Professional Documents
Culture Documents
Axe7mq Ifid2021
Axe7mq Ifid2021
omega.center.cp@gmail.com https://web.facebook.com/OMEGACENTER2014
𝓐– 𝟔 • 𝑺𝒐𝒊𝒕 𝑨 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 𝒏 × 𝒏. 𝒐𝒏 𝒅𝒊𝒕 𝒒𝒖𝒆 𝑨 𝒆𝒔𝒕 𝒕𝒓𝒊𝒂𝒏𝒈𝒖𝒍𝒂𝒊𝒓𝒆 𝒊𝒏𝒇é𝒓𝒊𝒆𝒖𝒓𝒆 𝒔𝒊 𝒔𝒆𝒔
𝒂𝟏𝟏 𝟎 ⋯ 𝟎
𝒂 𝒂𝟐𝟐 ⋯ 𝟎
é𝒍é𝒎𝒆𝒏𝒕𝒔 𝒂𝒖 𝒅𝒆𝒔𝒔𝒖𝒔 𝒅𝒆 𝒍𝒂 𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒆 𝒔𝒐𝒏𝒕 𝒏𝒖𝒍𝒔: 𝒔𝒊 𝒊 < 𝑗 ⇒ 𝒂𝒊𝒋 = 𝟎 𝒆𝒕 𝑨 = ( ⋮𝟐𝟏 ⋮ ⋮ ⋮
)
𝒂𝒏𝟏 𝒂𝒏𝟐 ⋯ 𝒂𝒏𝒏
𝓐– 𝟕 • 𝑺𝒐𝒊𝒕 𝑨 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 𝒏 × 𝒏. 𝑶𝒏 𝒅𝒊𝒕 𝒒𝒖𝒆 𝑨 𝒆𝒔𝒕 𝒕𝒓𝒊𝒂𝒏𝒈𝒖𝒍𝒂𝒊𝒓𝒆 𝒔𝒖𝒑é𝒓𝒊𝒆𝒖𝒓𝒆 𝒔𝒊 𝒔𝒆𝒔
𝒂𝟏𝟏 𝒂𝟏𝟐 ⋯ 𝒂𝟏𝒏
𝟎 𝒂𝟐𝟐 ⋯ 𝒂𝟐𝒏
é𝒍é𝒎𝒆𝒏𝒕𝒔 𝒆𝒏 𝒅𝒆𝒔𝒔𝒐𝒖𝒔 𝒅𝒆 𝒍𝒂 𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒆 𝒔𝒐𝒏𝒕 𝒏𝒖𝒍𝒔 ∶ 𝒔𝒊 𝒊 > 𝑗 ⇒ 𝒂𝒊𝒋 = 𝟎 𝒆𝒕 𝑨 = ( ⋮ ⋮ ⋮ ⋮ )
𝟎 𝟎 ⋯ 𝒂𝒏𝒏
𝓐– 𝟖 • 𝑼𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒒𝒖𝒊 𝒆𝒔𝒕 𝒕𝒓𝒊𝒂𝒏𝒈𝒖𝒍𝒂𝒊𝒓𝒆 𝒊𝒏𝒇é𝒓𝒊𝒆𝒖𝒓𝒆 𝒆𝒕 𝒔𝒖𝒑é𝒓𝒊𝒆𝒖𝒓𝒆 à 𝒍𝒂 𝒇𝒐𝒊𝒔 𝒆𝒔𝒕 𝒅𝒊𝒕𝒆
𝒂𝟏𝟏 𝟎 ⋯ 𝟎
𝟎 𝒂𝟐𝟐 ⋯ 𝟎
𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒆, 𝒄. ‐ à‐ 𝒅. 𝒅𝒊𝒕 ∀𝒊 ≠ 𝒋 𝒐𝒏 𝒂 ∶ 𝒂𝒊𝒋 = 𝟎 𝒆𝒕 𝑨 = ( ⋮ ) = 𝑫𝒊𝒂𝒈(𝒂𝟏𝟏 , 𝒂𝟐𝟐 , … , 𝒂𝒏𝒏 )
⋮ ⋮ ⋮
𝟎 𝟎 ⋯ 𝒂𝒏𝒏
𝒃𝟏𝒋 𝒑
𝒃 𝟐𝒋
𝒔𝒐𝒏𝒕 𝒅é𝒇𝒊𝒏𝒊𝒔 𝒑𝒂𝒓 ∶ 𝒄𝒊𝒋 = (𝒂𝒊𝟏 𝒂𝒊𝟐 ⋯ 𝒂𝒊𝒑 ) = ∑ 𝒂𝒊𝒌 𝒃𝒌𝒋
⋮
𝒌=𝟏
(𝒃𝒑𝒋 )
𝓒– 𝟐 • 𝑰𝒏 𝑨 = 𝑨𝑰𝒑 = 𝑨
𝓒– 𝟑 • 𝑨(𝑩𝑪) = (𝑨𝑩)𝑪
𝓒– 𝟒 • 𝑨(𝑩 + 𝑪) = 𝑨𝑩 + 𝑨𝑪
𝑶𝒏 𝒑𝒆𝒖𝒕 𝒂𝒗𝒐𝒊𝒓 ∶ 𝑨𝑩 ≠ 𝑩𝑨
𝓒– 𝟏𝟏 • 𝑰𝒍 𝒑𝒆𝒖𝒕 𝒂𝒓𝒓𝒊𝒗𝒆𝒓 𝒒𝒖𝒆 𝑨𝑩 = 𝟎 𝒂𝒗𝒆𝒄 𝑨 ≠ 𝟎 𝒆𝒕 𝑩 ≠ 𝟎
𝓒– 𝟏𝟐 • 𝑨𝒓 = ⏟𝑨𝑨 … 𝑨
𝒓 𝒇𝒂𝒄𝒕𝒆𝒖𝒓𝒔
𝓒– 𝟏𝟑 • 𝑨𝒓 𝑨𝒔 = 𝑨𝒓+𝒔
𝓒– 𝟏𝟒 • (𝑨𝒓 )𝒔 = 𝑨𝒓𝒔
𝓒– 𝟏𝟓 • (𝝀𝑨)𝒓 = 𝝀𝒓 𝑨𝒓 ; 𝝀 ∈ ℝ
𝓒– 𝟏𝟔 • 𝑺𝒐𝒊𝒕 𝑨 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒄𝒂𝒓𝒓é𝒆 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝒏 × 𝒏): 𝑨𝟎 = 𝑰𝒏 𝒆𝒕 𝑨𝒓 = 𝑨𝑨𝒓−𝟏 = 𝑨𝒓−𝟏 𝑨
𝓒– 𝟏𝟕 • 𝑰𝒓𝒏 = 𝑰𝒏
𝓒– 𝟏𝟖 • 𝑩𝒊𝒏ô𝒎𝒆 𝒅𝒆 𝑵𝒆𝒘𝒕𝒐𝒏: 𝑺𝒐𝒊𝒆𝒏𝒕 𝑨 𝒆𝒕 𝑩 𝒅𝒆𝒖𝒙 𝒎𝒂𝒕𝒓𝒊𝒄𝒆𝒔 𝒄𝒂𝒓𝒓é𝒆𝒔 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆𝒔 (𝒏 × 𝒏)
𝒓
𝒅𝒓𝟏𝟏 𝟎 ⋯ 𝟎
𝟎 𝒅𝒓𝟐𝟐 ⋯ 𝟎
𝑫𝒓 = ( )
⋮ ⋮ ⋮ ⋮
𝟎 𝟎 ⋯ 𝒅𝒓𝒏𝒏
𝓔– 𝟒 • 𝒕𝒓(𝑨′ ) = 𝒕𝒓(𝑨)
Exercice 1 :
Énoncé
Soit 𝑫 une matrice de dimension (𝒏, 𝒑) et 𝑬 = 𝑫′ 𝑫.
Montrer que :
i. 𝑬 𝒆𝒔𝒕 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆
ii. 𝒕𝒓(𝑬) = ∑𝒊 ∑𝒋 𝒅𝟐𝒊𝒋
𝒏 𝒏
𝒑 𝒑 𝒏 𝒑 𝒏
𝒑 𝒏 𝒏 𝒑
𝓕– 𝟏 • 𝑺𝒐𝒊𝒕 𝑨 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒄𝒂𝒓𝒓é𝒆 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝒏 × 𝒏), 𝒐𝒏 𝒅𝒊𝒕 𝒒𝒖𝒆 𝒍𝒂 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝑨 𝒆𝒔𝒕 𝒊𝒏𝒗𝒆𝒓𝒔𝒊𝒃𝒍𝒆
𝒔′ 𝒊𝒍 𝒆𝒙𝒊𝒔𝒕𝒆 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆, 𝒏𝒐𝒕é𝒆 𝑨−𝟏 𝒅𝒆 𝒎ê𝒎𝒆 𝒇𝒐𝒓𝒎𝒂𝒕 𝒕𝒆𝒍𝒍𝒆 𝒒𝒖𝒆 𝑨𝑨−𝟏 = 𝑨−𝟏 𝑨 = 𝑰𝒏 .
𝟏⁄𝒅𝟏𝟏 𝟎 ⋯ 𝟎
𝟎 𝟏⁄𝒅𝟐𝟐 ⋯ 𝟎
∀ 𝒊 ∈ [𝟏, 𝒏] 𝒅𝒊𝒊 ≠ 𝟎 . 𝑨𝒊𝒏𝒔𝒊 𝑫−𝟏 =( ) , 𝒆𝒏 𝒑𝒂𝒓𝒕𝒊𝒄𝒖𝒍𝒊𝒆𝒓 𝑰−𝟏
𝒏 = 𝑰𝒏
⋮ ⋮ ⋮ ⋮
𝟎 𝟎 ⋯ 𝟏⁄𝒅𝒏𝒏
Exercice 2 :
Énoncé
On considère les matrices carrées 𝑨, 𝑩, 𝑪, 𝑫, 𝑬, 𝑭, 𝑮 𝒆𝒕 𝑯 où 𝑬 𝒆𝒕 𝑭 sont non singulières.
Corrigé
= [(𝑬′ )−𝟏 (𝑭′ )−𝟏 + 𝑯′ 𝑮′ ][𝑩′ 𝑨′ + (𝑪′ )′ (𝑫′ )′ ] = [(𝑬′ )−𝟏 (𝑭′ )−𝟏 + 𝑯′ 𝑮′ ][𝑩′ 𝑨′ + 𝑪𝑫]
𝑫′ 𝒐ù 𝑿 = [(𝑬′ )−𝟏 (𝑭′ )−𝟏 𝑩′ 𝑨′ ] + [(𝑬′ )−𝟏 (𝑭′ )−𝟏 𝑪𝑫] + [𝑯′ 𝑮′ 𝑩′ 𝑨′ ] + [𝑯′ 𝑮′ 𝑪𝑫]
Exercice 3 :
Énoncé
𝟏 𝟎 𝟎
Soit 𝑰𝟑 la matrice identité de dimension (𝟑, 𝟑) et 𝑫 = (𝟎 𝟏 𝟎)
𝟎 𝟎 −𝟏
∀ 𝑴 ∈ 𝓜𝟑,𝟑 (ℝ) , 𝒐𝒏 𝒑𝒐𝒔𝒆 ∶ 𝒇(𝑴) = 𝑫𝑴′ 𝑫
𝑫′ 𝒐ù 𝒇(𝑰𝟑 ) = 𝑰𝟑
⏟′ 𝑫 = 𝑫𝟐 . 𝑫 = 𝑰𝟑 𝑫 = 𝑫
∙ 𝒇(𝑫) = 𝑫 𝑫
𝑫
𝑫′ 𝒐ù 𝒇(𝑫) = 𝑫
∙ 𝒇 ∘ 𝒇(𝑴) = 𝒇[𝒇(𝑴)] = 𝑫[𝒇(𝑴)]′ 𝑫 = 𝑫[𝑫𝑴′ 𝑫]′ 𝑫 = 𝑫 𝑫
⏟′ (𝑴′ )′ 𝑫
⏟′ 𝑫 = 𝑫
⏟𝟐 𝑴 𝑫
⏟𝟐 = 𝑰𝟑 𝑴𝑰𝟑 = 𝑴
𝑫 𝑫 𝑰𝟑 𝑰𝟑
𝑫′ 𝒐ù 𝒇 ∘ 𝒇(𝑴) = 𝑴
2) 𝒇(𝑴𝟏 𝑴𝟐 ) = 𝑫(𝑴𝟏 𝑴𝟐 )′ 𝑫 = 𝑫𝑴′𝟐 𝑴′𝟏 𝑫 = 𝑫𝑴′𝟐 𝑰⏟𝟑 𝑴′𝟏 𝑫 = 𝑫𝑴′𝟐 𝑫𝟐 𝑴′𝟏 𝑫 = ⏟
(𝑫𝑴′𝟐 𝑫) . ⏟
(𝑫𝑴′𝟏 𝑫)
𝑫𝟐 𝒇(𝑴𝟐 ) 𝒇(𝑴𝟏 )
′
𝑫 𝒐ù 𝒇(𝑴𝟏 𝑴𝟐 ) = 𝒇(𝑴𝟐 )𝒇(𝑴𝟏 )
3) Si 𝑴 est inversible :
𝒇(𝑴−𝟏 ) = 𝑫(𝑴−𝟏 )′ 𝑫
𝒐𝒓 𝑫𝟐 = 𝑰𝟑 ⇔ 𝑫. 𝑫 = 𝑰𝟑 ⇔ 𝑫 = 𝑫−𝟏
𝑷𝒂𝒓 𝒍𝒂 𝒔𝒖𝒊𝒕𝒆 𝒇(𝑴−𝟏 ) = 𝑫−𝟏 (𝑴−𝟏 )′ 𝑫−𝟏 = 𝑫−𝟏 (𝑴′ )−𝟏 𝑫−𝟏 (𝓕– 𝟐⁄𝐝)
𝑫′ 𝒐ù 𝒇(𝑴−𝟏 ) = [𝒇(𝑴)]−𝟏
Exercice 4 :
Énoncé
𝑺𝒐𝒊𝒆𝒏𝒕 𝑨 𝒆𝒕 𝑩 𝒅𝒆𝒔 𝒎𝒂𝒕𝒓𝒊𝒄𝒆𝒔 𝒄𝒂𝒓𝒓é𝒆𝒔 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 𝒏 𝒕𝒆𝒍𝒍𝒆𝒔 𝒒𝒖𝒆 𝑰𝒏 − 𝑨𝑩 𝒔𝒐𝒊𝒕 𝒊𝒏𝒗𝒆𝒓𝒔𝒊𝒃𝒍𝒆.
Corrigé
( 𝑰𝒏 − 𝑩𝑨)(𝑰𝒏 + 𝑩(𝑰𝒏 − 𝑨𝑩)−𝟏 𝑨) = 𝑰𝟐𝒏 + 𝑰𝒏 𝑩(𝑰𝒏 − 𝑨𝑩)−𝟏 𝑨 − 𝑩𝑨𝑰𝒏 − 𝑩𝑨𝑩(𝑰𝒏 − 𝑨𝑩)−𝟏 𝑨
⏟𝒏 − 𝑨𝑩)(𝑰𝒏 − 𝑨𝑩)−𝟏 ] 𝑨
= 𝑰𝒏 − 𝑩𝑨 + 𝑩 [(𝑰
𝑰𝒏
𝒅𝒆𝒕(𝑨) = (−𝟏)𝟏+𝒍 𝒂𝟏𝒍 𝚫𝟏𝒍 + (−𝟏)𝟐+𝒍 𝒂𝟐𝒍 𝚫𝟐𝒍 + (−𝟏)𝟑+𝒍 𝒂𝟑𝒍 𝚫𝟑𝒍 + ⋯ + (−𝟏)𝒏+𝒍 𝒂𝒏𝒍 𝚫𝒏𝒍 = ∑(−𝟏)𝒊+𝒍 𝒂𝒊𝒍 𝚫𝒊𝒍
𝒊=𝟏
𝒄𝒂𝒍𝒄𝒖𝒍𝒐𝒏𝒔 𝒅𝒆𝒕(𝑨) 𝒆𝒏 𝒅é𝒗𝒆𝒍𝒐𝒑𝒑𝒂𝒏𝒕 𝒔𝒆𝒍𝒐𝒏 𝒌 – è𝒎𝒆 𝒍𝒊𝒈𝒏𝒆 (𝒂𝒌𝟏 𝒂𝒌𝟐 𝒂𝒌𝟑 ⋯ 𝒂𝒌𝒏 ) ∶
𝒅𝒆𝒕(𝑨) = (−𝟏)𝒌+𝟏 𝒂𝒌𝟏 𝚫𝒌𝟏 + (−𝟏)𝒌+𝟐 𝒂𝒌𝟐 𝚫𝒌𝟐 + (−𝟏)𝒌+𝟑 𝒂𝒌𝟑 𝚫𝒌𝟑 + ⋯ + (−𝟏)𝒌+𝒏 𝒂𝒌𝒏 𝚫𝒌𝒏
𝒏
𝓖– 𝟑 • (−𝟏)𝒊+𝒋 𝒂𝒊𝒋 𝚫𝒊𝒋 = (−𝟏)𝒊+𝒋 𝒂𝒊𝒋 𝒅𝒆𝒕(𝑨𝒊𝒋 ) 𝒆𝒔𝒕 𝒂𝒑𝒑𝒆𝒍é 𝒍𝒆 𝒄𝒐𝒇𝒂𝒄𝒕𝒆𝒖𝒓 𝒅𝒖 𝒕𝒆𝒓𝒎𝒆 𝒂𝒊𝒋
𝒅𝟏𝟏 𝟎 ⋯ 𝟎 𝒏
𝟎 𝒅𝟐𝟐 ⋯ 𝟎
𝓖– 𝟒 • 𝑺𝒊 𝑫 = ( ) 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒆, 𝒂𝒍𝒐𝒓𝒔 𝒅𝒆𝒕(𝑫) = ∏ 𝒅𝒊𝒊
⋮ ⋮ ⋮ ⋮
𝒊=𝟏
𝟎 𝟎 ⋯ 𝒅𝒏𝒏
𝒂𝟏𝟏 𝟎 ⋯ 𝟎
𝒂 𝒂𝟐𝟐 ⋯ 𝟎
𝓖– 𝟓 • 𝑺𝒊 𝑨 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒕𝒓𝒊𝒂𝒏𝒈𝒖𝒍𝒂𝒊𝒓𝒆 𝒊𝒏𝒇é𝒓𝒊𝒆𝒖𝒓𝒆, 𝑨 = ( 𝟐𝟏 )
⋮ ⋮ ⋮ ⋮
𝒂𝒏𝟏 𝒂𝒏𝟐 ⋯ 𝒂𝒏𝒏
𝒂𝟏𝟏 𝒂𝟏𝟐 ⋯ 𝒂𝟏𝒏 𝒏
𝟎 𝒂𝟐𝟐 ⋯ 𝒂𝟐𝒏
(𝒓𝒆𝒔𝒑. 𝒕𝒓𝒊𝒂𝒏𝒈𝒖𝒍𝒂𝒊𝒓𝒆 𝒔𝒖𝒑é𝒓𝒊𝒆𝒖𝒓𝒆, 𝑨 = ( ⋮ ⋮ ⋮ ⋮ ) ) 𝒂𝒍𝒐𝒓𝒔 𝒅𝒆𝒕(𝑨) = ∏ 𝒂𝒊𝒊
𝟎 𝟎 ⋯ 𝒂𝒏𝒏 𝒊=𝟏
𝜶 𝟎 ⋯ 𝟎
𝟎 𝜶 ⋯ 𝟎
𝓖– 𝟔 • 𝑺𝒊 𝑸 = ( ) 𝒆𝒔𝒕 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒔𝒄𝒂𝒍𝒂𝒊𝒓𝒆, 𝒂𝒍𝒐𝒓𝒔 𝒅𝒆𝒕(𝑸) = 𝜶𝒏
⋮ ⋮ ⋮ ⋮
𝟎 𝟎 ⋯ 𝜶
𝓖– 𝟏𝟓 • 𝑳𝒆 𝒅é𝒕𝒆𝒓𝒎𝒊𝒏𝒂𝒏𝒕 𝒅’𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒄𝒂𝒓𝒓é𝒆 𝒂𝒚𝒂𝒏𝒕 𝒖𝒏𝒆 𝒍𝒊𝒈𝒏𝒆 (𝒓𝒆𝒔𝒑. 𝒖𝒏𝒆 𝒄𝒐𝒍𝒐𝒏𝒏𝒆) 𝒏𝒖𝒍𝒍𝒆
𝒆𝒔𝒕 é𝒈𝒂𝒍𝒆 à 𝟎
𝓖– 𝟏𝟕 • 𝑳𝒆 𝒅é𝒕𝒆𝒓𝒎𝒊𝒏𝒂𝒏𝒕 𝒅’𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒄𝒂𝒓𝒓é𝒆 𝒂𝒚𝒂𝒏𝒕 𝒅𝒆𝒖𝒙 𝒍𝒊𝒈𝒏𝒆𝒔 (𝒓𝒆𝒔𝒑. 𝒖𝒏𝒆 𝒄𝒐𝒍𝒐𝒏𝒏𝒆)
𝓖– 𝟏𝟖 • 𝑳𝒆 𝒅é𝒕𝒆𝒓𝒎𝒊𝒏𝒂𝒏𝒕 𝒅’𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒄𝒂𝒓𝒓é𝒆 𝒂𝒚𝒂𝒏𝒕 𝒅𝒆𝒖𝒙 𝒍𝒊𝒈𝒏𝒆𝒔 (𝒓𝒆𝒔𝒑. 𝒖𝒏𝒆 𝒄𝒐𝒍𝒐𝒏𝒏𝒆)
𝓖– 𝟏𝟗 • 𝑳𝒆 𝒅é𝒕𝒆𝒓𝒎𝒊𝒏𝒂𝒏𝒕 𝒅’𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒄𝒂𝒓𝒓é𝒆 𝒂𝒚𝒂𝒏𝒕 𝒅𝒆𝒔 𝒍𝒊𝒈𝒏𝒆𝒔 (𝒓𝒆𝒔𝒑. 𝒅𝒆𝒔 𝒄𝒐𝒍𝒐𝒏𝒏𝒆𝒔)
𝓖– 𝟐𝟎 • 𝑺𝒊 à 𝒖𝒏𝒆 𝒍𝒊𝒈𝒏𝒆 (𝒓𝒆𝒔𝒑. 𝒖𝒏𝒆 𝒄𝒐𝒍𝒐𝒏𝒏𝒆) 𝒅’𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒐𝒏 𝒂𝒋𝒐𝒖𝒕𝒆 𝒍𝒆 𝒑𝒓𝒐𝒅𝒖𝒊𝒕 𝒅’𝒖𝒏 𝒔𝒄𝒂𝒍𝒂𝒊𝒓𝒆
𝒅𝒆 ℝ 𝒑𝒂𝒓 𝒖𝒏𝒆 𝒂𝒖𝒕𝒓𝒆 𝒍𝒊𝒈𝒏𝒆 (𝒓𝒆𝒔𝒑. 𝒖𝒏𝒆 𝒄𝒐𝒍𝒐𝒏𝒏𝒆), 𝒍𝒆 𝒅é𝒕𝒆𝒓𝒎𝒊𝒏𝒂𝒏𝒕 𝒆𝒔𝒕 𝒊𝒏𝒄𝒉𝒂𝒏𝒈é
𝑳𝒊 = (𝒂𝒊𝟏 𝒂𝒊𝟐 𝒂𝒊𝟑 ⋯ 𝒂𝒊𝒏 ) 𝒆𝒕 𝒔𝒐𝒊𝒕 𝑳 𝒖𝒏𝒆 𝒍𝒊𝒈𝒏𝒆 (𝒎𝒂𝒕𝒓𝒊𝒄𝒆𝒔 𝒍𝒊𝒈𝒏𝒆𝒔 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝟏 × 𝒏)). 𝑨𝒍𝒐𝒓𝒔:
𝑳𝟏 𝑳𝟏 𝑳𝟏 𝑳𝟏 𝑳𝟏 𝑳𝟏
⋮ ⋮ ⋮ ⋮ ⋮ ⋮
𝑳𝒊−𝟏 𝑳𝒊−𝟏 𝑳𝒊−𝟏 𝑳𝒊−𝟏 𝑳𝒊−𝟏 𝑳𝒊−𝟏
• 𝒅𝒆𝒕 𝑳𝒊 + 𝒅𝒆𝒕 𝑳 = 𝒅𝒆𝒕 𝑳𝒊 + 𝑳 • 𝒅𝒆𝒕 𝑳𝒊 + 𝝀𝒅𝒆𝒕 𝑳 = 𝒅𝒆𝒕 [𝑳𝒊 + 𝝀𝑳] ; 𝝀 ∈ ℝ
𝑳𝒊+𝟏 𝑳𝒊+𝟏 𝑳𝒊+𝟏 𝑳𝒊+𝟏 𝑳𝒊+𝟏 𝑳𝒊+𝟏
⋮ ⋮ ⋮ ⋮ ⋮ ⋮
( 𝑳𝒏 ) ( 𝑳𝒏 ) ( 𝑳𝒏 ) ( 𝑳𝒏 ) ( 𝑳𝒏 ) ( 𝑳 𝒏 )
𝟏
𝑺𝒊 𝑨 𝒊𝒏𝒗𝒆𝒓𝒔𝒊𝒃𝒍𝒆 𝒂𝒍𝒐𝒓𝒔 ∶ 𝑨−𝟏 = [𝑪𝒐𝒎(𝑨)]′
𝒅𝒆𝒕(𝑨)
𝑪𝟐𝟏 = (−𝟏)𝟐+𝟏 𝚫
⏟ 𝟐𝟏 = −𝒂𝟏𝟐 𝒆𝒕 𝑪𝟐𝟐 = (−𝟏)
𝟐+𝟐
𝚫
⏟ 𝟐𝟐 = 𝒂𝟏𝟏 .
𝒂𝟏𝟐 𝒂𝟏𝟏
𝓖– 𝟐𝟕 • (𝑷𝒓𝒐𝒑𝒓𝒊é𝒕é𝒔 𝒅𝒆 𝒍𝒂 𝒄𝒐𝒎𝒂𝒕𝒓𝒊𝒄𝒆):
• 𝑪𝒐𝒎(𝑰𝒏 ) = 𝑰𝒏
• 𝑪𝒐𝒎(𝑨𝑩) = 𝑪𝒐𝒎(𝑨)𝑪𝒐𝒎(𝑩) , 𝑨 𝒆𝒕 𝑩 𝒅𝒆𝒖𝒙 𝒎𝒂𝒕𝒓𝒊𝒄𝒆𝒔 𝒄𝒂𝒓𝒓é𝒆𝒔 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 𝒏 × 𝒏
• 𝑪𝒐𝒎(𝑨′ ) = [𝑪𝒐𝒎(𝑨)]′
{ • 𝑺𝒊 𝒏 ≥ 𝟐 , |𝑪𝒐𝒎(𝑨)| = |𝑨|𝒏−𝟏
𝓖– 𝟐𝟖 •
𝑶𝒑é𝒓𝒂𝒕𝒊𝒐𝒏𝒔 é𝒍é𝒎𝒆𝒏𝒕𝒂𝒊𝒓𝒆𝒔 𝑫é𝒕𝒆𝒓𝒎𝒊𝒏𝒂𝒏𝒕
𝑳𝒊 ↔ 𝑳𝒋 (𝒊 ≠ 𝒋) 𝒎𝒖𝒍𝒕𝒊𝒑𝒍𝒊é 𝒑𝒂𝒓(−𝟏)
𝑪𝒊 ↔ 𝑪𝒋 (𝒊 ≠ 𝒋) 𝒎𝒖𝒍𝒕𝒊𝒑𝒍𝒊é 𝒑𝒂𝒓(−𝟏)
𝑳𝒊 ← 𝝀𝑳𝒊 𝒎𝒖𝒍𝒕𝒊𝒑𝒍𝒊é 𝒑𝒂𝒓 𝝀
𝑪𝒊 ← 𝝀𝑪𝒊 𝒎𝒖𝒍𝒕𝒊𝒑𝒍𝒊é 𝒑𝒂𝒓 𝝀
𝑳𝒊 ← 𝝀𝑳𝒊 + ∑ 𝝀𝒌 𝑳𝒌 𝒎𝒖𝒍𝒕𝒊𝒑𝒍𝒊é 𝒑𝒂𝒓 𝝀
𝒌≠𝒊
𝑪𝒊 ← 𝝀𝑪𝒊 + ∑ 𝝀𝒌 𝑪𝒌 𝒎𝒖𝒍𝒕𝒊𝒑𝒍𝒊é 𝒑𝒂𝒓 𝝀
𝒌≠𝒊
𝑳𝒊 ← 𝑳𝒊 + ∑ 𝝀𝒌 𝑳𝒌 𝒊𝒏𝒄𝒉𝒂𝒏𝒈é
𝒌≠𝒊
𝑪 𝒊 ← 𝑪 𝒊 + ∑ 𝝀𝒌 𝑪 𝒌 𝒊𝒏𝒄𝒉𝒂𝒏𝒈é
𝒌≠𝒊
Exercice 5 :
Énoncé
𝑪𝒂𝒍𝒄𝒖𝒍𝒆𝒓 𝒆𝒕 𝒇𝒂𝒄𝒕𝒐𝒓𝒊𝒔𝒆𝒓 𝒍𝒆𝒔 𝒅é𝒕𝒆𝒓𝒎𝒊𝒏𝒂𝒏𝒕𝒔 𝒔𝒖𝒊𝒗𝒂𝒏𝒕𝒔 :
𝟏 𝐚 𝐚𝟐 𝐚𝟑 𝟏+𝐱 𝟏 𝟏 𝟏 (𝐚 − 𝐛 − 𝐜) 𝟐𝐚 𝟐𝐚
∙ 𝚫𝟏 = |𝟏 𝐛 𝐛𝟐 𝐛𝟑 | , ∙ 𝚫 = | 𝟏 𝟏−𝐱 𝟏 𝟏
| , ∙ 𝚫𝟑 = | 𝟐𝐛 (𝐛 − 𝐜 − 𝐚) 𝟐𝐛 |
𝟐
𝟏 𝐜 𝐜𝟐 𝐜𝟑 𝟏 𝟏 𝟏+𝐳 𝟏
(𝐜 − 𝐚 − 𝐛)
𝟐𝐜 𝟐𝐜
𝟏 𝐝 𝐝𝟐 𝐝 𝟑 𝟏 𝟏 𝟏 𝟏−𝐳
Corrigé
𝟏 𝐚 𝐚𝟐 𝐚𝟑 𝟏 𝐚 𝐚𝟐 𝐚𝟑
𝟐 𝟑 𝟐 𝟑
∙ 𝚫𝟏 = ||𝟏 𝐛 𝐛 𝐛 | = |𝟎 𝐛 − 𝐚 𝐛 − 𝐚𝟐 𝐛 − 𝐚𝟑 | 𝐋𝟐 ← 𝐋𝟐 − 𝐋𝟏
| |
𝐜𝟑 − 𝐛 | 𝐋𝟑 ← 𝐋𝟑 − 𝐋𝟐
𝟐 𝟑
𝟏 𝐜 𝐜𝟐 𝐜𝟑 𝟎 𝐜 − 𝐛 𝐜𝟐 −𝐛
𝟐 𝟑
𝟎 𝐝 − 𝐜 𝐝 − 𝐜𝟐 𝐝 − 𝐜𝟑 𝐋𝟒 ← 𝐋𝟒 − 𝐋𝟑
𝟐 𝟑
𝟏 𝐝 𝐝 𝐝
𝟏 𝐚 𝐚𝟐 𝐚𝟑
𝟎 𝟏 (𝐛 + 𝐚) (𝐛𝟐 + 𝐛𝐚 + 𝐚𝟐 )
𝚫𝟏 = (𝐛 − 𝐚)(𝐜 − 𝐛)(𝐝 − 𝐜) |
𝟎 𝟏 (𝐜 + 𝐛) (𝐜 𝟐 + 𝐜𝐛 + 𝐛𝟐 ) |
𝟎 𝟏 (𝐝 + 𝐜) (𝐝𝟐 + 𝐝𝐜 + 𝐜 𝟐 )
𝟏 (𝐛 + 𝐚) (𝐛𝟐 + 𝐛𝐚 + 𝐚𝟐 )
𝚫𝟏 = (𝐛 − 𝐚)(𝐜 − 𝐛)(𝐝 − 𝐜) × (+𝟏) |𝟏 (𝐜 + 𝐛) (𝐜 𝟐 + 𝐜𝐛 + 𝐛𝟐 ) |
𝟏 (𝐝 + 𝐜) (𝐝𝟐 + 𝐝𝐜 + 𝐜 𝟐 )
𝟏 (𝐛 + 𝐚) (𝐛𝟐 + 𝐛𝐚 + 𝐚𝟐 )
𝚫𝟏 = (𝐛 − 𝐚)(𝐜 − 𝐛)(𝐝 − 𝐜) |𝟎 (𝐜 + 𝐛) − (𝐛 + 𝐚) (𝐜 𝟐 + 𝐜𝐛 + 𝐛𝟐 ) − (𝐛𝟐 + 𝐛𝐚 + 𝐚𝟐 )| 𝐋′𝟐 ← 𝐋′𝟐 − 𝐋′𝟏
′ ′ ′
𝟎 (𝐝 + 𝐜) − (𝐜 + 𝐛) (𝐝𝟐 + 𝐝𝐜 + 𝐜 𝟐 ) − (𝐜 𝟐 + 𝐜𝐛 + 𝐛𝟐 ) 𝐋𝟑 ← 𝐋𝟑 − 𝐋𝟐
𝟏 (𝐛 + 𝐚) (𝐛𝟐 + 𝐛𝐚 + 𝐚𝟐 )
𝚫𝟏 = (𝐛 − 𝐚)(𝐜 − 𝐛)(𝐝 − 𝐜) |𝟎 (𝐜 − 𝐚) (𝐜 𝟐 − 𝐚𝟐 + 𝐜𝐛 − 𝐛𝐚) |
𝟎 (𝐝 − 𝐛) (𝐝𝟐 − 𝐛𝟐 + 𝐝𝐜 − 𝐜𝐛)
𝟏 (𝐛 + 𝐚) (𝐛𝟐 + 𝐛𝐚 + 𝐚𝟐 )
𝚫𝟏 = (𝐛 − 𝐚)(𝐜 − 𝐛)(𝐝 − 𝐜) |𝟎 (𝐜 − 𝐚) [(𝐜 − 𝐚)(𝐜 + 𝐚) + (𝐜 − 𝐚)𝐛] |
𝟎 (𝐝 − 𝐛) [(𝐝 − 𝐛)(𝐝 + 𝐛) + (𝐝 − 𝐛)𝐜]
𝟏 (𝐛 + 𝐚) (𝐛𝟐 + 𝐛𝐚 + 𝐚𝟐 )
𝚫𝟏 = (𝐛 − 𝐚)(𝐜 − 𝐛)(𝐝 − 𝐜) |𝟎 (𝐜 − 𝐚) (𝐜 − 𝐚)(𝐜 + 𝐛 + 𝐚) |
𝟎 (𝐝 − 𝐛) (𝐝 − 𝐛)(𝐝 + 𝐜 + 𝐛)
𝟏 (𝐛 + 𝐚) (𝐛𝟐 + 𝐛𝐚 + 𝐚𝟐 )
𝚫𝟏 = (𝐛 − 𝐚)(𝐜 − 𝐛)(𝐝 − 𝐜)(𝐜 − 𝐚)(𝐝 − 𝐛) |𝟎 𝟏 (𝐜 + 𝐛 + 𝐚) |
𝟎 𝟏 (𝐝 + 𝐜 + 𝐛)
𝟏 (𝐜 + 𝐛 + 𝐚)
𝚫𝟏 = (𝐛 − 𝐚)(𝐜 − 𝐛)(𝐝 − 𝐜)(𝐜 − 𝐚)(𝐝 − 𝐛) × (+𝟏) | |
𝟏 (𝐝 + 𝐜 + 𝐛)
𝐂𝟐 − 𝐂𝟏 𝐂𝟑 − 𝐂𝟐 𝐂𝟒 − 𝐂𝟑
𝟏+𝐱 𝟏 𝟏 𝟏 | ↓ ↓ ↓ |
𝐂 𝟐 𝐂 𝟑 𝐂 𝟒
∙ 𝚫𝟐 = | 𝟏 𝟏−𝐱 𝟏 𝟏 |=
𝟏 + 𝐱 −𝐱 𝟎 𝟎
𝟏 𝟏 𝟏+𝐳 𝟏
𝟏 𝟏 𝟏 𝟏−𝐳 | 𝟏 −𝐱 𝐱 𝟎 |
𝟏 𝟎 𝐳 −𝐳
𝟏 𝟎 𝟎 −𝐳
𝐃′ 𝐨ù 𝚫𝟐 = 𝐱 𝟐 𝐳 𝟐
𝐂𝟐 − 𝐂𝟏 𝐂𝟑 − 𝐂𝟐
(𝐚 − 𝐛 − 𝐜) 𝟐𝐚 𝟐𝐚 | ↓ ↓ |
𝐂𝟐 𝐂𝟑
∙ 𝚫𝟑 = | 𝟐𝐛 (𝐛 − 𝐜 − 𝐚) 𝟐𝐛 |=
(𝐚 − 𝐛 − 𝐜) 𝟐𝐚 − (𝐚 − 𝐛 − 𝐜) 𝟎
𝟐𝐜 𝟐𝐜 (𝐜 − 𝐚 − 𝐛) | |
𝟐𝐛 (𝐛 − 𝐜 − 𝐚) − 𝟐𝐛 𝟐𝐛 − (𝐛 − 𝐜 − 𝐚)
𝟐𝐜 𝟎 (𝐜 − 𝐚 − 𝐛) − 𝟐𝐜
(𝐚 − 𝐛 − 𝐜) (𝐚 + 𝐛 + 𝐜) 𝟎 (𝐚 − 𝐛 − 𝐜) 𝟏 𝟎
𝟐
(𝐚 + 𝐛 + 𝐜) | = (𝐚 + 𝐛 + 𝐜) |
=| 𝟐𝐛 −(𝐚 + 𝐛 + 𝐜) 𝟐𝐛 −𝟏 𝟏 |
𝟐𝐜 𝟎 −(𝐚 + 𝐛 + 𝐜) 𝟐𝐜 𝟎 −𝟏
(𝐚 − 𝐛 − 𝐜) 𝟏 𝟎 (𝐚 − 𝐛 − 𝐜) 𝟏 𝟎
(𝐚 𝟐 ( ) 𝟐
= + 𝐛 + 𝐜) | 𝟐(𝐛 + 𝐜) −𝟏 𝟎 | 𝐋𝟐 ← 𝐋𝟐 + 𝐋𝟑 = 𝐚 + 𝐛 + 𝐜 | 𝟐(𝐛 + 𝐜) −𝟏 𝟎|
𝟐𝐜 𝟎 −𝟏 𝟐𝐜 𝟎 −𝟏
(𝐚 − 𝐛 − 𝐜) 𝟏
= (𝐚 + 𝐛 + 𝐜)𝟐 × (+(−𝟏)) | | = −(𝐚 + 𝐛 + 𝐜)𝟐 [−(𝐚 − 𝐛 − 𝐜) − 𝟐(𝐛 + 𝐜)]
𝟐(𝐛 + 𝐜) −𝟏
𝐃′ 𝐨ù 𝚫𝟑 = (𝐚 + 𝐛 + 𝐜)𝟑
𝑺𝒐𝒊𝒕 𝓛(𝑨)𝒍𝒆 𝒔. 𝒆. 𝒗 𝒆𝒏𝒈𝒆𝒏𝒅𝒓é 𝒑𝒂𝒓 𝒍𝒆𝒔 𝒍𝒊𝒈𝒏𝒆𝒔 𝒅𝒆 𝑨 𝒆𝒕 𝓒(𝑨), 𝒍𝒆 𝒔. 𝒆. 𝒗 𝒆𝒏𝒈𝒆𝒏𝒅𝒓é 𝒑𝒂𝒓 𝒍𝒆𝒔 𝒄𝒐𝒍𝒐𝒏𝒏𝒆𝒔
① 𝒄𝒉𝒂𝒒𝒖𝒆 𝒍𝒊𝒈𝒏𝒆 𝒏𝒐𝒏 𝒏𝒖𝒍𝒍𝒆 𝒅𝒆 𝑩 𝒄𝒐𝒎𝒎𝒆𝒏𝒄𝒆 𝒂𝒗𝒆𝒄 𝒔𝒕𝒓𝒊𝒄𝒕𝒆𝒎𝒆𝒏𝒕 𝒑𝒍𝒖𝒔 𝒅𝒆 𝟎 𝒒𝒖𝒆 𝒍𝒂 𝒍𝒊𝒈𝒏𝒆
𝒑𝒓é𝒄é𝒅𝒆𝒏𝒕𝒆
② 𝒍𝒆𝒔 𝒍𝒊𝒈𝒏𝒆𝒔 𝒏𝒖𝒍𝒍𝒆𝒔 (𝒏𝒆 𝒄𝒐𝒏𝒕𝒆𝒏𝒂𝒏𝒕 𝒒𝒖𝒆 𝒅𝒆𝒔 𝟎)𝒅𝒆 𝑩 𝒗𝒊𝒆𝒏𝒏𝒆𝒏𝒕 𝒆𝒏 𝒃𝒂𝒔 𝒂𝒑𝒓è𝒔 𝒍𝒆𝒔 𝒍𝒊𝒈𝒏𝒆𝒔
𝒏𝒐𝒏 𝒏𝒖𝒍𝒍𝒆𝒔.
𝑳𝒆 𝒓𝒂𝒏𝒈 𝒅’𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝑨 𝒆𝒔𝒕 𝒍𝒆 𝒏𝒐𝒎𝒃𝒓𝒆 𝒅𝒆 𝒍𝒊𝒈𝒏𝒆𝒔 𝒏𝒐𝒏 𝒏𝒖𝒍𝒍𝒆𝒔 𝒅𝒂𝒏𝒔 𝒔𝒂 𝒇𝒐𝒓𝒎𝒆
② 𝒒𝒖𝒂𝒏𝒅 𝒐𝒏 𝒎𝒖𝒍𝒕𝒊𝒑𝒍𝒊𝒆 (𝒐𝒖 𝒅𝒊𝒗𝒊𝒔𝒆)𝒖𝒏𝒆 𝒍𝒊𝒈𝒏𝒆 (𝒓𝒆𝒔𝒑. 𝒄𝒐𝒍𝒐𝒏𝒏𝒆)𝒑𝒂𝒓 𝒖𝒏 𝒏𝒐𝒎𝒃𝒓𝒆 𝒏𝒐𝒏 𝒏𝒖𝒍
③ 𝒒𝒖𝒂𝒏𝒅 𝒐𝒏 𝒂𝒋𝒐𝒖𝒕𝒆 (𝒐𝒖 𝒓𝒆𝒕𝒓𝒂𝒏𝒄𝒉𝒆)à 𝒖𝒏𝒆 𝒍𝒊𝒈𝒏𝒆 (𝒓𝒆𝒔𝒑. 𝒄𝒐𝒍𝒐𝒏𝒏𝒆) 𝒖𝒏𝒆 𝒄𝒐𝒎𝒃𝒊𝒏𝒂𝒊𝒔𝒐𝒏
𝓗– 𝟗 • 𝑺𝒐𝒊𝒕 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝑨 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝒏, 𝒑), 𝑩 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒄𝒂𝒓𝒓é𝒆 𝒊𝒏𝒗𝒆𝒓𝒔𝒊𝒃𝒍𝒆 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝒑, 𝒑)
𝒐𝒑é𝒓𝒂𝒕𝒊𝒐𝒏𝒔 𝒔𝒖𝒊𝒗𝒂𝒏𝒕𝒆𝒔 ∶
𝑳𝒊 ↔ 𝑳𝒋 (𝒓𝒆𝒔𝒑. 𝑪𝒊 ↔ 𝑪𝒋 )
② 𝑴𝒖𝒍𝒕𝒊𝒑𝒍𝒊𝒆𝒓 𝒖𝒏𝒆 𝒍𝒊𝒈𝒏𝒆 (𝒐𝒖 𝒖𝒏𝒆 𝒄𝒐𝒍𝒐𝒏𝒏𝒆)𝒑𝒂𝒓 𝒖𝒏 𝒔𝒄𝒂𝒍𝒂𝒊𝒓𝒆 𝒏𝒐𝒏 𝒏𝒖𝒍, 𝒏𝒐𝒕𝒂𝒕𝒊𝒐𝒏 ∶
③ 𝑨𝒋𝒐𝒖𝒕𝒆𝒓 𝒂 𝒖𝒏𝒆 𝒍𝒊𝒈𝒏𝒆 (𝒐𝒖 𝒖𝒏𝒆 𝒄𝒐𝒍𝒐𝒏𝒏𝒆)𝒖𝒏 𝒎𝒖𝒍𝒕𝒊𝒑𝒍𝒆 𝒅’𝒖𝒏𝒆 𝒂𝒖𝒕𝒓𝒆 𝒍𝒊𝒈𝒏𝒆 𝒐𝒖 𝒖𝒏𝒆
𝒄𝒐𝒎𝒃𝒊𝒏𝒂𝒊𝒔𝒐𝒏 𝒍𝒊𝒏é𝒂𝒊𝒓𝒆 (𝒓𝒆𝒔𝒑. 𝒖𝒏𝒆 𝒂𝒖𝒕𝒓𝒆 𝒄𝒐𝒍𝒐𝒏𝒏𝒆), 𝒏𝒐𝒕𝒂𝒕𝒊𝒐𝒏 ∶
𝑳𝒊 ← 𝑳𝒊 + ∑ 𝝀𝒋 𝑳𝒋 (𝒓𝒆𝒔𝒑. 𝑪𝒊 ← 𝑪𝒊 + ∑ 𝝀𝒋 𝑪𝒋 )
𝑳𝒂 𝒔𝒖𝒑𝒑𝒓𝒆𝒔𝒔𝒊𝒐𝒏 𝒅’𝒖𝒏𝒆 𝒄𝒐𝒍𝒐𝒏𝒏𝒆 𝒏𝒖𝒍𝒍𝒆 𝒐𝒖 𝒅’𝒖𝒏𝒆 𝒍𝒊𝒈𝒏𝒆 𝒏𝒖𝒍𝒍𝒆 𝒑𝒓é𝒔𝒆𝒓𝒗𝒆 𝒍𝒆 𝒓𝒂𝒏𝒈.
𝓗– 𝟏𝟐 • 𝒓𝒈 (𝟎𝒏×𝒑 ) = 𝟎
Exercice 6 :
Énoncé
𝑫é𝒕𝒆𝒓𝒎𝒊𝒏𝒆𝒓 𝒍𝒆𝒔 𝒓𝒂𝒏𝒈𝒔 𝒅𝒆𝒔 𝒎𝒂𝒕𝒓𝒊𝒄𝒆𝒔 𝒔𝒖𝒊𝒗𝒂𝒏𝒕𝒆𝒔 :
𝟏 𝟏 𝟐 𝟎
𝟐 −𝟏 𝟒 −𝟒 −𝟐 −𝟓 𝟎
𝟏 −𝟏 𝟎 −𝟐
(
𝑨= 𝟑 𝟐 −𝟑 𝟏𝟕 ) , 𝑩 = ( ) 𝒆𝒕 𝑪 = ( 𝟒 𝟕 𝟏)
𝟎 𝟏 𝟏 𝟏
𝟓 −𝟑 𝟖 −𝟏𝟎 𝟏 𝟓 −𝟏
𝟏 𝟎 𝟏 −𝟏
Corrigé
𝐂𝟏 + 𝟐𝐂𝟐 𝟒𝐂𝟐 + 𝐂𝟑 𝐂𝟑 + 𝐂𝟒
↓ ↓ ↓
𝟐 −𝟏 𝟒 −𝟒
𝐂 𝟏 𝐂𝟐 𝐂𝟑
∙ 𝒓𝒈(𝑨) = 𝒓𝒈 (𝟑 𝟐 −𝟑 𝟏𝟕 ) = 𝒓𝒈
𝟎 𝟎 𝟎 −𝟒
𝟓 −𝟑 𝟖 −𝟏𝟎
𝟕 𝟓 𝟏𝟒 𝟏𝟕
( −𝟏 −𝟒 −𝟐 −𝟏𝟎)
𝑫′ 𝒐ù 𝒓𝒈(𝑩) = 𝟐
−𝟐 −𝟓 𝟎 −𝟐 −𝟓 𝟎
∙ 𝒅𝒆𝒕(𝑪) = | 𝟒 𝟕 𝟏 |=| 𝟓 𝟏𝟐 𝟎 | 𝐋𝟐 ← 𝐋𝟐 + 𝐋𝟑
𝟏 𝟓 −𝟏 𝟏 𝟓 −𝟏
−𝟐 −𝟓
𝒅𝒆𝒕(𝑪) = +(−𝟏) | | = −(−𝟐𝟒 + 𝟐𝟓) = −𝟏
𝟓 𝟏𝟐
𝑫′ 𝒐ù 𝒓𝒈(𝑪) = 𝟑
𝝀𝟏 ⋯ 𝟎
(𝒂𝒗𝒆𝒄 𝑽𝒊 𝒗𝒆𝒄𝒕𝒆𝒖𝒓 𝒄𝒐𝒍𝒐𝒏𝒏𝒆 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝒏 × 𝟏)) 𝒆𝒕 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒆 𝑫 = ( ⋮ ⋱ ⋮)
𝟎 ⋯ 𝝀𝒏
𝝀𝟏 ⋯ 𝟎
𝑷𝑫 = (𝑽𝟏 ⋯ 𝑽𝒏 ) ( ⋮ ⋱ ⋮ ) = (𝝀𝟏 𝑽𝟏 ⋯ 𝝀𝒏 𝑽𝒏 ) 𝒆𝒕 𝑨𝑷 = (𝑨𝑽𝟏 ⋯ 𝑨𝑽𝒏 ) ,
𝟎 ⋯ 𝝀𝒏
𝓘– 𝟒 • (𝑻𝒉é𝒐𝒓è𝒎𝒆 𝒅𝒆𝒔 𝒗𝒂𝒍𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔) 𝑳𝒆𝒔 𝒗𝒂𝒍𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔 𝝀𝒊 𝒅′ 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒄𝒂𝒓𝒓é𝒆 𝑨
𝓘– 𝟕 • 𝑺𝒊 𝑨 𝒆𝒔𝒕 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒓é𝒆𝒍𝒍𝒆 𝒆𝒕 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆, 𝒂𝒍𝒐𝒓𝒔 𝒕𝒐𝒖𝒕𝒆𝒔 𝒍𝒆𝒔 𝒗𝒂𝒍𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔
𝒑𝒂𝒓 𝒍𝒂 𝒔𝒖𝒊𝒕𝒆 𝒐𝒏 𝒐𝒃𝒕𝒊𝒆𝒏𝒕 𝑪′ 𝑪 = 𝑰𝒏 𝒐𝒖 𝒆𝒏𝒄𝒐𝒓𝒆 𝑪′ = 𝑪−𝟏 , 𝒅𝒐𝒏𝒄 𝑪 𝒆𝒔𝒕 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒐𝒓𝒕𝒉𝒐𝒈𝒐𝒏𝒂𝒍𝒆
𝒏
𝒆𝒕 𝑨 = 𝑪𝑫𝑪′ = ∑ 𝝀𝒊 𝑽𝒊 𝑽′𝒊 𝒄𝒆𝒕𝒕𝒆 𝒆𝒙𝒑𝒓𝒆𝒔𝒔𝒊𝒐𝒏 𝒆𝒔𝒕 𝒅𝒊𝒕𝒆 𝑫é𝒄𝒐𝒎𝒑𝒐𝒔𝒊𝒕𝒊𝒐𝒏 𝒔𝒑𝒆𝒄𝒕𝒓𝒂𝒍𝒆 𝒅𝒆 𝑨.
𝒊=𝟏
𝓘– 𝟖 • 𝒕𝒓(𝑨) = ∑ 𝝀𝒊 𝒆𝒕 𝒅𝒆𝒕(𝑨) = ∏ 𝝀𝒊
𝒊=𝟏 𝒊=𝟏
𝓘– 𝟗 • 𝑺𝒐𝒊𝒕 𝑨 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒕𝒓𝒊𝒂𝒏𝒈𝒖𝒍𝒂𝒊𝒓𝒆. 𝑨𝒍𝒐𝒓𝒔 𝒍𝒆𝒔 𝒗𝒂𝒍𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔 𝒅𝒆 𝑨 𝒔𝒐𝒏𝒕 𝒍𝒆𝒔
𝓘– 𝟏𝟏 • 𝑺𝒐𝒊𝒕 𝑨 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒄𝒂𝒓𝒓é𝒆, 𝒆𝒕 𝒔𝒐𝒊𝒕 𝒓 𝒖𝒏 𝒆𝒏𝒕𝒊𝒆𝒓. 𝑺𝒊 𝝀 𝒆𝒔𝒕 𝒖𝒏𝒆 𝒗𝒂𝒍𝒆𝒖𝒓 𝒑𝒓𝒐𝒑𝒓𝒆 𝒅𝒆 𝑨, 𝒆𝒕
𝒃𝟎 = (−𝟏)𝒏 𝒅𝒆𝒕(𝑨)
𝒏 𝒏−𝟏
𝑺𝒊 𝑷𝑨 (𝝀) = 𝝀 + 𝒃𝒏−𝟏 𝝀 + ⋯ + 𝒃𝟏 𝝀 + 𝒃𝟎 𝒂𝒍𝒐𝒓𝒔 { 𝒆𝒕
𝒃𝒏−𝟏 = −𝒕𝒓(𝑨)
𝒓é𝒆𝒍𝒍𝒆. 𝑨𝒍𝒐𝒓𝒔 𝒍𝒆𝒔 𝒔𝒐𝒖𝒔– 𝒆𝒔𝒑𝒂𝒔𝒆𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔 𝑬𝝀𝟏 𝒆𝒕 𝑬𝝀𝟐 𝒂𝒔𝒔𝒐𝒄𝒊é𝒔 𝒔𝒐𝒏𝒕 𝒐𝒓𝒕𝒉𝒐𝒈𝒐𝒏𝒂𝒖𝒙
𝓘– 𝟏𝟓 • 𝑺𝒐𝒊𝒕 𝑨 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒊𝒏𝒗𝒆𝒓𝒔𝒊𝒃𝒍𝒆. 𝑺𝒊 𝑨 𝒆𝒔𝒕 𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒊𝒔𝒂𝒃𝒍𝒆 𝒂𝒍𝒐𝒓𝒔 𝑨−𝟏 𝒍′ 𝒆𝒔𝒕 𝒂𝒖𝒔𝒔𝒊 ∶
Exercice 7 :
Énoncé
𝟎 𝟑 𝟐
Soit la matrice 𝑨 = (−𝟐 𝟕 𝟒)
𝟑 −𝟗 −𝟓
2)
𝝀𝟏 = 𝟎 𝒗𝒂𝒍𝒆𝒖𝒓 𝒑𝒓𝒐𝒑𝒓𝒆 𝒔𝒊𝒎𝒑𝒍𝒆
𝑬𝟏 = {𝑽 ∈ ℝ𝟑 ⁄(𝑨 − 𝟎. 𝑰𝟑 )𝑽 = 𝟎𝟑×𝟏 }
𝒙
𝑽 = (𝒚) ∈ 𝑬𝟏 ⇔ 𝑨𝑽 = 𝟎𝟑×𝟏
𝒛
𝟎 𝟑 𝟐 𝒙 𝟎 𝟎 𝟑 𝟐 𝒙 𝟎
⇔ (−𝟐 𝟕 𝟒 ) (𝒚) = (𝟎) ⇔ (𝟎 𝟑 𝟐 ) (𝒚) = (𝟎) 𝐋𝟐 ← 𝟑𝐋𝟐 + 𝟐𝐋𝟑
𝟑 −𝟗 −𝟓 𝒛 𝟎 𝟑 −𝟗 −𝟓 𝒛 𝟎
𝒚∈ℝ
𝟎 𝟎 𝟎 𝒙 𝟎 𝐋𝟏 ← 𝐋𝟏 − 𝐋′𝟐 𝟑
⇔ (𝟎 𝟑 𝟐 ) ( 𝒚 ) = (𝟎 ) ⇔ {𝒛 = − 𝒚
𝟑 −𝟗 −𝟓 𝒛 𝟎 𝟐
𝟑𝒙 − 𝟗𝒚 − 𝟓𝒛 = 𝟎
𝑬𝟐 = {𝑽 ∈ ℝ𝟑 ⁄(𝑨 − 𝟏 × 𝑰𝟑 )𝑽 = 𝟎𝟑×𝟏 }
𝒙 −𝟏 𝟑 𝟐 𝒙 𝟎
𝑽 = (𝒚) ∈ 𝑬𝟐 ⇔ (𝑨 − 𝑰𝟑 )𝑽 = 𝟎𝟑×𝟏 ⇔ (−𝟐 𝟔 𝟒 ) (𝒚) = (𝟎)
𝒛 𝟑 −𝟗 −𝟔 𝒛 𝟎
−𝟏 𝟑 𝟐 𝒙 𝟎 −𝟏 𝟑 𝟐 𝒙 𝟎
′ ′
⇔ (−𝟏 𝟑 𝟐) (𝒚) = (𝟎) 𝐋𝟐 ← 𝟏⁄𝟐 𝐋𝟐 ⇔ ( 𝟎 𝟎 𝟎) (𝒚) = (𝟎) 𝐋𝟐 ← 𝐋𝟐 − 𝐋𝟏
−𝟏 𝟑 𝟐 𝒛 𝟎 𝐋𝟐 ← − 𝟏⁄𝟑 𝐋𝟑 𝟎 𝟎 𝟎 𝒛 𝟎 𝐋′𝟑 ← 𝐋′𝟑 − 𝐋′𝟐
−𝒙 + 𝟑𝒚 + 𝟐𝒛 = 𝟎 𝒙 = 𝟑𝒚 + 𝟐𝒛
⇔ {𝒚 ∈ ℝ ⇔ {𝒚 ∈ ℝ
𝒛∈ℝ 𝒛∈ℝ
𝟑𝒚 + 𝟐𝒛 𝟑𝒚 𝟐𝒛 𝟑 𝟐
𝑽 ∈ 𝑬𝟐 ⇔ 𝑽 = ( 𝒚 ) = ( 𝒚 ) + ( 𝟎 ) = 𝒚 (𝟏 ) + 𝒛 (𝟎 )
𝒛 𝟎 𝒛 ⏟𝟎 ⏟𝟏
𝑽𝟐 𝑽𝟑
𝑨
𝟑 𝟐
𝝀𝟐 = 𝟏 𝒗𝒂𝒍𝒆𝒖𝒓 𝒑𝒓𝒐𝒑𝒓𝒆 𝒅𝒐𝒖𝒃𝒍𝒆 → 𝑽𝟐 = (𝟏) 𝒆𝒕 𝑽𝟑 = (𝟎) 𝒗𝒆𝒄𝒕𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔 𝒄𝒐𝒓𝒓𝒆𝒔𝒑𝒐𝒏𝒅𝒂𝒏𝒕𝒔
𝟎 𝟏
𝟏 𝟑 𝟐 𝟎 𝟎 𝟎
𝑷=( 𝟐 𝟏 𝟎) 𝒊𝒏𝒗𝒆𝒓𝒔𝒊𝒃𝒍𝒆, 𝒆𝒕 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒆 𝑫 = (𝟎 𝟏 𝟎)
−𝟑 𝟎 𝟏 𝟎 𝟎 𝟏
𝟏 𝟑 𝟐 𝟕 𝟑 𝟎 𝐋𝟏 ← 𝐋𝟏 − 𝟐𝐋𝟑
𝑶𝒏 𝒗é𝒓𝒊𝒇𝒊𝒆 𝒃𝒊𝒆𝒏 𝒒𝒖𝒆 𝑷 𝒆𝒔𝒕 𝒊𝒏𝒗𝒆𝒓𝒔𝒊𝒃𝒍𝒆 : 𝒅𝒆𝒕(𝑷) = | 𝟐 𝟏 𝟎 | = | 𝟐 𝟏 𝟎|
−𝟑 𝟎 𝟏 −𝟑 𝟎 𝟏
𝟕 𝟑 𝟎
𝟕 𝟑
𝒅𝒆𝒕(𝑷) = | 𝟐 𝟏 𝟎| = (+𝟏) | |=𝟏≠𝟎
𝟐 𝟏
−𝟑 𝟎 𝟏
𝟏 𝟎 𝟐 𝟎 𝟐 𝟏
+| | −| | +| |
𝟎 𝟏 −𝟑 𝟏 −𝟑 𝟎 𝟏 −𝟐 𝟑
𝟑 𝟐 𝟏 𝟐 𝟏 𝟑
𝑪𝒐𝒎(𝑷) = − | | +| | −| | = (−𝟑 𝟕 −𝟗)
𝟎 𝟏 −𝟑 𝟏 −𝟑 𝟎
𝟑 𝟐 𝟏 𝟐 𝟏 𝟑 −𝟐 𝟒 −𝟓
(+ |𝟏 𝟎
| −|
𝟐 𝟎
| +|
𝟐 𝟏
|)
𝟏 𝟏 −𝟑 −𝟐
−𝟏 ′
[𝑪𝒐𝒎(𝑷)] = (−𝟐
𝑷 = 𝟕 𝟒)
𝒅𝒆𝒕(𝑷)
𝟑 −𝟗 −𝟓
𝑨′ = 𝑸𝑫𝑸−𝟏
𝑷𝒂𝒓 𝒍𝒂 𝒔𝒖𝒊𝒕𝒆 { ⇒ 𝑩 = 𝑨′ + 𝟐𝑰𝟑 = 𝑸𝑫𝑸−𝟏 + 𝑸(𝟐𝑰𝟑 )𝑸−𝟏
𝟐𝑰𝟑 = 𝑸(𝟐𝑰𝟑 )𝑸−𝟏
[𝑫 + (𝟐𝑰𝟑 )] 𝑸−𝟏
⇒ 𝑩 = 𝑸⏟
𝚫
𝟎 𝟎 𝟎 𝟐 𝟎 𝟎 𝟐 𝟎 𝟎
𝒆𝒕 𝚫 = 𝑫 + (𝟐𝑰𝟑 ) = (𝟎 𝟏 𝟎 ) + (𝟎 𝟐 𝟎 ) = (𝟎 𝟑 𝟎) , 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒆
𝟎 𝟎 𝟏 𝟎 𝟎 𝟐 𝟎 𝟎 𝟑
𝑫’𝒐ù 𝑩 𝒆𝒔𝒕 𝒅𝒊𝒂𝒈𝒐𝒏𝒂𝒍𝒊𝒔𝒂𝒃𝒍𝒆.
𝟏 −𝟐 𝟑
𝑺𝒐𝒊𝒆𝒏𝒕 𝑼𝟏 = (−𝟑) , 𝑼𝟐 = ( 𝟕 ) 𝒆𝒕 𝑼𝟑 = (−𝟗)
−𝟐 𝟒 −𝟓
𝟐 −𝟐 𝟑 𝟏 𝟐 𝟏
∙ 𝑩𝑼𝟏 = (𝟑 𝟗 ) (
−𝟗 −𝟑 ) = ( −𝟔 ) = 𝟐 ( −𝟑) ⇒ 𝑩𝑼𝟏 = 𝝀′𝟏 𝑼𝟏 , 𝒐ù 𝝀′𝟏 = 𝟐
𝟐 𝟒 −𝟑 −𝟐 −𝟒 −𝟐
𝟐 −𝟐 𝟑 −𝟐 −𝟔 −𝟐
∙ 𝑩𝑼𝟐 = (𝟑 𝟗 −𝟗) ( 𝟕 ) = ( 𝟐𝟏 ) = 𝟑 ( 𝟕 ) ⇒ 𝑩𝑼𝟐 = 𝝀′𝟐 𝑼𝟐 , 𝒐ù 𝝀′𝟐 = 𝟑
𝟐 𝟒 −𝟑 𝟒 𝟏𝟐 𝟒
𝟐 −𝟐 𝟑 𝟑 𝟗 𝟑
∙ 𝑩𝑼𝟑 = (𝟑 𝟗 −𝟗) (−𝟗) = (−𝟐𝟕) = 𝟑 (−𝟗) ⇒ 𝑩𝑼𝟑 = 𝝀′𝟐 𝑼𝟑 , 𝒐ù 𝝀′𝟐 = 𝟑
𝟐 𝟒 −𝟑 −𝟓 −𝟏𝟓 −𝟓
𝟏
𝝀′𝟏 = 𝟐 𝒗𝒂𝒍𝒆𝒖𝒓 𝒑𝒓𝒐𝒑𝒓𝒆 𝒔𝒊𝒎𝒑𝒍𝒆 → 𝑼𝟏 = (−𝟑) 𝒗𝒆𝒄𝒕𝒆𝒖𝒓 𝒑𝒓𝒐𝒑𝒓𝒆 𝒄𝒐𝒓𝒓𝒆𝒔𝒑𝒐𝒏𝒅𝒂𝒏𝒕
−𝟐
𝑩
−𝟐 𝟑
𝝀′𝟐 = 𝟑 𝒗𝒂𝒍𝒆𝒖𝒓 𝒑𝒓𝒐𝒑𝒓𝒆 𝒅𝒐𝒖𝒃𝒍𝒆 → 𝑼𝟐 = ( 𝟕 ) 𝒆𝒕 𝑼𝟑 = (−𝟗) 𝒗𝒆𝒄𝒕𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔 𝒄𝒐𝒓𝒓𝒆𝒔𝒑𝒐𝒏𝒅𝒂𝒏𝒕𝒔
𝟒 −𝟓
𝟏 𝒙𝟏 𝒚𝟏
𝓙– 𝟏 • 𝑺𝒐𝒊𝒆𝒏𝒕 𝒆 = ( ⋮ ) 𝒖𝒏𝒆 𝒄𝒐𝒍𝒐𝒏𝒏𝒆 𝒅𝒆 𝟏 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝒏 × 𝟏) , 𝑼 = ( ⋮ ) 𝒆𝒕 𝑽 = ( ⋮ ) . 𝑶𝒏 𝒂 ∶
𝟏 𝒙𝒏 𝒚𝒏
𝒏 𝒏
𝟏 𝟏 𝟏
𝒆′ 𝑼 = 𝑼 ′ 𝒆 = ∑ 𝒙 𝒊 ⇒ 𝒙
̅ = ∑ 𝒙𝒊 = 𝒆′ 𝑼 = 𝑼′ 𝒆 ⇒ 𝒆′ 𝑼 = 𝑼′ 𝒆 = 𝒏𝒙
̅
𝒏 𝒏 𝒏
𝒊=𝟏 𝒊=𝟏
𝓙– 𝟐 • 𝑼′ 𝑼 = ∑ 𝒙𝟐𝒊
𝒊=𝟏
𝒏
′ ′
𝓙– 𝟑 • 𝑼 𝑽 = 𝑽 𝑼 = ∑ 𝒙𝒊 𝒚𝒊
𝒊=𝟏
𝟏 ′ 𝟏 ̅
𝒙
̅=𝒙
𝓙– 𝟒 • 𝒆𝒙 ̅𝒆 = 𝒆𝒆 𝑼 = 𝒆𝑼′ 𝒆 = ( ⋮ )
𝒏 𝒏
̅
𝒙
𝟏 𝟏 𝟏 𝟏
(𝟏 − ) − ⋯ − −
𝒏 𝒏 𝒏 𝒏
𝟏 𝟏 𝟏 𝟏
− (𝟏 − ) ⋯ − −
𝟏 𝒏 𝒏 𝒏 𝒏
𝟎 ′
𝓙– 𝟔 • 𝑴 = 𝑰𝒏 − 𝒆𝒆 = ⋮ ⋮ ⋱ ⋮ ⋮ 𝒆𝒔𝒕 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒊𝒅𝒆𝒎𝒑𝒐𝒕𝒆𝒏𝒕𝒆
𝒏 𝟏 𝟏 𝟏 𝟏
− − ⋯ (𝟏 − ) −
𝒏 𝒏 𝒏 𝒏
𝟏 𝟏 𝟏 𝟏
− − ⋯ − (𝟏 − ))
( 𝒏 𝒏 𝒏 𝒏
𝒏 ′
(𝒊. 𝒆. (𝑴𝟎 ) = 𝑴𝟎 ∀ 𝒏 ∈ ℕ∗ ) 𝒆𝒕 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆 (𝒊. 𝒆. (𝑴𝟎 ) = 𝑴𝟎 ) 𝒒𝒖𝒊 𝒕𝒓𝒂𝒏𝒔𝒇𝒐𝒓𝒎𝒆 𝒍𝒆𝒔 𝒐𝒃𝒔𝒆𝒓𝒗𝒂𝒕𝒊𝒐𝒏𝒔
𝒆𝒏 é𝒄𝒂𝒓𝒕𝒔 𝒑𝒂𝒓 𝒓𝒂𝒑𝒑𝒐𝒓𝒕 𝒒𝒖𝒊 𝒕𝒓𝒂𝒏𝒔𝒇𝒐𝒓𝒎𝒆 𝒍𝒆𝒔 𝒐𝒃𝒔𝒆𝒓𝒗𝒂𝒕𝒊𝒐𝒏𝒔 𝒆𝒏 é𝒄𝒂𝒓𝒕𝒔 𝒑𝒂𝒓 𝒓𝒂𝒑𝒑𝒐𝒓𝒕 𝒂𝒖𝒙 𝒎𝒐𝒚𝒆𝒏𝒏𝒆𝒔
𝒅𝒆𝒔 𝒄𝒐𝒍𝒐𝒏𝒏𝒆𝒔
𝟎
𝓙– 𝟕 • 𝑴𝟎 𝒆 = 𝟎𝒏×𝟏 = ( ⋮ ) 𝒆𝒕 𝒆′ 𝑴𝟎 = 𝟎𝟏×𝒏 = (𝟎 ⋯ 𝟎)
𝟎
𝒏
𝒆′ 𝑴𝟎 𝑼 = 𝟎
̅) = ⏟
𝓙– 𝟖 • ∑(𝒙𝒊 − 𝒙
𝒊=𝟏 𝟎𝟏×𝒏
̅)𝟐 = (𝑼 − 𝒙
𝓙– 𝟗 • ∑(𝒙𝒊 − 𝒙 ̅𝒆)′ (𝑼 − 𝒙
̅𝒆) = (𝑴𝟎 𝑼)′ (𝑴𝟎 𝑼) = 𝑼′ 𝑴𝟎 𝑼
𝒊=𝟏
̅)(𝒚𝒊 − 𝒚
𝓙– 𝟏𝟎 • ∑(𝒙𝒊 − 𝒙 ̅𝒆)′ (𝑽 − 𝒚
̅) = (𝑼 − 𝒙 ̅𝒆) = (𝑴𝟎 𝑼)′ (𝑴𝟎 𝑽) = 𝑼′ 𝑴𝟎 𝑽
𝒊=𝟏
Exercice 8 :
Énoncé
𝑶𝒏 𝒄𝒐𝒏𝒔𝒊𝒅è𝒓𝒆 :
𝟏 ′
∙ 𝑳𝒂 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝑴𝟎 = 𝑰𝒏 − 𝒆𝒆
𝒏
∙ 𝑿 𝒍𝒂 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒅𝒆 𝒅𝒊𝒎𝒆𝒏𝒔𝒊𝒐𝒏(𝒏, 𝒌)𝒅𝒐𝒏𝒕 𝒍𝒂 𝒊è𝒎𝒆 𝒍𝒊𝒈𝒏𝒆 𝒆𝒔𝒕 𝑿′𝒊
1) 𝑴𝒐𝒏𝒕𝒓𝒆𝒓 𝒒𝒖𝒆 :
a)
𝒏
𝑿′ 𝑿 = ∑ 𝑿𝒊 𝑿′𝒊
𝒊=𝟏
b)
𝒏
′
𝑿 𝒆 = ∑ 𝑿𝒊
𝒊=𝟏
c)
𝑿′ 𝒆
̅=
𝑿
𝒏
2)
a) 𝑽é𝒓𝒊𝒇𝒊𝒆𝒓 𝒒𝒖𝒆 𝑴𝟎 𝒆𝒔𝒕 à 𝒍𝒂 𝒇𝒐𝒊𝒔 𝒊𝒅𝒆𝒎𝒑𝒐𝒕𝒆𝒏𝒕𝒆 𝒆𝒕 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆
b) 𝑫é𝒅𝒖𝒊𝒓𝒆 :
𝒏
̅ − 𝒂)(𝑿
∑(𝑿𝒊 − 𝒂)(𝑿𝒊 − 𝒂)′ = 𝑿′ 𝑴𝟎 𝑿 + 𝒏(𝑿 ̅ − 𝒂)′
𝒊=𝟏
𝑶ù 𝒂 𝒆𝒔𝒕 𝒖𝒏 𝒗𝒆𝒄𝒕𝒆𝒖𝒓 𝒅𝒆 ℝ𝒌
Corrigé
1)
a)
𝒙𝟏𝟏 ⋯ 𝒙𝒏𝟏 𝒙𝟏𝟏 ⋯ 𝒙𝟏𝒌 𝑿′𝟏 𝒏
′
𝑿𝑿=( ⋮ ⋮ ⋮ )( ⋮ ⋮ ⋮ ) = (𝑿𝟏 ⋯ 𝑿𝒏 ) ( ⋮ ) = ∑ 𝑿𝒊 𝑿′𝒊
𝒙𝟏𝒌 ⋯ 𝒙𝒏𝒌 𝒙𝒏𝟏 ⋯ 𝒙𝒏𝒌 𝑿′𝒏 𝒊=𝟏
b)
𝒏
𝟏
𝑿′ 𝒆 = (𝑿𝟏 ⋯ 𝑿𝒏 ) ( ⋮ ) = ∑ 𝑿𝒊
𝟏 𝒊=𝟏
c) ̅ = 𝟏 ∑𝒏𝒊=𝟏 𝑿𝒊 = 𝟏 𝑿′ 𝒆 ⇒ 𝑿′ 𝒆 = 𝒏𝑿
𝑿 ̅
𝒏 𝒏
2)
𝟏 ′ 𝟏 𝟏
a) (𝑴𝟎 )′ = (𝑰𝒏 − 𝒏 𝒆𝒆′ ) = 𝑰′𝒏 − 𝒏 (𝒆𝒆′ )′ = 𝑰𝒏 − 𝒏 𝒆𝒆′ = 𝑴𝟎 ⇒ 𝑴𝟎 𝒆𝒔𝒕 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆
𝟏 ′ 𝟏 𝟏 𝟏 𝟏 𝟐 𝒏
(𝑴𝟎 )𝟐 = (𝑰𝒏 − 𝒆𝒆 ) (𝑰𝒏 − 𝒆𝒆′ ) = 𝑰𝟐𝒏 − 𝒆𝒆′ − 𝒆𝒆′ + 𝟐 𝒆 ⏟
(𝒆′ 𝒆) 𝒆′ = 𝑰𝒏 − 𝒆𝒆′ + 𝟐 𝒆𝒆′
𝒏 𝒏 𝒏 𝒏 𝒏 𝒏 𝒏
𝒏
𝟐 ′ 𝟏 ′ 𝟏
(𝑴𝟎 )𝟐 = 𝑰𝒏 − 𝒆𝒆 + 𝒆𝒆 = 𝑰𝒏 − 𝒆𝒆′ = 𝑴𝟎 ⇒ 𝑴𝟎 𝒆𝒔𝒕 𝒊𝒅𝒆𝒎𝒑𝒐𝒕𝒆𝒏𝒕𝒆
𝒏 𝒏 𝒏
b)
𝒏 𝒏 𝒏 𝒏
= ∑ 𝑿𝒊 𝑿′𝒊 − ∑ 𝑿𝒊 𝒂 − ′
∑ 𝒂𝑿′𝒊 + ∑ 𝒂𝒂′
𝒊=𝟏 𝒊=𝟏 𝒊=𝟏 𝒊=𝟏
𝒏 𝒏 𝒏
𝒏 𝒏 𝒏 ′
= ∑ 𝑿𝒊 𝑿′𝒊 − (∑ 𝑿𝒊 ) 𝒂 − 𝒂 (∑ 𝑿𝒊 ) + 𝒏𝒂𝒂′
′
⏟
𝒊=𝟏 ⏟𝒊=𝟏 ⏟𝒊=𝟏
𝑿′ 𝑿 𝑿′ 𝒆 (𝑿′ 𝒆)′
̅ 𝒂′ − 𝒂(𝒏𝑿
= 𝑿′ 𝑿 − 𝑿′ 𝒆𝒂′ − 𝒂(𝑿′ 𝒆)′ + 𝒏𝒂𝒂′ = 𝑿′ 𝑿 − 𝒏𝑿 ̅ )′ + 𝒏𝒂𝒂′
̅ 𝒂′ − 𝒏𝒂𝑿
= 𝑿′ 𝑿 − 𝒏𝑿 ̅ ′ + 𝒏𝒂𝒂′ = 𝑿′ 𝑿 − 𝒏𝑿
̅𝑿̅ ′ + 𝒏𝑿
̅𝑿̅ ′ − 𝒏𝑿
̅ 𝒂′ − 𝒏𝒂𝑿
̅ ′ + 𝒏𝒂𝒂′
𝟏 ′ 𝟏 ′ ′
′ ̅𝑿
= 𝑿 𝑿 − 𝒏 ( 𝑿 𝒆) ( 𝑿 𝒆) + 𝒏(𝑿 ̅′ − 𝑿
̅ 𝒂′ − 𝒂𝑿
̅ ′ + 𝒂𝒂′ )
𝒏 𝒏
𝟏
̅ (𝑿
= 𝑿′ 𝑿 − (𝑿′ 𝒆) ( 𝒆′ 𝑿) + 𝒏(𝑿 ̅ ′ − 𝒂′ ) − 𝒂(𝑿
̅ ′ − 𝒂′ ))
𝒏
𝒆𝒆′
′
= 𝑿 𝑿 − (𝑿 ′ ̅ (𝑿
𝑿) + 𝒏(𝑿 ̅ ′ − 𝒂′ ) − 𝒂(𝑿
̅ ′ − 𝒂′ ))
𝒏
𝒆𝒆′
′
= 𝑿 (𝑰𝒏 𝑿 − ̅ − 𝒂)(𝑿
𝑿) + 𝒏((𝑿 ̅ ′ − 𝒂′ ))
𝒏
𝒆𝒆′
′
= 𝑿 ((𝑰𝒏 − ̅ − 𝒂)(𝑿
) 𝑿) + 𝒏(𝑿 ̅ − 𝒂)′
⏟ 𝒏
𝑴𝟎
𝒏
̅ − 𝒂)(𝑿
𝑫 𝒐ù ∑(𝑿𝒊 − 𝒂)(𝑿𝒊 − 𝒂)′ = 𝑿′ 𝑴𝟎 𝑿 + 𝒏(𝑿
′ ̅ − 𝒂)′
𝒊=𝟏
𝟓𝟗 𝟏𝟏 𝟓𝟏 −𝟏𝟑
𝟏 𝟏𝟏 𝟑𝟓 𝟏𝟓 𝟒𝟕
𝑫′ 𝒐ù 𝑷 = ( )
𝟏𝟎𝟖 𝟓𝟏 𝟏𝟓 𝟒𝟓 −𝟑
−𝟏𝟑 𝟒𝟕 −𝟑 𝟕𝟕
𝟏𝟎𝟖 𝟎 𝟎 𝟎 𝟓𝟗 𝟏𝟏 𝟓𝟏 −𝟏𝟑
𝟏 𝟎 𝟏𝟎𝟖 𝟎 𝟎 𝟏𝟏 𝟑𝟓 𝟏𝟓 𝟒𝟕
𝑴 = 𝑰𝟒 − 𝑷 = ( )−( )
𝟏𝟎𝟖 𝟎 𝟎 𝟏𝟎𝟖 𝟎 𝟓𝟏 𝟏𝟓 𝟒𝟓 −𝟑
𝟎 𝟎 𝟎 𝟏𝟎𝟖 −𝟏𝟑 𝟒𝟕 −𝟑 𝟕𝟕
( )
𝟒𝟗 −𝟏𝟏 −𝟓𝟏 𝟏𝟑
𝟏 −𝟏𝟏 𝟕𝟑 −𝟏𝟓 −𝟒𝟕
𝑫′ 𝒐ù 𝑴 = ( )
𝟏𝟎𝟖 −𝟓𝟏 −𝟏𝟓 𝟔𝟑 𝟑
𝟏𝟑 −𝟒𝟕 𝟑 𝟑𝟏
2)
a) 𝑷𝟐 = 𝑷 ⇒ 𝑷 𝒆𝒔𝒕 𝒊𝒅𝒆𝒎𝒑𝒐𝒕𝒆𝒏𝒕𝒆
𝑷′ = [𝑿(𝑿′ 𝑿)−𝟏 𝑿′ ]′ = (𝑿′ )′ ((𝑿′ 𝑿)−𝟏 )′ 𝑿′ = 𝑿((𝑿′ 𝑿)′ )−𝟏 𝑿′ = 𝑿(𝑿′ 𝑿)−𝟏 𝑿′ ⇒ 𝑷 𝒆𝒔𝒕 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆
(𝒏 × 𝒎)𝒆𝒕(𝒎 × 𝒏)
(𝑨 + 𝑩𝑪𝑫)−𝟏 = 𝑨−𝟏 − 𝑨−𝟏 𝑩(𝑪−𝟏 + 𝑫𝑨−𝟏 𝑩)−𝟏 𝑫𝑨−𝟏 = 𝑨−𝟏 − 𝑨−𝟏 𝑩(𝑰𝒎 + 𝑪𝑫𝑨−𝟏 𝑩)−𝟏 𝑪𝑫𝑨−𝟏
= 𝒅𝒆𝒕(𝑨) + 𝑽′ [𝑪𝒐𝒎(𝑨)]′ 𝑼
𝓚– 𝟏𝟏 • 𝑫é𝒕𝒆𝒓𝒎𝒊𝒏𝒂𝒏𝒕 𝒅’𝑯𝒂𝒓𝒗𝒊𝒍𝒍𝒆‐𝑮é𝒏é𝒓𝒂𝒍𝒊𝒔𝒂𝒕𝒊𝒐𝒏 ∶
𝑨 ′ 𝑨 𝑨𝟏
𝓛– 𝟑 • ( 𝟏 ) ( 𝟏 ) = (𝑨′𝟏 𝑨′𝟐 ) ( ) = [𝑨′𝟏 𝑨𝟏 + 𝑨′𝟐 𝑨𝟐 ]
𝑨𝟐 𝑨𝟐 𝑨𝟐
𝑨 𝟎 ′ 𝑨𝟏𝟏 𝟎 𝑨′ 𝑨 𝟎
𝓛– 𝟒 • ( 𝟏𝟏 ) ( ) = ( 𝟏𝟏 𝟏𝟏 )
𝟎 𝑨𝟐𝟐 𝟎 𝑨𝟐𝟐 𝟎 𝑨′𝟐𝟐 𝑨𝟐𝟐
⏟ −𝟏 ] − [𝑨𝑨
= [𝑨𝑨 ⏟ −𝟏 𝑩(𝑪−𝟏 + 𝑫𝑨−𝟏 𝑩)−𝟏 𝑫𝑨−𝟏 ] + [𝑩𝑪𝑫𝑨−𝟏 ] − [𝑩𝑪𝑫𝑨−𝟏 𝑩(𝑪−𝟏 + 𝑫𝑨−𝟏 𝑩)−𝟏 𝑫𝑨−𝟏 ]
𝑰 𝑰
= 𝑰 − [𝑩(𝑪−𝟏 + 𝑫𝑨−𝟏 𝑩)−𝟏 𝑫𝑨−𝟏 ] + [𝑩𝑪𝑫𝑨−𝟏 ] − [𝑩𝑪𝑫𝑨−𝟏 𝑩(𝑪−𝟏 + 𝑫𝑨−𝟏 𝑩)−𝟏 𝑫𝑨−𝟏 ]
⇒ 𝑽⏟′ 𝑨
⏟−𝟏
𝒆𝒔𝒕 𝒖𝒏 𝒗𝒆𝒄𝒕𝒆𝒖𝒓 𝒍𝒊𝒈𝒏𝒆 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝟏 × 𝒏).
(𝟏×𝒏) (𝒏×𝒏)
−𝟏
𝟏 + 𝜷𝜶 −𝟏 ′ −𝟏
−𝟏
𝜷
=𝑨 −𝑨 𝑼( ) 𝑽 𝑨 = 𝑨−𝟏 − 𝑨−𝟏 𝑼 ( ) 𝑽′ 𝑨−𝟏
𝜷 𝟏 + 𝜷𝜶
𝜷
= 𝑨−𝟏 − ( ) 𝑨−𝟏 𝑼𝑽′ 𝑨−𝟏
𝟏 + 𝜷𝜶
𝜷
𝑫′ 𝒐ù (𝑨 + 𝑼𝜷𝑽′ )−𝟏 = 𝑨−𝟏 − ( ) 𝑨−𝟏 𝑼𝑽′ 𝑨−𝟏
𝟏 + 𝜷𝑽′ 𝑨−𝟏 𝑼
3)
a)
𝟏 𝟎 𝟎 𝟏 𝟏 ′ 𝟏 𝟎 𝟎 𝟏
′
𝑨 + 𝑼𝜷𝑽 = (𝟎 𝟏 𝟎 ) + ( 𝟐 ) × 𝟏 × ( −𝟏 ) = ( 𝟎 𝟏 𝟎 ) + ( 𝟐) ( 𝟏 −𝟏 𝟏)
𝟎 𝟎 −𝟏 𝟑 𝟏 𝟎 𝟎 −𝟏 𝟑
𝟏 𝟎 𝟎 𝟏 −𝟏 𝟏 𝟐 −𝟏 𝟏
= (𝟎 𝟏 𝟎 ) + (𝟐 −𝟐 𝟐) = (𝟐 −𝟏 𝟐)
𝟎 𝟎 −𝟏 𝟑 −𝟑 𝟑 ⏟𝟑 −𝟑 𝟐
𝑴
𝑫′ 𝒐ù 𝑴 = 𝑨 + 𝑼𝜷𝑽′
𝟏
𝟎 𝟎
−𝟏 𝟏
𝟏 𝟎 𝟎 𝟏 𝟏 𝟎 𝟎
𝑶𝒓 𝑨−𝟏 = (𝟎 𝟏 𝟎) = 𝟎 𝟎 = (𝟎 𝟏 𝟎 )=𝑨
𝟎 𝟎 −𝟏 𝟏 𝟎 𝟎 −𝟏
𝟏
(𝟎 𝟎 −𝟏)
𝟏
𝑷𝒂𝒓 𝒍𝒂 𝒔𝒖𝒊𝒕𝒆 𝑴−𝟏 = 𝑨 − ( ) 𝑨𝑼𝑽′ 𝑨
𝟏 + 𝑽′ 𝑨𝑼
𝑶𝒏 𝒂 ∶
𝟏 ′ 𝟏 𝟎 𝟎 𝟏 𝟎 𝟎
∙ 𝑽′ 𝑨 = (−𝟏) (𝟎 𝟏 𝟎 ) = (𝟏 −𝟏 𝟏) (𝟎 𝟏 𝟎 ) = (𝟏 −𝟏 −𝟏)
𝟏 𝟎 𝟎 −𝟏 𝟎 𝟎 −𝟏
𝟏
′
∙ 𝑽 𝑨𝑼 = (𝟏 −𝟏 −𝟏) (𝟐) = 𝟏 − 𝟐 − 𝟑 = −𝟒
𝟑
𝟏 𝟎 𝟎 𝟏 𝟏 𝟏 −𝟏 −𝟏
∙ 𝑨𝑼𝑽′ 𝑨 = (𝟎 𝟏 𝟎 ) (𝟐) (𝟏 −𝟏 −𝟏) = ( 𝟐 ) (𝟏 −𝟏 −𝟏) = ( 𝟐 −𝟐 −𝟐)
𝟎 𝟎 −𝟏 𝟑 −𝟑 −𝟑 𝟑 𝟑
𝟏 𝟎 𝟎 𝟏 𝟏 −𝟏 −𝟏
−𝟏
𝑬𝒏 𝒆𝒇𝒇𝒆𝒕 , 𝑴 = (𝟎 𝟏 𝟎 )−( ) ( 𝟐 −𝟐 −𝟐)
𝟏 + (−𝟒)
𝟎 𝟎 −𝟏 −𝟑 𝟑 𝟑
𝟏 𝟎 𝟎 𝟏 𝟏 −𝟏 −𝟏 𝟏 𝟑 𝟎 𝟎 𝟏 −𝟏 −𝟏
= (𝟎 𝟏 𝟎 ) + ( 𝟐 −𝟐 −𝟐) = [(𝟎 𝟑 𝟎 )+( 𝟐 −𝟐 −𝟐)]
𝟑 𝟑
𝟎 𝟎 −𝟏 −𝟑 𝟑 𝟑 𝟎 𝟎 −𝟑 −𝟑 𝟑 𝟑
′ −𝟏
𝟏 𝟒 −𝟏 −𝟏
𝑫 𝒐ù 𝑴 = (𝟐 𝟏 −𝟐)
𝟑
−𝟑 𝟑 𝟎
𝒙𝟏
𝓜– 𝟏 • 𝑭𝒐𝒓𝒎𝒆 𝒒𝒖𝒂𝒅𝒓𝒂𝒕𝒊𝒒𝒖𝒆 ∶ 𝑺𝒐𝒊𝒕 𝑨 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝒏 × 𝒏) 𝒆𝒕 𝑼 = ( ⋮ )
𝒙𝒏
𝓜– 𝟐 • 𝑺𝒊 𝑼′ 𝑨𝑼 > 𝟎 (𝒓𝒆𝒔𝒑. 𝑼′ 𝑨𝑼 < 𝟎 ) 𝒑𝒐𝒖𝒓 𝒕𝒐𝒖𝒕 𝑼 ≠ 𝟎𝒏×𝟏 , 𝒂𝒍𝒐𝒓𝒔 𝑨 𝒆𝒔𝒕 𝒅é𝒇𝒊𝒏𝒊𝒆 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆
(𝒓𝒆𝒔𝒑. 𝒏é𝒈𝒂𝒕𝒊𝒗𝒆 )
𝓜– 𝟒 • 𝑨 é𝒕𝒂𝒏𝒕 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆 𝒅𝒐𝒏𝒄 𝒆𝒍𝒍𝒆 𝒑𝒆𝒖𝒕 ê𝒕𝒓𝒆 𝒅é𝒄𝒐𝒎𝒑𝒐𝒔é𝒆 𝒄𝒐𝒎𝒎𝒆 ∶ 𝑨 = 𝑪𝑫𝑪′ .
𝝎𝟏
′ ′ ′ ′
𝑨𝒊𝒏𝒔𝒊 𝒍𝒂 𝒇𝒐𝒓𝒎𝒆 𝒒𝒖𝒂𝒅𝒓𝒂𝒕𝒊𝒒𝒖𝒆 𝒅𝒆𝒗𝒊𝒆𝒏𝒕 𝑼 𝑨𝑼 = 𝑼 𝑪𝑫𝑪 𝑼. 𝑺𝒐𝒊𝒕 𝑾 = 𝑼 𝑪 = ( ⋮ ) . 𝑨𝒍𝒐𝒓𝒔 ∶
𝝎𝒏
𝒏
𝑺𝒊 ∀𝒊 , 𝝀𝒊 > 𝟎 ⇒ 𝐀 𝐞𝐬𝐭 𝐝é𝐟𝐢𝐧𝐢𝐞 𝐩𝐨𝐬𝐢𝐭𝐢𝐯𝐞
𝑼 𝑨𝑼 = 𝑾𝑫𝑾 = ∑ 𝝀𝒊 𝝎𝟐𝒊 . 𝑶𝒏 𝒐𝒃𝒕𝒊𝒆𝒏𝒕 ∶ {
′ ′
𝑺𝒊 ∀𝒊 , 𝝀𝒊 < 𝟎 ⇒ 𝐀 𝐞𝐬𝐭 𝐝é𝐟𝐢𝐧𝐢𝐞 𝐧é𝐠𝐚𝐭𝐢𝐯𝐞
𝒊=𝟏
① 𝑺𝒊 𝒕𝒐𝒖𝒕𝒆𝒔 𝒍𝒆𝒔 𝒗𝒂𝒍𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔 𝒅𝒆 𝑨 𝒔𝒐𝒏𝒕 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆𝒔 , 𝒂𝒍𝒐𝒓𝒔 𝑨 𝒆𝒔𝒕 𝒅é𝒇𝒊𝒏𝒊𝒆 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆
② 𝑺𝒊 𝒕𝒐𝒖𝒕𝒆𝒔 𝒍𝒆𝒔 𝒗𝒂𝒍𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔 𝒅𝒆 𝑨 𝒔𝒐𝒏𝒕 𝒏é𝒈𝒂𝒕𝒊𝒗𝒆𝒔, 𝒂𝒍𝒐𝒓𝒔 𝑨 𝒆𝒔𝒕 𝒅é𝒇𝒊𝒏𝒊𝒆 𝒏é𝒈𝒂𝒕𝒊𝒗𝒆
𝑨 𝒆𝒔𝒕 𝒊𝒏𝒅é𝒇𝒊𝒏𝒊𝒆.
𝓜– 𝟔 • 𝑺𝒊 𝑨 𝒆𝒔𝒕 𝒅é𝒇𝒊𝒏𝒊𝒆 𝒏𝒐𝒏 𝒏é𝒈𝒂𝒕𝒊𝒗𝒆 (𝒐𝒖 𝒔𝒆𝒎𝒊– 𝒅é𝒇𝒊𝒏𝒊𝒆 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆), 𝒂𝒍𝒐𝒓𝒔 𝒅𝒆𝒕(𝑨) ≥ 𝟎
𝑺𝒊 𝒅 𝒆𝒔𝒕 𝒕𝒐𝒖𝒋𝒐𝒖𝒓𝒔 𝒑𝒐𝒔𝒊𝒕𝒊𝒇 𝒑𝒐𝒖𝒓 𝒕𝒐𝒖𝒕 𝒗𝒆𝒄𝒕𝒆𝒖𝒓 𝒏𝒐𝒏 𝒏𝒖𝒍 𝑼, 𝒂𝒍𝒐𝒓𝒔 𝒐𝒏 𝒑𝒆𝒖𝒕 𝒅𝒊𝒓𝒆, 𝒔𝒆𝒍𝒐𝒏 𝒄𝒆
𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆𝒔 𝒅𝒆 𝒎ê𝒎𝒆 𝒅𝒊𝒎𝒆𝒏𝒔𝒊𝒐𝒏 𝒆𝒕 𝒔𝒊 𝒕𝒐𝒖𝒕𝒆𝒔 𝒍𝒆𝒔 𝒗𝒂𝒍𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔 𝒅𝒆 𝑨 𝒔𝒐𝒏𝒕 𝒑𝒍𝒖𝒔 𝒈𝒓𝒂𝒏𝒅𝒆𝒔
(𝒓𝒆𝒔𝒑. 𝒂𝒖 𝒎𝒐𝒊𝒏𝒔 𝒂𝒖𝒔𝒔𝒊 𝒈𝒓𝒂𝒏𝒅𝒆𝒔)𝒒𝒖𝒆 𝒍𝒆𝒔 𝒗𝒂𝒍𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔 𝒅𝒆 𝑩 𝒍𝒐𝒓𝒔𝒒𝒖𝒆 𝒍𝒆𝒔 𝒅𝒆𝒖𝒙
𝒙𝟏
𝒙𝟐
𝓝– 𝟏 • 𝑺𝒐𝒊𝒕 𝒍𝒆 𝒗𝒆𝒄𝒕𝒆𝒖𝒓 𝒄𝒐𝒍𝒐𝒏𝒏𝒆 𝑼 = ( ⋮ ) , 𝒐𝒏 𝒄𝒐𝒏𝒔𝒊𝒅è𝒓𝒆 𝒖𝒏𝒆 𝒇𝒐𝒏𝒄𝒕𝒊𝒐𝒏 𝒔𝒄𝒂𝒍𝒂𝒊𝒓𝒆 𝒅𝒖 𝒗𝒆𝒄𝒕𝒆𝒖𝒓
𝒙𝒏
𝝏𝜷′ 𝑼 𝝏𝑼′ 𝜷
⇒ = =𝜷
𝝏𝑼 𝝏𝑼
𝝏𝜷′ 𝑼
𝑰𝒍 𝒇𝒂𝒖𝒕 𝒇𝒂𝒊𝒓𝒆 𝒂𝒕𝒕𝒆𝒏𝒕𝒊𝒐𝒏 ≠ 𝜷′
𝝏𝑼
𝓝– 𝟑 • 𝑷𝒐𝒖𝒓 𝒖𝒏 𝒆𝒏𝒔𝒆𝒎𝒃𝒍𝒆 𝒅′ é𝒒𝒖𝒂𝒕𝒊𝒐𝒏𝒔 𝒍𝒊𝒏é𝒂𝒊𝒓𝒆𝒔 𝒀 = 𝑨𝑼 , 𝒄𝒉𝒂𝒒𝒖𝒆 é𝒍é𝒎𝒆𝒏𝒕 𝒚𝒊 𝒅𝒆 𝒀 𝒆𝒔𝒕 ∶
𝝏𝑨𝑼 𝝏𝑨𝑼
𝑬𝒏 𝒓𝒆𝒈𝒓𝒐𝒖𝒑𝒂𝒏𝒕 𝒍𝒆𝒔 𝒕𝒆𝒓𝒎𝒆𝒔. = 𝑨 𝒐𝒖 = 𝑨′
𝝏𝑼′ 𝝏𝑼
𝝏(𝑼′ 𝑨𝑼) ′
𝝏(𝑼′ 𝑨𝑼)
𝓝– 𝟒 • = (𝑨 + 𝑨 )𝑼 ; 𝒆𝒏 𝒑𝒂𝒓𝒕𝒊𝒄𝒖𝒍𝒊𝒆𝒓 𝒔𝒊 𝑨 𝒆𝒔𝒕 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆, 𝒂𝒍𝒐𝒓𝒔 ∶ = 𝟐𝑨𝑼
𝝏𝑼 𝝏𝑼
𝝏(𝑼′ 𝑨𝑼) 𝝏(𝑼′ 𝑨′ 𝑼)
𝓝– 𝟓 • = = 𝑼𝑼′
𝝏𝑨 𝝏𝑨
𝝏(𝑼′ 𝑨𝑾)
𝓝– 𝟔 • = 𝑼𝑾′
𝝏𝑨
𝝏(𝑼′ 𝑨′ 𝑾)
𝓝– 𝟕 • = 𝑾𝑼′
𝝏𝑨
𝝏(𝑼′ 𝑨′ 𝑾𝑨𝑽)
𝓝– 𝟖 • = 𝑾′ 𝑨𝑼𝑽′ + 𝑾𝑨𝑽𝑼′
𝝏𝑨
𝝏𝒚⁄𝝏𝒙𝟏 𝟎
𝝏𝒇(𝑼) ⁄
𝝏𝒚 𝝏𝒙𝟐 𝟎
① 𝑪𝒐𝒏𝒅𝒊𝒕𝒊𝒐𝒏 𝒅𝒆 𝒑𝒓𝒆𝒎𝒊𝒆𝒓 𝒐𝒓𝒅𝒓𝒆 ∶ = 𝟎𝒏×𝟏 ⇔ ( )= ( )
𝝏𝑼 ⋮ ⋮
⁄
𝝏𝒚 𝝏𝒙𝒏 𝟎
𝒄𝟏 (𝑼) = 𝟎
𝒄 (𝑼) = 𝟎
𝑴𝒂𝒙𝒊𝒎𝒊𝒔𝒆𝒓𝑼 [𝒇(𝑼)] 𝒔𝒐𝒖𝒔 𝒍𝒆𝒔 𝒄𝒐𝒏𝒕𝒓𝒂𝒊𝒏𝒕𝒆𝒔 { 𝟐
⋯
𝒄𝑱 (𝑼) = 𝟎
𝝏𝑳∗ (𝑼, 𝝀) 𝝏𝒇(𝑼) 𝝏𝝀′ 𝒄(𝑼) 𝝏𝒇(𝑼) 𝝏[𝒄(𝑼)]′ 𝝀 𝝏𝒇(𝑼) 𝝏[𝒄(𝑼)]′ 𝝏𝒇(𝑼)
= + = + = +[ ]𝝀 = + 𝑪′ 𝝀 = 𝟎𝒏×𝟏
𝝏𝑼 𝝏𝑼 𝝏𝑼 𝝏𝑼 𝝏𝑼 𝝏𝑼 𝝏𝑼 𝝏𝑼
𝝏𝑳∗ (𝑼, 𝝀)
= 𝒄(𝑼) = 𝟎𝑱×𝟏
{ 𝝏𝝀
𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝑪 (𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝑱 × 𝒏)) 𝒆𝒔𝒕 𝒍𝒆 𝒗𝒆𝒄𝒕𝒆𝒖𝒓 𝒅𝒆 𝒅é𝒓𝒊𝒗é𝒆𝒔 𝒅𝒆 𝒍𝒂 𝒋– 𝒊è𝒎𝒆 𝒄𝒐𝒏𝒕𝒓𝒂𝒊𝒏𝒕𝒆, 𝒄𝒋 (𝑼)
𝒑𝒂𝒓 𝒓𝒂𝒑𝒑𝒐𝒓𝒕 à 𝑼′
𝝏𝒇(𝑼) 𝝏𝒇(𝑼)
𝒄𝒂𝒓 𝒍𝒆 𝒈𝒓𝒂𝒅𝒊𝒆𝒏𝒕 ≠ 𝟎 ,( = −𝑪′ 𝝀) . 𝑳𝒂 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒄𝒐𝒏𝒕𝒓𝒂𝒊𝒏𝒕𝒆 𝒏𝒆 𝒑𝒆𝒖𝒕 𝒑𝒂𝒔 ê𝒕𝒓𝒆
𝝏𝑼 𝝏𝑼
̂
𝑶𝒏 𝒔𝒖𝒑𝒑𝒐𝒔𝒆 𝒒𝒖𝒆 𝒍𝒆𝒔 𝜺𝒊 𝒔𝒐𝒏𝒕 𝒊. 𝒊. 𝒅 𝒅𝒆 𝓝(𝟎, 𝝈𝟐 ) , 𝜺 = 𝒀 − 𝑿𝜷 𝒆𝒕 𝒒𝒖𝒆 𝜺̂ = 𝒀 − 𝑿𝜷
∑ 𝜺𝟐𝒊 = 𝜺′ 𝜺 = (𝒀 − 𝑿𝜷)′ (𝒀 − 𝑿𝜷) = (𝒀′ − (𝑿𝜷)′ )(𝒀 − 𝑿𝜷) = (𝒀′ − 𝜷′ 𝑿′ )(𝒀 − 𝑿𝜷)
𝒊=𝟏
∑ 𝜺𝟐𝒊 = 𝒀′ 𝒀 − 𝒀′ 𝑿𝜷 − 𝜷′ 𝑿′ 𝒀 + 𝜷′ 𝑿′ 𝑿𝜷
𝒊=𝟏
𝜷 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝒌 × 𝟏) ⇒ 𝜷′ 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝟏 × 𝒌)
𝑶𝒓 {
𝑿 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝒏 × 𝒌) ⇒ 𝑿′ 𝒅𝒆 𝒕𝒂𝒊𝒍𝒍𝒆 (𝒌 × 𝒏)
𝝏 ∑ 𝜺𝟐𝒊 ⁄𝝏𝜷 = 𝟎𝒌×𝟏 ⇔ −𝟐[𝑿′ 𝒀 − (𝑿′ 𝑿)𝜷] = 𝟎𝒌×𝟏 ⇔ 𝑿′ 𝒀 − (𝑿′ 𝑿)𝜷 = 𝟎𝒌×𝟏 ⇔ (𝑿′ 𝑿)𝜷 = 𝑿′ 𝒀
𝒊=𝟏
𝑫𝒐𝒏𝒄 𝑯 = 𝟐(𝑿′ 𝑿)
𝑬𝒏 𝒆𝒇𝒇𝒆𝒕 𝒔𝒊 𝒓𝒈(𝑿) = 𝒌 < 𝒏 , 𝒂𝒍𝒐𝒓𝒔 𝑿′ 𝑿 𝒆𝒔𝒕 𝒅é𝒇𝒊𝒏𝒊𝒆 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆 ⇒ 𝑯 𝒆𝒔𝒕 𝒅é𝒇𝒊𝒏𝒊𝒆 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆
𝒏
′ ̂=
𝑫 𝒐ù 𝜷 (𝑿′ 𝑿) −𝟏 (𝑿′
𝒀) 𝒎𝒊𝒏𝒊𝒎𝒊𝒔𝒆 ∑ 𝜺𝟐𝒊
𝒊=𝟏
∙ 𝑷′ = [𝑿(𝑿′ 𝑿)−𝟏 𝑿′ ]′ = (𝑿′ )′ ((𝑿′ 𝑿)−𝟏 )′ 𝑿′ = 𝑿((𝑿′ 𝑿)′ )−𝟏 𝑿′ = 𝑿(𝑿′ 𝑿)−𝟏 𝑿′ ⇒ 𝑷 𝒆𝒔𝒕 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆
3)
𝑴𝑷 = (𝑰𝒏 − 𝑷)𝑷 = 𝑷 − 𝑷𝟐 = 𝑷 − 𝑷 = 𝟎𝒏×𝒌
𝑪𝒂𝒍𝒄𝒖𝒍𝒐𝒏𝒔 𝑨−𝟏 :
𝟐𝟓 𝟕 𝟐𝟓 𝟕 𝟏𝟑 −𝟕
𝑨=( ) ⇒ 𝒅𝒆𝒕(𝑨) = | | = (𝟐𝟓 × 𝟏𝟑) − 𝟕𝟐 = 𝟐𝟕𝟔 𝒆𝒕 𝑪𝒐𝒎(𝑨) = ( )
𝟕 𝟏𝟑 𝟕 𝟏𝟑 −𝟕 𝟐𝟓
𝟏 𝟏 𝟏𝟑 −𝟕
𝑨−𝟏 = [𝑪𝒐𝒎(𝑨)]′ = ( )
𝒅𝒆𝒕(𝑨) 𝟐𝟕𝟔 −𝟕 𝟐𝟓
̂𝟏 𝟏 𝟏 𝟏 𝟏𝟑 𝟏 𝟓 𝟔𝟏
̂ = (𝒙
𝑼 ) = − 𝑨−𝟏 𝑾 = − × (
−𝟕 𝟐
)( ) = −
𝟓
̂𝟏 = −
( )⇒𝒙 ̂𝟐 = −
𝒆𝒕 𝒙
̂𝟐
𝒙 𝟐 𝟐 𝟐𝟕𝟔 −𝟕 𝟐𝟓 𝟑 𝟓𝟓𝟐 𝟔𝟏 𝟓𝟓𝟐 𝟓𝟓𝟐
𝒕𝒓(𝑨) = 𝟐𝟓 + 𝟏𝟑 = 𝟑𝟖 ⇒ 𝝀𝟏 + 𝝀𝟐 = 𝟑𝟖 > 𝟎
𝑺𝒐𝒊𝒆𝒏𝒕 𝝀𝟏 𝒆𝒕 𝝀𝟐 𝒅𝒆𝒔 𝒗𝒂𝒍𝒆𝒖𝒓𝒔 𝒑𝒓𝒐𝒑𝒓𝒆𝒔 𝒅𝒆 𝑨 , 𝒐𝒓 {
𝒅𝒆𝒕(𝑨) = 𝟐𝟕𝟔 ⇒ 𝝀𝟏 𝝀𝟐 = 𝟐𝟕𝟔 > 𝟎
𝟓
−
̂ = ( 𝟓𝟓𝟐) 𝒎𝒊𝒏𝒊𝒎𝒊𝒔𝒆 𝒀 = 𝑼′ 𝑨𝑼 + 𝟐𝒙𝟏 + 𝟑𝒙𝟐 − 𝟏𝟎
𝑫′ 𝒐ù 𝑼
𝟔𝟏
−
𝟓𝟓𝟐
𝑳𝒆 𝒑𝒓𝒐𝒃𝒍è𝒎𝒆 𝒅’𝒐𝒑𝒕𝒊𝒎𝒊𝒔𝒂𝒕𝒊𝒐𝒏 𝒔𝒐𝒖𝒔 𝒄𝒐𝒏𝒕𝒓𝒂𝒊𝒏𝒕𝒆 𝒑𝒆𝒖𝒕 ê𝒕𝒓𝒆 𝒕𝒓𝒂𝒊𝒕é 𝒔𝒐𝒖𝒔 𝒍𝒂 𝒇𝒐𝒓𝒎𝒆 𝒅’𝒖𝒏
𝒍𝒂𝒈𝒓𝒂𝒏𝒈𝒊𝒆𝒏 ∶
𝒙𝟏 𝟓𝟎 𝟏𝟒 𝟏 −𝟏 −𝟐
⇒ (𝒙𝟐 ) = (𝟏𝟒 𝟐𝟔 𝟏) (−𝟑)
𝝀 𝟏 𝟏 𝟎 𝟏
𝟓𝟎 𝟏𝟒 𝟏 𝟓𝟎 𝟏𝟒 𝟏
−𝟑𝟔 𝟏𝟐
|𝟏𝟒 𝟐𝟔 𝟏| = |−𝟑𝟔 𝟏𝟐 𝟎| = +𝟏 × | | = −𝟒𝟖
𝟏 𝟏
𝟏 𝟏 𝟎 𝟏 𝟏 𝟎
𝟐𝟔 𝟏 𝟏𝟒 𝟏 𝟏𝟒 𝟐𝟔
+| | −| | +| |
𝟓𝟎 𝟏𝟒 𝟏 𝟏 𝟎 𝟏 𝟎 𝟏 𝟏 −𝟏 𝟏 −𝟏𝟐
𝟏𝟒 𝟏 𝟓𝟎 𝟏 𝟓𝟎 𝟏𝟒
𝑪𝒐𝒎 (𝟏𝟒 𝟐𝟔 𝟏) = − | | +| | −| | =( 𝟏 −𝟏 −𝟑𝟔 )
𝟏 𝟎 𝟏 𝟎 𝟏 𝟏
𝟏 𝟏 𝟎 𝟏𝟒 𝟏 𝟓𝟎 𝟏 𝟓𝟎 𝟏𝟒 −𝟏𝟐 −𝟑𝟔 𝟏𝟏𝟎𝟒
(+ |𝟐𝟔 𝟏
| −|
𝟏𝟒 𝟏
| +|
𝟏𝟒 𝟐𝟔
|)
𝟓𝟎 𝟏𝟒 𝟏 −𝟏 𝟓𝟎 𝟏𝟒 𝟏 𝟓𝟎 𝟏𝟒 𝟏 ′ −𝟏 𝟏 −𝟏𝟐
(𝟏𝟒 𝟐𝟔 𝟏 ) = [𝟏 ⁄𝒅𝒆𝒕 ( 𝟏𝟒 𝟐𝟔 𝟏 ) ] [𝑪𝒐𝒎 ( 𝟏𝟒 𝟐𝟔 𝟏 )] = −𝟏 ⁄𝟒𝟖 ( 𝟏 −𝟏 −𝟑𝟔 )
𝟏 𝟏 𝟎 𝟏 𝟏 𝟎 𝟏 𝟏 𝟎 −𝟏𝟐 −𝟑𝟔 𝟏𝟏𝟎𝟒
𝟏 𝟐𝟓 𝟕 𝟏𝟑 𝟏 𝟏𝟑
= ( 𝟐 (𝟏𝟑 𝟑𝟓) ( ) ( )) + ( (𝟐 𝟑) ( )) − 𝟏𝟎
𝟒𝟖 𝟕 𝟏𝟑 𝟑𝟓 𝟒𝟖 𝟑𝟓
𝒀𝒄𝒐𝒏𝒕𝒓𝒂𝒊𝒏𝒕𝒆 = 𝟒𝟎𝟕⁄𝟗𝟔 ≅ 𝟒, 𝟐𝟒
𝟓 𝟓
𝟓 𝟔𝟏 𝟐𝟓 − −
𝟕
= (− − )( ) ( 𝟓𝟓𝟐) + (𝟐 𝟑) ( 𝟓𝟓𝟐) − 𝟏𝟎
𝟓𝟓𝟐 𝟓𝟓𝟐 𝟕 𝟏𝟑 𝟔𝟏 𝟔𝟏
− −
𝟓𝟓𝟐 𝟓𝟓𝟐
𝟏 𝟐𝟓 𝟕 𝟓 𝟏 𝟓
= (𝟓 𝟔𝟏) ( )( ) − (𝟐 𝟑) ( ) − 𝟏𝟎
𝟓𝟓𝟐𝟐 𝟕 𝟏𝟑 𝟔𝟏 𝟓𝟓𝟐 𝟔𝟏
𝟏 𝟓 𝟏𝟗𝟑 𝟓𝟑𝟔𝟐𝟖 𝟓𝟕𝟏𝟑
= (𝟓𝟓𝟐 𝟖𝟐𝟖) ( )− − 𝟏𝟎 = −
𝟓𝟓𝟐𝟐 𝟔𝟏 𝟓𝟓𝟐 𝟑𝟎𝟒𝟕𝟎𝟒 𝟓𝟓𝟐
𝟑𝟎𝟗𝟗𝟗𝟒𝟖
𝒀𝒏𝒐𝒏 𝒄𝒐𝒏𝒕𝒓𝒂𝒊𝒏𝒕𝒆 = − ≅ −𝟏𝟎, 𝟏𝟕𝟒
𝟑𝟎𝟒𝟕𝟎𝟒
𝑳𝒂 𝒗𝒂𝒍𝒆𝒖𝒓 𝒅𝒆 𝒍𝒂 𝒇𝒐𝒏𝒄𝒕𝒊𝒐𝒏 à 𝒍𝒂 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒄𝒐𝒏𝒕𝒓𝒂𝒊𝒏𝒕𝒆 𝒆𝒔𝒕 𝒑𝒍𝒖𝒔 𝒈𝒓𝒂𝒏𝒅𝒆 𝒒𝒖𝒆 𝒍𝒂 𝒗𝒂𝒍𝒆𝒖𝒓 𝒏𝒐𝒏
𝒄𝒐𝒏𝒕𝒓𝒂𝒊𝒏𝒕𝒆
Corrigé
1)
∙ 𝑨=[
𝟏 𝜶] ⇒ 𝑨𝟐 = [𝟏 𝜶] [𝟏 𝜶] ⇒ 𝑨𝟐 = [𝟏 + 𝜶 𝟑𝜶 ]
𝟏 𝟐 𝟏 𝟐 𝟏 𝟐 𝟑 𝟒+𝜶
𝟏+𝜶 𝟑𝜶 𝟏 𝜶 𝟏 𝟎
∙ 𝑩 = 𝑨𝟐 − 𝟑𝑨 + (𝟐 − 𝜶)𝑰 = [ ] − 𝟑[ ] + (𝟐 − 𝜶) [ ]
𝟑 𝟒+𝜶 𝟏 𝟐 𝟎 𝟏
𝟎 𝟎
𝑩=[ ] = 𝟎𝟐,𝟐 , 𝒍𝒂 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒏𝒖𝒍𝒍𝒆 𝒅𝒆 𝒅𝒊𝒎𝒆𝒏𝒔𝒊𝒐𝒏 𝟐 × 𝟐 , 𝒅𝒐𝒏𝒄 é𝒗𝒊𝒅𝒆𝒎𝒎𝒆𝒏𝒕
𝑫′ 𝒐ù 𝟎 𝟎
𝒊𝒏𝒅é𝒑𝒆𝒏𝒅𝒂𝒏𝒕𝒆 𝒅𝒆 𝒍𝒂 𝒗𝒂𝒍𝒆𝒖𝒓 𝒅𝒆 𝜶
2)
𝟏 𝜶
𝒅𝒆𝒕(𝑨) = | |=𝟐−𝜶
𝟏 𝟐
𝟏
𝑶𝒏 𝒂 ∶ 𝑨−𝟏 = [𝑪𝒐𝒎(𝑨)]′ ; 𝒂𝒗𝒆𝒄 𝑪𝒐𝒎(𝑨) = [ 𝟐 −𝟏] ⇒ [𝑪𝒐𝒎(𝑨)]′ = [ 𝟐 −𝜶]
𝒅𝒆𝒕(𝑨) −𝜶 𝟏 −𝟏 𝟏
𝟐 𝜶
𝟏 −
𝟐 −𝜶
∀𝜶 ≠ 𝟐 , 𝑨−𝟏 = [ ]=[ 𝟐−𝜶 𝟐 − 𝜶]
𝟐 − 𝜶 −𝟏 𝟏 𝟏 𝟏
−
𝟐−𝜶 𝟐−𝜶
3)
𝑶𝒏 𝒂 ∶ 𝑨𝟐 − 𝟑𝑨 + (𝟐 − 𝜶)𝑰 = 𝟎 ⇔ 𝑨𝟐 − 𝟑𝑨 = −(𝟐 − 𝜶)𝑰 ⇔ 𝑨(𝑨 − 𝟑𝑰) = −(𝟐 − 𝜶)𝑰 , 𝒐𝒓 𝑪 = 𝑨 − 𝟑𝑰
−𝟏
𝑨𝒊𝒏𝒔𝒊 , 𝒐𝒏 𝒐𝒃𝒕𝒊𝒆𝒏𝒕 ∶ 𝑨𝑪 = −(𝟐 − 𝜶)𝑰 𝒆𝒕 𝒑𝒐𝒖𝒓 𝜶 ≠ 𝟐 𝒐𝒏 𝒂𝒖𝒓𝒂 𝑨 × (( ) 𝑪) = 𝑰
𝟐−𝜶
𝑶𝒓 𝒑𝒂𝒓 𝒅é𝒇𝒊𝒏𝒊𝒕𝒊𝒐𝒏 𝑨𝑨−𝟏 = 𝑨−𝟏 𝑨 = 𝑰 𝒆𝒕 𝒍′ 𝒊𝒏𝒗𝒆𝒓𝒔𝒆𝒅′ 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒄𝒂𝒓𝒓é𝒆 𝒔′ 𝒊𝒍 𝒆𝒙𝒊𝒔𝒕𝒆 𝒊𝒍 𝒆𝒔𝒕
−𝟏
𝒖𝒏𝒊𝒒𝒖𝒆 . 𝑫′ 𝒐ù ∀𝜶 ≠ 𝟐 , 𝑨−𝟏 = ( )𝑪
𝟐−𝜶
4)
𝑩 = 𝑨𝟐 − 𝟑𝑨
𝜶 é𝒕𝒂𝒏𝒕 é𝒈𝒂𝒍 à 𝟐 , 𝒅𝒐𝒏𝒄 { 𝒆𝒕 ⇒ 𝑨𝟐 − 𝟑𝑨 = 𝟎 ⇒ 𝑨𝟐 = 𝟑𝑨
𝑩 = 𝟎 , ∀𝜶 ∈ ℝ
𝟏+𝟐 𝟑×𝟐 𝟑 𝟔 𝟏 𝟐
𝑶𝒏 𝒂 𝑨𝟏+𝟏 = 𝑨𝟐 = [ ]=[ ] = 𝟑[ ] = 𝟑𝟏 𝑨 . 𝓟𝟏 𝒆𝒔𝒕 𝒗𝒓𝒂𝒊𝒆
𝟑 𝟒+𝟐 𝟑 𝟔 𝟏 𝟐
𝑯é𝒓é𝒅𝒊𝒕é ∶ 𝑺𝒖𝒑𝒑𝒐𝒔𝒐𝒏𝒔 𝒒𝒖𝒆 𝓟𝒏 𝒆𝒔𝒕 𝒗𝒓𝒂𝒊𝒆 , 𝒑𝒖𝒊𝒔 𝒅é𝒎𝒐𝒏𝒕𝒓𝒐𝒏𝒔 𝒒𝒖𝒆 𝓟𝒏+𝟏 𝒆𝒔𝒕 𝒂𝒖𝒔𝒔𝒊 𝒗𝒓𝒂𝒊𝒆 ∶
𝑨(𝒏+𝟏)+𝟏 = 𝒏+𝟏
𝑨⏟ 𝑨 = (𝟑𝒏 𝑨)𝑨 = 𝟑𝒏 𝑨
⏟𝟐 = 𝟑𝒏+𝟏 𝑨 𝒆𝒕 𝓟𝒏+𝟏 𝒆𝒔𝒕 𝒂𝒖𝒔𝒔𝒊 𝒗𝒓𝒂𝒊𝒆
é𝐠𝐚𝐥 à 𝟑𝒏 𝑨 𝐩𝐚𝐫 𝐡𝐲𝐩𝐨𝐭𝐡è𝐬𝐞 𝟑𝑨
𝑫′ 𝒐ù ∀𝒏 ∈ ℕ∗ ∶ 𝑨𝒏+𝟏 = 𝟑𝒏 𝑨
𝑿 𝑼
𝒄𝒆𝒏𝒕𝒓é𝒆𝒔 𝒓é𝒅𝒖𝒊𝒕𝒆𝒔 𝒊𝒏𝒅é𝒑𝒆𝒏𝒅𝒂𝒏𝒕𝒆𝒔 ∶ 𝑿 = [ 𝟏 ] . 𝑶𝒏 𝒑𝒐𝒔𝒆 𝑼 = [ 𝟏 ] , 𝒍𝒆 𝒗𝒆𝒄𝒕𝒆𝒖𝒓 𝒅é𝒇𝒊𝒏𝒊 𝒑𝒂𝒓 ∶
𝑿𝟐 𝑼𝟐
𝟏⁄𝟑 𝟏⁄𝟐
𝑼 = 𝑨𝑿 𝒐ù 𝑨 𝒅é𝒔𝒊𝒈𝒏𝒆 𝒍𝒂 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 ∶ 𝑨 = [ ]
𝟏⁄𝟐 𝟏⁄𝟒
𝟕 𝟏
1) 𝑽é𝒓𝒊𝒇𝒊𝒆𝒓 𝒒𝒖𝒆 : 𝑨𝟐 = 𝟏𝟐 𝑨 + 𝟔 𝑰 𝒐ù 𝑰 𝒆𝒔𝒕 𝒍𝒂 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒊𝒅𝒆𝒏𝒕𝒊𝒕é.
𝟕
2) 𝑬𝒏 𝒅é𝒅𝒖𝒊𝒓𝒆 𝒒𝒖𝒆 𝒍’𝒊𝒏𝒗𝒆𝒓𝒔𝒆 𝒅𝒆 𝒍𝒂 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝑨 𝒆𝒔𝒕 é𝒈𝒂𝒍𝒆 à ∶ 𝟔𝑨 − 𝟐 𝑰
3) 𝑫é𝒎𝒐𝒏𝒕𝒓𝒆𝒓 𝒒𝒖𝒆 𝒍𝒂 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒅𝒆 𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆𝒔‐ 𝒄𝒐𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆𝒔 𝒅𝒖 𝒗𝒆𝒄𝒕𝒆𝒖𝒓 𝑼 𝒆𝒔𝒕 é𝒈𝒂𝒍𝒆 à 𝑨𝟐
4) 𝑫é𝒕𝒆𝒓𝒎𝒊𝒏𝒆𝒓 𝒍𝒆𝒔 𝒅𝒆𝒏𝒔𝒊𝒕é𝒔 𝒅𝒆 𝒑𝒓𝒐𝒃𝒂𝒃𝒊𝒍𝒊𝒕é 𝒅𝒆 𝑼𝟏 𝒆𝒕 𝒅𝒆 𝑼𝟐
Corrigé
𝟏 𝟒 𝟔 𝟏 𝟒 𝟔 𝟏 𝟒 𝟔 𝟒 𝟔 𝟏 𝟓𝟐 𝟒𝟐
1) 𝑶𝒏 𝒂 ∶ 𝑨𝟐 = (𝟏𝟐 [ ]) (𝟏𝟐 [ ]) = 𝟏𝟐𝟐 [ ][ ] = 𝟏𝟒𝟒 [ ]
𝟔 𝟑 𝟔 𝟑 𝟔 𝟑 𝟔 𝟑 𝟒𝟐 𝟒𝟓
𝟕 𝟏 𝟏 𝟓𝟐 𝟒𝟐 𝟕 𝟏 𝟒 𝟔 𝟏 𝟏 𝟎
𝑷𝒂𝒓 𝒍𝒂 𝒔𝒖𝒊𝒕𝒆, 𝑨𝟐 − 𝑨− 𝑰 = [ ]− ( [ ]) − [ ]
𝟏𝟐 𝟔 𝟏𝟒𝟒 𝟒𝟐 𝟒𝟓 𝟏𝟐 𝟏𝟐 𝟔 𝟑 𝟔 𝟎 𝟏
𝟏 𝟓𝟐 𝟒𝟐 𝟒 𝟔 𝟏 𝟎
= [[ ] − 𝟕[ ] − 𝟐𝟒 [ ]]
𝟏𝟒𝟒 𝟒𝟐 𝟒𝟓 𝟔 𝟑 𝟎 𝟏
𝟏 𝟓𝟐 𝟒𝟐 𝟐𝟖 𝟒𝟐 𝟐𝟒 𝟎 𝟎 𝟎
= [[ ]−[ ]−[ ]] = [ ]
𝟏𝟒𝟒 𝟒𝟐 𝟒𝟓 𝟒𝟐 𝟐𝟏 𝟎 𝟐𝟒 𝟎 𝟎
𝟕 𝟏
𝑫’𝒐ù ∶ 𝑨𝟐 = 𝑨+ 𝑰
𝟏𝟐 𝟔
𝟕 𝟏 𝟕 𝟕
2) 𝑨𝟐 − 𝟏𝟐 𝑨 = 𝟔 𝑰 ⟺ 𝟔𝑨𝟐 − 𝟐 𝑨 = 𝑰 ⟺ 𝑨 (𝟔𝑨 − 𝟐 𝑰) = 𝑰
𝟕
𝑫’𝒐ù 𝑨 𝒆𝒔𝒕 𝒊𝒏𝒗𝒆𝒓𝒔𝒊𝒃𝒍𝒆 𝒆𝒕 𝑨−𝟏 = 𝟔𝑨 − 𝟐 𝑰
𝑽𝒂𝒓(𝑿𝟏 ) 𝑪𝒐𝒗(𝑿𝟏 , 𝑿𝟐 ) 𝟏 𝟎
𝑷𝒂𝒓 𝒍𝒂 𝒔𝒖𝒊𝒕𝒆, 𝐂 = 𝑽(𝑿) = [ ]=[ ]=𝑰
𝑪𝒐𝒗(𝑿𝟏 , 𝑿𝟐 ) 𝑽𝒂𝒓(𝑿𝟐 ) 𝟎 𝟏
𝟏 𝟓𝟐 𝟒𝟐
𝑶𝒓 𝑨 𝒆𝒔𝒕 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒔𝒚𝒎é𝒕𝒓𝒊𝒒𝒖𝒆, 𝒑𝒖𝒊𝒔𝒒𝒖𝒆, 𝑨′ = 𝑨 . 𝑫′ 𝒐ù 𝚪 = 𝑽(𝑼) = 𝑨𝟐 = [ ]
𝟏𝟒𝟒 𝟒𝟐 𝟒𝟓
𝟏 𝑿 𝑿
𝑼 𝟏⁄𝟑 𝟏⁄𝟐 𝑿𝟏 + 𝟐𝟐
4) 𝑼 = [ 𝟏 ] = 𝑨𝑿 = [ 𝟑
] [ ] = [𝑿𝟏 𝑿𝟐 ]
𝑼𝟐 𝟏⁄𝟐 𝟏⁄𝟒 𝑿𝟐 + 𝟐 𝟒
𝑬(𝑼𝟏 )
𝑬(𝑼) = [ ]
𝑬(𝑼𝟐 ) 𝑿𝟏 𝑿𝟐 𝟏 𝟏
𝑬(𝑼𝟏 ) = 𝑬 ( + ) = 𝑬(𝑿𝟏 ) + 𝑬(𝑿𝟐 ) = 𝟎
𝑿𝟏 𝑿𝟐 𝟑 𝟐 𝟑 𝟐
𝑬( + ) ⇒ { 𝑿 𝑿 𝟏 𝟏
𝟑 𝟐 ] 𝟏 𝟐
𝑬(𝑼) = [ 𝑬(𝑼𝟐 ) = 𝑬 ( + ) = 𝑬(𝑿𝟏 ) + 𝑬(𝑿𝟐 ) = 𝟎
𝑿𝟏 𝑿𝟐 𝟐 𝟒 𝟐 𝟒
𝑬 ( + )
{ 𝟐 𝟒
𝟏𝟑 𝟕
𝑽(𝑼𝟏 ) 𝑪𝒐𝒗(𝑼𝟏 , 𝑼𝟐 )
∙ 𝑫’𝒂𝒖𝒕𝒓𝒆 𝒑𝒂𝒓𝒕 𝚪 = 𝑽(𝑼) = [ ] 𝒆𝒕 𝒄𝒐𝒎𝒎𝒆 𝒐𝒏 𝒂 𝚪 = [𝟑𝟔 𝟐𝟒] , 𝒅𝒐𝒏𝒄
𝑪𝒐𝒗(𝑼𝟏 , 𝑼𝟐 ) 𝑽(𝑼𝟐 ) 𝟕 𝟓
𝟐𝟒 𝟏𝟔
𝑽(𝑼𝟏 ) = 𝟏𝟑⁄𝟑𝟔
𝒑𝒂𝒓 𝒊𝒅𝒆𝒏𝒕𝒊𝒇𝒊𝒄𝒂𝒕𝒊𝒐𝒏, 𝒐𝒏 𝒐𝒃𝒕𝒊𝒆𝒏𝒕 : { 𝑽(𝑼𝟐 ) = 𝟓⁄𝟏𝟔
𝑪𝒐𝒗(𝑼𝟏 , 𝑼𝟐 ) = 𝟕⁄𝟐𝟒
𝑿𝟏 𝑿𝟐
𝑼𝟏 =
+ ↝ 𝓝(𝑬(𝑼𝟏 ), 𝑽(𝑼𝟏 ))
𝑹𝒂𝒑𝒑𝒆𝒍𝒐𝒏𝒔 𝒒𝒖𝒆 𝑿𝟏 𝒆𝒕 𝑿𝟐 𝟐 𝒗. 𝒂 𝒊. 𝒊. 𝒅 𝒅𝒆 𝒍𝒂 𝒍𝒐𝒊 𝓝(𝟎, 𝟏) ⇒ { 𝟑 𝟐
𝑿𝟏 𝑿𝟐
𝑼𝟐 = + ↝ 𝓝(𝑬(𝑼𝟐 ), 𝑽(𝑼𝟐 ))
𝟐 𝟒
𝟐 𝟐
′ √𝟏𝟑 √𝟓
𝑫 𝒐ù ∶ 𝑼𝟏 ↝ 𝓝 (𝟎, ( ) ) 𝒆𝒕 𝑼𝟐 ↝ 𝓝 (𝟎, ( ) )
𝟔 𝟒
𝟐
𝟏𝟖 − 𝟏𝟖𝒖
∙ 𝒅. 𝒅. 𝒑 𝒅𝒆 𝒍𝒂 𝒗. 𝒂 𝑼𝟏 ∶ 𝒇𝑼𝟏 (𝒖) = √ 𝒆 𝟏𝟑
𝟏𝟑𝝅
𝟐
𝟖 − 𝟖𝒖
∙ 𝒅. 𝒅. 𝒑 𝒅𝒆 𝒍𝒂 𝒗. 𝒂 𝑼𝟐 ∶ 𝒇𝑼𝟐 (𝒖) = √ 𝒆 𝟓
𝟓𝝅
Corrigé
𝑬(𝑿𝟏 ) = 𝑬(𝑿𝟐 ) = 𝑬(𝑿𝟑 ) = 𝟎
1. ∀𝒊 ∈ {𝟏, 𝟐, 𝟑}, 𝑿𝒊 ↝ 𝓝(𝟎, 𝟏) ⇒ { 𝒆𝒕 ∀𝒊 ≠ 𝒋 , 𝑪𝒐𝒗(𝑿𝒊 , 𝑿𝒋 ) = 𝝆
𝑽(𝑿𝟏 ) = 𝑽(𝑿𝟐 ) = 𝑽(𝑿𝟑 ) = 𝟏
𝑿𝟏
𝑵𝒐𝒕𝒐𝒏𝒔 𝑼 𝒍𝒆 𝒗𝒆𝒄𝒕𝒆𝒖𝒓 𝒂𝒍é𝒂𝒕𝒐𝒊𝒓𝒆 𝒄𝒐𝒏𝒔𝒕𝒊𝒕𝒖é 𝒑𝒂𝒓 𝒍𝒆𝒔 𝒕𝒓𝒐𝒊𝒔 𝒗𝒂𝒓𝒊𝒂𝒃𝒍𝒆𝒔 𝑿𝟏 , 𝑿𝟐 𝒆𝒕 𝑿𝟑 ⇒ 𝑼 = (𝑿𝟐 )
𝑿𝟑
𝑬(𝑿𝟏 ) 𝟎
▪𝑬(𝑼) = (𝑬(𝑿𝟐 )) = (𝟎) ⇒ 𝑬(𝑼) = 𝟎𝟑×𝟏
𝑬(𝑿𝟑 ) 𝟎
𝟏 𝝆 𝝆
⇒ 𝛀 = (𝝆 𝟏 𝝆)
𝝆 𝝆 𝟏
2.
𝟏 𝟎 𝝆
= (𝟏 − 𝝆)𝟐 |−𝟏 𝟏 𝝆|
𝟎 −𝟏 𝟏
𝟎 𝟎 (𝟏 + 𝟐𝝆) 𝐋𝟏 ← 𝐋𝟏 + 𝐋𝟐 + 𝐋𝟑
𝟐
= (𝟏 − 𝝆) |−𝟏 𝟏 𝝆 |
𝟎 −𝟏 𝟏
𝟎 𝟎 𝟏
−𝟏 𝟏
= (𝟏 + 𝟐𝝆)(𝟏 − 𝝆)𝟐 |−𝟏 𝟏 𝝆| = (𝟏 + 𝟐𝝆)(𝟏 − 𝝆)𝟐 [(+𝟏) × | |]
⏟ 𝟎 −𝟏
𝟎 −𝟏 𝟏 𝟏
3.
4.
𝑪𝒐𝒗(𝑿𝒊 , 𝑿𝒋 )
𝝆𝑿 ,𝑿 =
𝒊 𝒋
= 𝝆 , 𝒐𝒓 𝝆𝑿 ,𝑿 ∈ [−𝟏, 𝟏]
𝒊 𝒋
√𝑽(𝑿𝒊 )𝑽(𝑿𝒋 )
𝟏
𝑫′ 𝒂𝒖𝒕𝒓𝒆𝒑𝒂𝒓𝒕, 𝑽(𝑿𝟏 + 𝑿𝟐 + 𝑿𝟑 ) ≥ 𝟎 ⇒ 𝟑(𝟏 + 𝟐𝝆) ≥ 𝟎 ⇒ 𝝆 ≥ −
𝟐
𝟏
𝒂𝒊𝒏𝒔𝒊 𝝆 ∈ [− , 𝟏]
𝟐
𝟏
▪− ≤ 𝝆 ≤ 𝟏 ⟺ −𝟏 ≤ 𝟐𝝆 ≤ 𝟐 ⟺ 𝟎 ≤ 𝟏 + 𝟐𝝆 ≤ 𝟑 ⟺ 𝟎 ≤ 𝟑(𝟏 + 𝟐𝝆) ≤ 𝟗
𝟐
𝟎 ≤ 𝑽(𝑿𝟏 + 𝑿𝟐 + 𝑿𝟑 ) ≤ 𝟗
▪ 𝐦𝐚𝐱(𝑽(𝑿𝟏 + 𝑿𝟐 + 𝑿𝟑 )) = 𝟗 ⟺ 𝝆 = 𝟏 ⟹ |𝛀| = 𝟎
𝝆
𝒖𝒏𝒆 𝒔𝒑é𝒄𝒊𝒂𝒍𝒊𝒔𝒂𝒕𝒊𝒐𝒏 𝒗𝒂 𝒈é𝒏é𝒓𝒆𝒓 𝒖𝒏 𝒓𝒊𝒔𝒒𝒖𝒆 𝒎𝒂𝒙𝒊𝒎𝒂𝒍 𝒆𝒕 𝒄𝒆𝒍𝒂 𝒔𝒆 𝒕𝒓𝒂𝒅𝒖𝒊𝒕 𝒑𝒂𝒓 𝒖𝒏𝒆 𝒄𝒐𝒓𝒓é𝒍𝒂𝒕𝒊𝒐𝒏
𝒑𝒂𝒓𝒇𝒂𝒊𝒕𝒆 𝒆𝒏𝒕𝒓𝒆 𝒍𝒆𝒔 𝒊𝒏𝒗𝒆𝒔𝒕𝒊𝒔𝒔𝒆𝒎𝒆𝒏𝒕𝒔 𝒆𝒕 𝒒𝒖𝒊 𝒗𝒂 𝒄𝒐𝒏𝒅𝒖𝒊𝒓𝒆 𝒃𝒊𝒆𝒏 é𝒗𝒊𝒅𝒆𝒎𝒎𝒆𝒏𝒕 à 𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒅𝒆𝒔
𝟏
▪ 𝐦𝐢𝐧(𝑽(𝑿𝟏 + 𝑿𝟐 + 𝑿𝟑 )) = 𝟎 ⟺ 𝝆 = − ⟹ |𝛀| = 𝟎
𝝆 𝟐
𝟏
𝒅𝒆𝒔 𝒂𝒖𝒕𝒓𝒆𝒔, 𝒑𝒖𝒊𝒔𝒒𝒖𝒆 𝒍𝒂 𝒄𝒐𝒓𝒓é𝒍𝒂𝒕𝒊𝒐𝒏 𝒆𝒔𝒕 𝒏é𝒈𝒂𝒕𝒊𝒗𝒆 (𝝆 = − ) 𝒎𝒂𝒊𝒔 𝒒𝒖𝒊 𝒄𝒐𝒏𝒅𝒖𝒊𝒕 𝒕𝒐𝒖𝒋𝒐𝒖𝒓𝒔 à
𝟐
𝒖𝒏𝒆 𝒎𝒂𝒕𝒓𝒊𝒄𝒆 𝒅𝒆𝒔 𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆𝒔‐ 𝒄𝒐𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆𝒔 𝒅𝒆𝒔 𝒓𝒆𝒏𝒕𝒂𝒃𝒊𝒍𝒊𝒕é𝒔 𝒔𝒊𝒏𝒈𝒖𝒍𝒊è𝒓𝒆 (|𝛀| = 𝟎)