线性代数的艺术 The Art of Linear Algebra (中文版)
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1. The Art of Linear Algebra
– Graphic Notes on “Linear Algebra for Everyone” –
Kenji Hiranabe ∗
with the kindest help of Gilbert Strang
translator: Kefang Liu ‡
†
September 1, 2021/updated July 12, 2023
Abstract
Gilbert Strang
Linear Algebra for Everyone
. 1
(Column-Row, CR)
(Gaussian Elimination, LU )
-
(Gram-Schmidt Orthogonalization, QR)
(Eigenvalues and Diagonalization, QΛQ T )
(Singular Value Decomposition,
,
U ΣV T ).
Kenji Hiranabe
·
!
,
Kenji
.
.
“
”
“
1
”
.
– Gilbert Strang
Contents
1
4
2
2 2 2
3 2 3
4 4 4
5
4
6
6.1
6.2
6.3
6.4
6.5
A = CR . .
A = LU . .
A = QR . .
S = QΛQ T .
A = U ΣV T
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∗ twitter:
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@hiranabe, k-hiranabe@esm.co.jp, https://anagileway.com
Institute of Technology, http://www-math.mit.edu/~gs/
‡ twitter: @kfchliu,
: 5717297833
1 “Linear Algebra for Everyone”: http://math.mit.edu/everyone/.
† Massachusetts
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7
7
8
8
9
10
2. 1
4
(m × n)
, mn
1
, n
!
!
!
.
m
# $
# $
# $
" ! % & ! % & ! % &
' (
' (
' (
4"'5+,/6
3"(&'2*,-
!"#$%&'(")*#+$,-
./+0 1"(&'2*,-
1",$.")*#+$,-
./+0 !"(&'2*,-
Figure 1:
a 11
A = a 21
a 31
,
a 12
|
a 22 = a 1
a 32
|
∗
a 1 .
T
∗
|
−a 1 −
a 2 = −a ∗ 2 −
−a ∗ 3 −
|
a ∗ 1 .
,
a T
T
A .
2
2
,
,
).
,
Linear Algebra for Everyone
,
v1 (
1
) Mv1 (
,
,
,
,
(v1)
.
• 1.1 (p.2) Linear combination and dot products
• 1.3 (p.25) Matrix of Rank One
• 1.4 (p.29) Row way and column way
!
!"
!
!"#$%&"'()#$$*+(,-.&/
$ !
$ !
!
! " # $ " & " ' $ " & $ ! ( "$ " ( #$ #
$ #
$ #
#
),
.
!
!#
!
" $
#
Figure 2:
,
.
1
!
01+2$3$41#&56
!" $ 57$1$,1#&56$#!" $ $ %&8$9:$+.5#;.&$'( ) 1&.$*(
#;.$&.7(<#$% 57$1$&1+2$3$,1#&568
!"#$%&"'()# *! + "/$57$.6%&.77.'$17$! $ " 5+$
,1#&56$<1+=(1=.$1+'$>5.<'7$1$+(,-.&8
(v1)
(
$
% & "$
#$
%
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#%
- (v1), (v2)
(v2)
1
.
2
.
(v2)
(
1)
3. 3
2
(Mv1)
• 1.1 (p.3) Linear combinations
• 1.3 (p.21) Matrices and Column Spaces
!
!"#
!"#$3%&40)*$:7 2+$.$128#.%$)&/528.*2&8$&,$*"#$
)&10/8$(#)*&%+$&,$ -;
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( )
(
)
+* ! ,%* " -
$ % *
!
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"
+(* ! , )* " -
( )
Figure 3:
(Mv1).
(vM1)
(vM2)
$ "
,
Ax
.
A
,
N(A).
.
% &
$ # ' ( # +$ ! ,'$ " , )$ # - +&$ ! , ($ " , *$ # -
) *
!
!"$
!" # $ !
,
!
!"#
!" # $ !
- (Mv1), (Mv2)
(Mv2)
C(A). Ax = 0
A
"
!
!"$
!"#$%&'$(#)*&%+$&,$ - .%#$/01*2312#4$56$.$(#)*&%$7
.84$5#)&/#$*"#$*"%##$4&*93%&40)*$#1#/#8*+$&,$:7;
,
.
A
$ "
8$&'6$7#*+'&$, ./$3)1+.%1.#($4:$
+"#$+6'$*'1)32$7#*+'&/$'5$ 8
02($4#*'3#$+"#$+6'$('+;%&'()*+$
#1#3#2+/$'5$,-9
"
"
% &
$ # ' ( # $ ! % & , $ " ' ( , $ # ) *
) *
Figure 4:
!"#$%&'()*+$,- ./$0$1.2#0&$
*'34.20+.'2$'5$+"#$&'6$
7#*+'&/$'5$ 89
- (vM1), (vM2)
C(A T ). yA = 0
A
A
,
T
N(A ).
:
C(A) (
• 3.5
R n
N(A) + C(A T ) (
).
(p.124) Dimensions of the Four Subspaces
3
)
R m
N(A T ) +
4. " / ! "$!
! !
+ " #
! "
+,"-
!"# % '
!"# % '
,"-'()*!+ !"#$%&'()*!+
!""#$" !""#"#
)+,)+&01!$#*,
)+,)+&01!$#*,
! "
! !
&$##()*!+
.," # -
"# % &
.,"-
!"# % ( ) '
#+./'&$##()*!+
$" % &
!"# % * ) '
! ! % . " 0 + " #
. " 1 + " #
! " % + " 0 . " #
2 " 1 3 " #
Figure 5:
A = CR (6.1
r,
4
).
4
“
”
• 1.4
“
”.
(p.35) Four ways to multiply AB = C
•
!
!!
"
!!
#
MN87O6898=84?6>8;<=8@6365<?6G7<5B;?6<A67<J6N8;?<7
3456;<9B=46N8;?<7D
*' ! +"' " ,
*( ! +"( " ,
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!
# $ ' ( ) *#' ! +$' " , *#( ! +$( " ,
"
"
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-. 3456-/ 37869:48376;<=>:43?:<4@6<A6;<9B=4@6<A6 CD
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!
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"
"
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1 % #
1 % # E
! " ' (
!
!
# $ ' ( ) 1 % $ E ) 1 % $ E
"
"
% &
1 % & E
1 % &
Figure 6:
!
#
%
!
) #
%
) 1 # 2 % # + 1 $ 2 % $
0 !! 0 !"
"0 "! "0 ""
#0 !! #0 !" + $0 "! $0 ""
%0 !! %0 !"
&0 "! &0 ""
- (MM1), (MM2), (MM3), (MM4)
5
,
" 0
2 %
0
$ 0 !! 0 !" ) 1 # 1 $ # %
2 $
"!
""
&
"
0 !! 0 !" + $ 0 "! 0 "" )
&
,
4
5. !
!
"
#
#
# ! "
# ! "
!"
!
!"#$%&'()*+,$(-+&.#+$'/.&+%0&+()+&.#+
0(12-)*+(,+&.#+-%&$'34+5.'*+
#3"$#**'()+0%)+6#+*##)+%*+&.#+&.$##+
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0(-6')%&'()*+')+&.#+$'/.&+')+()#+
,($-21%4
P1
(MM2)
(
(Mv2)
. P2
"
"
!
!
"
"
"
"
#
" ! ! " " " #
# ! ! " " " #
Figure 7:
P2
"
"
!
!
!
"
#
$%&'(
$$
$%#
#
"
!
#
"
!#
"
!
1, 2 - (P1), (P1)
(MM3)
(vM2)
.
!
, P1
(
),
!
!$#
!""#$%&'()(*%)'+&)#(,)-.%/(0.+,(-12(#20-
34)#23(2)41(.+76
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34)#23(2)41(4+#5,&6
% $
!" # $ !
$ "
$ #
% $
# % $ $ !
% %
% % $ "
% & $ #
"& #
% &
% %
% &
(P1 ′ )
.
(P2 ′ )
,
.
!
!"
' $'
% $ ' $'
'
' % # % % ' ' %
' ' &
% & ' ' &
1 ′ , 2 ′ - (P1 ′ ), (P2 ′ )
Figure 8:
"
"
!"#$%&'(()*+%,'-)$%'+.(")*%/.,0#+'(#.+%.1%%/.23,+$4
5.3%6#22%)+/.3+()*%("#$%#+%7#11)*)+(#'28*)/3**)+/)%)93'(#.+$4
& $
!"# $ % !
% "
% #
& %
& &
Figure 9:
' $
' % $ ' $ & $ % ! ( ' % & % % " ! ' & & & % #
' &
3 - (P3)
:
• 6.4
%$#
).
!"#
• 6
$%&'(
$$
&
(p.201) Eigenvalues and Eigenvectors
(p.243) Systems of Differential Equations
5
(P1)
(P2)
6. du(t)
= Au(t), u(0) = u 0
dt
u n+1 = Au n , u 0 = u 0
[
c 1
c 2
c 3
] T
,
.
C
[
X = x 1
(λ 1 , λ 2 , λ 3 )
A
X
x 2
x 3
]
.
u(0) = u 0
u 0 = c 1 x 1 + c 2 x 2 + c 3 x 3
c 1
c = c 2 = X −1 u 0
c 3
:
u(t) = e At u 0 = Xe Λt X −1 u 0
= Xe Λt c = c 1 e λ 1 t x 1 + c 2 e λ 2 t x 2 + c 3 e λ 3 t x 3
u n = A n u 0 = XΛ n X −1 u 0
Figure9:
P3
= XΛ n c = c 1 λ n 1 x 1 + c 2 λ n 2 x 2 + c 3 λ n 3 x 3
XDc.
!
!"
"
"
!"#$%&'("')"*&+,-."/+0."%+"$")1#"+2"&$.,"3"#$%&'4-)5
$)"'.")'.617$&"8$71-9-'6-.8$71-"/-4+#:+)'%'+.;
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' ! '
& %
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% #
% $
& &
& '
Figure 10: Pattern 4 - (P4)
P4
.
.
/
,
1
.
6
.
c =
7. 6
•
p.vii, The Plan for the Book.
A = CR, A = LU, A = QR, A = QΛQ T , A = U ΣV T
.
C
R
A = CR
A
A
=
LU
A = LU
(
)(
)
QR
A = QR
-
Q
R
S
S = QΛQ T
Q,
A = U ΣV
Λ
A
T
Σ
Table 1:
6.1
A = CR
• 1.4
Matrix Multiplication and A = CR (p.29)
.
). A = CR
A
, R
(
A
A
. C
C
r
A
R
.
[
:
A
1
2
A = CR
] [
][
3
1 2 1 0
=
5
2 3 0 1
2
3
.
1
1
]
,
,
.
1
. 1 2
A,
C 2
2
R.
"
!
!
#
!
" !
" " !
" " !
" " !
#$%&'
!"
Figure 11: CR
2,
C
2
.
.
7
A
8. "
!
#
!
!
&
'
"
"
&
&
!"#$%
'
'
!"
Figure 12: CR
,
6.2
2,
2
R
,
A
2
R
.
A = LU
Ax = b
.
LU
,
(E)
A
U .
EA = U
A = E −1 U
let L = E −1 ,
,
2
Ax = b
• 2.3
: (1)
A = LU
Lc = b, (2)
U x = c.
(p.57) Matrix Computations and A = LU
,
A
U .
0 0
0
| [
| [
]
]
= l 1 −u ∗ 1 − + l 2 −u ∗ 2 − + 0
A 2
0
|
|
L
| [
0
]
A = l 1 −u ∗ 1 − + 0
|
0
#
!
"
"
!
Figure 13: A
U ,
L
1
A
"
!
1
.
A
A 2 .
,
"
Figure 14:
U
!"#$%
"
"
!
6.3
0
0 = LU
A 3
.
!
L
0
0
0
LU
!!
"
A
.
A
A = QR
A = QR
• 4.4
,
C(A) = C(Q)
A
Q.
Orthogonal matrices and Gram-Schmidt (p.165)
-
,
,
q 1 ,
a 1
a 2
q 1
q 1 = a 1 /||a 1 ||
q 2 = a 2 − (q 1 T a 2 )q 1 ,
q 3 = a 3 −
(q 1 T a 3 )q 1
q 2 = q 2 /||q 2 ||
− (q 2 T a 3 )q 2 ,
8
q 3 = q 3 /||q 3 ||
q 2 ,
.
9. r ij = q i T a j :
a 1 = r 11 q 1
a 2 = r 12 q 1 + r 22 q 2
a 3 = r 13 q 1 + r 23 q 2 + r 33 q 3
A
.
QR:
|
A = q 1
|
|
r 11
q 3
|
|
q 2
|
r 13
r 23 = QR
r 33
r 12
r 22
QQ T = Q T Q = I
!
#
!
!
!"#$%
" "
# ! "
"
# !
#
# !"
$ #
$ "
$ !
"
!"
Figure 15: A = QR
: Q
A
. A
Q
R
.
P1.
6.4
S = QΛQ T
.
S
• 6.3
,
Λ
Q
.
(p.227) Symmetric Positive Definite Matrices
|
S = QΛQ T = q 1
|
|
q 2
|
|
λ 1
q 3
|
−q 1 T −
−q 2 T −
λ 3
−q 3 T −
λ 2
| [
| [
| [
]
]
]
= λ 1 q 1 −q 1 T − + λ 2 q 2 −q 2 T − + λ 3 q 3 −q 3 T −
|
|
|
= λ 1 P 1 + λ 2 P 2 + λ 3 P 3
P 1 = q 1 q 1 T ,
!
#
"
P 2 = q 2 q 2 T ,
# ! "
$ " % # % "!
! !
#
!
"
!
P 3 = q 3 q 3 T
#
!
#
$ $ % % % ! $
!
"
$ & % ' % ! &
"
"
!
$%&'(
!"
"
Figure 16: S = QΛQ T
S
.
,
Q
.
9
Λ.
P = qq T
10. ,
P4.
S = S T = λ 1 P 1 + λ 2 P 2 + λ 3 P 3
QQ T = P 1 + P 2 + P 3 = I
P 1 P 2 = P 2 P 3 = P 3 P 1 = O
P 1 2 = P 1 = P 1 T ,
6.5
P 2 2 = P 2 = P 2 T ,
P 3 2 = P 3 = P 3 T
A = U ΣV T
• 7.1
(p.259) Singular Values and Singular Vecrtors
(SVD). A = U ΣV T
SVD.
.
Σ
#
% " & # ' "!
$ !
"
!
!
& ' (
&
!
&
'
,
A
% $ & % ' ! $ !"#$%
' !"
"
&
U
V .
'
Figure 17: A = U ΣV T
R n (A T A
Σ.
, V
A
A = U ΣV T
|
= u 1
|
|
u 2
|
)
,
1
|
σ 1
u 3
|
σ 2
[
−v 1 T −
−v 2 T −
]
R m (AA T
U
.
)
.
| [
| [
]
]
= σ 1 u 1 −v 1 T − + σ 2 u 2 −v 2 T −
|
|
= σ 1 u 1 v 1 T + σ 2 u 2 v 2 T
:
U U T = I m
V V T = I n
P4.
/
.
.
Ashley Fernandes
,
,
.
Linear Algebra for Everyone
Gilbert Strang
.
.
,
.
.
1. Gilbert Strang(2020),Linear Algebra for Everyone, Wellesley Cambridge Press.,
http://math.mit.edu/everyone
2. Gilbert Strang(2016), Introduction to Linear Algebra,Wellesley Cambridge Press, 5th ed.,
http://math.mit.edu/linearalgebra
10
11. 3. Kenji Hiranabe(2021), Map of Eigenvalues, An Agile Way(blog),
https://anagileway.com/2021/10/01/map-of-eigenvalues/
Figure 18:
4. Kenji Hiranabe(2020), Matrix World, An Agile Way(blog),
https://anagileway.com/2020/09/29/matrix-world-in-linear-algebra-for-everyone/
11
12. Figure 19:
12