13
Ανάλυση Πινάκων και Εφαρμογές Σελίδα 1 από 13 Μάθημα 5 ο NΟΡΜΑ ΠΙΝΑΚΑ Για κάθε αριθμό , η p-νόρμα του διανύσματος p 1 [ ] 1 2 x x x x ν ν = ^ συμβολίζεται p x και ισούται με τον θετικό αριθμό 1 p p i p i1 x x ν = = . (5.1) Αποδεικνύονται για την p-νόρμα οι παρακάτω ιδιότητες: p 0 x και p 0 x x = = 0 p x λ p x , για κάθε . λ∈ ^ p p x y x y + + p (τριγωνική ανισότητα). Η (5.1) δεν είναι νόρμα όταν 0 p 1 < , διότι δεν ικανοποιεί την τριγωνική ανισότητα. Η ανισότητα Cauchy-Schwarz γενικεύεται για τις p-νόρμες με την ανισότητα Hölder p q D x y x y , όπου και p,q 1 > 1 1 1 p q + = . Ειδικότερα, οι τρεις παρακάτω νόρμες έχουν ιδιαίτερο ενδιαφέρον : 1 i i1 x x ν = = 1 2 2 i 2 i1 x x ν = = (Ευκλείδεια νόρμα) i i max x x = . Σημειώστε, ότι αν { } k 1 2 x max x, x , ,x ν = " τότε

Μάθημα 5ο Γραμμική

Embed Size (px)

DESCRIPTION

Μάθημα 5ο Γραμμική

Citation preview

  • 1 13

    5

    N

    , p- p 1 [ ]1 2x x xx = ^

    px

    1

    pp

    ipi 1

    xx

    =

    = . (5.1)

    p- :

    p

    0x p 0x x= = 0 px = px , . ^ p px y x y+ + p ( ). (5.1) 0 p 1 < , . Cauchy-Schwarz p-

    Hlder

    p qDx y x y ,

    p,q 1> 1 1 1p q+ = . ,

    :

    1 ii 1

    xx

    ==

    1

    22

    i2i 1

    xx

    =

    = ( )

    iimax xx = .

    , { }k 1 2x max x , x , , x = "

  • 2 13

    p p1

    p1p

    p 1p i k kp p pi 1 k k

    xxlim lim x lim x 1 x xx x

    x

    =

    = = + + + = " = ,

    1k

    x 1.x

    <

    , x ^ 1,x x 2 x ix x j , ( )i, j

    1 2 12

    11 1

    . ^ ^ , ^

    . , A ^ pAx px ^

    ^ , A

    p

    pp || || 1

    p

    max maxx 0 x

    AxA

    x == = pAx . (5.2)

    (5.2) , 0x

    p 0=A Ax p . , (5.2) p pAx A x p (5.3)

    { }p p pmin k : k , = \ ^A Ax x x .

    5.1 pA , :

    . p 0A p 0= =A A O . p pA A =

  • 3 13

    . p pA A+ + p V. p pAB A B p (5.4) : I. (5.2) , p 0A . p 0=A

    pp|| || 1

    max 0=

    =x

    Ax , p 0=Ax ,

    . ,

    p 0= =Ax Ax 0 , x ^ , =A O . II. ( )

    p p pp p p p|| || 1 || || 1 || || 1

    max max max= = =

    = = = = x x x

    A Ax Ax Ax pA .

    III. ( )p p p

    p p p p|| || 1 || || 1 || || 1max max maxx x x

    A B A B x Ax Bx A B= = =

    + = + + = +p p .

    IV. (5.3)

    p p p pp pp p p

    max max max

    = = =x 0 x 0 x 0

    ABx A Bx BxAB A A B

    x x x p p

    (IV) . ,

    ijhH = , , . ^ iji, jmax hH = ,

    1 10 1

    A =

    0 10 1

    B =

    , 0 20 1

    AB = 1A B = = , 2AB = . ,

    A (5.3), [ ]T1 1x = 1x = , 2Ax = .

    5.2 pA (5.2) :

    . p 1= . nn p pA A

  • 4 13

    .

    p

    1p

    p|| || 1

    1minx

    AAx

    == ,

    p

    p 1p|| || 1

    1minx

    AA x=

    = .

    : I. p

    p p|| || 1max 1x

    x=

    = = .

    II. A (5.4) 2 nn n 1 n 2

    p p p pp pA A A A A A " .

    III. p

    p

    1p 1

    p|| || 1 1p p p|| || 11

    p p

    1 1 1max max maxmin x y 0 y 0x

    A yA

    Ax Ax yA yAA y

    = =

    = = = =

    (III) 5.2

    p p

    1p

    p p p|| || 1 || || 1

    1 1min min

    = == =

    x x

    AAx A x A p

    1 .

    (5.2)

    pA . , p 1= p 2= p = , :

    5.3 A , { }1 1 jmax =A j 1 ; (5.5) j A { }i 11 imax = A ; (5.6)i A

    ( ){ }2 1 imax :A = . (5.7) : y { }i 1 k 11 imax = . x ^ ,

    1 ij j ij j j iji=1 j=1 i 1 j=1 j=1 i=1

    k j k1 1 1j=1

    x x x

    x

    =

    = = =

    Ax

    x

  • 5 13

    1 1k 1 1 k 11 i

    1 1

    maxAx Ax

    A x x

    = .

    , [ ]Tk 0 1 0 0= k 1 k 1 1 k 1 1= = A A A ,

    1 kA = 1 .

    y (5.6), { }j 1 r 11 jmax = . , , x 1x = ,

    1i i i i 1i i i i1 j 1 ji 1 i 1 i 1 i 1

    1i i r 11 j i 1 i 1

    max x , , x max x , , x

    max , ,

    Ax

    = = = =

    = =

    = =

    r 11maxx

    A Ax

    == .

    [ ]T1 1 1 = , 1 = r 1 A A = . r 1A = .

    y (5.7), x ^ ( ) ( ) ( )22Ax Ax Ax x A Ax A Ax x = = =D D .

    A A 1 2, , , . 1 1 2 2c c cx = + + +" i iA A i= ,

    ( ) ( )2 2i i i i i2 2i=1 i=1

    c cAx A Ax x A A x x x x x

    = = = = D D D D ,

    ( ){ }max A A = . , 2

    22

    AxA

    x .

    2 22 2

    A A A A A = = =

    2

    A = .

  • 6 13

    :

    (5.5) (5.6)

    1A A = .

    , A ( ){ }1 i i2 1 imin : .A = A A (5.8) , (5.7) AA A A

    ,

    ( )( ){ }( ){ } ( ){ }

    1 1 1i i2 1 i

    1i i i i1 i1 i

    max :

    max : min : .

    A A A

    AA A A

    = = =

    . 3 2 4

    5 2 32 1 6

    A =

    1 1 10 = , 2 1 5 = , 3 1 113 13 A= =

    1 1 9 = , 2 1 10 = , 3 1 9 1 A 0= = .

    T

    38 2 392 9 839 8 61

    A A =

    ( ) { }T 15,1322, 2.3726, 90.4952A A = 2 90.4952A = .

  • 7 13

    ^ ^

    ,

    ij i, j=1A

    = T

    11 12 1 21 2 1 = , Frobenius FA A

    ( )1

    2, 2F ij

    i, j=1trA

    = = A A (5.9)

    (5.9)

    1 1

    2 22 2

    F j 2 i 2j=1 i=1

    A A = = = F (5.10)

    , . j i A

    F 108A = .

    5.4 Frobenius :

    . 2 FAx A x 2 . . F FAB A B F . : I. x ^

    T

    2 1j j 2 j j j jj 1 j 1 j 1

    2

    12T 2*

    11 22 ii2 i 1

    1 12 2

    2 * 2 22 i 2 2 i 2 F 2

    i 1 i 1

    x x x

    .

    Ax

    x x x x

    x x A x

    = = =

    =

    = =

    = = =

    = =

    "

    D D " D D

    . 1 2, , , k ,

    [ ]

    1k 2

    2F 1 2 k i 2F

    i 1

    1 1k k2 2

    2 2 2i 2 F i 2 F FF

    i 1 i 1.

    AB A A A A

    A A A B

    =

    = =

    = = = =

    "

    ,

  • 8 13

    5.1 0 , A

    p1p

    1 AA

    .

    : p pAx A x p , Ax x=

    pAx x= p . pA . 1 1A

    11 1 1p p

    A A .

    * * *

    5.2 p 1A < , n pnlim 0A = .

    : nn pp 1A A < , nn ppn n0 lim lim 0A A = .

    * * *

    5.3 , A

    FF2

    A AA A+ H ,

    H .

    :

    F FF F F

    1 12 2 2 2 2 2

    A A A A A H H AA A

    + = = + + H H A

    F

    A H= ,

    (5.10), ( ) FF FH A H A H A = = .

    * * *

  • 9 13

    5.4 A xy= , x ^ , y ^ , 1 1A x y = , 1A x y = , 2 F 2A A x y= = 2 . : (5.5)

    { }1 j i j1 11 j 1 ji 1max y x max yA x x y

    =

    = = = (5.6)

    { }i j i1 11 i 1 ij 1max x y max xA y

    =

    = = = x y . ( )22 rank 1A A yx xy x yy A A = = = ,

    A A

    2

    2x 2

    2y = , ( ) 2 22 2A A y x y y = .

    , { }2 2 2ymax A AA x= = ( )F 2 2trA A A x y= = .

    * * *

    5.5 2A

    2 22 || || || || 1

    maxx y

    A y Ax= =

    = .

    : Cauchy-Schwarz (5.3)

    ( ) 2 2 2 2y Ax Ax y Ax y A x y = < D 2

    { }2 2 2 2

    2 2 2|| || || || 1 || || || || 1max max

    x y x y 2y Ax A x y A

    = = = = = .

    . 0x

  • 10 13

    22 2|| || 1

    maxx

    A Ax A=

    = = 0 2x , 000 2

    Axy Ax=

    ( ) 20 20 00 0 0 2

    0 2 0 2

    AxAx Ax2y Ax Ax AAx Ax

    = = = = .

    * * *

    5.6 :

    . 2 2A A=

    . 2 1 imaxA

    = i , . A

    . 22 2A A A = 2 1A = , . A

    V. 22 1

    A A A .

    : . 5.5

    ( )2 2 2 2 2 2

    2 2

    2 || || || || 1 || || || || 1 || || || || 1

    2|| || || || 1

    max max max

    max .

    x y x y x y

    x y

    A y Ax y Ax y Ax

    x A y A

    = = = = = =

    = =

    = = == =

    I. A A=( ) ( ) ( ){ }2 2i i:A A A A = =

    (5.7) 22 i1 i 1 imax maxA i= = , . ( )i A III. 5.5, Cauchy-Schwarz

    (5.3)

    ( ) ( )2 2 2 2

    2 2 2 2

    2 || || || || 1 || || || || 1

    2 22 2 2 22 2|| || || || 1 || || || || 1

    max max

    max max .

    x y x y

    x y x y

    A A y A Ax Ax Ay

    Ax Ay A x y A

    = = = =

    = = = =

    = =

    D

    =

    0x 2A Ax= 0 2 , 0y x=

    2 20 0 0 22

    x A Ax Ax A = = ,

  • 11 13

    0x2

    2 0 0 2A A x A Ax A = = .

    , , A 2 22 1 1A A= = . V. (5.7) 5.1

    ( )2 max2 11 1A A A A A A A A = = 1A .

    * * *

    5.7 2U AV A = 2 , UU I = . V V I = :

    2 2

    22U Ax x A UU Ax x A Ax Ax = = =

    2 2

    2 2 2 2|| || 1 || || 1max maxx x

    A Ax U Ax U = =

    = = = A .

    , 2 22 2

    Vx x V Vx x x x = = =

    ( )2 2

    2 2 2|| || 1 || || 1max maxx x

    AV AVx A Vx A= =

    = = = 2

    22 2U AV U A A = = .

    * * *

    5.8 :

    . ( )1 2diag ,A A A= , { }2 1 2 2max ,A A A= 2 , . ,

    iiO H

    BH O

    = 2 2B H= .

    : . ( )1 1 2 2diag ,A A A A A A = ,

  • 12 13

    ( ) ( ){ }( ) ( ){ } { }

    2 i i 1 1 2 2i

    i i 1 1 i 2 2 1 2 2 2i

    max :

    max : max , .

    A A A A A

    A A A A A A

    = = =

    . (diag ,B B HH H H = ) , HH H H

    ( ){ }2 i iimax :B H H= = 2H .

    * * *

    A ( ) 1p p=cond A A A 5.1

    ( ) 1cond A . , (5.7) (5.8) p 2=

    ( ) maxmin

    = A A

    A A

    cond A .

    =Ax , x ( )+ = + A x x

    ( ) = A x .

    ,

    pp

    xx

    , A

    .

  • 13 13

    ,

    ( )

    ( )

    1 1 1p p pp p p p

    p p p p

    p

    p

    =

    A A A A x

    x x x

    cond A

    (5.11)

    p p p= Ax A x p 1p p px A .

    1

    pp p p p

    p p p

    A A x A x

    xp (5.12)

    1 1p pp p

    = x A A 11p p p

    x A .

    , (5.11) (5.12)

    ( ) ( )p p

    p p

    1 pp

    x cond A

    cond A x .

    . ( ) 100=cond A , 2 1= , p 0,1 =

    2

    2

    10,001 0,1 100 0,1 10100

    = =xx

    .