前言

本篇補充關於方陣的兩個定理及證明

關於方陣的一個重要定理

If A is an n-by-n matrix, then A is invertible if and only if AX= b has exactly one solution. A^-1 · b for every n-by-1 matrix b.

proof:

因為需要證明 if and only if,即證明充要條件,所以需要雙向證明。

  • 由前向後證明(方陣A可逆,則方程AX= b對於每一個n-by-1的矩陣b只有唯一一解:A^-1 · b)

    let K be the solution set of AX=b then

    ∀ x ∈ K, Ax=b

    => A^-1 ·(A·x) = A^-1 · b

    =>(A^-1 ·A) ·x = A^-1 · b

    => I · x = A^-1 · b

    => x = A^-1 · b

    i.e. K = {A^-1 · b}

    證明思路:對方程引入可逆的特性(A的逆矩陣A-1),再根據矩陣乘法結合律得出K中只有唯一解A-1 · b。

  • 由後往前證明(若方程AX= b對於每一個n-by-1的矩陣b只有唯一一解:A^-1 · b,則方陣A可逆)

    ∵ AX = b has exactly one solution for every n-by-1 matrix b

    let xj be the solution of the linear system AX = b for b = ej( 0<= j <=n )

    i.e. A·x1 = e1, A·x2 = e2, A·x3 = e3

    let B = [x1 x2 ... xn] then

    A·B = A·[x1 x2 ... xn] = [Ax1 Ax2 ... Axn] = [e1 e2... en] = In

    by theorem, A is invertible

    證明思路:將n個n-by-1的column vector拼湊成一個單位矩陣In,結合可逆矩陣的定義得證A可逆。(**)


等size方陣乘積矩陣可逆則分開兩者皆可逆,兩者皆可逆則其乘積矩陣可逆

If A,B are square matrices of the same size, then (AB) is invertible if and only if both A and B are invertible.

proof:

  • 從前向後(等size方陣乘積矩陣可逆則分開兩者皆可逆)

    let C be the inverse of (AB) i.e. C = (AB)^-1

    ∴ I = (AB) · C = A (BC)

    i.e. I = A(BC)

    => A^-1 = (BC)

    => A is invertible

    and I = C(AB) = (CA)B

    i.e. I = (CA)B

    => B^-1 = CA

    B is invertible

    證明思路:通過可逆特性引入AB的逆矩陣C,接着應用矩陣乘法的結合律構造出A和B分別的逆矩陣,而得證。

  • 從後向前(兩等size方陣皆可逆則其乘積矩陣可逆)

    ∵A,B are invertible

    => A^-1 , B^-1 exist

    then (AB)(B^-1 · A^-1) = A(B ·B^-1)· A^-1 = A · I · A^-1 = A · A^-1 = I

    i.e. (AB)^-1 = B^-1 · A^-1, AB is invertible.

    證明思路:證明矩陣AB可逆即證明(AB)(B^-1 · A^-1) = I,結合A,B皆可逆的特性和矩陣乘法結合律可以導出,即得證。