: _________________

A = [aij ]

AT = [a ji ] , (,
).
: ( AT )T = A

(A +

( A)T = AT , R

B)T = AT + BT

( AB )T = BT AT

nn

A = [aij ]

[0, ]

xi y = 0 x + y

:
1 1
T 1
1 T
(A ) = A
(A ) = (A )

x+ y x + y

det( A) = A =

a11

a12

a1n

a21

a22

a2 n

I.

an1

an 2

ann

k =1

k =1

= x

+ y

x x , R
x i y x y (Cauchy-Schwarz)

p x

xi y
y

y.

E R n
, E E = R n , ( E ) = E .

ij (
i j
).
n n A :

det( AT ) = det( A)

det(A) = det( A) , R
det( AB) = det( A) det( B )

1 = 1

det( Ak ) = [ det( A)] , k R

j = j

A det( A) 0

A1 =

1
adj ( A)
det( A)

adj ( A) = Ai j = (1)i + j M i j .
* * * * * * * * * * * *
U
V .. V
k , R u1 , u2 U
k u1 + u2 U .

v1 , v 2 , , v k

1v1 + 2 v 2 + + k v k = 0 1 = 2 =

= k = 0

{v1 , v2 , , vk } .. V

V
I. o .. V v1 , v 2 , , v k
I.

v1 , v 2 , , v k

V dim V = k .
V ..
U , W V ,
dim(U + W ) = dim U + dim W dim(U W ) .
U , W V
.. V
V = U W
V = U + W U W = {0}

V = U + W dim V = dim U + dim W

* * * * * * * * * * * *

x , y n , x i y
,

.
(kx + y ) i z = k ( x i z ) + ( y i z ) ,

x, y, z R n ,

x i y = y i x , x, y R n

.
.

k, R

x i x 0 x i x = 0 x = 0
To x

x = xi x .

1 , 2 , , k

j i 1
1 i 1

j i 2

j i j1
j 1 i j1

R n ,

j 1

j = 2,3, , k
,

u1 = 1 , u2 = 2 , , uk = k
1
2
k
R n .

A
AAT = AT A = I .
(
) .

:
I. det A = 1
II.

f (un ) = a1n v1 + a2 n v2 +

+ amn vm

f ( x ) = Ax ,

x = [ x1 x2 xn ] U .

f ( f 1 )
f 1-1

ker f = {0}
f
* * * * * * * * * * * *

n n A i
IV.

a12
a11
a

a22
21
p ( ) = det ( I A ) = det

an 2
an1
n
n 1
= + an1 + + a1 + a0

x = [ x1 x2 xn ]
( A I ) x = 0 , :
T

+ a1n xn = 0

a21 x1 + (a22 i ) x2 +

+ a2 n xn = 0

+ (ann i ) xn = 0

V.

* * * * * * * * * * * *

U , V .
f : U V
,

f (k x + y ) = k f ( x ) + f ( y ) ,
x, y U
k, R .

ker f = { x U : f ( x ) = 0 } U
f
Im f = { y V : f ( x ) = y, x V } V

f V .
f : U V
dim U = dim ker f + dim Im f .
f :U V
-- (1-1)
x, y U f ( x ) = f ( y ) x = y .
f : U V Im f = V .

f : U V
u1 , u2 , , un U ,
v1 , v 2 , , vm V .

12 1/4

trA = 1 + 2 +

a0 , an1

(a11 i ) x1 + a12 x2 +

IV.

Ax i Ay = x i y

.

a1n
a2 n

ann

A ,
.
i , i = 1, 2, , n ,

an1 x1 + an 2 x2 +

A1 = AT
Ax = x

U.

dim U = dim V = n ,
f : U V .

A :
det A = 1 2 n = (1) n a0

III.

III.
n

2 i 2

+ am 2 vm

a1n
a11 a12
a

a
a
22
2n
A = 21
,

amn
am1 am 2
f

II.

(. ui i u j = 0 , ui = 1 )

u1 , u2 , , uk R

+ am1vm

f (u2 ) = a12 v1 + a22 v2 +

m n

E = { y R n : x i y = 0, x E } .

Ai j = (1)i + j M i j M i j

f (u1 ) = a11v1 + a21v2 +

u1 , u2 , , un v1 , v 2 , , vm .

IV.

y p =

= ai k Aik = ak j Ak j

x , y R n
x i y = 0 .

x , y R n :
.

k 1
1 k
(A ) = (A ) , k Z
( AB ) 1 = B 1 A1
Laplace
A = [aij ] i j :

xi y
cos =
.
x y

A1 AA1 = A1 A = I n .

+ n = an1 ,

p ( ) .
i

xi

A , , xi Ak .
k
i

,
.
1
A , A = PDP ,
D
A P
.
f ( ) ,
f ( A) = P f (D) P1 = Pdiag ( f (1), f (2 ),, f (n )) P1

Q ,

A = Qdiag (1 , 2 , , n )QT .

p ( )
A ,
p ( A) = An + an1 An1 + + a1 A + a0 I = O ,

Cayley-Hamilton. ( )
f ( )
p ( ) , f ( A) = ( A) .



x1 , x2 , , xn F ( x ) = x T Ax ,
x = [ x1 x2 xn ]

A ,

. A = QDQT ,
F ( x )
F ( y ) = 1 y12 + 2 y22 +

+ n yn2 ,

( cf ( x) ) = cf ( x ), c R

( f ( x) g ( x) ) = f ( x) g ( x)

( f ( x) g ( x) ) = f ( x) g ( x) + f ( x) g ( x)

y = [ y1 y2 yn ] = QT x .
T

1 , 2 ,, n > 0 ( < 0 )

1 , 2 ,, n 0

() ,

(0)

() , ,
i
.

* * * * * * *

f ( g ( x))

( f ( g ( x)) ) =

* * * * *

f A
f ( x1 ) > f ( x2 ) , x1 , x2 A x1 < x2 .

f : A R
s ( f )
: f ( x) s , x A .
( ).

.

1-1 f : A R : x1 , x2 A

f ( x1 ) = f ( x2 ) , x1 = x2 .

f : A R g : B R ,
( g f )( x) = g ( f ( x)) , x A f ( x) B .
1-1

f 1 : f ( A) A ,
y f ( A) x ,
y = f ( x) , . f 1 ( y ) = x f ( x ) = y .

x x0+

9 :

g ( x) f ( x ) h( x )
x x0

f ( x) = k x
f ( x) = cos x

f ( x) = cos x

f ( x) = sin x

f ( x) = tan x

f ( x) =

f ( x) = e x

f ( x) = e x

f ( x) = ln x

f ( x) =

f ( x) = sin 1 x = arc sin x

f ( x) =

x0

x x0

x + , x .

0 ( ) fg =

f (a ) f (b) , ,
f (a ) f (b)

x0 (a, b) f ( x0 ) = .

, , 0

f g =

f 1/ g
=
g 1/ f

1 / g 1 / f
1 / fg

( f ( x) g ( x ) = e g ( x )l n f ( x ) )

lim f ( x) = f ( x0 ) .

C f

* * * * * * * * * * * *

f : A R

f : A R , I I A
9
f ( x) > 0, x I , f

x0 A
f ( x) f ( x0 )
lim
= f ( x0 ) R
x x0
x x0
C f ( x0 , f ( x0 ))
y f ( x0 ) = f ( x0 )(x x0 )

f f

x1 , x2 [a, b]

9 ():
f [a, b]

(a, b) , (a, b)
f (b) f (a )
= f ().
ba
9 Rolle:
f [a, b] ,
(a, b) , f (a ) = f (b) ,
(a, b) :
f () = 0 .
9 f (a, b)
f ( x) = 0, x (a, b) , f ( x) = c , x (a, b) .
9 Cauchy: f ( x), g ( x) ,
[a, b] , (a, b)
g ( x) 0 , x (a, b) ,
c (a, b) :

00 , + 0 , 1

x 0

x x0

sin x
cos x 1
= 1 , lim
=0
x 0
x
x
9
f : A R x0 A

9 lim

9 - : f
[a, b] , f [a, b] .
f ( x1 ) f ( x) f ( x2 ) , x [a, b] .

/
f
1/ g

f ( x)
= a R lim( f ( x) ax) = b R
x
x

9 : f [a, b]

1
x +1
2

x0 (a, b) ,

x0 (a, b) f ( x0 ) = 0 .

1 x2

f ( x), g ( x) (a, b) , g ( x) 0 ,

lim f ( x) = b

f ( x0 ) = g ( x0 ) = 0 ,

y = b R ,

f : [a, b] R .
9 Bolzano: f [a, b]
f (a ) f (b) < 0 ,

f ( x)
f ( x) f (a)
lim
= lim
=
(
)
g
x
g
g (a )
xa
x a ( x)
:

x a +

C f

lim

1
x

:
f (a) = g (a) = 0
f (a ), g (a ) g (a ) 0 ,

x a

y = ax + b , lim ( f ( x) ax b ) = 0
x

1
cos 2 x

f ( x) = ln(a) a

x = a R ,
lim f ( x) = lim f ( x) =

f ( x)
f ( x)
= lim
g ( x) x x0 g ( x)

f ( x), g ( x) .

lim h( x) = lim g ( x) = , lim f ( x) = .

x x0

f ( x) = sin x

.
) f ( x0 ) = 0 f ( x0 ) < 0 , x0

x +

l Hospital

f ( x) = x , k R

f ( x) =

) f ( x0 ) = 0 f ( x0 ) > 0 , x0

k 1

f ( x) = tan 1 x = arc tan x

x x0

f ( x) = 0

f ( x) = a

lim f ( x) = b

f ( x) = c , c R

x x0

lim f ( x) = lim f ( x) =

lim f ( x) =

df ( g ( x))
df ( g ) dg ( x )
= f '( g ( x )) g '( x ) =

dx
dg
dx

lim

9 x0 -
x x0

), x0 .

f A
f ( x1 ) < f ( x2 ) , x1 , x2 A x1 < x2 .

1
, f0
f

I .
f ( x ) > 0 , x < x0 f ( x ) < 0 , x > x0

( f ) =

f ( x1 ) f ( x2 )

I .
f ( x ) < 0, x I , f

f ( x) f ( x) g ( x) f ( x) g ( x)
, g ( x) 0

=
g 2 ( x)
g ( x)
A f

f 1

f A R
f : AR
y = f ( x), x A ,
x
y
f
C f = {M ( x, y ) : y = f ( x)}

x1 x2 ,

9
f ( x) > 0, x I , f

f (b) f (a ) f (c)
=
g (b) g (a ) g (c)

lim ( g ( x )ln f ( x ))

lim f ( x) g ( x ) = e x > a
x a

I .
f ( x) < 0, x I , f
I .
f ( x0 ) = 0 , x0 A

9 Darboux: f
[a, b]
f (a ) f (b) . c R
f (b) < c < f (a ) , (a, b)
f () = c.

: x = f ( x) a ,

f [ a h, a + h ] ,
f ( x) < m < 1 ,

x [ a h, a + h ]
x0 [ a h, a + h ] .

> 0 f ( x) > 0 , x ( x0 , x0 )

xn = f ( xn1 ), n = 1, 2,...,

f ( x) < 0 , x ( x0 , x0 + ) ,

a .
* * * * *

x0

. ( ).

12 2/4

* *

* * *

* *


f [a, b]

f ( x)dx =
f ( x)dx +
c

f , [a, b]

f ( x)dx = f ( )(b a )

( c1 f ( x) + c2 h( x) ) dx = c1 f ( x)dx + c2 h( x)dx

f ( x) g ( x)dx = f ( x) g ( x) f ( x) g ( x)dx
( )
f ( x)dx
f ( x) = ln | f ( x) | + c
a R {1}

sin xdx = cos x + c

1
x
x
e dx = e + c
x dx = ln x + c
adx
x
1 x
x 2 + a 2 = tan ( a ) + c = arc tan( a ) + c
dx
x
1 x
a 2 x 2 = sin ( a ) + c = arc sin( a ) + c

f [a, b]

F f ,

f ( x)dx = F (b) F (a)

f [a, b] ,

dF
d
=
dx dx

f (t )dt = f ( x)

* * * * * * * * * * * *

+

f ( x ) dx = lim

b+

f ( x ) dx

f ( x ) dx = lim f ( x ) dx
a

( )

0+

a+

0 +

xt
e f (t )dt , x
0

.
* * * * * * * * * * * *

E = f ( x ) dx, f ( x) 0

b+

a < c < b

0 +

a+

f ( x ) dx = lim f ( x ) dx + lim f ( x ) dx
b

( a )

* *

0+

-

.
an = a ( n ) .

: an+1 = an + , an = a1 + (n 1)
n [2a1 + ( n 1) ]
2

: an+1 = an an = n1 a1
n ..:

1
1 r

r 1 :
r 1 : , .

1
) p-: ( p ) = p ,
n =0 n
p > 1 : p 1 :

) : an , an = bn bn+1
n =0

lim bn .
n

: b0 lim bn

( 1)

an , a n > 0

f (1) , f ( 2) ,..., f ( n )

Sn = a 1

n 1
, 1.
1

2
f (1) (a )
f (2) (a )
( x a) +
( x a) +
1!
2!
n
f ( n ) (a )
+
( x a ) + Rn ( x)
n!

f ( x) = f (a ) +

Rn ( x) =

n +1
f ( n+1) ( )
( x a )
(n + 1)!

n-. a = 0 ,
Maclaurin.
Taylor
x2
xn
ex = 1 + x + + + +
n!
2!
x 2 x3
+
2 3

x n+1
+
n +1

: a, b, c 3

ln(1 + x) = x

.. b 2 = a c .

sin x = x

x3 x5
+
3! 5!

+ (1) n

x 2 n+1
+
(2n + 1)!

cos x = 1

x2 x4
+
2! 4!

+ (1) n

x2n
+
(2n)!

lim

1
=0
n

lim n n =1

lim

ln n
=0
n

lim n n! =

1
lim 1 + = e
n
n

( a, x )

* *

lim xn = 0, x <1
n

lim n x = 1, x > 0
n

+ (1) n

x3 x5
x 2 n+1
+ + (1) n
+
3 5
2n + 1
) Fourier:
f :[ L, L] R ,
arc tan x = x

xn
=0
n n !

lim

x
lim 1 + = e x
n
n

: an M , n N, MR .

( a, b )

0 +

[a, b] f ( n ) (a, b) ,

x .

f ( x ) dx = lim f ( x ) dx + lim f ( x ) dx

a+

r < 1 :

an < 0 n = 0 ,1, 2 ,...

* *

) Taylor: f

Vox = f 22 ( x ) f12 ( x ) dx

n =0

n =0

a+

) :

) :

E = f 2 ( x ) f1 ( x ) dx

f ( x ) dx = lim f ( x ) dx + lim f ( x ) dx

lim an = 0 .

( a )
( ) = ,

( )

Vox = f ( x ) dx ( )

R .
9
.
9 lim n = 0 an n ,
n N,

S = 1 + f ( x ) dx ( )
Eox = 2 f ( x ) 1 + f ( x ) dx

an an+1 , n N .

f ( x ) dx = lim f ( x ) dx

a+

* * * * *

Laplace
f : [0, +) R

( b )
b

( a )

a+

* * * * * * *

f ( x ) dx = lim f ( x ) dx
a

f ( x ) dx = lim f ( x ) dx

n ..: S n =

( )

c+

x a +1
x dx = a + 1 + c,

cos x dx = sin x + c

an an+1 , n N .

.
-
9
.
9 an

E = f ( x ) dx, f ( x) 0

c [ a, b ] -

kdx = kx + c

a+

( c )

L{ f (t )}( x) =

f ( x) + c = g ( x)dx ( f ( x) + c ) = g ( x)

( f (x) + g(x)) dx = f (x)dx + g(x)dx

f ( x) g ( x)
f ( x)dx g ( x)dx

b+

cf ( x)dx = c f ( x)dx

f ( x ) dx = lim f ( x ) dx + lim f ( x ) dx

an , n N

Cauchy)

f ( x)dx

f ( x ) dx = lim f ( x ) dx + lim f ( x ) dx

( a )
(

f ( x)dx

f ( x)dx =

: m an , n N, m R .

: ,
m an M , n N, m, M R .

9
.
9
.

12 3/4

T = 2 L , Fourier :

n x
n x
+ bn sin
)
f ( x) = (an cos
L
L
n =0

1
1
n x
f ( x)dx , an = f ( x) cos
dx ,
2 L L
L L
L
L

a0 =

1
n x
f ( x) sin
dx , n = 1, 2,
L L
L
L

bn =

f ( x) bn = 0 , f ( x)
a0 , an = 0 .

lim an 0 ,

a , b

n =0

k , R

(ka
n =0

n =0

(a
n =0

n =0

n =0

| a
n =0

| ,

n=0

n=0

a
n =0

b
n =0

a
n =0

bn .
( - d Alembert) an 0
n

an+1
= . :
an

< 1 ,

> 1 ,

a
n =0

VI.

= 1 , .
( - Cauchy). an > 0

< 1 ,

n =0

> 1 ,

a
n =0

VII.

sin 2 x + cos 2 x = 1 ,

( Leibnitz.).

( an )

( 1)

an .

lim an = 0 , .
n

f :[1, +)
+

, I =

f ( x ) dx

S = f (n)

n =1

.
I < S < I + f (1) .

* * * * * * *

x f ( x) dx

* * * * *

:
,
A ()/, ()

A .
:
A
()
n()/n A n
.
n
n!
: =
r r !( n r ) !

tan x =

cos( x y ) = cos x cos y sin x sin y

tan ( x y ) =

tan x tan y
1 tan x tan y
2 tan x
1 + tan 2 x

sin 2 x = 2sin x cos x =

n
f (k ) = p k (1 p ) nk , k = 0,1,..., n
k
E ( X ) = np, Var ( X ) = np(1 p )

cos 2 x = cos 2 x sin 2 x = 2 cos 2 x 1 =

k
k!

, k = 0,1,...

E ( X ) = / p , Var ( X ) = (1 p ) / p 2
G ( p )
= 1 .

sin( / 4) = cos( / 4) = 2 / 2
* * * * * * * * * * * *
C ={ z = x + i y | x, yR}

N1 + N 2 = N

n N1
n N1 N 2 ( N n)
, Var ( X ) =
N 2 ( N 1)
N
: U ( a, b)
E( X ) =

1
,

f ( x) = b a
0,

1
z
: z 1 = = 2
z z

z = r (cos + i sin ) , .
9 De Moivre
z n = r n ein = r n ( cos ( n ) + i sin ( n ) ) , n

Var ( X ) = (b a ) 2 /12

N ( , 2 ) :
1 x

: z = x iy

1
f ( x) =
e 2
2

r = z = x2 +y2 r 2 =| z |2 = z z

a xb

E ( X ) = ( a + b) / 2 ,

2 tan x
1
, 1 + tan 2 =
1 tan 2 x
cos 2
x y
x y
sin x sin y = 2sin
cos
2
2
x+ y
x y
cos x + cos y = 2 cos
cos
2
2
x+ y
x y
cos x cos y = 2sin
sin
2
2
sin(0) = cos( / 2) = 0, cos(0) = sin( / 2) = 1
sin( / 6) = cos( / 3) = 1/ 2 ,
sin( / 3) = cos( / 6) = 3 / 2

N1 N 2

k nk
: f (k ) =
N

n
k = 0,..., n ,

1 tan 2 x
1 + tan 2 x

tan 2 x =

E( X ) = ,
Var ( X ) =
:
k 1
k
f (k ) =
p (1 p) , k = , + 1,...
1

= 1 , .
n =0

IX.

sin x
cos x
sin( x y ) = sin x cos y sin y cos x

: B(n, p ) :

Poisson P ( ) : f ( k ) = e

: X = Var ( X )

lim n an =

x f (x )

: Var ( X ) = E ( X 2 ) ( E ( X ) )

n =0

(1 + a )n 1 + na, a > 0, n = 1, 2,3,...

* * * * * * * * * * * *
, x R
sin( x) = sin( x),
cos( x) = cos( x)

Ai A j = , i j = 1, , n .

: E ( X ) =

(a b)3 = a 3 3a 2b + 3ab 2 b3

a n b n = ( a b )( a n 1 + a n 2 b + a n 3 b 2 + ...
+ a 2 b n 3 + ab n 2 + b n 1 ), n = 1, 2, 3, ...

i =1

: E ( X ) =

~ N (n , n 2 ) , n 30 .

a 3 b3 = (a b)(a 2 ab + b 2 )

P( Ak ) P( B | Ak )
P ( Ak | B ) =
,
P ( A1 ) P( B | A1 ) + + P( An ) P( B | An )
i

~ (0,1)

a 2 b 2 = (a + b)(a b)

i =1

n n0 lim

An =

Bayes:

A =

E( X i ) = .

(a b) 2 = a 2 2ab + b 2

+ P ( An ) P( B | An ) .

n =0

VI.

P ( A B)
P (B)

: A1 A2

n(X )

* * * * * * * * * * * *
:
n
n
n
( a + b ) = a n + a n1b + ... + a nr br + ... + bn
1
r

: P ( A B ) = P ( A) P ( B )

an
= c > 0 .
bn

P ( A | B ) =

P ( B) = P( A1 ) P ( B | A1 ) +

X
i =1

Ai Aj = , i j = 1, , n ,

n=0

0 < bn , lim

= 1 P ( A)

( ) 0 an ,

V.

( )

9 P A

Var ( X ) = 1/ a 2
E ( X ) = 1/ a ,

X 1 , X 2 ,..., X n
Var ( X i ) = 2 ,

= Ac B c

. .
V. ( ) 0 an bn .

9 P ( A B ) = P ( A) + P ( B ) P ( A B )

+ bn ) .

I.

n=0

= , ( A B ) = Ac B c ,

c c

9 : A B =

( A B)

( )

a e a x , x 0
f ( x) =

0,

: P , = !

+ bn ) = k an + bn .

n!

( n r )!

: R ,r = r

n=0

n =0

: Pn ,r =

n x n = z ,
z 0 , n N , ( n -
z ),
+ 2 k
+ 2 k

, < x<

E ( X ) = , Var ( X ) = 2

zk = r cos

N (0,1) :

z =
z < 0 ( z ) = 1 ( z ) .

12 4/4

+ i sin

, k = 0,1, n 1

:
x = r cos ,
y = r sin
r = x2 + y 2 ,

= arctan
x