矩陣?yán)碚撟鳛橐环N基本的數(shù)學(xué)工具,在數(shù)學(xué)與其他科學(xué)技術(shù)領(lǐng)域都有廣泛應(yīng)用。本書從數(shù)學(xué)分析的角度闡述了矩陣分析的經(jīng)典和現(xiàn)代方法。主要內(nèi)容有:特征值、特征向量和相似性;酉相似和酉等價(jià);相似標(biāo)準(zhǔn)型和三角分解;Hermite矩陣、對(duì)稱矩陣和酉相合;向量范數(shù)和矩陣范數(shù);特征值的估計(jì)和擾動(dòng);正定矩陣和半正定矩陣;正矩陣和非負(fù)矩陣。第2版進(jìn)行了全面的修訂和更新,用新的小節(jié)介紹了奇異值、CS分解和Weyr范式等其他內(nèi)容,并附有1100多個(gè)線性代數(shù)課程的問題和練習(xí)。
線性代數(shù)和矩陣?yán)碚撌菙?shù)學(xué)和自然科學(xué)的基本工具,同時(shí)也是科學(xué)研究的沃土。本書是矩陣?yán)碚摲矫娴慕?jīng)典著作,從數(shù)學(xué)分析的角度闡述了矩陣分析的經(jīng)典和現(xiàn)代方法。主要內(nèi)容有:特征值、特征向量和相似性;酉相似和酉等價(jià);相似標(biāo)準(zhǔn)型和三角分解;Hermite矩陣、對(duì)稱矩陣和酉相合;向量范數(shù)和矩陣范數(shù);特征值的估計(jì)和擾動(dòng);正定矩陣和半正定矩陣;正矩陣和非負(fù)矩陣。第2版對(duì)第1版進(jìn)行了全面的修訂、更新和擴(kuò)展。這一版不僅對(duì)基礎(chǔ)線性代數(shù)和矩陣?yán)碚撟隽巳娴目偨Y(jié),而且還新增了奇異值、CS分解和Weyr標(biāo)準(zhǔn)型的相關(guān)內(nèi)容,擴(kuò)展了與逆矩陣和分塊矩陣相關(guān)的內(nèi)容,介紹了Jordan標(biāo)準(zhǔn)型的新應(yīng)用。此外,還附有1100多個(gè)問題和練習(xí),并且給出了一些提示,以幫助讀者提高解決數(shù)學(xué)問題的能力。本書可以用作本科生或者研究生的教材,也可用作數(shù)學(xué)工作者和科技人員的參考書。
Preface to the Second Edition page
Preface to the First Edition
0 Review and Miscellanea
0.0 Introduction
0.1 Vector spaces
0.2 Matrices
0.3 Determinants
0.4 Rank
0.5 Nonsingularity
0.6 The Euclidean inner product and norm
0.7 Partitioned sets and matrices
0.8 Determinants again
0.9 Special types of matrices
0.10 Change of basis
0.11 Equivalence relations
1 Eigenvalues, Eigenvectors, and Similarity
1.0 Introduction
1.1 The eigenvalue–eigenvector equation
1.2 The characteristic polynomial and algebraic multiplicity
1.3 Similarity
1.4 Left and right eigenvectors and geometric multiplicity
2 Unitary Similarity and Unitary Equivalence
2.0 Introduction
2.1 Unitary matrices and the QR factorization
2.2 Unitary similarity
2.3 Unitary and real orthogonal triangularizations
2.4 Consequences of Schur’s triangularization theorem
2.5 Normal matrices
2.6 Unitary equivalence and the singular value decomposition
2.7 The CS decomposition
3 Canonical Forms for Similarity and Triangular Factorizations
3.0 Introduction
3.1 The Jordan canonical form theorem
3.2 Consequences of the Jordan canonical form
3.3 The minimal polynomial and the companion matrix
3.4 The real Jordan and Weyr canonical forms
3.5 Triangular factorizations and canonical forms
4 Hermitian Matrices, Symmetric Matrices, and Congruences
4.0 Introduction
4.1 Properties and characterizations of Hermitian matrices
4.2 Variational characterizations and subspace intersections
4.3 Eigenvalue inequalities for Hermitian matrices
4.4 Unitary congruence and complex symmetric matrices
4.5 Congruences and diagonalizations
4.6 Consimilarity and condiagonalization
5 Norms for Vectors and Matrices
5.0 Introduction
5.1 Definitions of norms and inner products
5.2 Examples of norms and inner products
5.3 Algebraic properties of norms
5.4 Analytic properties of norms
5.5 Duality and geometric properties of norms
5.6 Matrix norms
5.7 Vector norms on matrices
5.8 Condition numbers: inverses and linear systems
6 Location and Perturbation of Eigenvalues
6.0 Introduction
6.1 Gergorin discs
6.2 Gergorin discs – a closer look
6.3 Eigenvalue perturbation theorems
6.4 Other eigenvalue inclusion sets
7 Positive Definite and Semidefinite Matrices
7.0 Introduction
7.1 Definitions and properties
7.2 Characterizations and properties
7.3 The polar and singular value decompositions
7.4 Consequences of the polar and singular value decompositions
7.5 The Schur product theorem
7.6 Simultaneous diagonalizations, products, and convexity
7.7 The Loewner partial order and block matrices
7.8 Inequalities involving positive definite matrices
8 Positive and Nonnegative Matrices
8.0 Introduction
8.1 Inequalities and generalities
8.2 Positive matrices
8.3 Nonnegative matrices
8.4 Irreducible nonnegative matrices
8.5 Primitive matrices
8.6 A general limit theorem
8.7 Stochastic and doubly stochastic matrices
Appendix A Complex Numbers
Appendix B Convex Sets and Functions
Appendix C The Fundamental Theorem of Algebra
Appendix D Continuity of Polynomial Zeroes and Matrix Eigenvalues
Appendix E Continuity, Compactness, andWeierstrass’s Theorem
Appendix F Canonical Pairs
References
Notation
Hints for Problems
Index