2018.10.18 Ch 4.

ƒqÝ
!AƊ†Aƕþ

1 1Êg‘. Schur Ún!5Ý

!Ì©)†SVD
ESµpp“êĽnµ?˜gêõ‘ª3Eꍥ–k˜‡Š.
¯¢þ§^ù‡(Ø¿(Ü8B{§Œ±N´/y²XeÚn¤¹
ͶSchur Únµ
Ún4.5.1. £1¤(Schur Ún) 3Eê C þ?¿
7jƒqu˜‡þ
nÆ
.
(2) XJ¢
A AƊѴ¢ê§K A ƒqu˜‡þnÆ¢
.

y²µ £1¤éuAên^8B{.
n = 1 ž§(Jw,´¤á.
±eb n > 1, ¿b n − 1 œ/®¤á. éu A , ?¿ A ˜‡A
Ɗ λ , ŠâbAk λ ∈ F,Ï 3 F ¥ü •þ α ,  Aα =
n
n×1

λ α . ò α ÖvDZ F ˜‡IOÄ α , α , · · · , α . -
1 1 1 1
n
1 1 1 1 2 n

T = (α1 , α2 , · · · , αn ).

K T ´˜‡j
§…k
AT = (λ1 α1 , Aα2 , · · · , Aαn )
 
λ1 b12 · · · b1n
0 
= (α1 , α2 , · · · , αn )  ..  = T B.
 
. A1 
0

u´k T −1
AT = B, Ù¥ T ´˜‡j
. 5¿
det (xE − A) = (x − λ1 ) · det (xE − A1 ),

Šâ8Bb A AƊÑ3 F ¥¶â8Bb§éu n − 1 

1 A, 1

®²3 n − 1 j
S  S A S ¤DZþnÆ
. - U = 10 S0 . N´

−1
1

1
y U ´˜‡ n j
§…
 
  λ1 c12 · · · c1 n−1 c1n
λ1 b12 ··· b1n
  0 λ2 c2 n−1 c2n 

0
  .. . .

−1
U BU =  .. =. . . . . . . .
. .
 
. −1 . .
S A1 S  
 0 0 · · · λn−1 cn−1 n 

0
0 0 ··· 0 λn

´˜‡þnÆ
. ùÒy²
A ∼ þnÆ
. U

(2). 3£1¤ØyL§¥§ò C UDZ R. du®²b¢é¡

A 
AƊѴ¢ê§ƒAAƕþg,DZDZ¢•þ§l j
C¤

.

y3Œ±^ Schur ÚníÑXe5
Ľn:
½ n 4.5.2. (1) Eêþ
A jƒquéÆ
§…= A´  5

, = A ÷v
AAH = AH A.

(2) XJ¢Ý
AƊ´¢ê§K A ƒqu˜‡éÆ¢
§
A
…= T T
A A = AA . AO/§¢é¡Ý
oƒqu˜‡¢éÆ
.
y²µ (1). 7‡5µ†OŽ= A A = AA . ¯¢þ8(DZy aa =
T T

aa ¯K§ ù´w,¤á"

¿©5µb A ´5
§½=÷v AA = A A. Šâ Schur Ún§ T T

3j
U  U AU = (a ) DZþnÆ
. dž U · A · U ´˜‡enÆ
§
T T T

Ù (i, j)  ˜ƒDZ a …k
ij

ji

T T
(U T AU) · (U T A U) = (U T A U) · (U T AU).

Äüà (1, 1)  ˜ƒƒ'X§ P n

i=1 a1i a1i = a11 a11 , l 
a1i = 0, ∀2 ≤ i ≤ n.

, Äüà (2, 2)  ˜ƒƒ'X§

a2i = 0, ∀3 ≤ i ≤ n.

UYù˜L§§ª U T
AU ´˜‡éÆ
.
2
 (2)y²L§aqu(1); э[`². 
XJ¢
A ´Ý
½ö´é¡§K A w,÷vª AA = H

A A; Ïd§¢é¡
†Ý
þ´5
£normal matrices¤; ,¢
H

‡é¡
´5
§jÝ
DZ´. 5¿XJÝ
H  H = H ¤á§K H

§,DZ÷vª HH = H H;  H = H ¤áÝ
‰ Hermite Ý
H H H

§§´¢é¡
3Eêþí2.
e¡ò¢é¡
!
AƊA5\±í2µ
·K4.5.3. (1) Hermite Ý
AƊѴ¢ê.
(2) j
AƊðDZ 1.

y²µ b A ´˜‰½
¶bš"E•þ α †Eêλ  Aα =
λα. Kk λα = λα = (Aα) = α A .
H T H H H

(1) XJ A ´Hermite §Kk λα = (λα) = α A; , éuþªüà H H H

m± α; ÏDZÝ
{÷v(ÜƧ¤±
λ · ||α||2 = λ · αT α = αT (λα) = αT (Aα) = λ · ||α||2;

l d ||α|| > 0  λ = λ, Ïdλ ´¢ê.

2

(2) XJ A ´jÝ
, Kk

|λ|2 · ||α||2 = (λα)H · (λα) = (Aα)⋆ · (Aα) = αH (AH A)α = ||α||2,

Ïdk |λ| = 1, l λ /DZ cos(θ) + i sin(θ).

2

5
áuØÓAƊAƕþK´¶ù˜5Ÿ´¢é¡
ƒ
A5Ÿí2§´ÙínL§JÝO\ص
·K4.5.4. XJ λ † µ ´5
A ØÓAƊ§ α, β ©O´λ, µƒ
AAƕþ§Kk [β, α] =: β α = 0. H

y²µ Äkdu A ´5

§¤±k
(λE − A)H (λE − A) = (λE − A)(λE − A)H .

Šâb^‡§(λE − A)α = 0, Ïd?˜ÚŒ±

0 = [(λE − A)(λE − A)H ](α);

l k
0 = αH · [(λE − A)(λE − A)H ](α) = ||(λE − A)H (α)||2

3
? (λE − A) ](α) = 0, = A
H H
α = λα. ùL²§éu5
A, Aα = λα %
¹
A α = λα.
H

d A α = λα 
H

µ · β H α = (Aβ)H α = β H (AH α) = β H · (λα) = λ · (β H α),

l β α = 0.
H


SK 1. yµ¢
A ƒqu˜‡éÆ
§…= AA = A A, T T

… A AƊ´¢ê.
SK 2. yµ¢
B ´˜‡º¡‡Ý
§…= B ƒqu
éÆ
diag{−1, E}.
SK 3. yµÝ
U ƒqu˜‡éÆ
P, …=3
m R ˜‡IO•þ| α , . . . , α ,  A = E − 2( α α ).
n
n r t
1 r i=1 i i

SK 4. yµƒquéÆ
‡é¡¢
k˜‡§="Ý
.
SK 5. bê F äkXe5Ÿµ∀c ∈ C, c ∈ F ⇐⇒ c ∈ F. b F þ
Ý
A AƊ3 F ¥. Áw±e(Ø´Ä(µ
(1) 3 F þjÝ
U,  U AU DZþnÆ
. H

(2) A 3 F þjƒqu˜‡éÆ
§…= A ´5
.
SK 6 . ´Ä¤kêÑkSK 5 ¥J5ŸºŒÄÏéþõä
∗

kT5Ÿꍺ
1.1  5
† ¢ é ¡
Ì ©)
ŠDZ5
Ľn˜‡­‡A^§e¡Jø5
˜«©)ª¶ù«©
)ªé/)º
5
† Hermite
ƒm'X.
íØ 4.5.5. £Ì©)¤
A ´5
§…=3š"ê λ , . . . , λ
±9 Hermite  1 Ý
H , . . . , H , 
1 u

1 u

A = λ1 H1 + · · · + λu Hu , Hi Hj = δij Hi , ∀i, j.

y²µ ⇐=: dž§AA = (λ λ )H + · · · + (λ λ )H = A

H H
A, Ïdù
Ý
A ´5
.
1 1 1 u u u

=⇒: éu5
Ľn§3j
U = (α , . . . , α )  1 n

U H AU = diag{λ1 , . . . , λu , 0, . . . , 0},

4
Ù¥ λ , . . . , λ ´ A ܚ"AƊ; Kk Aα = λ α . e· H = α α , k
1 u i i i i
H
i i

Hi Hj = δij Hi , ∀i, j; HiH = Hi ;

λ1
 
..

 .  
 αH
1
λu   .. 
 
A = (α1 , . . . , αn ) 

 . 
0
 αnH
 
 ..
 . 
0
= λ1 H 1 + · · · + λu H u . 

5
Ì©)kXNõ{A^¶e¡Jø˜«3OŽþA^µ
íØ 4.5.6. XJ5
A Ì©)ªDZ A = λ H + · · · + λ H , P A =
H . K A ´˜ Hermite
¶éu?˜õ‘ª f (x), k
1 1 u u 0
P u
E− i=1 i 0

f (A) = f (λ1 )H1 + · · · + f (λu )Hu + f (0)A0 ;

Ù¥ A = 0 …= A Œ_.
0

y²µ 5¿ A = λ H 2 2
1 1 + · · · + λ2u Hu , ¤±k
r
X u
X
f (A) = f (λi )Hi + f (0)(E − Hi ).
i=1 i=1

1é{y„·K 4.5.3 y²L§ (2). 


A dAƊ|¤x£family¤Š A ÌÌ £spectrum¤§P
DZ Spe(A)¶~X§éÆ
diag{1, 2, 1} ÌDZx
Spe(A) = {1, 2, 1}.

¡ ρ(A) = max |λ| DZ A Ì

̌ » . .
λ∈Spe(A)

lþãü‡í،±wѧ3,«¿Âe§2.4.1 ‰Ñ©)ªÌ‡´d
5
̤(½.
XJ?˜Ú‡©)˜5§KI‡±AƊDZÌÜ¿©)ª¥˜

H ‘, ©)ª…¡ƒDZ¬¬Ì©)µ
i

·K 4.5.7. (1) ?¿ n 5

A k˜£ØÄk gS¤Xe©)
ªµ
A = λ1 A1 + λ2 A2 + · · · + λr Ar ,

5
Ù¥
λj 6= λi 6= 0, r(Ai ) ≥ 1, A2i = Ai = Ai H , Ai Aj = 0, ∀i 6= j

£2¤éu‰½5
A , P
C[A] = { g(A) | g(x) ∈ C[x] }.

K C[A] ´ M (C) k‘†f“ê.

n

y²µ £1¤bj
U 
U −1 AU = diag{λ1 E1 , . . . , λr Er , 0},

Ù¥0 6= λ 6= λ , ∀i 6= j. KŒ·
i j

A1 = U · diag{E1 , 0, . . . , 0, 0} · U H ,

A2 = U · diag{0, E2, 0 . . . , 0, 0} · U H ,

..
.,
Ar = U · diag{0, 0 . . . , 0, Er , 0} · U H ;
, ´
A = λ1 A1 + λ2 A2 + · · · + λr Ar ,
Ù¥
λj 6= λi 6= 0, r(Ai ) ≥ 1, A2i = Ai = Ai H , Ai Aj = 0, ∀i 6= j.

DZ
y²þã©)ª˜5§ÄkÄ A š"AƊÜüüp
ɜ/¶dž§du A ´ 1 ˜ Hermite
§Šâ5Ý
ĽnŒ
§A = α α , Ù¥ |α | = 1. dž§k
i
T
i i i i

0 = Ai Aj = [αi , αj ] · (αi αj T ),

Ïd [α , α ] = 0. XJ?˜ÚòIO•þ| α , . . . , α Ö¤ C ˜‡ n×1

IOħŒ A áuAƊ"Aƕþ4Œ'|¹k n − r ‡•

i j 1 r

þ; Šâb§λ , . . . , λ *dpɧÏd A áuAƊ λ ü Aƕ

þkü‡§=±α , ÏdA ˜(½. ùÒy²
A ÷v^‡©)ª
1 r i

˜5.
i i

˜„œ/§éuš"•þα, XJA α = 1 · α, KkA α = A A α = 0, Ïd

kAα = λ α; ‡L5§XJAα = λ α, Kk
1 2 2 1

1 1

λ1 (A2 α) = A2 (Aα) = (A2 A)α = λ2 (A2 α),

6
ÏdkA α = 0, l  λ α = λ A α, Ï A α = α. ùÒy²
, 3AÆ
f˜mðª V = V . Šâb§A = A 6= 0, Ïd1 ´ A AƊ§
2 1 1 1 1
A A1 2

l λ , . . . , λ ´ A Üpɚ"AƊ. ùy²
©)ª¥ r ±98Ü
λ1 1 1 1 1

{λ , . . . , λ } ´d A ˜(½. d §duV = V , …du5

áuØ
1 r
A A1

ÓAƊAƕþpƒ§¤±·‚Œ±½ V ˆ˜‡IOÄ,
1 r λ1 1
A

 ½ V ˜‡IOÄ; , Uìk gSgòù

•þ©ãü§
λi
A

Ý
U, 
0

U −1 diag{0, . . . , 0, λi E, 0, . . . , 0}U = Ai .

Ïd§A ´d A ¤˜(½.
i

£2¤´uwÑ(ؤá, =µC[A] ´ê C þ n ‘“ê M (C) ˜‡ 2

k‘†f“ê§='uÝ
\{!ê!{µ4£'u“ê(ƒ½
n

Œ„1nÙ1˜!¤¶,˜¡§·‚Œ±‰Ñ˜‡[‘êúªXe.
´„ A , A , . . . , A ‚5'.
1 2 r

ØJŽÑµéug(x) ∈ xC[x], k g(A) = P g(λ )A ; éuh(x) ∈ C[x], k r

i=1 i i

r
X r
X
h(A) = g(λi )Ai + h(0)(E − Ai ).
i=1 i=1

ùL²,
l
E, A1 , A2 , . . . , Ar =⇒ C[A].
5¿E †A A:§ØJwѵE, A , A , . . . , A ‚5ƒ'§…=
i 1 2 r

l
A1 , . . . , Ar =⇒ E,

…= E = P A , …= A ÷. ¤± A ÷ž§A , . . . , A ´ C[A]

r

˜‡Ä¶ AØ÷ž§E, A , . . . , A ´ C[A] ˜‡Ä.

i=1 i 1 r

1 r

,˜‡g´µŠâ£1¤†þã?ا=
l
E, A1 , . . . , Ar =⇒ C[A].

Šâb λ , . . . , λ üüpɧKd
1 r
    
A λ1 λ2 · · · λr A1
A2   .. . .. . .. .
..  A2 
 
   .
 ..  =  r−1 r−1 r−1   .. 

 
 .  λ1 λ2 · · · λr .
Ar λr1 λr2 · · · λrr Ar

7
§ r
A1 , . . . , Ar ⇐⇒ A, A2 , . . . , Ar .
l § A ÷ž§E, A, . . . , A r−1
´ C[A] ˜‡Ä; A Ø÷ž§
E, A, . . . , Ar

´ C[A] ˜‡Ä. Ïdk


r, if r(An ) = n
dimC C[A] =
r + 1, if r(A) < n

Ù¥r ´A pɚ"AƊ‡ê. 
éu?¿
A, Ý
(A + A ) ´˜‡Hermite Ý
§ (A − A ) ´
1 H 1 H

‡ Hermite
; éu˜„Ý
A , Ý
AA † A A DZ´ Hermite Ý
.
2 2
H H

öA^u Hermite g.¶ ˜«EKò2/A^ue˜!?Ø¥.

m×n

SK 1. ¢é¡
A Ì©)ڍ˜¬Ì©)µ
 
1 2 2
A =  2 1 2 .
2 2 1

SK 2. [)º·K 2.4.3 y²L§¥§£2¤1˜‡g´pA‡…

=DZŸo¤á.
SK 3 . ۞ A ´5
º
∗ 2

S K 4. éun‚éƐ
A , yµXJ A 5§Kk |a | = n i+1,i
|ai i+1 |, ∀1 ≤ i ≤ n − 1.
SK 5. b5
A ∈ M (F) AƊüüpÉ. n

(1) yµ?¿÷v AB = BA Ý
B DZ5.
(2) eP C(A) = {B ∈ M (F) | AB = BA}. yµC(A) ´ê F þ n
‘‚5˜m§…´ F þ“ê M (F) f“ê§=µ§'uÝ
n«$Ž£\
n

{!ê!{¤µ4§…–¹k 0, E.
n

SK 6 . (1) y A ´ Hermite
§…= tr A = tr (A A).
∗
n
2 H

(2) éuü‡Ó Hermite

A, B, yµ

AB = BA ⇐⇒ tr (AB)2 = tr (A2 B 2 ).

8
1.2 {†Ý
ÛɊ©)£SVD¤
Ún 4.5.8. ()Än) b W ´SȘm V ˜‡f˜m. Kéu
ü‡‰½•þ {β, α} ⊆ W , (β − α)⊥W ¤á§…=éu¤k δ ∈ W ,
ðk ||β − α|| ≤ ||β − δ||.
y ² µ =⇒. b (β − α)⊥W . éu?¿ δ ∈ W , k α − δ ∈ W , l
d β − δ = (β − α) + (α − δ) 
||β −δ||2 = [β −δ, β −δ] = [β −α, β −α]+[α−δ, α−δ] ≥ [β −α, β −α] = ||β −α||2 .

‡•þ β ∈ V, α ∈ W (β − α)⊥W ؤá§= β − α ØR†

⇐=.
u b3©)ª
W.
V = W ⊕ W⊥
¥k β = β +β , Ù¥ β ∈ W, β ∈ W . 5¿ β −α ∈ W, β−α = (β −α)+β ;
⊥

ÏDZ β − α ØR†u W , k β − α 6= 0, l k
1 2 1 2 1 1 2

||β − α||2 = [β − α, β − α] = [(β1 − α) + β2 , (β1 − α) + β2 ] = ||β1 − α||2 + ||β2 ||2 ,

∵ β2 = β − β1 , ∴ ||β − α|| > ||β2 || = ||β − β1 || (β1 ∈ W ),

†¤‰^‡gñ. 

·K 4.5.9. ()35). b A ∈ F ´‰½Ý

§ β ´ m ‘ m×n

•þ. Kk
(1) r(AH A) = r(A) = r(AAH ).
(2) §| (AH A)X = AH β ðk). Ù)‰§| AX = ⠁
) (The least square sum).
(3) ?˜Úb
n
X
W = L(α1 , . . . , αn ) =: { ki αi | ki ∈ F},
i=1

Ù¥ (α , . . . , α ) = A. Kéu AX = β ?˜) (k , . . . , k ) , k
1 n 1 n
T

n
X
β− ki αi ⊥ W.
i=1

9
£)Aۿ¤
y²µ DZ
Ö{B§±eb A † β Ñ´¢Ý
.
£1¤XJU
y²§| AX = 0 †§| (A A)X = 0 3 R ¥kƒ T n×1

Ó¢)§Šâàg‚5§|Ľn, Kk
n − r(A) = n − r(AT A).
,§AX = 0 ¢)Ñ´ (A A)X = 0 ). ‡L5§XJ¢•þ γ ÷v T

A Aγ = 0, Kk
T

||Aγ||2 = (Aγ)T (Aγ) = γ T (AT Aγ) = 0.

du Aγ ´¢•þ§¤± 0 = ||Aγ|| %¹
Aγ = 0. ùÒy²
AX = 0 2

† A AX = 0 kƒÓ)•þ˜m.
T

£2¤§| (A A)X = A β k) ⇐⇒ XêÝ

uO2Ý
§
T T

= r(A A, A β) = r(A A). lÝ

´„ r(A A, A β) ≥ r(A A). ‡L
T T T T T T

5§du (A A, A β) = A (A, β), ¤±k

T T T

r(AT A, AT β) ≤ r(AT ) = r(A) = r(AT A).

dd r(A A, A β) = r(A A). 5¿µ§| (A A)X = A β k˜)§
T T T T T

…= r(A A) = n, = r(A ) = n.

T
m×n

£3¤b A = (α , α , . . . ,Pα ), Ù¥ α ∈ R . §| Ax = β k)=¿ m×1

›X3 l , . . . l ∈ R  β = l α .
1 2 n i
n
1 n i=1 i i

˜„§§| Ax = β ™7k). e^ L(α , . . . , α ) L«d α , . . . , α

3 R ¥)¤f˜m§=
1 n 1 n
m×1

n
X
L(α1 , . . . , αn ) = { li α i | l i ∈ R }
i=1

K Ax = β )du` β Ø3‡²¡ L(α , . . . , α ) ¥. b X = (k1 , . . . , kn )T

´ A AX = A β ˜‡¢). Kk
1 n 0
T T

AT (β − (k1 α1 + · · · + kn αn )) = 0.
Pγ = k α 1 1 + · · · + k n αn , Kk
γ ∈ L(α1 , . . . , αn ), …k
     
0 α1T α1T (β − γ)
0 αT  αT (β − γ)
 2  2
 ..  = AT (β − γ) =  ..  (β − γ) =  .. .
  
.  .   . 
T T
0 αn αn (β − γ)

10
l (β − γ) †z‡ α R†, l (β − γ) ⊥ L(α , . . . , α ).
i 1 n

β β−γ

✴
✮ ✻γ
L(α1 , . . . , αn )

ã 2.5.1 )
Ïd)X = (k , . . . , k ) •þβ†T‡²¡þ•þ
0 1 n
T

γ = k1 α1 + · · · + kn αn ∈ W =: L(α1 , . . . , αn )

ƒR†uW ¥¤k•þ£ëwNã 2.5.1¤. 

'u)úª)§Œë„½n 2.6.3.
~4.5.10. e§|)µ


0.39x − 1.89y =1

0.61x − 1.80y =1
(1)


0.93x − 1.68y =1
1.35x − 1.50y =1


   
0.39 −1.89 1
). -
 

0.61 −1.80 1  x
A = α, β = 
0.93 1 , X = y , Y = AX.
,B =  
−1.68
1.35 −1.50 1

§| AX = B )AÛ¿ÂÒ´Ñ X = X ,  Y =
AX ´ B 3f˜m L(α, β) þSK. dž (B − Y )⊥L(α, β), |B − Y | ´
0 0
2

•þ B  L(α, β) áål².
0 0 0

DZ
 X ,- 0

0 = [α, B − Y ] = αT (B − Y ), 0 = β T (B − Y ),

11
 A AX = A B. )
T T

 
T −1 T 0.197
X = (A A) (A B) = . 
−0.488

DZ
y²ÛɊ©)£SVD¤½n§·‚„I‡±e{ü¯¢
Ún 4.5.4. éu?¿Ý
A , 
AA † A A AƊþDZšK¢ H H

ê.
m×n

y²µ b AA H
α = λα (0 6= α ∈ Cm×1 , 0 6= λ ∈ C). Kk
0 < ||AH α||2 = (αH A)(AH α) = λ · ||α||2, ||α||2 > 0

¤±k λ > 0. 
½n 4.5.11. (SVD) éu A m×n , 3jÝ
U m , Wn ±9/ªþ¬Oé
Æ
 
Λ 0
Sm×n = ( Λr = diag{σ1 , . . . , σr } ),
0 0

 A = USW , Ù¥ σ > 0 ´ A ÛɊ, = σ , . . . , σ ´ AA ܚ 2 2 H

"AƊ.
i 1 r

y ² µ Äk§r(A A) = r(A) = r(AA ); ?˜Úb r(A) = r. d

H H

§AA † A A þDZ Hermite Ý
§Ïd§‚AƊþDZ¢ê£…DZ
H H

šKꤧ…öjƒquéÆ
. y3bj
U = (α , . . . , α )  m 1 m

U −1 (AAH )U = Dm = diag{λ1 , . . . , λr , 0, . . . , 0},

Ù¥ λ > 0. Kk AA
i
H
αi = λ i αi , l A H
αi 6= 0, ∀1 ≤ i ≤ r. ?˜Ú„k
AH A · AH αi = λi · AH αi , ∀1 ≤ i ≤ r.

P β = A α , K β , . . . , β ´Ý
A A IOAƕþ|§©Oá
i √1 H
i 1 r
H

u Hermite Ý
AA ¤kš"AƊ λ , . . . , λ .
λi
H
1 r

ŠâÄ:)XĽn§y3b β , . . . , β ´‚5§| A AX = 0 H

Ä:)X§¿b§´IO|¶K´ Aβ = 0, ∀r < i ≤ n. d §du

r+1 n

5
áuØÓAƊAƕþ*d§¤± n 

V = (β1 , . . . , βr , βr+1, . . . , βn )

12
´j
.  §Šâ
1 p
Aβ1 = √ AAH αi = λ1 α1 , Aβi = 0, ∀r < i ≤ n
λ1


p p
AV = (Aβ1 , . . . , Aβr , Aβr+1 , . . . , Aβn ) = ( λ 1 α1 , . . . , λr αr , 0 . . . , 0) = U · S,

Ù¥  
Λ 0 p p
S= , Λ = diag{ λ1 , . . . , λr } = diag{σ1 , . . . , σr },
0 0
l k A = USV . −1

5 1. Ý
ÛɊ©)ª3êâ
÷!ã”?n!<óœUõ+
k­‡A^. ÛɊ©)ª† Hermite Ý
±9)—ƒƒ'.
5 2.  A  SVD ̇ڽµ
m×n

(1) OŽ B = AA ; H

(2) jÝ

U = (α1 , . . . , αr , αr+1 , . . . , αm )
 U −1
DZéÆ
diag{σ , . . . , σ , 0, . . . , 0};
BU 2
1
2
r

(3) OŽÑ
1 H
βi =: A αi , 1 ≤ i ≤ r;
σi
2 AX = 0 ˜‡IOÄ:)X§DZ β , . . . , β ; r+1 n

(4) · V = (β , . . . , β ), K V ´˜‡j
§ …kA = U ·
 
H Λ 0
1 n ·V,
0 0
Ù¥ Λ = diag{σ , . . . , σ }.
m×n

1 r

5 3. SVD Œ^u2Â_; l SVD Ñu„ŒíÑÝ

44©)(polar
decomposition)¶‡ƒ½,. „e˜!̽n±9 2.7 !SK 3.
5 4. l SVD ±9ØyL§Œ±wѧA † A 3L§¥¤ˆüÆ H

Úყ(J¥yDZäkpÝé¡5¶SK 5 Jø
?˜Ú|±yâ.
SK 1. Ý
A ˜‡ÛɊ©)ª£SVD¤
 
1 1 1 0
A =  1 0 1 1 .
0 1 1 1

13
 S K 2. b
∗
A, B ∈ F . yµA † B jd§…=©¬Ý
m×n

A0 A0 † B0 B0 jƒq.
  
H H

SK 3. Ý
C ∈ C ˜m´ C •þ)¤‚5f˜m
m×n

L(C) =: L(C(1), . . . , C(n)) ≤ Cm ;

˜‡
A Š EP -
, ´ A † A ˜mƒÓ. H

(1) yµ5
†Œ_
þDZ EP -
"
(2) yµr 
A ´˜‡ EP -
…=3j
Q Ú r Œ_
B

A = Q 0 0 Q .
 
B 0 H

SK 4.b σ , . . . , σ ´ A ÛɊ. yµσ , σ , . . . , σ , σ ´©¬Ý

1 n n 1 1 n n

A0 A0 ÛɊ.

T

SK 5. b A = UΛV ´ A SVD§¿b r(A) = r. )º½Øyµ

H

(1) V  n − r ´ A )˜m˜‡IOÄ;
(2) U  r ´ A ˜m˜‡IOĶ
(3) U  n − r ´ A )˜m˜‡IOÄ; H

(4) V  r ´ A ˜m˜‡IOÄ.
H

1.3 Moore-Penrose 2Â_µgÆSN

1955 §R. Penrose y²
µéuz‡Ý
A m×n, 3Ž˜˜‡ B  n×m

(1) ABA = A, (2) BAB = B, (3) (AB)⋆ = AB, (4) (BA)H = BA.

¡ B ´ A  Moore-Penrose 2Â_£q–_¤¶{¡ MP-2Â_.

l½ÂŒ±w§ A † B pDZé MP -2Â_¶½ÂyÑpÝé
¡ƒ{§ 3?n MP-2Â_L§¥§A¿©5¿ù˜A5.
½ n 4.6.1. éu?¿Ý
A ∈ F , A  Moore-Penrose _3…
m×n

˜§PDZ A . †

y²µ (1) Äky²Ž˜5. b X, Y Ñ´ A MP-2Â_§Kk

X = X(AX) = XX H AH = XX H (AY A)H = X(AX)H (AY )H = XAY.

14
Šâ¤‰^‡é¡5§Œ Y = Y AX ±9 X = (XA)X = Y AX; ¤±
k Y = Y AX = X.
5¿L§¥¿™^Ý
A5.
y32Øy35.
{˜µ^Ý
÷©)† QR -©).
b r(A) = r; KÄk3÷Ý
B †1÷Ý
C 
A = BC. Šâ QR -©)½n(½n 2.1.4) §ŒÝ
Q , Q ±9Œ_þ!e
m×r r×n

nƐ
U ! L, 
1 2

B = Q1 U, C = LQ2 ( QH H
1 Q1 = Er = Q2 Q2 ).

e·
P = UL, B = QH
2 P
−1 H
Q1 ,
Kk§
A = Q1 P Q2 = (Q1 P Q2 )(QH
2 P
−1 H
Q1 ) (Q1 P Q2 ) = ABA,

±9
AB = Q1 QH H H H
1 = (AB) , BA = Q2 Q2 = (BA) , BAB = B.

Ïd§?¿Ý
A Ñk Moore-Penrose 2Â_
A† =: QH −1 H H −1 −1 H
2 (UL) Q1 = Q2 L U Q1 .

{µ^1˜2 QR-©).
b AP = Q (C, D) , Ù¥ P ´ n ˜†Ý
, Q Q = E, C ´Œ_þ H

nÆÝ
. du (C, D) ´1÷Ý
§¤±éu (C, D) ^ QR-©)§©)
1 r×n 1 1
H

ª (C, D) = LQ , Ù¥ L ´Œ_ r enƐ

§ Q Q = E. ´„§
2 2
H
2

A = Q1 LQ2 P T = Q1 LQ2 P T · P QH −1 H
2 L Q1 · Q1 LQ2 P
T
= A · P QH −1 H
2 L Q1 · A.

·B = PQ H −1 H
2 L Q1 , K A = ABA, …k
BA = (Q2 P T )H (Q2 P T ) = (BA)H , B = BAB, AB = Q1 QH H
1 = (AB) .

ÏdA  MP-2Â_DZ§
A† =: P QH −1 H
2 L Q1 .

15
 {nµ^ SVD.
XJj
U, V 
A = U · diag{σ1 , . . . , σr , 0, . . . , 0} · V,

K B = V H
· diag{σ1−1 , . . . , σr−1 , 0, . . . , 0} · U H =Œ. ¯¢þ§džk
AB = UU H = (AB)H , BA = V H V = (BA)H , A = ABA, B = BAB;

Ïd§
A† =: V H · diag{σ1−1 , . . . , σr−1 , 0, . . . , 0} · U H .

5¿µ35y²L§¯¢þ‰Ñ
˜„Ý
 MP-2Â_n«
Ï^Ž{; 5¿ Schmidt zL§3Ù¥užXÞv”­Š^¶, §·
‚­µ÷©)1˜Ú¢Ÿ§´^Ý
ž{ь_
P † Q, 
P AQ = E0 · (E , 0).
 
r
r

~4.6.2. b n ≥ 2. XJéu C ¥•þ n×1

α, β ( |α| = 1, |β|2 = 10, αt β =: αH β =: [α, β] = 3 ),

Á|^þKg´ H = αβ + βα  Moore-Penrose 2Â_ H .H H †

)µ · H = αβ + βα . K§´˜‡ Hermite Ý
…k
H H

H = (α, β)(β, α)H

, §Ù¥ α, β 7,‚5'£ÄKòÑ β = kα, 3 = |k| = 10.¤ 2 2

Ùg§Šâ Schmidt z/ü zL§§ŒIO•þ| α, β −3α.

e· Q = (α, β − 3α), Kk
   
H 1 3 3 1
Q Q = E2 , (α, β) = Q , (β, α) = Q .
0 1 1 0

dd ÏdŒ
    
1 3 3 1 H 6 1
H=Q Q =Q QH .
0 1 1 0 1 0
 −1  
6 1 H 0 1
H =Q †
Q =Q Q⋆ . 
1 0 1 −6

16
 XJ®²ÑÝ
A 2Â_ A , K X †
= A† β ‰Ñ)‚5§
| AX = β ˜‡): ù´ÏDZ
0

AH (AA† β − β) = (AA† A)H (AA† β − β)

= AH [(AA† )H (AA† β − β)] = AH [(AA† )(AA† β − β)] = 0.

¯¢þ§Šâ)Än£Ún¤Œ
||Av − β|| ≥ ||AX0 − β||, ∀v ∈ Cn×1 ,

…Ù¥ª¤á…= v = Y − (E − A A)α (α ∈ V ); †

XJ‚5§| AX = β k){§K
X = A† β − (E − A† A)α (α ∈ V )

‰ÑÙÏ)˜‡Lˆª:
(1) b AX = β. Kéu?˜•þ α ∈ V , k
1

A[A† β − (E − A† A)α] = A[A† AX1 − (E − A† A)α] = AX1 = β,

`² X = A β − (E − A A)α (α ∈ V ) þDZ AX = β ).
2
† †

£2¤‡L5§XJ X ´ AX = β )§Kk AX = β, l k
3 3

X3 = A† β + (E − A† A)X3 .

Ïd§AX = β k)ž§)8DZ
{A† β − (E − A† A)α | α ∈ V }.

òþã(Jo(Xe
½n 4.6.3. ^ A L«Ý
A ∈ F  Moore-Penrose 2Â_.
† m×n

(1) XJ‚5§| AX = β )§K X = A β ‰Ñ٘‡); 0

†

(2) XJ AX = β k)§KÙÏ)DZ X = A β − (E − A A)α (α ∈ V ). † †

MP-2Â_37KêÆ¥DZkA^.
5¿ A ŠDZ A 2Â_I‡÷vo‡^‡ (1) − (4),o, XJfzù
†

^‡, ¤kŒU|Ü
k 2 − 1 = 15 «ŒU. Ù¥ A ÷v1˜‡^‡

4

2Â_‰ von Neumann 2Â_§Ï~PDZ A . XJ„PÒ A , ¿› (1) (1,2,3)

17
X§´÷v^‡ (1), (2), (3) ˜‡2Â_. , ˜«'k¶2Â_´¤¢
 Drazin 2Â_. ¯¢þ§gl 1955 Penrose 2Â_Ñ­ §éu2Â
_ïĐ,™M. 'u MP-2Â_{¤±9Ùk'2Â_§±93ƒ'
+A^§Œ±g1|¢‘Äz‰ Wikipidia.
SK 1. eãÝ
2Â_
 
1 1 1 0 2
A = 1 0 1 1 3 .
0 1 1 1 4

SK 2. Á&? A 5Ÿ9A^.(1)

SK 3. gƽ|¢ Drazin 2Â_k'5Ÿ!(J±9A^.

S K 4. b (S, ·, ∗) ´˜‡Ä–XÚ§Ù¥ S ´˜‡š˜8ܧ·
´ S ¥˜‡$Ž£=N · : S × S → S, (s , s ) 7→ s · s ¤, ∗ ´ S
þ˜‡˜$Ž£=DZ˜‡N ∗ : S → S, s 7→ s ¤. b · ÷v(Ü
1 2 1 2
∗

Æ (= (s · s ) · s = s · (s · s ), ∀s ∈ S ), ∗ ÷v (s · s ) = s · s ; Ï~„‡
∗ ∗ ∗

 ∗ ÷véÜ5§= (s ) = s (ù‡^‡3 (1) − (4) ¥¿™^). éu˜‡

1 2 3 1 2 3 i 1 2 2 1
∗ ∗

ƒ s ∈ S, XJ3 t ∈ S,  MP -2Â_½Â¥o‡^‡ (1) − (4) ¤á, =

(1) s = sts; (2) t = tst; (3) (st)∗ = st; (4) (ts)∗ = ts;

K¡ t DZ s 3 S ¥˜‡ MP-2Â_.
yµXJ S ¥ƒ s 3 S pk˜‡ MP-2Â_ t, K t ˜; ŒP
DZt = s .
†

18