@@ -74,10 +74,10 @@ \subsection{矩阵幂级数}
7474\end {theorem }
7575
7676
77+
7778\section {矩阵函数 }
7879\label {sec: 矩阵函数}
7980
80-
8181\subsection {矩阵函数的定义与性质 }
8282\label {sub: 矩阵函数的定义与性质}
8383
@@ -138,8 +138,27 @@ \subsubsection{Jordan标准形法}
138138\label {ssub:Jordan 标准形法}
139139
140140\begin {definition }
141+ 设 $ \MA $ 的 Jordan 标准形为 $ \MJ ,$ 则存在可逆矩阵 $ \MP $ 使得
142+ \[
143+ \begin {dcases }
144+ \MP ^{-1} \MA \MP = \MJ = \mathrm {diag}(\MJ _1, \cdots , \MJ _s) \\
145+ f(\MA ) = \MP \cdot \mathrm {diag}(f(\MJ _1), \cdots , f(\MJ _s)) \cdot \MP ^{-1}
146+ \end {dcases }
147+ \]
148+ 去掉了收敛矩阵的限制。
141149\end {definition }
142150
151+ \begin {theorem }
152+ 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。
153+ 函数可相加,可相乘。
154+ \[
155+ \begin {dcases }
156+ f(z) = f_1(z) +f_2(z) \Longrightarrow f(\MA ) = f_1(\MA ) + f_2(\MA ) \\
157+ f(z) = f_1(z) f_2(z) \Longrightarrow f(\MA ) = f_1(\MA ) f_2(\MA )
158+ \end {dcases }
159+ \]
160+ \end {theorem }
161+
143162\section {矩阵的微分和积分 }
144163\label {sec: 矩阵的微分和积分}
145164
@@ -160,14 +179,36 @@ \subsection{函数对向量的微分}
160179\begin {definition }
161180 设$ f(\Vx )$ 为纯量函数,其中$ \Vx = \left [x_1 , \cdots , x_n \right ]^T \in \SetC ^n$ ,则
162181 \[
163- \frac {\partial f(\Vx )}{\partial \Vx } = \begin {bmatrix }
182+ \frac {\partial f(\Vx )}{\partial \Vx } =
183+ \begin {bmatrix }
164184 \frac {\partial f(\Vx )}{\partial \Vx _1} \\
165185 \vdots \\
166186 \frac {\partial f(\Vx )}{\partial \Vx _n}
167187 \end {bmatrix }
168188 \]
169189\end {definition }
170190
191+ \begin {example }
192+ $ \ann ,$ $ \vxx $
193+ \[
194+ f(\Vx ) = \Vx ^T \MA \Vx = \sum \sum a_{ij} x_i y_j
195+ \]
196+ 对 $ \forall k = 1 , \cdots , n,$ 有
197+ \[
198+ \frac {\partial f(\Vx )}{\partial x_k} = \frac {\partial }{\partial x_k} \left ( \sum \sum a_{ij} x_i y_j \right ) = \sum a_{ik}x_i + \sum a_{kj}x_j
199+ \]
200+ 所以
201+ \[
202+ \frac {\partial \Vx ^T \MA \Vx }{\partial \Vx } = \MA \Vx + \MA ^T \Vx
203+ \]
204+ 若 $ \MA $ 为对称矩阵,则
205+ \[
206+ \frac {\partial \Vx ^T \MA \Vx }{\partial \Vx } = 2 \MA \Vx
207+ \]
208+ \end {example }
209+
210+
211+
171212\begin {definition }[向量值函数$ f(\Vx )$ 对向量$ \Vx $ 的微分]
172213 $ \Vx = \left [x_1 , \cdots , x_n \right ]^T$ ,$ f(\Vx ) = \left [f_1 (\Vx ), \cdots , f_m(\Vx ) \right ]^T$
173214 \[
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