zoukankan      html  css  js  c++  java
  • #Marks for some Theorems

    1. (Gershgorin Circle Theorem) Let $A$ be a comlex $n imes n$ matrix, with entries ${a_{ij}}$. For $i in left{ {1, ldots ,n} ight}$ let ${R_i} = sum olimits_{j e i} {left| {{a_{ij}}} ight|} $ be the sum of the absolute values of the non-diagonal entries in the $i$-th row. Let $Dleft( {{a_{ii}},{R_i}} ight)$ be the closed disc centered at ${{a_{ii}}}$ with radius ${{R_i}}$. Such a disc is called a Gershgorin disc. Then every eigenvalue of $A$ lies within at least one of the Gershgorin discs $Dleft( {{a_{ii}},{R_i}} ight)$.


    2. (Hadamard's inequality) If $N$ is the matrix having columns $v_i$, then [left| {det left( N ight)} ight| le prodlimits_{i = 1}^n {{{left| {{v_i}} ight|}_2}},]and equality is achieved if and only if the vectors are orthogonal or at least one of the columns is 0.

    The proof of Hadamard's inequality is quiet interesting. (Wikipedia) The result is trivial if the matrix is sigular, so assume the columns of $N$ are linearly independent. By dividing each column by its length, it can be seen that the result is equivalent to the special case where each column has length 1, in other words if $e_i$ are unit vectors and $M$ is the matrix having the $e_i$ as columns then $left| {det left( M ight)} ight| le 1$, and equality is acheived if and only if the vectors are an orthogoanl set, that is when the matrix is unitary. The general result now follows: [left| {det left( N ight)} ight| le left( {prodlimits_{i = 1}^n {{{left| {{v_i}} ight|}_2}} } ight)left| {det left( M ight)} ight| le left( {prodlimits_{i = 1}^n {{{left| {{v_i}} ight|}_2}} } ight).] For the positive definite case, let $P = {M^ * }M$ and let the eigenvalues of $P$ be ${lambda _1},{lambda _2}, ldots ,{lambda _n}$. By assumption, each entry in the diagonal of $P$ is 1, so the trace of $P$ is $n$. Applying the inequality of arithmetic and geometric means, [det P le prodlimits_{i = 1}^n {{lambda _i}}  le {left( {frac{1}{n}sumlimits_{i = 1}^n {{lambda _i}} } ight)^n} = {left( {frac{1}{n}{ m{tr}}P} ight)^n} = {1^n} = 1,] so [det left( M ight) = sqrt {det P}  le 1.] If there is equality then each of the $lambda_i$'s must all be equal and their sum is $n$, so they must all be 1. The matrix $P$ is Hermitian, therefore diagonalizable, so it is the identity matrix - in other words the columns of $M$ are an orthonormal set and the columns of $N$ are an orthogonal set.

  • 相关阅读:
    React
    移动端
    Flask 框架小记
    PyTorch 学习
    CNN 小结
    Django 环境下常用的模型设计
    Linux用户和用户组
    Linux下查看进程的命令输出的内容解释
    linux下配置tomcat开机自启动
    商业智能概述
  • 原文地址:https://www.cnblogs.com/aujun/p/3944091.html
Copyright © 2011-2022 走看看