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cmd-env.tex

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@@ -58,3 +58,8 @@
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% \renewcommand\emph[1]{\heiti{#1}}
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\newcommand\amn{\MA \text{is} m \times n}
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\newcommand\ann{\MA \text{is} n \times n}
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\newcommand\vxx{\Vx = \begin{bmatrix}
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x_1 \\
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\vdots \\
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x_n
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\end{bmatrix}}

content/chapter3.tex

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@@ -74,10 +74,10 @@ \subsection{矩阵幂级数}
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\end{theorem}
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\section{矩阵函数}
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\label{sec:矩阵函数}
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\subsection{矩阵函数的定义与性质}
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\label{sub:矩阵函数的定义与性质}
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@@ -138,8 +138,27 @@ \subsubsection{Jordan标准形法}
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\label{ssub:Jordan标准形法}
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\begin{definition}
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$\MA$ 的 Jordan 标准形为 $\MJ,$ 则存在可逆矩阵 $\MP$ 使得
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\[
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\begin{dcases}
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\MP^{-1} \MA \MP = \MJ = \mathrm{diag}(\MJ_1, \cdots, \MJ_s) \\
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f(\MA) = \MP \cdot \mathrm{diag}(f(\MJ_1), \cdots, f(\MJ_s)) \cdot \MP^{-1}
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\end{dcases}
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\]
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去掉了收敛矩阵的限制。
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\end{definition}
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\begin{theorem}
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对于 $f(\MA)$ 与矩阵的 Jordan 标准形 $\MJ$ 中 Jordan 块的排列顺序无关,与变换矩阵 $\MP$ 的选取无关。
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函数可相加,可相乘。
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\[
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\begin{dcases}
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f(z) = f_1(z) +f_2(z) \Longrightarrow f(\MA) = f_1(\MA) + f_2(\MA) \\
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f(z) = f_1(z) f_2(z) \Longrightarrow f(\MA) = f_1(\MA) f_2(\MA)
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\end{dcases}
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\]
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\end{theorem}
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\section{矩阵的微分和积分}
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\label{sec:矩阵的微分和积分}
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@@ -160,14 +179,36 @@ \subsection{函数对向量的微分}
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\begin{definition}
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$f(\Vx)$为纯量函数,其中$\Vx = \left[x_1, \cdots, x_n \right]^T \in \SetC^n$,则
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\[
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\frac{\partial f(\Vx)}{\partial \Vx} = \begin{bmatrix}
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\frac{\partial f(\Vx)}{\partial \Vx} =
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\begin{bmatrix}
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\frac{\partial f(\Vx)}{\partial \Vx_1} \\
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\vdots \\
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\frac{\partial f(\Vx)}{\partial \Vx_n}
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\end{bmatrix}
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\]
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\end{definition}
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\begin{example}
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$\ann,$ $\vxx$
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\[
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f(\Vx) = \Vx^T \MA \Vx = \sum \sum a_{ij} x_i y_j
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\]
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$\forall k = 1, \cdots , n,$
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\[
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\frac{\partial f(\Vx)}{\partial x_k} = \frac{\partial}{\partial x_k} \left( \sum \sum a_{ij} x_i y_j \right) = \sum a_{ik}x_i + \sum a_{kj}x_j
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\]
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所以
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\[
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\frac{\partial \Vx^T \MA \Vx}{\partial \Vx} = \MA \Vx + \MA^T \Vx
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\]
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$\MA$ 为对称矩阵,则
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\[
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\frac{\partial \Vx^T \MA \Vx}{\partial \Vx} = 2 \MA \Vx
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\]
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\end{example}
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\begin{definition}[向量值函数$f(\Vx)$对向量$\Vx$的微分]
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$\Vx = \left[x_1, \cdots, x_n \right]^T$$f(\Vx) = \left[f_1(\Vx), \cdots, f_m(\Vx) \right]^T$
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\[

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