26._分块矩阵性质_逆与转置

分块矩阵的运算

(1) 分块矩阵加 (减) 运算:ABA 、 B 都是 m×nm \times n 矩阵,对两个矩阵的行和列采用相同的分块方式,不妨设

A=(A11A12AtrA21A22AtAt1At2Att),B=(B11B12B1tB22B22B2tBt1Bt2BBt),A=\left(\begin{array}{cccc} A_{11} & A_{12} & \cdots & A_{t r} \\ A_{21} & A_{22} & \cdots & A_t \\ \vdots & \vdots & & \vdots \\ A_{t 1} & A_{t 2} & \cdots & A_{t t} \end{array}\right), \quad B=\left(\begin{array}{cccc} B_{11} & B_{12} & \cdots & B_{1 t} \\ B_{22} & B_{22} & \cdots & B_{2 t} \\ \vdots & \vdots & & \vdots \\ B_{t 1} & B_{t 2} & \cdots & B_{B t} \end{array}\right),

其中 AijA_{i j}BijB_{i j} 的行数相同、列数相同,则有

A±B=(A11±B11A12±B12Att±B1tA21±B21A22±B22A2t±B2tAs1±Bs1As2±Bs2Ast±Bst).A \pm B=\left(\begin{array}{cccc} A_{11} \pm B_{11} & A_{12} \pm B_{12} & \cdots & A_{t t} \pm B_{1 t} \\ A_{21} \pm B_{21} & A_{22} \pm B_{22} & \cdots & A_{2 t} \pm B_{2 t} \\ \vdots & \vdots & & \vdots \\ A_{s 1} \pm B_{s 1} & A_{s 2} \pm B_{s 2} & \cdots & A_{s t} \pm B_{s t} \end{array}\right) .

例1 求矩阵 A=(1000000020001103)A=\left(\begin{array}{llll}1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ 2 & 0 & 0 & 0 \\ 1 & 1 & 0 & 3\end{array}\right)B=(2010010111422131)B=\left(\begin{array}{cccc}-2 & 0 & 1 & 0 \\ 0 & -1 & 0 & 1 \\ 1 & 1 & -4 & 2 \\ 2 & 1 & 3 & -1\end{array}\right) 的和 A+BA+B. 解 将矩阵 AABB 写成分块矩阵如下:

A=(1000000020001103)=(A1oA2A3),B=(201001011422103)=(B1B2B3B4)\boldsymbol{A}=\left(\begin{array}{c:ccc} 1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ 2 & 0 & 0 & 0 \\ \hdashline 1 & 1 & 0 & 3 \end{array}\right)=\left(\begin{array}{ll} \boldsymbol{A}_1 & \boldsymbol{o} \\ \boldsymbol{A}_2 & \boldsymbol{A}_3 \end{array}\right), \quad \boldsymbol{B}=\left(\begin{array}{c:ccc} -2 & 0 & 1 & 0 \\ 0 & -1 & 0 & 1 \\ \hdashline & 1 & -4 & 2 \\ \hdashline 2 & -1 & 0 & -3 \end{array}\right)=\left(\begin{array}{ll} \boldsymbol{B}_1 & \boldsymbol{B}_2 \\ \boldsymbol{B}_3 & \boldsymbol{B}_4 \end{array}\right)

F是, A+B=(A1OA2A3)+(B1B2B3B4)=(A1+B1O+B2A2+B3A3+B4)=(A1+B1B2A2+B3A3+B4)\quad A+B=\left(\begin{array}{ll}A_1 & O \\ A_2 & A_3\end{array}\right)+\left(\begin{array}{ll}B_1 & B_2 \\ B_3 & B_4\end{array}\right)=\left(\begin{array}{cc}A_1+B_1 & O+B_2 \\ A_2+B_3 & A_3+B_4\end{array}\right)=\left(\begin{array}{cc}A_1+B_1 & B_2 \\ A_2+B_3 & A_3+B_4\end{array}\right). 而 所以

A1+B1=(102)+(201)=(103),A+B=(1010010131423000)\begin{gathered} \boldsymbol{A}_1+\boldsymbol{B}_1=\left(\begin{array}{l} 1 \\ 0 \\ 2 \end{array}\right)+\left(\begin{array}{c} -2 \\ 0 \\ 1 \end{array}\right)=\left(\begin{array}{c} -1 \\ 0 \\ 3 \end{array}\right), \\ \boldsymbol{A}+\boldsymbol{B}=\left(\begin{array}{c|ccc} -1 & 0 & 1 & 0 \\ 0 & -1 & 0 & 1 \\ 3 & 1 & -4 & 2 \\ \hline 3 & 0 & 0 & 0 \end{array}\right) \end{gathered}
A2+B3=1+2=3,A3+B4=(1,0,3)+(1,0,3)=(0,0,0),\boldsymbol{A}_2+\boldsymbol{B}_3=1+2=3, \quad \boldsymbol{A}_3+\boldsymbol{B}_4=(1,0,3)+(-1,0,-3)=(0,0,0),

(2) 分块矩阵的数乘运算: 矩阵的分块方式没有特别规定,对任意的分块 A=(A11A12AtA21A22A2nAt1At2Ati)A=\left(\begin{array}{cccc}A_{11} & A_{12} & \cdots & A_t \\ A_{21} & A_{22} & \cdots & A_{2 n} \\ \vdots & \vdots & & \vdots \\ A_{t 1} & A_{t 2} & \cdots & A_{t i}\end{array}\right), 都有

kA=(kA11kA12kA1kA21kA22kA2tkA11kA12kAtu).k A=\left(\begin{array}{cccc} k A_{11} & k A_{12} & \ldots & k A_1 \\ k A_{21} & k A_{22} & \ldots & k A_{2 t} \\ \vdots & \vdots & & \vdots \\ k A_{11} & k A_{12} & \ldots & k A_{t u} \end{array}\right) .

在矩阵的数乘运算中,对矩阵的分块可以根据矩阵本身的特点而定.

(3) 分块矩阵的乘法:A\boldsymbol{A}m×sm \times s 矩阵, B\boldsymbol{B}s×ns \times n 矩阵,要求矩阵 A\boldsymbol{A} 的列分块方式与矩阵 B\boldsymbol{B} 的行分块方式 保持一致,而对矩阵 AA 的行分块方式及矩阵 BB 的列分块方式没有任何要求和限制. 不妨设 其中 A1,Ai2,,AikA_1, A_{i 2}, \cdots, A_{i k} 的列数分别等于 B1j,B2j,,BijB_{1 j}, B_{2 j}, \cdots, B_{i j} 的行数, 则 其中

Cij=t=1kAitBij=AitB1j+Ai2B2j++AikBijC_{i j}=\sum_{t=1}^k A_{i t} B_{i j}=A_{i t} B_{1 j}+A_{i 2} B_{2 j}+\cdots+A_{i k} B_{i j}

例 2 设 A=(1010110110000100),B=(1200210010010110)A=\left(\begin{array}{cccc}1 & 0 & 1 & 0 \\ -1 & 1 & 0 & 1 \\ -1 & 0 & 0 & 0 \\ 0 & -1 & 0 & 0\end{array}\right), B=\left(\begin{array}{cccc}1 & 2 & 0 & 0 \\ -2 & 1 & 0 & 0 \\ 1 & 0 & 0 & -1 \\ 0 & 1 & -1 & 0\end{array}\right), 求 ABA B. 解 把矩阵 AABB 如下分块:

A=(1010110110000100)=(A11EEo),B=(1200210010010110)=(B11oEB22).AB=(A11EEO)(B11oEB22)=(A1B11+E2A1O+EB2EB11+OEEO+OB22)=(A11B11+EB22B11O).\begin{aligned} & A=\left(\begin{array}{cc|cc} 1 & 0 & 1 & 0 \\ -1 & 1 & 0 & 1 \\ \hline-1 & 0 & 0 & 0 \\ 0 & -1 & 0 & 0 \end{array}\right)=\left(\begin{array}{cc} \boldsymbol{A}_{11} & \boldsymbol{E} \\ -\boldsymbol{E} & \boldsymbol{o} \end{array}\right), \quad B=\left(\begin{array}{cc|cc} 1 & 2 & 0 & 0 \\ -2 & 1 & 0 & 0 \\ \hline 1 & 0 & 0 & -1 \\ 0 & 1 & -1 & 0 \end{array}\right)=\left(\begin{array}{cc} \boldsymbol{B}_{11} & \boldsymbol{o} \\ \boldsymbol{E} & \boldsymbol{B}_{22} \end{array}\right) . \\ & A B=\left(\begin{array}{cc} A_{11} & E \\ -E & O \end{array}\right)\left(\begin{array}{ll} B_{11} & o \\ E & B_{22} \end{array}\right)=\left(\begin{array}{cc} A_1 B_{11}+E^2 & A_1 \boldsymbol{O}+E B_2 \\ -E B_{11}+O E & -E O+O B_{22} \end{array}\right)=\left(\begin{array}{cc} A_{11} B_{11}+E & B_{22} \\ -B_{11} & O \end{array}\right) . \\ & \end{aligned}

A11B11+E=(1011)(1221)+(1001)=(1231)+(1001)=(2230),B11=(1221)A_{11} B_{11}+E=\left(\begin{array}{cc} 1 & 0 \\ -1 & 1 \end{array}\right)\left(\begin{array}{cc} 1 & 2 \\ -2 & 1 \end{array}\right)+\left(\begin{array}{ll} 1 & 0 \\ 0 & 1 \end{array}\right)=\left(\begin{array}{cc} 1 & 2 \\ -3 & -1 \end{array}\right)+\left(\begin{array}{ll} 1 & 0 \\ 0 & 1 \end{array}\right)=\left(\begin{array}{cc} 2 & 2 \\ -3 & 0 \end{array}\right), \quad-B_{11}=\left(\begin{array}{cc} -1 & -2 \\ 2 & -1 \end{array}\right)

所以

AB=(2201301012002100).A B=\left(\begin{array}{cc|cc} 2 & 2 & 0 & -1 \\ -3 & 0 & -1 & 0 \\ \hline-1 & -2 & 0 & 0 \\ 2 & -1 & 0 & 0 \end{array}\right) .

(4) 分块矩阵的转置:

AT=(A11TA21TAr1TA12TA22TAr2TA1sTA2sTArsT)A^T = \begin{pmatrix} A_{11}^T & A_{21}^T & \cdots & A_{r1}^T \\ A_{12}^T & A_{22}^T & \cdots & A_{r2}^T \\ \vdots & \vdots & \ddots & \vdots \\ A_{1s}^T & A_{2s}^T & \cdots & A_{rs}^T \end{pmatrix}

即子块矩阵转置,同时子块位置也关于主对角线对称交换。

(5) 分块对角阵 设 AAnn 阶方阵,若 AA 的分块矩阵只有在主对角线上有非零子块,且这些非零子 块都是方阵,而其余子块都是零矩阵,

 即 A=(A1oooA2oooAt)\text { 即 } A=\left(\begin{array}{cccc} A_1 & o & \cdots & o \\ o & A_2 & \cdots & o \\ \vdots & \vdots & \ddots & \vdots \\ o & o & \cdots & A_t \end{array}\right) \text {, }

其中 Ai(i=1,2,,t)A_i(i=1,2, \cdots, t) 都是方阵, 这样的分块阵称为分块对角阵.

ei=(0,,0,1,0,,0)Te_i=(0, \cdots, 0,1,0, \cdots, 0)^{\mathrm{T}} 为第 ii 个分量为 1 而其余元素全为 0 的列向量,则 nn 阶单位矩阵可以分块为 En=(e1,e2,,en)E_n=\left(e_1, e_2, \cdots, e_n\right). 将矩阵 AA 按列分块为 A=(A1,A2,,An)A=\left(A_1, A_2, \cdots, A_n\right) ,其中 AkA_k 为矩阵 AA 的第 kk 个列向量,则有

(A1,A2,,An)=A=AE=A(e1,e2,,en)=(Ae1,Ae2,,Aen),\left(\begin{array}{lll} A_1, & A_2, \cdots, & A_n \end{array}\right)=A=A E=A\left(e_1, e_2, \cdots, e_n\right)=\left(\begin{array}{lll} A e_1, & A e_2, \cdots, & A e_n \end{array}\right),

从而有

Aek=Ak(k=1,2,,n),\boldsymbol{A} \boldsymbol{e}_k=\boldsymbol{A}_k(k=1,2, \cdots, n),

Aek\boldsymbol{A} \boldsymbol{e}_k 为矩阵 A\boldsymbol{A} 的第 kk 列. 同理, ekTA\boldsymbol{e}_k^{\mathrm{T}} A 是矩阵 AA 的第 kk 行. 易知 ekTAel=akl\boldsymbol{e}_k^{\mathrm{T}} A e_l=a_{k l}AA(k,l)(k, l) 元素.

AAm×nm \times n 矩阵,如果对任意的 n×1n \times 1 矩阵 α\alpha 都有 Aα=OA \boldsymbol{\alpha}=\boldsymbol{O} ,证明 A=0A=0. 证明 由矩阵 α\boldsymbol{\alpha} 的任意性,可选取 α\boldsymbol{\alpha} 分别等于 ej(j=1,2,,n)e_j(j=1,2, \cdots, n) ,根据例 3 则有

Aα=Aej=Aj=O(j=1,2,,n),\boldsymbol{A} \boldsymbol{\alpha}=\boldsymbol{A} \boldsymbol{e}_j=\boldsymbol{A}_j=\boldsymbol{O}(j=1,2, \cdots, n),

所以 A=O\boldsymbol{A}=\boldsymbol{O}.

分块矩阵的逆

(1)AA 为准对角阵,即 A=(A11A22Ass)s×sMnA=\left(\begin{array}{llll}A_{11} & & & \\ & A_{22} & & \\ & & \ddots & \\ & & & A_{s s}\end{array}\right)_{s \times s} \in M_nAij(i=1,2,s)A_{i j}(i=1,2, \cdots s) 均为可逆方阵.则

A1=(A111A221As1)A^{-1}=\left(\begin{array}{llll} A_{11}^{-1} & & & \\ & A_{22}^{-1} & & \\ & & \ddots & \\ & & & A_s^{-1} \end{array}\right)

(2)AA 为三角块矩阵.如 A=(BD0C)Mm+n,m+nA=\left(\begin{array}{cc}B & D \\ 0 & C\end{array}\right) \in M_{m+n, m+n} ,其中 BMm,CB \in M_m, C \in MnM_n ,且 B,CB, C 可逆.则

A1=(B1B1DC10C1)A^{-1}=\left(\begin{array}{cc} B^{-1} & -B^{-1} D C^{-1} \\ 0 & C^{-1} \end{array}\right)

如果 A=(B0DC)A=\left(\begin{array}{ll}B & 0 \\ D & C\end{array}\right) ,则 A1=(B10C1DB1C1)A^{-1}=\left(\begin{array}{cc}B^{-1} & 0 \\ -C^{-1} D B^{-1} & C^{-1}\end{array}\right)

上面结论可以简单记忆为

[BODC]1=[B1OC1DB1C1],[BDOC]1=[B1B1DC1OC1],[OBCD]1=[C1DB1C1B1O],[DBCO]1=[OC1B1B1DC1]\begin{aligned} & {\left[\begin{array}{ll} B & O \\ D & C \end{array}\right]^{-1}=\left[\begin{array}{cc} B ^{-1} & O \\ - C ^{-1} D B ^{-1} & C ^{-1} \end{array}\right],\left[\begin{array}{ll} B & D \\ O & C \end{array}\right]^{-1}=\left[\begin{array}{cc} B ^{-1} & - B ^{-1} D C ^{-1} \\ O & C ^{-1} \end{array}\right],} \\ & {\left[\begin{array}{ll} O & B \\ C & D \end{array}\right]^{-1}=\left[\begin{array}{cc} - C ^{-1} D B ^ { - 1 } & C ^{-1} \\ B ^{-1} & O \end{array}\right],\left[\begin{array}{ll} D & B \\ C & O \end{array}\right]^{-1}=\left[\begin{array}{cc} O & C ^{-1} \\ B ^{-1} & - B ^{-1} D C ^{-1} \end{array}\right]} \end{aligned}

分块矩阵记忆

下面三个公式,可以类别矩阵乘法进行记忆

[ErOCA1Enr][ABCD]=[ABODCA1B]\left[\begin{array}{cc} E _r & O \\ - C A ^{-1} & E _{n-r} \end{array}\right]\left[\begin{array}{ll} A & B \\ C & D \end{array}\right]=\left[\begin{array}{cc} A & B \\ O & D - C A ^{-1} B \end{array}\right]

上面这个公式怎么记忆呢? 将第二个分块拒阵的第一行的 CA1- C A ^{-1} 倍 加至第二行,使 CC 处为 OO

舒尔公式

图片

分块矩阵的转置

[ABCD]T=[ATCTBTDT]\left[\begin{array}{ll} A & B \\ C & D \end{array}\right]^{T}=\left[\begin{array}{ll} A ^{T} & C ^{T} \\ B ^{T} & D ^{T} \end{array}\right]