Determinant

It’s a function whose definition domain is the n×nn\times n matrix AA.

Für eine nur aus einem Koeffizienten bestehende 1×11\times1-Matrix AA ist

detA=det(a11)=a11\det A=\det(a_{11})=a_{11}

ist AA eine 2×22\times 2-Matrix, dann ist

detA=det(a11a12a21a22)=a11a22a12a21\det A=\det\left(\begin{array}{cc}a_{11} & a_{12} \\ a_{21} & a_{22} \end{array}\right)=a_{11}*a_{22}-a_{12}*a_{21}

für eine N×NN\times N-Matrix AA gilt die Formel:

detA=j1jn(1)τ(j1jn)a1j1a2j2anjn\det A=\sum_{j_1\cdots j_n}(-1)^{\tau(j_1\cdots j_n)}a_{1j_1}a_{2j_2}\cdots a_{nj_n}

which τ\tau means number of reverse pairs of permutation j1jnj_1\cdots j_n

Matrix

A table of numbers in m rows and n columns arranged by m*n numbers aija_{ij} is called a matrix of m rows and n columns.

Addition, Subtraction, Multiple with numbers, Multiple with another matrix, Transpose of the matrix

Invertible Matrix

AA^* is adjugate matrix

define: AijA_{ij} is matrix determinant multiply (1)i+j(-1)^{i+j} which delete i-th row and j-th column

A=(A11A1nAn1Ann)A^*=\left(\begin{array}{cc} A_{11}&\cdots&A_{1n}\\ &\cdots&\\A_{n1}&\cdots& A_{nn} \end{array}\right)

A1=1detAAA^{-1}=\frac{1}{\det A}A^*

Another way of calculating invert matrix

(A,I)(A,I) Elementary Line Transformation to (I,B)(I,B), then B=A1B=A^{-1}

Cramer’s Rule

{a11x1+a12x2++a1nxn=b1a21x1+a22x2++a2nxn=b2an1x1+an2x2++annxn=bn\left\{\begin{array}{rcl} a_{11}x_1+a_{12}x_2+\cdots+a_{1n}x_n=b_1\\a_{21}x_1+a_{22}x_2+\cdots+a_{2n}x_n=b_2\\ \cdots\cdots\cdots\\a_{n1}x_1+a_{n2}x_2+\cdots+a_{nn}x_n=b_n \end{array}\right.

D=det(a11a12a1na21a22a2nan1an2ann)D=\det\left(\begin{array}{cc}a_{11}&a_{12}&\cdots&a_{1n}\\a_{21}&a_{22}&\cdots&a_{2n}\\&\cdots&\cdots\\a_{n1}&a_{n2}&\cdots&a_{nn} \end{array}\right)

D1=det(b1a12a1nb2a22a2nbnan2ann)D_1=\det\left(\begin{array}{cc}b_1&a_{12}&\cdots&a_{1n}\\b_2&a_{22}&\cdots&a_{2n}\\&\cdots&\cdots\\b_n&a_{n2}&\cdots&a_{nn} \end{array}\right)

D2=det(a11b1a1na21b2a2nan1bnann)D_2=\det\left(\begin{array}{cc}a_{11}&b_1&\cdots&a_{1n}\\a_{21}&b_2&\cdots&a_{2n}\\&\cdots&\cdots\\a_{n1}&b_n&\cdots&a_{nn} \end{array}\right)

Dn=det(a11a12b1a21a22b2an1an2bn)D_n=\det\left(\begin{array}{cc}a_{11}&a_{12}&\cdots&b_1\\a_{21}&a_{22}&\cdots&b_2\\&\cdots&\cdots\\a_{n1}&a_{n2}&\cdots&b_n \end{array}\right)

Then, xi=DiDx_i=\frac{D_i}{D}. (if D=0, no solution.)

Eigen Value

矩阵的特征值

z.B. what’s the eigen value & eigen vector of A=(111111111)A=\left(\begin{array}{cc} -1&1&1\\1&-1&1\\1&1&-1 \end{array}\right)?

Eigen polynomial of AA is: λIA=det(λ+1111λ+1111λ+1)|\lambda I-A|=\det\left(\begin{array}{cc} \lambda+1&-1&-1\\-1&\lambda+1&-1\\-1&-1&\lambda+1 \end{array}\right)

=det(λ+1111+λ+1111+λ+11λ+1111λ+1)=\det\left(\begin{array}{cc} \lambda+1-1-1&-1+\lambda+1-1&-1-1+\lambda+1\\-1&\lambda+1&-1\\-1&-1&\lambda+1 \end{array}\right)

=(λ1)×det(1111λ+1111λ+1)=(\lambda-1)\times\det\left(\begin{array}{cc} 1&1&1\\-1&\lambda+1&-1\\-1&-1&\lambda+1 \end{array}\right)

=(λ1)×det(1110λ+2000λ+2)=(\lambda-1)\times\det\left(\begin{array}{cc} 1&1&1\\0&\lambda+2&0\\0&0&\lambda+2 \end{array}\right)

=(λ1)(λ+2)2=(\lambda-1)(\lambda+2)^2

λIA=0λ=1,2|\lambda I-A|=0\Rightarrow\lambda=1,-2

So 1 and -2 are eigen values of matrix A.

For eigen vector xx, Ax=λxAx=\lambda x

(AλI)x=0(A-\lambda I)x=0, solve the 2 equations with λ=1,2\lambda=1,-2

when λ=1\lambda=1, x1=x2=x3x_1=x_2=x_3, so k1=(1,1,1)Tk_1=(1,1,1)^T, ξk1(ξ0)\xi k_1(\xi\neq0) is eigen vector of AA.

when λ=2\lambda=-2, x1+x2+x3=0x_1+x_2+x_3=0 so k2=(a,b,ab)Tk_2=(a,b,-a-b)^T is eigen vector of AA.

trace tr(A)=λtr(A)=\sum\lambda

determinant detA=Πλ\det A=\Pi\lambda