ]

-1

1 0 0

[ 1 2 3 ] = I3 1 1 0
0 1 1

Q 1 , 2 1 , 2 :

x
P

f(x)

~
A

f(x)

~
A = Q .

5.2.

1 ,

1 ,

f : . f , ,
= -1

( 7.5 )

{ i } { j }.

x
P

f (x)

-1

( 8.5 )

f(x)

B
( 7.5 ) .
:

84

det A = det B ,

rank A = rank B ,

tr A = tr B,

tr A = 11 + 22 + " +, .
f :.
, ( 8.5 ) { i } ,
{ i }. ,
f : ,
f { i } , :
= -1 ,

= [ 1 2

( 7.5 ) ,
= *
, .
5.1.3, { i } { j } .
6
10
2 1
8.5 =
, =


18 11
3 2

-1

0
1
=

0 2

= R

.
:
2
2
= =
.
3 4

,
f ( x ) = Ax = ( 10x1 + 6x2 , -18x1 - 11x2 )
R , f
. ,
[

2 1
] =
3 2

2
3 4
2

1 0
0 1

0
= [
0 2
1

85

, :
1.
2. -1 -1
3. A2 = A B2 = B
4. Ak = O Bk = O
5. A AT = AT A B BT = BT B
6. A = -AT B = - BT

5.3.

5.1


f ( x1 , x2 ) = ( 4x1 - 2x2 , 3 |x2| )
g ( x1 , x2 ) = ( 2x1 - 3x2 , x1 + 4 , 5x2 )
.

5.2

,
, .
1
3
=

2 1

1 1
=
,
2 1

1 2 3

= 1 1 2
0
3 5

3 1
=

1 2

2 1
=
,
2
3

2
1
3

= 6 3 9
0
0
0

86

x Ax

6.1.

, , O

x = x,
x
.
, x

x , . H
( 1.6 )

(-)x=0
( 1.6 )

x =

[x

x2 x

[ ]

ij

i, j=1

:
- 12 x 2 -

- 1 x = 0

- 21 x 1 + ( - 22 ) x 2 -

- 2 x = 0

( - 11 ) x 1

- 2 x 2 - + ( - ) x = 0

- 1 x 1

( 2.6 ), ,
- 11

- 12

- 21

- 22

- 1

- 2

- 1
- 2

= 0

( 2.6 )

87



A ( ) = + c1 1 + " + c1 + c0

( 3.6 )

1 , 2 , , ( ) .
( ).
( 2.6 ) ( ) ,
= i
( - i ) x = 0.

ki = - rank ( i - ) ,
ki - ,
3,
ki
xi1 , xi2 ,

x i ki

i.

span { xi1, xi2 ,

x i ki }

ki
i. i i
( ) ,
1 ki i

( 4.6 )

( i = 1 ) ki = 1. ,
.

1 6
6
3
1.6 =
x = , y = . E

5 2
5
2

x y ;
:
1 6 6
24
Ax =
=

= -4
5 2 5
20

6
5 = - 4 x

88

1 6 3
9
3
Ay =
=

5 2 2
11
-2

x , -4, 9 3
y , ,
11 2

.
2.6 1.6, 7

.
: 7

x = 7x
.
( 7 - )x = 0
,
det ( 7I - A ) =

6 6
5
5

= 0

= 7 .

6 x1 - 6 x2 = 0
-5 x1 + 5 x2 = 0
1
c .
1

, c 0, 7,
1
, c = 1 .
1

3.6

-
=
, , R

1
1
( ) = { + i , - i }
i
i

: ,

89

- 1
+ i
1
i = - i = ( + i ) -i

- 1
- i
1
i = + i = ( - i ) i

4.6
1 1
=

2 4

:
x1
1 1 x 1
2 4 x = x
2
2


( -1 )x1

- x2 = 0

(*)

2x1 + ( - 4 )x2 = 0
,
- 1 -1
2
-4

= 0

, :
( - 1 )( - 4 ) + 2 = 2 - 5 +6 = ( - 3 )( - 2 ) = 0

1 = 2 2 = 3
. 1 = 2, ( * ) :

x1

- x2 = 0

2x 1 - 2x 2 = 0
1
c c 0. ,
1
1
1 = 2.
1

2 = 3, ( * ) :

2x 1 - x 2 = 0
2x 1 - x 2 = 0

90

1
1
c , c 0.
2
2

2 = 3.
4 1 6

5.6 = 2
1 6 . 2 ( )
2 1 8

.
: , 2 ,

2I - A =

2 1 6
2 1 6
2 1 6

= 0

3 - rank ( 2 - ) = 3 - 1 = 2
= 2 2,
.
( 2 - )x = 0 ,
-2x1 + x2 -6 x3 = 0

0
1

x1
x1


x 2 = 2x 1 + 6x 3 = x 1 2 + x 3 6
1
0

x 3
x 3

x1 , x3 .

1
0


{ 2 , 6 }
0
1

2.

91

6.2.

.
det A = l1 l2

1.

ln

= ( -1 )n c0

( 5.6 )

+ c1 + c0 = ( - 1 )( - 2 ) ( - )
( -1 ) 1 2 = c0. , = 0,

det ( I - A ) = + c-1 -1 +

det ( -A ) = c0
det ( -A ) = ( -1 ) det A , ( 5.6 ).

0 .

, :

1. det A 0
2. .
3. rank = .
4. ( ) .
5. dim { Ax : x K } =

( R C )

6. dim { x : Ax = 0 } = 0.
7. x = , K.
8. x = , .
9. x = 0 , x = 0.
10. To 0 A.

2.

( ) = ( )
: ,

det ( - ) = det ( - )T = det ( - ).

92

3. , x , k , x

Ak , k .
: x = x :

A 2 x = A ( Ax )

= A( x)

= ( Ax )

= 2 x

A 3 x = A ( A 2 x ) = A ( 2 x ) = 2 ( Ax ) = 3 x

k x = k x
k.
4. , x ,

-1 , x -1.
: x = x ,

x = I x = ( -1 ) x = -1 ( x ) = -1 x = ( -1 x )
x = -1 x ( 0 ; )
5.

, .
: ,

3. :
det ( I - A ) =

- 11
0
0

- 12
- 22
0

- 13
- 23
- 33

= ( - 11 )( - 22 )( - 33 )

, ( ) = { 11 , 22 , 33 }.
, .
6.

, x = x , B x = x ,
(+)x = (+)x ,

( ) x = ( ) x .

7. x1 , x2 ,

kx1 + x2 , k , .
: x1 = x1 , x2 = x2 :

A ( k x1 + m x2 ) = k( A x1 ) + m( A x2 ) = kl x1 + ml x2 = l ( k x1 + m x2 ).

93

8. , = -1 . , x

, , -1x .
:

- = -1 ( - )

det ( - ) = det -1 det ( - ) det


= ( det )-1 det ( - ) det = det ( - )
, B .

( -1 x ) = -1 x = -1 x = ( -1 x )
.
9.

, ,
( ) = ( )
: ,

= -1 ( ) = -1 ( ). ,

8, ( ) = ( ) .
, , 0
, det ( + 0 ) 0.
> 0

|-(+)|=|-(+)| ,

, .
10. x1 , x2 ,

1 ,2 ,

, x

, .

x1 , x2 ,

, x

, xk , k < , ,
x1 , , xk , xk+1 . x1 , x2 ,

k xk + k+1 xk+1 = 0

1 x1 +

k xk + k+1 xk+1

1 1 x1

+
++

k k xk + k+1 k+1 xk+1 = 0 .

1 x1 +

(*)

,
=

94

( * ) k+1 ,

+ k ( k - k+1 ) xk = 0 .
i k+1 , x1 , x2 , , xk ,
1 = = k = 0 ( * ) k+1 = 0
xk+1 0. ( * ) , x1 , , xk , xk+1
1 ( 1 - k+1 ) x1 +

.
11.

.
: ( = * ) x = x .

x* * = ( x )* = x*

0 = x* ( * - ) x = x* * x - x* x = ( - ) x* x

x , = , R .
x1 , x2 1 , 2
x1 = 1 x1 , x2 = 2 x2 :
0 = x 1 ( A* - A ) x2 =1 x 1 x2 - 2 x 1 x2 = ( 1 - 2 ) x 1 x2 ,
1 R. 1 2 x 1 x2 = x1 x2 = 0 , x1 , x2 .
.
12. 1 -

.
: x = x , ( * = )

:
0 = x* ( - A* A ) x = x* x - x* * x = x*x - x* x = ( 1 - ) x*x
x 0 , = || 2 = 1 .
x1 = 1 x1 x2 = 2 x2 , 1 2 :
0 = x 1 ( - A* A ) x2 = x 1 x2 - x 1 * x2 = x 1 x2 - x 1 1 2 x2
= ( 1 -1 2 ) x 1 x2

95

1 =

1
1

1 2 ,
2
) x 1 x 2 = 0
1

(1

x 1 x2 = x1 x2 = 0 , x1 , x2 .
.

6.6

i1 + i2 +

+ i

= 1 ,

i = 1, 2,

, , .
:
11

21

12
22
2

1 1
1
1
2 1
=

1
1

, 1

[1

1 1

, 1 ( =1 )
.
1
11 21 1 1
1
1

1
22 2 1
21

A
=
=

1
1 2 1
1

i1 + i2 +

+ i = 1.

4 1
7.6 A =
,
6 1

= 2 - 4 + 2 , .
: :
-4
1
= ( - 4 )( + 1 ) + 6 = 2 - 3 + 2 = ( - 1 )( - 2 ).
| - | =
-6 + 1

( ) = { 1 , 2 }. , x

96

x = ( 2 - 4 + 2 )x = 2 x - 4 x + 2x = 2 x - 4 x + 2x = ( 2 - 4 + 2 )x
2 - 4 + 2 , x .
,
1 = 1 - 4.1 + 2 = -1

2 = 2 - 4.2 + 2 = -2

, ( 4.6 ), det B = ( -1 )( -2 ) = 2.

8.6 , ( ) = { 0 }.
: , ,

k , Ak = . ,
det Ak = ( det A ) k = 0 .
det A , 0 , . 0 ( ).
x , k, x Ak.

Ak x = k x = 0
k = 0 , . = 0.

9.6 ,

det ( I + A ) = 1 + tr ,
tr A = 11 + 22 + " + .
: :

tr = 1 + 2 +

( ) = { 0 , } 0 , ( + ) = { 1 , 1 + }.
det ( I + A ) = 1.1

1( 1 + )

= 1+ =1+(0 +

= 1 + tr .

6.3.

,
L = span { x : x }

+ 0+)

97

. dim L = ,
,
( 4.6 ) i i

ki .

1.6. ,

;
x2

: 1 , x1 ;

= [ x1

, x .
x ]

D = diag ( 1 ,

, )

x ]
x ] D

= [ x1
= [ x1

= [ x1

x ] = [ 1x1

x ]

= D

( 6.6 )

( 6.6 ) , = D -1,
, , .
1.6 10 6.2

.

:
.

( ) = det ( - ) .

. ( ).
. i , i ,

( i - ) x = 0.
i , .
.
V. ,

-1 = D ,

98

.
( 6.6 )
= D -1
k
k = Dk -1 .
10.6 :
1 0
=

2 1

4
1
=

1 2

: :

. | - | = ( - 1 ) , 1 2.
.

0
( - ) x = 0, c
1

1 , .
:
| - | =

-1

-4

-1

+2

= + - 6 = ( + 3 ) ( - 2 ),

( ) = { 2, -3 }. 22 ,
4
. ( 2 - )x = 0 c
1

( -3 - )x = 0
0
2
4 1
=
-1 =
.

1
0 3
1

11.6 , :

0 0 0

= 0 1 0
1 0 1

0 0 1

= 1 0 - 1
0 1 1

: :

1
c .
1

99

. | - | = ( - 1 )2 ( ) = { 0 , 1 }.

. ( 0 - )x = 0, c 1 0 1

[0

( - )x = 0

[0

1 0 ,

0 1 . , , 3

1 0 0

= 0 1 0 . ,
1 0 1

-1 = diag ( 0 , 1 , 1 ).
:
. | - | = ( - 1 )( 2 + 1 ) ( ) = { i , -i , 1 }.

. ( i I - )x = 0 c 1 1 i i

c = 1 i.

-i 1 - 1 + i i
1,
1
1 1

P = - 1- i 1 + i 0
i
- i 1

[1

0 1 .


( 10, 6.2 ). ,
-1 B = diag ( i , -i , 1 ).
( 6.6 ), ,
= D *

( 7.6 )

2.6. ( Schur )

, 1 , 2 , , .

100

, Schur
:
tr = tr = 1 + 2 +

11, 6.2,
:

3.6. ( )

, ( )
i , i ,
i ( i - )x = 0 .
( 7.6 ) ,
Gram-Schmidt ( 4.3 )
.
(;).
12.6 ( 7.6 ) :

0 2 2

= 2 0 2
2 2 0
:
. | - | =

-2 -2
-2 -2
-2 -2

= ( + 2 )2 ( - 4 ) ( ) = { -2 , 4 }.

. -2 ( -2 - )x = 0,


x1 + x2 + x3 = 0
:

[ 1

1 0

[ 1

0 1

101

( ) Gram-Schmidt, :
- 1
1
1
2
0

- 1
1
-1
6
2

4,

[1

1 1 ,

( 4 - )x = 0.
1
1
1 .
3
1
- 1 / 2

= 1/ 2
0

1 / 3

1 / 6 1 / 3
2 / 6 1 / 3
-1/ 6

:
* = diag ( -2 , -2 , 4 ).
13.6 :
5 9
2 =

6 10
5 9
:
,
6 10
+5

-9

- 10

= 2 - 5 + 4 = 0

1 4. 1 = 1 2 = 4 - 3 / 2 1

[ -3/2 1 ] T [ 1 1 ] T . =
1
1
1 0
2 = -1
.
0 4

= -1,
1 0
2 = 2 -1 =

0 4

102

0
1
=

0 2


= -1 ,
, 4
.

6.4. Cayley - Hamilton

. x C ,

= span { x , x , , -1 x }
x
. ,
x = c0 x + c1 x +

+ c-1 - x

-
( ) = - c-1 -1 -

- c 1 - c0

( ) = . :

4.6. ( Cayley-Hamilton )

( ) = + -1 -1 + + 1 + 0

( A ) = A + -1 A-1 + + 1 A + 0 I = O

( 8.6 )

, ( 5.6 ) 6.2,
.
( 8.6 ) -1 0 :
-1 =

1 -1 -1 -2
0
0

1
.
0

103

-1
, , ,

, -1.

p( ) ,
p( ) = ( ) ( ) + ( ) ,

[ ( ) ] - 1

p( ) = ( ) ( ) + ( ) = ( ),
p( ).
Cayley-Hamilton ( )
( ) = . . ,
1 0 0

= 0 1 0
2 1 2

( ) = ( - 1 )2 ( - 2 )
( ) = 2 - 3 + 2 = ( - 1 )( - 2 ).
1 2 0

14.6 = 0 2 0
0 2 1

Cayley-Hamilton -1 =

1 2
5
- 2 + .
2
2

( ) = | - | =

- 1 -2
0
0
-2
0
0
-2 - 1

= ( - 1 )2 ( - 2 ) = 3 - 42 + 5 - 2.


1 6 0

2 = 0 4 0 ,
0 6 1

1 14 0

3 = 0 8 0
0 14 1


3 - 42 + 5 - 2 = .
( 0 ) = -2, . -1, :

104

2 - 4 + 5 - 2-1 =
-1 I, 2 :
-1

1 - 1 0
1 2
5

=
- 2 + = 0 1 / 2 0
2
2
0 - 1 1

15.6

1 0 2

= - 1 - 2 3
2 0 1

31 , 2.
:

( ) = | - | =

-1
0
-2
1 + 2 -3
-2
0
-1

= ( + 2 ) [ ( - 1 )2 - 4 ]

= ( + 1 )( + 2 )( - 3 ).
( ) 31 : ( ) 2

31 = ( ) ( ) + 2 + +
( ) :
( -1 )31 = - +
( -2 )31 = 4 + 2 +
331 = 9 + 3 +

=

1 31 1
1
1
2
5
1
1
, = - 331 + (-2 ) 31 +
, = - 331 + (-2 ) 31 3 - (-2 ) 31 4
3
12
4
3
12
2
2


31 = 2 + + .
16.6 Cayley-Hamilton,

-3 :
1 1 2

= -1 2
1
0 1 - 1
:

105

( ) =

- 1 -1
2
1
-2
-1
0
-1 + 1

= - 2 - + 2

( 0 ) = 2 0,
- 2 - + 2 =

(*)

1
1
+ -
2
2

-1 =

( * ) -2
A 1 :
-2 = +

1 -1 1
5
1
- =
-
2
2
4
4

( * ) -3
-1 -2 :
-3

13 3 - 21
1
1 -2
1
5
5

7 1 -7
= + -1 - =
+ - 2 =

8
2
2
8
8
5 3 - 13

1 - 1
17.6 =

2 5

= 24 - 12 + 19 - 29 + 37
.
:

( ) =

-1

-2

-5

= - 6 + 7

24 - 12 + 19 - 29 + 37 = ( - 6 + 7 )( 2 + 5 ) + + 2.

3 - 1
= + 2 =
.
2 7


( ) =

-3

-2

-7

= - 10 + 23.

106

2 - 10 + 23 =

-1 =

10
1
10
1
8
1
=
( + 2 ) =
.
23
23
23
23
23
23

6.5.

x1 , x2 ,

, x


Q( x ) = 11 x 12 + 212 x1x2 +

+ 21 x1x

+ 22 x 22 + 223 x2x3 +

+ 22 x2x + +

. x = x 1 x
11

12
=

12
22
2

x 2

( 9.6 )

1
2
,

( 9.6 )
Q( x ) = xT x = x

x = x x

( 10.6 )

Q( x ).
A , Q( x )
.
Q1( x ) = xT x

Q2( x ) = xT x

.
= T x = y ,
Q( x ) = xT x = yT ( T )y = yT y
,

.
18.6 x Tx :

Q( x ) = x 12 - 2 x 23 + 2x1x2 + x1x3.

107

: x 12 , x 22 , x 23 Q( x )

,
xi xj ( i j ) ( i , j ) ( j , i ).
:
1 1 1 / 2 x 1

Q( x ) = [ x1 x2 x3 ] 1 0
0 x 2
1 / 2 0 - 2 x 3

Q( x )
x 0,
Q( x ) = xT x > 0
Q( x )
x ,
Q( x ) = xT x 0
x0 0 , x0T Ax0 = 0.
Q( x )
- Q( x ) .
Q( x ) x 0, Q( x ) .
:
.

( ) .

II . .

19.6

Q1( x ) = x 12 - x 22 - 2x1x2 ,

Q2( x ) = 3 x 12 + 3 x 22 + 3 x 23 + 2x1x2

xT Ax .
:
1 - 1 x 1
Q1( x ) = [ x1 x2 ]
.
- 1 - 1 x 2

x1 = 1 , x2 = 0 , Q1( x ) = 1 > 0 x1 = 0 , x2 = 1
Q2( x ) = -1 < 0. , Q1( x )

108

Q2( x ) = x 1

x2

Q2( x ) > 0 x = x 1

x2

x3

3 1 0 x 1

1 3 0 x 2
0 0 3 x 3

x 3 ,

Q2( x ) = 2 x 12 + 2 x 22 + 3 x 23 + ( x1 + x2 ) > 0
E x0 0, Q( x0 ) = 0. x0

3 1 0

1 3 0 x = 0
0 0 3

x = 0.

> 0 0 , -

xTAx .
( ) -
( ). R

-
> - .
20.6 , =

.
: ,

= ( ) = ( ) = =
, x :
xT Ax = xT PT P x = ( Px )T Px = || Px || > 0
, x0
x = 0, :
x T0 x0 = 0
.

109

PT A P = D

D i .
x = Py,
x Ax = y ( P A P )y = y diag ( 1 ,
= 1 y12 +

, )y

+ y 2

( 11.6 )

( 11.6 )
xAx. rank = < , = 0 - ( 11.6 )
x Ax = 1 x 12 +
1 2

+ x 2

0.

( 11.6 )
.

5.6.

, .

xTAx :
1. .
2. .
3. .

xTAx
( ) (
).
21.6

5 2 0

= 2 6 - 2
0 - 2 7

xTAx.

110

- 5 -2
0
-2 - 6
2
0
2
-7

| - | =

= ( - 3 )( - 6 )( - 9 )

3 , 6 , 9 , xTAx .

2 - 2 - 1
1

- 2 - 1 - 2
=

3
- 1 - 2 2

x = y , y = [ y1 y2 y3 ]T,
3 0 0

Q = y P A P y = y 0 6 0 y = 3 y 12 + 6 y 22 + 9 y 23
0 0 9
T

22.6

1
1

.
:

( ) = 3 - 32 + 3( 1 - 2 ) - 1 + 32 - 23
1 , 2 , 3 , ,
,
1 + 2 + 3 = 3 > 0 , 12 + 13 + 23 = 3( 1 - 2 ) > 0 , 123 = 1 - 32 + 23 > 0
2 -1 < < 1 3
1 - 32 + 23 = ( - 1 )2 ( 2 + 1 ) > 0 > -1/2 .
( -1/2 , 1 ) , .

23.6 , , A O

.
O B

: x w xx > 0 w w > 0 ,

111

A O x

[ x w ]
w = x x + w w > 0
O
B

, .
Q( x ) = xT A x
22, Q( x ) + R ( x ) = c, R ( x ) ,
.
, ,
Q( x ) ( 11.6 ), .

1 2 > 0

1 2 < 0

1 2 = 0

33,
xT A x + R ( x ) = c
, .
In( A )
:
n () = ( ,

In( A ) = ( 3, 0, 0 )

n( ) = ( 2, 0, 1 )

In( A ) = ( 2, 1, 0 )


, c = 0

In( A ) = ( 1, 2, 0 )

In( A ) = ( 1, 1, 1 )

In( A ) = ( 1, 0, 2 )

21.6, Q
,
.

c > 0 -

c = 0 ( 0, 0, 0 )

c<0

112

113

114

6.6.

6.1

:
1 2 1

0 1 2
1 3 2

2 1
1 3

6.2

:
sin
cos
sin - cos ,

6.3

4 1 3

2 1
0
0
0 3

cos
sin

- sin
cos

, 1
- 1

6
3
-5

2 ,
- 2

4 5 5

5 6 5
5 5 6

, x ,
p( s ) = s + -1 s-1 +

+ 1 s + 0 , p( )

p( ).
6.4

,
1 2
=

3 3
=

;
6.5


4 1
3 - 1
diag (
,

)
1 2
- 1 3

6.6

,
;

6.7

x Ax ,
.
Q1 = x1 x 2
Q 2 = x 12 + x 22 + 2x 1 x 2
Q 3 = x 12 + 4x 22 + 4x 23 + 4x 1 x 2 + 4x 1 x 3 + 6x 2 x 3
Q 4 = 2x 12 + 2x 22 + x 23 + 2x 1 x 3 + 2x 2 x 3

115

MATLAB


( PC ).
7.1.

MATLAB

atrix Laboratory.

( PC ). MATLAB
PC ,
/
.
, ,
.
, .
m-files m-files.

MATLAB ,
.

.
>> , .
enter
.
.
1 0

A = 2 3
- 2 4

-1

4
10

116

= 1 0 1 ; 2 3 4 ; - 2 4 10


; . enter,
:

A =
1

0 -1

-2

4 10

.
= ,
ans ( answer ).
,
A = [ 1

-1

-2

10 ] ; enter

clear , clear , clear A,


. ( 2, 3 ),
(2, 3), 5 , (5, :)
2 , (: , 2).

size(A) , zeros(A) zeros(3) , eye(A) eye(3)

ans =

ans =

3 3

ans =

0 0 0

1 0 0

0 0 0

0 1 0 ,

0 0 0

0 0 1

. ,

x = [0.5 sqrt(9) (-15 + 7) / 4] ; enter

x =
0.5 3 - 2

117

x = [0.5 ; sqrt(9) ; (-15 + 7) / 4]

x =
0.5
3
2

diag(A)
, diag(x) , x ,
x. , diag(diag(A))

diag(1, 3, 10) ,

sum(diag(A))

, trace(A) .
.
,
0 1
A =

- 1 1

1 2
B =

2 0

= [ ] , enter ,

C = 0 1

E =
0 1 1 2
-1 1 2 0

= [ ; ] , enter ,
H=
0
-1

1
1

= [ ; ones(1,2) C] , enter ,
M =
0
-1
1

1
1
1

1
2
0

2
0
1

,
( : , : ), :
: . ,
2 :
A(2:3 , 2:3)

ans =
3

4 10

118

( : , : ) ,
( : , : )
.
7.2.


,
.

MATLAB
+ ( ) , - ( ) ,

( ) ,

^ ( , . ^3 = 3 ) ,
/ ( . -1 ) ,
\ ( . -1 ) .
1.7 : K = [1 2 ; 3 4] , L = [ 0 1 ; - 1 1] ,

:
K + L

3 L

ans =
1 3

ans =

2 5
K L

-3 3
L 3

ans =
-2 3

ans =

-1

-4 7
K/L

0 -1

ans =

K\L
3 -1
7 -3

ans =
-1 -1
0.5 1


, rat( ), .
T + cI , c ,
A + c eye(n) , A .

,
p( A ) = A3 - A2 + 2I , = [ 1 -1 0 2 ]

119

, polyvalm( , A)
p( A ).

, inv() -1
. \eye(n) .
rat(inv(A)) , -1
. A rat(inv(A)) eye(n),
= -1, = = eye(n).

det(A).


rref(A), rrefmovie(A)

.
2.7
A =
1

-1 -1

1 -1

1
0
0

1
0
0

B = rref(A) , enter
B =

rrefmovie(A) , enter

0
1
0

0
0
1

120

ans =
1 1 1 1
0 0 2 2
0 0 -2 1
1 1 1 1
0 0 1 1
0 0 -2 1
1 1
0 0
0 0

0
1
0

0
1
3

1 1
0 0
0 0

0
1
0

0
1
1

,
: (2, :) = (1/2) (A(1 , :) + A(2 , :)) , (3, :) = (3, :) - (1, :) ,
(3, :) = 2 A(2, :) + A(3, :) (3, :) = (1/3) (3, :) .

,
. (2, :) = (3, :) 2 3
. , ( rref( B ) ) ,
ans =
1 0 0 0
0 1 0 0
0 0 1 0

, M = A eye(size(A) )

rref(M)

,
-1 M( : , n+1 : 2n).
LU

H [L, U] = lu(A) , L , U A = LU.

3.7 A = 7 8 0 ; 1 2 3 ; 4 5 6 -

[L, U] = lu(A)

121

L =

U =
1.0000

0.1429 1.0000

7.0000 8.0000

0.5714 0.5000 1.0000

0.8571 3.0000

4.5000

x = 0

null(A)

Ker .
mnull(A), Ker.

x = 0 x = ,
KerA .
x =

\ x =
. ,
N + \ ,
.

\ inv(A) .

rref( [A ] ).
O

Q = orth(A) Im ,
.

4.7 A = 2 1 1 ; - 1 0 - 1 ; 1 1 0 , enter
orth(A)

ans =
0.8165

- 0.4082 - 0.7071
0.4082

- 0.7071

QR

, [Q, R] = qr(A) Q,
R A = QR. Q , R
, , rank = rank R. rank = ,
- R .

122

QR MATLAB
( 4.3.3 ), Q
R , .
5.7

A = 1 1 -1 ; 1 0 0

B = 1 2 3 ; 4 5 6 ; 7 8 9 ; 10 11 12

[Q, R] = qr(A),
Q =

R =

- 0.7071 - 0.7071
- 0.7071 0.7071

- 1.4142 - 0.7071 0.7071


0
- 0.7071 0.7071

[Q, R] = qr(B),
Q =

R =
- 12.8841 - 14.5961 - 16.2992
0
- 1.0413 - 2.0826
0
0
0
0
0
0

- 0.0776 - 0.8331 0.5444 0.0605


- 0.3105 - 0.4512 - 0.7709 0.3251
- 0.5433 - 0.0694 - 0.0913 - 0.8317
- 0.7762 0.3124 0.3178 0.4461

MATLAB,
.

. s = roots(p)

p( ) = 0 , .

poly(s) kq( ), q( ) -

s 1.
6.7

p( ) = -5 + 54 - 83 + 82 + 7 + 3
p = [- 1 5 - 8 8 7 3 ] r = roots(p) :
r =
3.0000
- 0 + 1.000i
- 0 - 1.000i
1.0000
1.0000

poly(r) ,

123

ans =
1.0000 - 5.0000 8.0000 8.0000 7.0000 3.0000

k = -1 .
-

eig(A) i , ,
poly(A) det( I - A ).
, roots(poly(A)), .
[X, D] = eig(A),
k- k k D .
, . , D
A = X D inv( X )
7.7 = ones( 3 )
1 1 1
1 1 1
1 1 1

[X, D] = eig(A) ,
X =

D =

0.7685 - 0.2759 0.5774


- 0.6232 - 0.5275 0.5774
0.1453 0.8035 0.5774

0 0 0
0 0 0
0 0 3

[V , e , g ] = meig(A),
V =

e =
1

-1 -1

g =
0 0 3

2 1

g 0 3
. :
inv( V ) A V = diag( e ).
8.7

[ 0.7
= [ 0.8
=

]
0.6 ]

0.2 0.2 ; 0.2 0.6 0.3 ; 0.1 0.2 0.5


0.2 0.1 ; 0.1 0.7 0.3 ; 0.1 0.1

124

: [ X, D] = eig(A) enter , :
X =

D =
1.0000

1.0000

1.0000

1.0000

0.5000

0.5714 - 0.5000 - 1.0000

0.3000

0.9286 - 0.5000

( ) = { 1, 0.5, 0.3}
. ,
.
[Y , W] = eig(B) enter , :
Y =

W =
1.0000 - 1.0000 - 0.5000
0.7778 1.0000 1.0000
0.4444
0
- 0.5000

1.0000
0
0
0
0.6000
0
0
0
0.5000

( ) = { 1, 0.6, 0.5 } .
.
Schur

Schur
A ( Schur, 6.3).
MATLAB . K

nn

, = schur()
. [ ,U ] = schur()
U
, U A U = .

z = + i, z = - i MATLAB


22
z z .

9.7 = 0 1 0 0 ; 0 0 1 0 ; 0 0 0 1 ; - 3 4 - 4 4

3 , 1 , i -i . schur(A), :

125

ans =
3.0000 1.8138 - 1.6913 6.1220
0
0.2261 - 1.1371 0.6811
0
0.9244 - 0.2261 1.9124
0
0
0
1.0000

, 22
0.2261 - 1.1371
B =

0.9244 - 0.2261

i -i , eig(B).

7.3.

( : , j )

( i , : )

[]

eye( n )

In

zeros( n )

0 nn

zeros( A )

0 m n ,

ones( n )

nn , ij = 1, i , j

ones( A )

ij = 1

ones( m , n )

ij = 1 , i = 1,

zeros( m , n )

0 mn

size( A )

inf

NaN

( not a number )

diag( u )

diag( A )

[ 11 22

tril( A )

, ij = 0 , i < j

, m , j = 1, , n

126

triu( A )

, ij = 0 , i > j

max( u ), min( u )

() u

max( A ), min( A )

()

sum( u )

sum( A )

rand( n )

nn ij (0,1)

rand( m , n )

mn ij (0,1)

A. B

Hadamard A B

A.^2

Hadamard A A

compan( r )

p=xn + rn-1 xn-1 +


r = [ 1 r n-1

+ r1 x+r0,

r0]

;n]=r

mcirc( r )

[ 0 ; 1 ;

hankel( r )

hankel [ 0 1

toeplitz( r )

Toeplitz [ 0 ; 1 ;

hilb( n )

Hilbert H n = [ 1 i + j -1 ]in,,jn=1 , n N

invhilb( n )

H -1n n 12

vander( r )

Vandermonde
r

sin

cos

tan

asin

acos

atan

sinh

cosh

tanh

asinh

acosh

n]=r

;n]=r

127

atanh

abs

sqrt

real

imag

conv

deconv

round

fix

fool

ceil

exp

log

log10

10

rat

plot

det ( A )

trace( A )

inv( A )

-1

pinv( A )

Moore-Penrose

rref( A )

eig( A )

schur( A )

, ( ) = ( )

svd( A )

sqrtm( A )

( . 2 = )

null( A )

Ker A = { x : Ax = 0 }.

mnull( A )

Ker A

chol( A )

Cholesky ,
= .

128

orth( A )

span { 1 , , n } i
.

A\b

Ax = b , A K n n

inv( A ) b

Ax = b , A K n n

A\B

AX = B , A K n n

inv( A ) B

AX = B , A K n n

X=msoln( A,B)

AX = B ,
. , X = [].

[L,U] = lu( A )

A = LU

[Q,R] = qr( A )

A = QR

[X,D] = eig( A )

A , A = XDX-1

[X , e, g] = meig( A )

e : .
X :

g : .

[P,H] = hess( A )

A = PHPT , P H
Hessenberg

[U,T] = schur( A )

A = UTU-1 , U , T

[U,S,V] = srd( A )

, A= USVT

poly( A)

poly( )

roots( p )

p .

polyval( p, s )

p(s) , p .

polyvalm( r, A )

r( A ) = r +

expm

eA

logm( A )

logA

funm( A , fun )

fun( A) , fun

+ 1+0 I, ,

r = [ r

r1 r0 ]

cos , sin , sqrt ..


norm( A , x )

x =1 ; fro ; inf , norm


129

norm( r , x )

x =1 ; 2 ; inf , norm
r .

dot( , )

, .

7.4

7.1

MATLAB
- 5 1 2

A = - 3 0 1
2 4 1

4 (-2)
2/3

B = 1 / 201
5 - 8.2
0.00001 (9 + 4) / 3

23 , 3
2 .
7.2


1 2 3

A = 4 5 6
7 8 9

1

b = 0
0

rref [ A b ] A\b rank( A ), rank([ A b ]),


Ax = b .
7.3

Gram-Schmidt
MATLAB gschmidt. R3, : ( 1, 1, 0 ) , ( 1, 0, 0 ) , ( 0, 1, 1 ).

7.4

- 7.5

A = -2
- 2

8
2.5
2

16

4
4.5

4

x = 1
1

, Ax = x .
7.5


3 3 - 3 1 11

F( x ) = Ax , A = - 4 - 4 7 - 2 - 19 .
2 2 - 3 1
9

130

1. .. , , .
2. .. , , .
3. I. , , .
4. S. Barnett , Matrices Methods and Applications , Clarendon Press, Oxford, 1990.
5. R. Bronson , Matrix Methods , Academic Press, 1991.
6. B.N. Datta , A first course in Numerical Linear Algebra , Brooks Cole, 1995.
7. J.L. Goldberg , Matrix Theory with Applications , McGraw Hill, 1991.
8. P. Halmos , Linear Algebra Problem Book , Amer. Math. Soc. , 1995.
9. D. Hanselman and B. Littlefield , Mastering MATLAB , Prentice Hall , 1996.
10. D.R. Hill and D.E. Zitarelli , Linear Algebra Labs with MATLAB , Prentice Hall ,

1994.
11. P. Horn and C. Johnson , Matrix Analysis , Cambridge , 1985.
12. H.D. Ikramov , Linear Algebra , Mir Publ. , 1983.
13. B. Kolman , Introductory Linear Algebra with Applications , Prentice Hall , 1997.
14. P. Lancaster and M. Tismenetsky , The Theory of Matrices , Academic Press ,

1985.
15. D.C. Lay , Linear Algebra and its Applications , Addison-Wesley P.Co. , 1994.
16. S.J. Leon , Linear Algebra with Applications , MacMillan , 1990.
17. W.K. Nicholson , Linear Algebra with Applications , 3rd Ed. , PWS , 1995.
18. V.V. Prasolov , Problems and Theorems in Linear Algebra , Amer. Math. Soc. ,

1994.
19. V.V. Voyevodin , Linear Algebra , Mir Publ. , 1983.

131


, 7, 19, 20

, 55
, 27
Schwarz, 14

, 75
, 79
, 38

, 62
, 62
, 67
, 54

, 8, 20
, 54
, 14
, 109

, 5, 12, 53

, 58
, 58
, 14, 67
, 16
, 17
, 53
, 54
, 62
, 10

132

, , 45

, 13, 66
, 15
Cayley-Hamilton, 102

Schur, 99
, , 100
, 87

, 87
, 87
, 84, 96
, 38

, 42
, 66

, 17
, 69

, 27

Cholesky, 44
LU, 42
QR, 70
,
, 82
, 6
, 7
, 34
, 77
, 6
, 19

133

()
, 97
, 47
, 6
(), 108
, 96
, 6
, 35
, 71
, 71
, 22
, 34
, 6
, 6
, 19
, 5
-, 6
, 19

, 9
, 5
, 5
, 83
, 84, 99
, 87
, 14

, 75
, 56

, 5
, 5

134

, 32, 37
, 75
, 12, 63

, 46
, 50
, 106

, 107
(), 107
(), 107
, 106
, 19

, 54
, 87
, 86

, 87

You might also like