• Determinats(行列式) 2018-11-23


    1. Main Use of Determinants

    • They test for invertibility. If the determinants of A is zero, then A is singular. If detA ≠0, then A is invertible.
    • The determinant of A equals the volume of a box in n-dimensional space. The edges of the box come from the rows of A. The columns of A would give an entirely different box with the same volume.
    • The determinants gives a formula for each pivots.
    • The determinant measures the dependence of (A^{-1}b) on each element of b. If one parameter is changed in an experiment, or one observation is corrected, the "influence coefficient" in (A^{-1}) is a ratio of determinants.

    2. Properties of the Determinant

    • The determinant of the identity matrix is 1
    • The determinant changes sign when two rows are exchanged.
      The determinant of every permutation matrix is det P=±1. By row exchanges, we can turn P into the identity matrix.
    • The determinant is linear in each row separately
    • If two rows of A are equal, then detA =0
    • Subtracting a multiple of one row from another row leaves the same determinant. (The usual elimination steps do not affect the determinant)
    • If A has a row of zeros, then det A = 0
    • If A is triangular then det A is the product (a_{11}a_{22}a_{33}...a_{nn}) of diagonal entries. If triangular A has 1s along the diagonal, then det A = 1
    • If A is singular, then det A = 0. If A is invertible , then det A ≠ 0.
    • The determinant of AB is the product of det A and det B
      product rule: |A||B|=|AB|
    • The transpose of A has the same determinant as A itself: (detA^T=det A)
      From this point, every rule that applied to the rows can now be applied to the columns: The determinant change sign when two columns are exchanged, two equal columns (or a column of zeros) produce a zero determinant, and the determinant depends linearly on each individual column

    3. Formulas for the Determinants

    • If A is invertible, then PA=LDU and det P=+1. The product rule gives(det A=±det L det D det U=±)(productof pivots)
      The sign ±1 depends on whether the number of row exchanges is even or odd. The triangular factors have det L=det U =1 and det D=d1...dn
    • The determinant of A is a combination of any row i times its cofactors:
      det A by cofactors: (det A=a_{i1}C_{i1}+a_{i2}C_{i2}+....+a_{in}C_{in})
      The cofactor (C_{ij}) is the determinant of (M_{ij}) with the correct sign:
      delete row i and column j (C_{ij}=(-1)^{i+j}detM_{ij})
      These formulas express detA as a combination of determinants of order n-1

    4. Applications of Determinants

    4.1 Computation of (A^{-1})
    • Cofactor matrix, C is transposed
      (A^{-1}=frac{C^T}{detA}) means (A^{-1}_{ij}=frac{C_{ji}}{detA})
    4.2 The solution of Ax=b: Cramer's rule

    The jth component of (x= A^{-1}b) is the ratio
    (x_j=frac{det B_j}{detA}) where (has b in column j) (B_j= left[ egin{matrix} a_{11}&a_{12}&b_1&a_{1n}\ a_{21}&a_{22}&b_2&a_{2n} \ vdots & vdots & vdots & vdots\ a_{n1}&a_{n2}&b_n&a_{nn} end{matrix} ight] )

    4.3 The Volume of a Box

    The determinant equals the volume

    4.4 A Formula for the Pivots
    • If A is factored into LDU, the upper left corners satisfy (A_k=L_kD_KU_k). For every k, the submatrix (A_k) is going through a Gaussian elimination of its own.
    • Formula for pivots: (frac{detA_k}{detA_{k-1}}=frac{d_1d_2cdots d_k}{d_1d_2cdots d_{k-1}}=d_k)(By convention, (detA_0=1))
      Mutiplying together all the individual pivots, we recover:
      (d_1d_2cdots d_n=frac{detA_1}{detA_0}frac{detA_2}{detA_1}cdotsfrac{detA_n}{detA_{n-1}}=frac{detA_n}{detA_0}=det A)
      The pivot entries are all nonzero whenever the number (detA_k) are all nonzero
    • Elimination can be completed without row exchanges (so P=I and A = LU), if and only if the leading submatrices (A_1,A_2,cdots,A_n) are non singular
  • 相关阅读:
    2020多校补题集
    2020牛客多校第10场C Decrement on the Tree树上路径删除
    主席树模板(查询区间第K大的元素)
    第一次小赛
    计算几何小知识整理
    咸鱼暂时退圈
    mysql 格式化时间
    mysql 中国省份城市数据库表
    CF786B Legacy (线段树优化建图模板)
    树上两点期望距离
  • 原文地址:https://www.cnblogs.com/qiulinzhang/p/10025286.html
Copyright © 2020-2023  润新知