欧氏空间——实对称矩阵的标准形

文章目录

    • 实对称矩阵
    • 对称变换
    • 实对称矩阵的正交对角化
    • 参考

本节目的:

讨论一类必可相似对角化的矩阵: 实对称矩阵.

证明: 若 A A A n n n 阶实对称矩阵, 则

  • (1) A A A 的特征值都是实数.
  • (2) 互异特征值的特征向量必然彼此正交.
  • (3) 存在 n n n 阶正交矩阵 C C C 使得 C − 1 A C = C T A C C^{-1} A C=C^{T} A C C1AC=CTAC 为对角阵.

给出实对称矩阵正交对角化的方法.

实对称矩阵

复数及其性质: i 2 = − 1 , i : \quad \mathbf{i}^{2}=-1, \mathbf{i}: i2=1,i: 虚单位 z = a + b i , a : z=\boldsymbol{a}+b \mathbf{i}, \boldsymbol{a}: z=a+bi,a: 实部, b : b: b: 虚部

z 1 = a 1 + b 1 i , ⋯   , z n = a n + b n i z_{1}=a_{1}+b_{1} \mathbf{i}, \cdots, z_{n}=a_{n}+b_{n} \mathbf{i} z1=a1+b1i,,zn=an+bni

复数运算: 加法, 乘法
z 1 + z 2 = ( a 1 + a 2 ) + ( b 1 + b 2 ) i , z 1 ⋅ z 2 = ( a 1 a 2 − b 1 b 2 ) + ( a 1 b 2 + a 2 b 1 ) i z_{1}+z_{2}=\left(a_{1}+a_{2}\right)+\left(b_{1}+b_{2}\right) \mathbf{i}, \quad z_{1} \cdot z_{2}=\left(a_{1} a_{2}-b_{1} b_{2}\right)+\left(a_{1} b_{2}+a_{2} b_{1}\right) \mathbf{i} z1+z2=(a1+a2)+(b1+b2)i,z1z2=(a1a2b1b2)+(a1b2+a2b1)i
复共地: z 1 ‾ = a 1 − b 1 i \overline{z_{1}}=a_{1}-b_{1} \mathbf{i} z1=a1b1i,
z 1 + ⋯ + z n ‾ = z 1 ‾ + ⋯ + z n ‾ \overline{z_{1}+\cdots+z_{n}}=\overline{z_{1}}+\cdots+\overline{z_{n}} z1++zn=z1++zn
z 1 ⋯ ⋯ z n ‾ = z 1 ‾ ⋯ ⋯ z n ‾ \overline{z_{1} \cdots \cdots z_{n}}=\overline{z_{1}} \cdots \cdots \overline{z_{n}} z1zn=z1zn

模:
  ∣ z 1 ∣ = z 1 z 1 ‾ = a 1 2 + b 1 2 ≥ 0 z 1 ‾ z 1 = 0 ⇔ z 1 = 0 z 1 ‾ ⋅ z 1 + ⋯ + z n ‾ ⋅ z n = 0 ⇔ z 1 = ⋯ = z n = 0 \begin{array}{ll}\text { }\left|z_{1}\right|=\sqrt{z_{1} \overline{z_{1}}}=\sqrt{a_{1}^{2}+b_{1}^{2}} \geq 0 & \overline{z_{1}} z_{1}=0 \Leftrightarrow z_{1}=0 \\ \overline{z_{1}} \cdot z_{1}+\cdots+\overline{z_{n}} \cdot z_{n}=0 \Leftrightarrow z_{1}=\cdots=z_{n}=0\end{array}  z1=z1z1 =a12+b12 0z1z1++znzn=0z1==zn=0z1z1=0z1=0
共轭矩阵: 设 A = ( a i j ) m × n , α = ( z 1 , ⋯   , z n ) T , a i j , z i ∈ C . A ˉ = ( a i j ‾ ) m × n A=\left(a_{i j}\right)_{m \times n}, \alpha=\left(z_{1}, \cdots, z_{n}\right)^{T}, a_{i j}, z_{i} \in \mathbb{C} . \bar{A}=\left(\overline{a_{i j}}\right)_{m \times n} A=(aij)m×n,α=(z1,,zn)T,aij,ziC.Aˉ=(aij)m×n 称为 A A A共轭矩阵.
 (1)  A T ‾ = A ˉ T  (2)  k A ‾ = k ˉ A ˉ  (3)  A B ‾ = A ˉ B ˉ  (4)  α T ‾ α = 0 ⇔ α = ( 0 , ⋯   , 0 ) T  证月: (4)  0 = α T ‾ α = ( z 1 ‾ , ⋯   , z n ‾ ) ( z 1 ⋮ z n ) = z 1 ‾ z 1 + ⋯ + z n ‾ z n ⇔ z 1 = ⋯ = z n = 0 ⇔ α = ( 0 , ⋯   , 0 ) T \begin{array}{ll}\text { (1) } \overline{A^{T}}=\bar{A}^{T} & \text { (2) } \overline{k A}=\bar{k} \bar{A} \\ \text { (3) } \overline{A B}=\bar{A} \bar{B} & \text { (4) } \overline{\alpha^{T}} \alpha=0 \Leftrightarrow \alpha=(0, \cdots, 0)^{T} \\ \text { 证月: (4) } 0=\overline{\alpha^{T}} \alpha=\left(\overline{z_{1}}, \cdots, \overline{z_{n}}\right)\left(\begin{array}{c}z_{1} \\ \vdots \\ z_{n}\end{array}\right)=\overline{z_{1}} z_{1}+\cdots+\overline{z_{n}} z_{n} \Leftrightarrow z_{1}=\cdots=z_{n}=0 \\ \Leftrightarrow \alpha=(0, \cdots, 0)^{T}\end{array}  (1) AT=AˉT (3) AB=AˉBˉ 证月: (4) 0=αTα=(z1,,zn)z1zn=z1z1++znznz1==zn=0α=(0,,0)T (2) kA=kˉAˉ (4) αTα=0α=(0,,0)T
定理1.实对称矩阵的特征值都是实数. λ = λ ˉ \quad \lambda=\bar{\lambda} λ=λˉ ?

证明: 设 A ∈ R n × n , A T = A , α ≠ 0 , A α = λ α . A \in \mathbb{R}^{n \times n}, A^{T}=A, \alpha \neq 0, A \alpha=\lambda \alpha . ARn×n,AT=A,α=0,Aα=λα.
A α = λ α ⇒ A α ‾ = λ α ‾ ⇒ A ˉ α ˉ = λ ˉ α ˉ 取 共 轭 ⇒ α ˉ T A ˉ T = λ ˉ α ˉ T ⇒ α ˉ T A = λ ˉ α ˉ T 取 转 置 ⇒ α ˉ T A α = λ ˉ α ˉ T α ⇒ λ α ˉ − T α = λ ˉ α ˉ T α  右乘  α ⇒ ( λ − λ ˉ ) α ˉ − T α = 0 ⇒ λ = λ ˉ . α ≠ 0 ⇒ α ˉ T α > 0 \begin{array}{lll} A \alpha=\lambda \alpha &\Rightarrow \overline{A \alpha}=\overline{\lambda \alpha} \quad &\Rightarrow \bar{A} \bar{\alpha}=\bar{\lambda} \bar{\alpha} &取共轭\\ &\Rightarrow \bar{\alpha}^{T} \bar{A}^{T}=\bar{\lambda} \bar{\alpha}^{T} \quad &\Rightarrow \bar{\alpha}^{T} A=\bar{\lambda} \bar{\alpha}^{T} \quad & 取转置 \\ &\Rightarrow \bar{\alpha}^{T} A \alpha=\bar{\lambda} \bar{\alpha}^{T} \alpha & \Rightarrow \lambda \bar{\alpha}^{-T} \alpha=\bar{\lambda} \bar{\alpha}^{T} \alpha & \text { 右乘 } \alpha \\ &\Rightarrow(\lambda-\bar{\lambda}) \bar{\alpha}^{-T} \alpha=0 & \Rightarrow \lambda=\bar{\lambda} . & \alpha \neq 0 \Rightarrow \bar{\alpha}^{T} \alpha>0 \end{array} Aα=λαAα=λααˉTAˉT=λˉαˉTαˉTAα=λˉαˉTα(λλˉ)αˉTα=0Aˉαˉ=λˉαˉαˉTA=λˉαˉTλαˉTα=λˉαˉTαλ=λˉ. 右乘 αα=0αˉTα>0

推论. 实对称矩阵 A A A 的任一特征子空间都有一组由实向量构成的基.

定理2. 实对称矩阵不同特征值的实特征向量相互正交.

证:设非零实向量 α 1 , α 2 \alpha_{1}, \alpha_{2} α1,α2 分别是实对称矩阵 A A A 两个不同特征值 λ 1 , λ 2 \lambda_{1}, \lambda_{2} λ1,λ2 的特征向量,则
A α 1 = λ 1 α 1 , A α 2 = λ 2 α 2 , λ 1 ≠ λ 2 A \alpha_{1}=\lambda_{1} \alpha_{1}, A \alpha_{2}=\lambda_{2} \alpha_{2}, \lambda_{1} \neq \lambda_{2} \\ Aα1=λ1α1,Aα2=λ2α2,λ1=λ2

A α 1 = λ 1 α 1 ⇒ α 1 T A T = λ 1 α 1 T ⇒ α 1 T A = λ 1 α 1 T    取 转 置 ⇒ α 1 T A α 2 = λ 1 α 1 T α 2 ⇒ λ 2 α 1 T α 2 = λ 1 α 1 T α 2  右乘  α 2 ⇒ ( λ 1 − λ 2 ) α 1 T α 2 = 0 ⇒ ( α 1 , α 2 ) = α 1 T α 2 = 0 λ 1 ≠ λ 2 \begin{array}{lll} A \alpha_{1}=\lambda_{1} \alpha_{1}& \Rightarrow \alpha_{1}^{T} A^{T}=\lambda_{1} \alpha_{1}^{T} &\Rightarrow \alpha_{1}^{T} A=\lambda_{1} \alpha_{1}^{T} ~~取转置 \\ &\Rightarrow \alpha_{1}^{T} A \alpha_{2}=\lambda_{1} \alpha_{1}^{T} \alpha_{2} &\Rightarrow \lambda_{2} \alpha_{1}^{T} \alpha_{2}=\lambda_{1} \alpha_{1}^{T} \alpha_{2} \quad \text { 右乘 } \alpha_2 \\ &\Rightarrow\left(\lambda_{1}-\lambda_{2}\right) \alpha_{1}^{T} \alpha_{2}=0 &\Rightarrow\left(\alpha_{1}, \alpha_{2}\right)=\alpha_{1}^{T} \alpha_{2}=0 \\ &&\lambda_{1} \neq \lambda_{2} \end{array} Aα1=λ1α1α1TAT=λ1α1Tα1TAα2=λ1α1Tα2(λ1λ2)α1Tα2=0α1TA=λ1α1T  λ2α1Tα2=λ1α1Tα2 右乘 α2(α1,α2)=α1Tα2=0λ1=λ2

此即不同特征值的实特征向量是彼此正交的.

对称变换

对称变换 :若欧氏空间 R n \mathbb{R}^{n} Rn 上的线性变换 A \mathcal{A} A 满足 ( A α , β ) = ( α , A β ) , ∀ α , β ∈ R n . (\mathcal{A} \alpha, \beta)=(\alpha, \mathcal{A} \beta), \forall \alpha, \beta \in \mathbb{R}^{n} . (Aα,β)=(α,Aβ),α,βRn.

反对称变换 : \quad 若欧氏空间 R n \mathbb{R}^{n} Rn 上的线性变换 A \mathcal{A} A 满足 ( A α , β ) = − ( α , A β ) , ∀ α , β ∈ R n . (\mathcal{A} \alpha, \beta)=-(\alpha, \mathcal{A} \beta), \forall \alpha, \beta \in \mathbb{R}^{n} . (Aα,β)=(α,Aβ),α,βRn.

A A A 是实对称矩阵,规定 R n \mathbb{R}^{n} Rn 上线性变换 A \mathcal{A} A 如下: A : α ↦ A α , ∀ α ∈ R n \mathcal{A}: \alpha \mapsto A \alpha, \forall \alpha \in \mathbb{R}^{n} A:αAα,αRn

A \mathcal{A} A R n \mathbb{R}^{n} Rn 上的对称变换. ∀ α , β ∈ R n : \quad \forall \alpha, \beta \in \mathbb{R}^{n}: α,βRn:
( A α , β ) = ( A α , β ) = ( A α ) T β = α T A T β = α T A β = ( α , A β ) = ( α , A β ) (\mathcal{A} \alpha, \beta)=(A \alpha, \beta)=(A \alpha)^{T} \beta=\alpha^{T} A^{T} \beta=\alpha^{T} A \beta=(\alpha, A \beta)=(\alpha, \mathcal{A} \beta) (Aα,β)=(Aα,β)=(Aα)Tβ=αTATβ=αTAβ=(α,Aβ)=(α,Aβ)
⇒ ( A α , β ) = ( α , A β ) , ∀ α , β ∈ R n ⇒ A \Rightarrow(\mathcal{A} \alpha, \beta)=(\alpha, \mathcal{A} \beta), \forall \alpha, \beta \in \mathbb{R}^{n} \Rightarrow \mathcal{A} (Aα,β)=(α,Aβ),α,βRnA R n \mathbb{R}^{n} Rn 上的对称变换.

定理. 设 V V V 上的线性变换 A \mathcal{A} A 在标准正交基 α 1 , ⋯   , α n \alpha_{1}, \cdots, \alpha_{n} α1,,αn 下的矩阵为 A A A, 则 A \mathcal{A} A 是对称变换 ⇔ A \Leftrightarrow A A 是对称矩阵.

证明:设 A \mathcal{A} A 在标准正交基 α 1 , ⋯   , α n \alpha_{1}, \cdots, \alpha_{n} α1,,αn 下的矩阵为 A = ( a i j ) n × n ⇒ A=\left(a_{i j}\right)_{n \times n} \Rightarrow A=(aij)n×n
A ( α 1 , ⋯   , α n ) = ( α 1 , ⋯   , α n ) A ⇒ ( A α i , α j ) = ( a 1 i α 1 + ⋯ + a n i α n , α j ) = a j i ⇒ ( α i , A α j ) = ( α i , a 1 j α 1 + ⋯ + a n j α n ) = a i j \begin{array}{c} \mathcal{A}\left(\alpha_{1}, \cdots, \alpha_{n}\right)=\left(\alpha_{1}, \cdots, \alpha_{n}\right) A \\ \Rightarrow\left(\mathcal{A} \alpha_{i}, \alpha_{j}\right)=\left(a_{1 i} \alpha_{1}+\cdots+a_{n i} \alpha_{n}, \alpha_{j}\right)=a_{j i} \\ \Rightarrow\left(\alpha_{i}, \mathcal{A} \alpha_{j}\right)=\left(\alpha_{i}, a_{1 j} \alpha_{1}+\cdots+a_{n j} \alpha_{n}\right)=a_{i j} \end{array} A(α1,,αn)=(α1,,αn)A(Aαi,αj)=(a1iα1++aniαn,αj)=aji(αi,Aαj)=(αi,a1jα1++anjαn)=aij
A \mathcal{A} A 是对称变换 ⇔ ( A α i , α j ) = ( α i , A α j ) , ∀ 1 ≤ i , j ≤ n ⇔ a j i = a i j , ∀ 1 ≤ i , j ≤ n \Leftrightarrow\left(\mathcal{A} \alpha_{i}, \alpha_{j}\right)=\left(\alpha_{i}, \mathcal{A} \alpha_{j}\right), \forall 1 \leq i, j \leq n \Leftrightarrow a_{j i}=a_{i j}, \forall 1 \leq i, j \leq n (Aαi,αj)=(αi,Aαj),1i,jnaji=aij,1i,jn ⇔ A \Leftrightarrow A A 是对称矩阵

定理. 设 V V V 上的线性变换 A \mathcal{A} A 在标准正交基 α 1 , ⋯   , α n \alpha_{1}, \cdots, \alpha_{n} α1,,αn 下的矩阵为 A A A, 则 A \mathcal{A} A对称变换 ⇔ A \Leftrightarrow A A对称矩阵.

证明:设 A \mathcal{A} A 在标准正交基 α 1 , ⋯   , α n \alpha_{1}, \cdots, \alpha_{n} α1,,αn 下的矩阵为 A = ( a i j ) n × n ⇒ A=\left(a_{i j}\right)_{n \times n} \Rightarrow A=(aij)n×n
A ( α 1 , ⋯   , α n ) = ( α 1 , ⋯   , α n ) A ⇒ ( A α i , α j ) = ( a 1 i α 1 + ⋯ + a n i α n , α j ) = a j i ⇒ ( α i , A α j ) = ( α i , a 1 j α 1 + ⋯ + a n j α n ) = a i j \begin{array}{c} \mathcal{A}\left(\alpha_{1}, \cdots, \alpha_{n}\right)=\left(\alpha_{1}, \cdots, \alpha_{n}\right) A \\ \Rightarrow\left(\mathcal{A} \alpha_{i}, \alpha_{j}\right)=\left(a_{1 i} \alpha_{1}+\cdots+a_{n i} \alpha_{n}, \alpha_{j}\right)=a_{j i} \\ \Rightarrow\left(\alpha_{i}, \mathcal{A} \alpha_{j}\right)=\left(\alpha_{i}, a_{1 j} \alpha_{1}+\cdots+a_{n j} \alpha_{n}\right)=a_{i j} \end{array} A(α1,,αn)=(α1,,αn)A(Aαi,αj)=(a1iα1++aniαn,αj)=aji(αi,Aαj)=(αi,a1jα1++anjαn)=aij
A \mathcal{A} A 是对称变换 ⇔ ( A α i , α j ) = ( α i , A α j ) , ∀ 1 ≤ i , j ≤ n ⇔ a j i = a i j , ∀ 1 ≤ i , j ≤ n \Leftrightarrow\left(\mathcal{A} \alpha_{i}, \alpha_{j}\right)=\left(\alpha_{i}, \mathcal{A} \alpha_{j}\right), \forall 1 \leq i, j \leq n \Leftrightarrow a_{j i}=a_{i j}, \forall 1 \leq i, j \leq n (Aαi,αj)=(αi,Aαj),1i,jnaji=aij,1i,jn ⇔ A \Leftrightarrow A A对称矩阵

定理3. 设 A \mathcal{A} A V V V 上对称变换,则: V 1 V_{1} V1 A \mathcal{A} A --子空间 ⇒ V 1 ⊥ \Rightarrow V_{1}^{\perp} V1 A \mathcal{A} A–子空间.

证明: 只需证明 V 1 ⊥ V_{1}^{\perp} V1 A \mathcal{A} A-不变的.

∀ α ∈ V 1 ⊥ \forall \alpha \in V_{1}^{\perp} αV1, 需要证明 A α ∈ V 1 ⊥ . \mathcal{A} \alpha \in V_{1}^{\perp} . AαV1.
 任取  β ∈ V 1 , V 1  是  A −  子空间  ⇒ A β ∈ V 1 α ∈ V 1 ⊥ } ⇒ ( α , A β ) = 0 A  对称  ⇒ ( A α , β ) = ( α , A β ) } ⇒ ( A α , β ) = 0 \left.\begin{array}{r} \left.\begin{array}{r} \text { 任取 } \beta \in V_{1}, V_{1} \text { 是 } \mathcal{A}-\text { 子空间 } \Rightarrow \mathcal{A} \beta \in V_{1} \\ \alpha \in V_{1}^{\perp} \end{array}\right\} \Rightarrow(\alpha, \mathcal{A} \beta)=0\\ \mathcal{A} \text { 对称 } \Rightarrow(\mathcal{A} \alpha, \boldsymbol{\beta})=(\alpha, \mathcal{A} \beta) \end{array}\right\}\Rightarrow(\mathcal{A} \alpha, \beta)=\mathbf{0}  任取 βV1,V1  A 子空间 AβV1αV1}(α,Aβ)=0A 对称 (Aα,β)=(α,Aβ)(Aα,β)=0

⇒ A α ∈ V 1 ⊥ ⇒ V 1 ⊥  是  A  -子空间.  \Rightarrow \mathcal{A} \alpha \in V_{1}^{\perp} \Rightarrow V_{1}^{\perp} \text { 是 } \mathcal{A} \text { -子空间. } AαV1V1  A -子空间

定理4.设 A \mathcal{A} A n n n 维欧氏空间 V V V 上的对称变换, A A A n n n 阶实对称矩阵.

(1) 存在 V V V 的一组标准正交基,使得 A \mathcal{A} A 在该基下的矩阵为对角阵.
(2) 存在正交矩阵 C C C, 使得 C T A C = C − 1 A C = ( λ 1 ⋱ λ n ) C^{T} A C=C^{-1} A C=\left(\begin{array}{lll}\lambda_{1} & & \\ & \ddots & \\ & & \lambda_{n}\end{array}\right) CTAC=C1AC=λ1λn
其中 λ 1 , λ 2 , ⋯   , λ n \lambda_{1}, \lambda_{2}, \cdots, \lambda_{n} λ1,λ2,,λn 是矩阵 A A A 的全部特征值.

(3) 若 λ \lambda λ A A A k k k 重特征值, 则 λ \lambda λ 恰有 k \boldsymbol{k} k 个线性无关的特征向量.

(4) 若秩 R ( A ) = k < n R(A)=kR(A)=k<n, 则 0 恰为 A A A n − k n-k nk 重特征值.

定理4. (1)设 A \mathcal{A} A V V V 上对称变换,则存在 V \boldsymbol{V} V 的一组标准正交 基,使得 A \mathcal{A} A 在该基下的矩阵为对角 阵.

证明: 对 n = dim ⁡ V n=\operatorname{dim} V n=dimV 用数学归纳法,证明 V V V 有一个由特征向量构成的标准正交基即可.

[ 1 ] n = 1 : [1] n=1: [1]n=1: 此时 A \mathcal{A} A 是数乘变换,结论显然成 立.

[ 2 ] [2] [2] 下设 < n <n 维欧氏空间上任一对称变换,都有一个由特征向量构成的标准正交 基.

n n n 维欧氏空间 V V V 上的对称变换 A , \mathcal{A}, \quad A, 由定理 1 知 A \mathcal{A} A 的特征值均实数,

任取 A \mathcal{A} A 的某个实特征值 λ 1 ⇒ \lambda_{1} \Rightarrow λ1 相应特征子空间 V 1 V_{1} V1 是非零 A \mathcal{A} A 一子空间

V λ 1 = V , V_{\lambda_{1}}=V, \quad Vλ1=V, A = λ 1 1 V \mathcal{A}=\lambda_{1} 1_{V} A=λ11V V V V 上数乘变换,结论显然成 立.

⇒ \Rightarrow 特征子空间 V λ 1 V_{\lambda_{1}} Vλ1 是非零 A \mathcal{A} A -子空间 \quad 下设 V λ 1 ≠ V V_{\lambda_{1}} \neq V Vλ1=V

⇒ V 1 ⊥ \Rightarrow V_{1}^{\perp} V1 也是 A \mathcal{A} A -子空间且 V = V 1 ⊕ V 1 ⊥ ( V=V_{1} \oplus V_{1}^{\perp}( V=V1V1( 定理3 ) ) )

⇒ A ∣ V 1 ( A ∣ V 1 ⊥ ) \left.\Rightarrow \mathcal{A}\right|_{V_{1}}\left(\left.\mathcal{A}\right|_{V_{1}^{\perp}}\right) AV1(AV1) V V V A − \mathcal{A}- A 真子空间 V 1 ( V 1 ⊥ ) V_{1}\left(V_{1}^{\perp}\right) V1(V1) 上的对称变换

归纳假设 ⇒ \Rightarrow 存在 V 1 ( V 1 ⊥ ) V_{1}\left(V_{1}^{\perp}\right) V1(V1) 的由特征向量构成的标准正交基

V 1 V_{1} V1 V 1 ⊥ V_{1}^{\perp} V1 的标准正交基并在一起,则得到 V V V 的标准正交基

此时 A \mathcal{A} A 在该基下的矩阵为对角阵.

由数学归纳法即知定理恒成立.

实对称矩阵的正交对角化

( 1 ) (1) (1) f ( λ ) = ∣ λ I − A ∣ f(\lambda)=|\lambda I-A| f(λ)=λIA 的根: λ 1 , λ 2 , ⋯   , λ n ; \lambda_{1}, \lambda_{2}, \cdots, \lambda_{n} ; λ1,λ2,,λn;

(2) 求 ( λ i I − A ) X = 0 \left(\lambda_{i} I-A\right) X=0 (λiIA)X=0 的基础解系 : α i 1 , α i 2 , ⋯   , α i r i ; : \alpha_{i 1}, \alpha_{i 2}, \cdots, \alpha_{i r_{i}} ; :αi1,αi2,,αiri;

(3) 将 α i 1 , α i 2 , ⋯   , α i r i \alpha_{i 1}, \alpha_{i 2}, \cdots, \alpha_{i r_{i}} αi1,αi2,,αiri 正交化后再单位化得:
γ i 1 , γ i 2 , ⋯   , γ i r i \gamma_{i 1}, \gamma_{i 2}, \cdots, \gamma_{i \boldsymbol{r}_{i}} γi1,γi2,,γiri
(4) 令 C = ( γ 11 , ⋯ γ 1 r 1 , ⋯   , γ k 1 , ⋯ γ k r k ) C=\left(\gamma_{11}, \cdots \gamma_{1 r_{1}}, \cdots, \gamma_{k 1}, \cdots \gamma_{k r_{k}}\right) C=(γ11,γ1r1,,γk1,γkrk), 则 C C C 为正交矩阵且
C T A C = C − 1 A C = Λ = diag ⁡ ( λ 1 , λ 2 , ⋯   , λ n ) C^{T} A C=C^{-1} A C=\Lambda=\operatorname{diag}\left(\lambda_{1}, \lambda_{2}, \cdots, \lambda_{n}\right) CTAC=C1AC=Λ=diag(λ1,λ2,,λn)
例 1 \Large{\color{violet}{例1}} 1. \quad A = ( 2 2 − 2 2 5 − 4 − 2 − 4 5 ) A=\left(\begin{array}{ccc}2 & 2 & -2 \\ 2 & 5 & -4 \\ -2 & -4 & 5\end{array}\right) A=222254245, 求正交矩阵 C C C 与对角矩阵 Λ \Lambda Λ, 使 C T A C = C − 1 A C = Λ . C^{T} A C=C^{-1} A C=\Lambda . CTAC=C1AC=Λ.

解: ∣ λ I − A ∣ = ∣ λ − 2 − 2 2 − 2 λ − 5 4 2 4 λ − 5 ∣ = ( λ − 1 ) 2 ( λ − 10 ) ⇒ λ 1 = 1 ( \quad|\lambda I-A|=\left|\begin{array}{ccc}\lambda-2 & -2 & 2 \\ -2 & \lambda-5 & 4 \\ 2 & 4 & \lambda-5\end{array}\right|=(\lambda-1)^{2}(\lambda-10) \Rightarrow \lambda_{1}=1( λIA=λ2222λ5424λ5=(λ1)2(λ10)λ1=1( 二重 ) , λ 2 = 10 ), \lambda_{2}=10 ),λ2=10.

λ 1 = 1 \lambda_{1}=1 λ1=1 的特征向量 : λ 1 I − A = ( − 1 − 2 2 − 2 − 4 4 2 4 − 4 ) → ( 1 2 − 2 0 0 0 0 0 0 ) : \lambda_{1} I-A=\left(\begin{array}{ccc}-1 & -2 & 2 \\ -2 & -4 & 4 \\ 2 & 4 & -4\end{array}\right) \rightarrow\left(\begin{array}{ccc}1 & 2 & -2 \\ 0 & 0 & 0 \\ 0 & 0 & 0\end{array}\right) :λ1IA=122244244100200200
x 1 = − 2 x 2 + 2 x 3 , α 1 = ( − 2 , 1 , 0 ) T , α 2 = ( 2 , 0 , 1 ) T x_{1}=-2 x_{2}+2 x_{3}, \quad \alpha_{1}=(-2,1,0)^{T}, \quad \alpha_{2}=(2,0,1)^{T} x1=2x2+2x3,α1=(2,1,0)T,α2=(2,0,1)T

α 1 , α 2 \alpha_{1}, \alpha_{2} α1,α2 正交化 : β 1 = α 1 = ( − 2 , 1 , 0 ) T , β 2 = α 2 − ( α 2 , β 1 ) ( β 1 , β 1 ) β 1 = ⋯ = 1 5 ( 2 , 4 , 5 ) T . : \quad \beta_{1}=\alpha_{1}=(-2,1,0)^{T}, \quad \beta_{2}=\alpha_{2}-\frac{\left(\alpha_{2}, \beta_{1}\right)}{\left(\beta_{1}, \beta_{1}\right)} \beta_{1}=\cdots=\frac{1}{5}(2,4,5)^{T} . :β1=α1=(2,1,0)T,β2=α2(β1,β1)(α2,β1)β1==51(2,4,5)T.

再将 β 1 , β 2 \beta_{1}, \beta_{2} β1,β2 单位化: γ 1 = 1 ∥ β 1 ∥ β 1 = 1 5 ( − 2 , 1 , 0 ) T , γ 2 = 1 ∥ β 2 ∥ β 2 = 1 45 ( 2 , 4 , 5 ) T . \quad \gamma_{1}=\frac{1}{\left\|\beta_{1}\right\|} \beta_{1}=\frac{1}{\sqrt{5}}(-2,1,0)^{T}, \quad \gamma_{2}=\frac{1}{\left\|\beta_{2}\right\|} \beta_{2}=\frac{1}{\sqrt{45}}(2,4,5)^{T} . γ1=β11β1=5 1(2,1,0)T,γ2=β21β2=45 1(2,4,5)T.

λ 2 = 10 \lambda_{2}=10 λ2=10 的特征向量 : : :
⋯ ⋯ ⇒ α 3 = ( 1 , 2 , − 2 ) T ⇒ γ 3 = 1 ∥ α 3 ∥ α 3 = 1 3 ( 1 , 2 , − 2 ) T \cdots \cdots \Rightarrow \alpha_{3}=(1,2,-2)^{T} \quad \Rightarrow \gamma_{3}=\frac{1}{\left\|\alpha_{3}\right\|} \alpha_{3}=\frac{1}{3}(1,2,-2)^{T} α3=(1,2,2)Tγ3=α31α3=31(1,2,2)T
C = ( γ 1 γ 2 γ 3 ) C=\left(\gamma_{1} \gamma_{2} \gamma_{3}\right) C=(γ1γ2γ3), 则 C C C 为正交矩阵且 : C T A C = C − 1 A C = ( 1 1 10 ) : C^{T} A C=C^{-1} A C=\left(\begin{array}{lll}1 & & \\ & 1 & \\ & & 10\end{array}\right) :CTAC=C1AC=1110

例 2 \Large{\color{violet}{例2}} 2. 设 A = ( 1 b 1 b a 1 1 1 1 ) , Λ = ( 0 1 4 ) A=\left(\begin{array}{ccc}1 & b & 1 \\ b & a & 1 \\ 1 & 1 & 1\end{array}\right), \Lambda=\left(\begin{array}{ccc}0 & \\ & 1 & \\ & & 4\end{array}\right) A=1b1ba1111,Λ=014 a , b \boldsymbol{a}, \boldsymbol{b} a,b 的值与正交矩阵 C C C, 使得 C − 1 A C = Λ C^{-1} A C=\Lambda C1AC=Λ 为对角矩阵**.**

解1: A ∼ Λ ⇒ ∣ λ I − A ∣ = ∣ λ I − Λ ∣ \quad A \sim \Lambda \Rightarrow|\lambda I-A|=|\lambda I-\Lambda| AΛλIA=λIΛ

∣ λ I − A ∣ = ∣ λ − 1 − b − 1 − b λ − a − 1 − 1 − 1 λ − 1 ∣ = ⋯ = λ 3 − ( a + 2 ) λ 2 + ( 2 a − b 2 − 1 ) λ + b 2 − 2 b + 1 |\lambda \boldsymbol{I}-\boldsymbol{A}|=\left|\begin{array}{ccc}\lambda-\mathbf{1} & -\boldsymbol{b} & -\mathbf{1} \\ -\boldsymbol{b} & \lambda-\boldsymbol{a} & -\mathbf{1} \\ -\mathbf{1} & -\mathbf{1} & \lambda-\mathbf{1}\end{array}\right|=\cdots=\lambda^{3}-(\boldsymbol{a}+\mathbf{2}) \lambda^{2}+\left(\mathbf{2} \boldsymbol{a}-\boldsymbol{b}^{2}-\mathbf{1}\right) \lambda+b^{2}-2 \boldsymbol{b}+\mathbf{1} λIA=λ1b1bλa111λ1==λ3(a+2)λ2+(2ab21)λ+b22b+1

= λ ( λ − 1 ) ( λ − 4 ) = λ 3 − 5 λ 2 + 4 λ = ∣ λ I − Λ ∣ ⇒ { a + 2 = 5 , b 2 − 2 b + 1 = 0 , ⇒ a = 3 , b = 1 =\lambda(\lambda-1)(\lambda-4)=\lambda^{3}-5 \lambda^{2}+4 \lambda=|\lambda I-\Lambda| \Rightarrow\left\{\begin{array}{l}a+2=5, \\ b^{2}-2 b+1=0,\end{array} \Rightarrow a=3, b=1\right. =λ(λ1)(λ4)=λ35λ2+4λ=λIΛ{ a+2=5,b22b+1=0,a=3,b=1

解2: A ∼ Λ ⇒ { Tr ⁡ ( A ) = Tr ⁡ ( Λ ) ∣ A ∣ = ∣ Λ ∣ ⇒ { 1 + a + 1 = 0 + 1 + 4 ∣ A ∣ = 0 ⋅ 1 ⋅ 4 ⇒ a = 3 , b = 1 \quad A \sim \Lambda \Rightarrow\left\{\begin{array}{l}\operatorname{Tr}(A)=\operatorname{Tr}(\Lambda) \\ |A|=|\Lambda|\end{array} \Rightarrow\left\{\begin{array}{l}1+a+1=0+1+4 \\ |A|=0 \cdot 1 \cdot 4\end{array} \Rightarrow a=3, b=1\right.\right. AΛ{ Tr(A)=Tr(Λ)A=Λ{ 1+a+1=0+1+4A=014a=3,b=1
A = ( 1 1 1 1 3 1 1 1 1 ) , λ 1 = 0 , λ 2 = 1 , λ 3 = 4 A=\left(\begin{array}{lll} 1 & 1 & 1 \\ 1 & 3 & 1 \\ 1 & 1 & 1 \end{array}\right), \quad \lambda_{1}=0, \lambda_{2}=1, \lambda_{3}=4 A=111131111,λ1=0,λ2=1,λ3=4
直接计算可以分别求得三个特征值相应有如下特征向量:
λ 1 = 0 : α 1 = ( 1 , 0 , − 1 ) T λ 2 = 1 : α 2 = ( 1 , − 1 , 1 ) T λ 3 = 4 : α 3 = ( 1 , 2 , 1 ) T \lambda_{1}=0: \alpha_{1}=(1,0,-1)^{T}\\ \lambda_{2}=1: \alpha_{2}=(1,-1,1)^{T}\\ \lambda_{3}=4: \alpha_{3}=(1,2,1)^{T} λ1=0:α1=(1,0,1)Tλ2=1:α2=(1,1,1)Tλ3=4:α3=(1,2,1)T
分别单位化, 得

γ 1 = 1 2 ( 1 , 0 , − 1 ) T γ 2 = 1 3 ( 1 , − 1 , 1 ) T γ 3 = 1 6 ( 1 , 2 , 1 ) T \begin{array}{lll} \gamma_{1}=\frac{1}{\sqrt{2}}(1,0,-1)^{T}\\ \gamma_{2}=\frac{1}{\sqrt{3}}(1,-1,1)^{T} \\ \gamma_{3}=\frac{1}{\sqrt{6}}(1,2,1)^{T} \end{array} γ1=2 1(1,0,1)Tγ2=3 1(1,1,1)Tγ3=6 1(1,2,1)T
C = ( γ 1 , γ 2 , γ 3 ) C=\left(\gamma_{1}, \gamma_{2}, \gamma_{3}\right) C=(γ1,γ2,γ3), 则 C C C 为正交矩阵且 C − 1 A C = diag ⁡ ( 0 , 1 , 4 ) . \quad C^{-1} A C=\operatorname{diag}(0,1,4) . C1AC=diag(0,1,4).

例 3 \Large{\color{violet}{例3}} 3 设3阶实对称矩阵的秩为2, 且满足 A 2 = 3 A A^{2}=3 A A2=3A, 则 ∣ A − 2 I ∣ = |A-2 I|= A2I=?

分析: 3  阶实对称矩阵  A  的秩为  2 ⇒ 0  是  A  的  3 − 2 = 1  重特征值  A 2 = 3 A ⇒ A  的特征值  λ  满足  λ 2 = 3 λ ⇒ λ = 0  或  3 } ⇒ \left.\begin{array}{l}3 \text { 阶实对称矩阵 } A \text { 的秩为 } 2 \Rightarrow 0 \text { 是 } A \text { 的 } 3-2=1 \text { 重特征值 } \\ A^{2}=3 A \Rightarrow A \text { 的特征值 } \lambda \text { 满足 } \lambda^{2}=3 \lambda \Rightarrow \lambda=0 \text { 或 } 3\end{array}\right\} \Rightarrow 3 阶实对称矩阵 A 的秩为 20  A  32=1 重特征值 A2=3AA 的特征值 λ 满足 λ2=3λλ=0  3}

A A A 的特征值为 0 , 3 , 3 ⇒ A − 2 I 0,3,3 \Rightarrow A-2 I 0,3,3A2I 的特征值为 − 2 , 1 , 1 -2,1,1 2,1,1

⇒ ∣ A − 2 I ∣ = ( − 2 ) ⋅ 1 ∙ 1 = − 2  法2:   令  A = ( 3 3 ) ⇒ ⋯ ⋯ \begin{aligned} & \Rightarrow|A-2 I|=(-2) \cdot 1 \bullet 1=-2 \\ \text { 法2: } \quad \text { 令 } A=\left(\begin{array}{lll}3 & & \\ 3 & \end{array}\right) \Rightarrow \cdots \cdots \end{aligned}  2:   A=(33)A2I=(2)11=2

例 4 \Large{\color{violet}{例4}} 4设3阶实对称矩阵 A A A 的特征值为 1 , 2 , 3. 1,2,3 . 1,2,3. A A A属于特征值1, 2 的特征向量分别是 则
α 1 = ( − 1 , − 1 , 1 ) T , α 2 = ( 1 , − 2 , − 1 ) T \alpha_{1}=(-1,-1,1)^{T}, \alpha_{2}=(1,-2,-1)^{T} α1=(1,1,1)T,α2=(1,2,1)T
(1) 求 A A A 的属于特征值3的特征向量:

(2) 求矩阵 A A A.

解: 设 A A A 属于特征值3的特征向量为 α = ( x 1 , x 2 , x 3 ) T \alpha=\left(x_{1}, x_{2}, x_{3}\right)^{T} α=(x1,x2,x3)T

因为实对称矩阵不同特征值的特征向量彼此正交
⇒ ( α 1 , α ) = ( α 2 , α ) = 0 ⇒ { − x 1 − x 2 + x 3 = 0 x 1 − 2 x 2 − x 3 = 0 \Rightarrow\left(\alpha_{1}, \alpha\right)=\left(\alpha_{2}, \alpha\right)=0 \quad \Rightarrow\left\{\begin{array}{l} -x_{1}-x_{2}+x_{3}=0 \\ x_{1}-2 x_{2}-x_{3}=0 \end{array}\right. (α1,α)=(α2,α)=0{ x1x2+x3=0x12x2x3=0
解得基础解系为 α 3 = ( 1 0 1 ) ⇒ A 属于特征值3的全部特征向量为  k ( 1 0 1 ) , k ≠ 0 \alpha_{3}=\left(\begin{array}{l}1 \\ 0 \\ 1\end{array}\right) \Rightarrow A {\text {属于特征值3的全部特征向量为 }} k\left(\begin{array}{l}1 \\ 0 \\ 1\end{array}\right), k \neq 0 α3=101A属于特征值3的全部特征向量为 k101,k=0

A A A 属于特征值 3 的一个特征向量为 α 3 = ( 1 , 0 , 1 ) T \alpha_{3}=(1,0,1)^{T} α3=(1,0,1)T
 令P  = ( α 1 , α 2 , α 3 ) ⇒ P − 1 A P = ( 1 0 0 0 2 0 0 0 3 ) ⇒ A = P ( 1 0 0 0 2 0 0 0 3 ) P − 1 \text { 令P }=\left(\alpha_{1}, \alpha_{2}, \alpha_{3}\right) \Rightarrow P^{-1} A P=\left(\begin{array}{lll} 1 & 0 & 0 \\ 0 & 2 & 0 \\ 0 & 0 & 3 \end{array}\right) \Rightarrow A=P\left(\begin{array}{lll} 1 & 0 & 0 \\ 0 & 2 & 0 \\ 0 & 0 & 3 \end{array}\right) P^{-1}  =(α1,α2,α3)P1AP=100020003A=P100020003P1
计算可知 P − 1 = ( − 1 / 3 − 1 / 3 1 / 3 1 / 6 − 1 / 3 − 1 / 6 1 / 2 0 1 / 2 ) ⇒ A = 1 6 ( 13 − 2 5 − 2 10 2 5 2 13 ) P^{-1}=\left(\begin{array}{ccc}-1 / 3 & -1 / 3 & 1 / 3 \\ 1 / 6 & -1 / 3 & -1 / 6 \\ 1 / 2 & 0 & 1 / 2\end{array}\right) \quad \Rightarrow A=\frac{1}{6}\left(\begin{array}{ccc}13 & -2 & 5 \\ -2 & 10 & 2 \\ 5 & 2 & 13\end{array}\right) P1=1/31/61/21/31/301/31/61/2A=61132521025213

例 5 \Large{\color{violet}{例5}} 5. 证明 n n n 阶矩阵 A = ( 1 1 ⋯ 1 1 1 ⋯ 1 ⋮ ⋮ ⋮ 1 1 ⋯ 1 ) A=\left(\begin{array}{cccc}1 & 1 & \cdots & 1 \\ 1 & 1 & \cdots & 1 \\ \vdots & \vdots & & \vdots \\ 1 & 1 & \cdots & 1\end{array}\right) A=111111111 B = ( 0 ⋯ 0 1 0 ⋯ 0 2 ⋮ ⋮ ⋮ 0 ⋯ 0 n ) B=\left(\begin{array}{cccc}0 & \cdots & 0 & 1 \\ 0 & \cdots & 0 & 2 \\ \vdots & & \vdots & \vdots \\ 0 & \cdots & 0 & n\end{array}\right) B=00000012n 相似

分析: A A A 实对称, 必与对角阵相似, 证明 A , B A, B A,B 与同一对角阵相似即可!
∣ λ I − A ∣ = λ n − 1 ( λ − n ) A  实对称  } ⇒ A ∼ diag ⁡ ( n , 0 , ⋯   , 0 ) ∣ λ I − B ∣ = λ n − 1 ( λ − n ) R ( 0 I − B ) = 1 } ⇒ B ∼ diag ⁡ ( n , 0 , ⋯   , 0 ) } ⇒ A ∼ B \left.\begin{array}{c} \left.\begin{array}{c} |\lambda I-A|=\lambda^{n-1}(\lambda-n) \\ A \text { 实对称 } \end{array}\right\} \Rightarrow A \sim \operatorname{diag}(n, 0, \cdots, 0)\\ \left.\begin{array}{c} |\lambda I-B|=\lambda^{n-1}(\lambda-n) \\ R(0 I-B)=1 \end{array}\right\} \Rightarrow B \sim \operatorname{diag}(n, 0, \cdots, 0) \end{array}\right\} \Rightarrow A \sim B λIA=λn1(λn)A 实对称 }Adiag(n,0,,0)λIB=λn1(λn)R(0IB)=1}Bdiag(n,0,,0)AB

参考

高等代数 电子科技大学

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