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綫性代數和矩陣理論是數學和自然科學的基本工具,同時也是科學研究的沃土。本書是矩陣理論方麵的經典著作,從數學分析的角度闡述瞭矩陣分析的經典和現代方法。主要內容有:特徵值、特徵嚮量和相似性;酉相似和酉等價;相似標準型和三角分解;Hermite矩陣、對稱矩陣和酉相閤;嚮量範數和矩陣範數;特徵值的估計和擾動;正定矩陣和半正定矩陣;正矩陣和非負矩陣。
第2版對第1版進行瞭全麵的修訂、更新和擴展。這一版不僅對基礎綫性代數和矩陣理論做瞭全麵的總結,而且還新增瞭奇異值、CS分解和Weyr標準型的相關內容,擴展瞭與逆矩陣和分塊矩陣相關的內容,介紹瞭Jordan標準型的新應用。此外,還附有1100多個問題和練習,並且給齣瞭一些提示,以幫助讀者提高解決數學問題的能力。
本書可以用作本科生或者研究生的教材,也可用作數學工作者和科技人員的參考書。
內容簡介
矩陣理論作為一種基本的數學工具,在數學與其他科學技術領域都有廣泛應用。本書從數學分析的角度闡述瞭矩陣分析的經典和現代方法。主要內容有:特徵值、特徵嚮量和相似性;酉相似和酉等價;相似標準型和三角分解;Hermite矩陣、對稱矩陣和酉相閤;嚮量範數和矩陣範數;特徵值的估計和擾動;正定矩陣和半正定矩陣;正矩陣和非負矩陣。第2版進行瞭全麵的修訂和更新,用新的小節介紹瞭奇異值、CS分解和Weyr範式等其他內容,並附有1100多個綫性代數課程的問題和練習。
作者簡介
Roger A. Horn
國際知名數學專傢,現任美國猶他大學數學係研究教授,曾任約翰?霍普金斯大學數學係係主任,並曾任American Mathematical Monthly編輯。
Charles R. Johnson
國際知名數學專傢,現任美國威廉瑪麗學院教授。因其在數學科學領域的傑齣貢獻被授予華盛頓科學學會奬。
目錄
Preface to the Second Edition page ix
Preface to the First Edition xiii
0 Review and Miscellanea 1
0.0 Introduction 1
0.1 Vector spaces 1
0.2 Matrices 5
0.3 Determinants 8
0.4 Rank 12
0.5 Nonsingularity 14
0.6 The Euclidean inner product and norm 15
0.7 Partitioned sets and matrices 16
0.8 Determinants again 21
0.9 Special types of matrices 30
0.10 Change of basis 39
0.11 Equivalence relations 40
1 Eigenvalues, Eigenvectors, and Similarity 43
1.0 Introduction 43
1.1 The eigenvalue–eigenvector equation 44
1.2 The characteristic polynomial and algebraic multiplicity 49
1.3 Similarity 57
1.4 Left and right eigenvectors and geometric multiplicity 75
2 Unitary Similarity and Unitary Equivalence 83
2.0 Introduction 83
2.1 Unitary matrices and the QR factorization 83
2.2 Unitary similarity 94
2.3 Unitary and real orthogonal triangularizations 101
2.4 Consequences of Schur’s triangularization theorem 108
2.5 Normal matrices 131
2.6 Unitary equivalence and the singular value decomposition 149
2.7 The CS decomposition 159
3 Canonical Forms for Similarity and Triangular Factorizations 163
3.0 Introduction 163
3.1 The Jordan canonical form theorem 164
3.2 Consequences of the Jordan canonical form 175
3.3 The minimal polynomial and the companion matrix 191
3.4 The real Jordan and Weyr canonical forms 201
3.5 Triangular factorizations and canonical forms 216
4 Hermitian Matrices, Symmetric Matrices, and Congruences 225
4.0 Introduction 225
4.1 Properties and characterizations of Hermitian matrices 227
4.2 Variational characterizations and subspace intersections 234
4.3 Eigenvalue inequalities for Hermitian matrices 239
4.4 Unitary congruence and complex symmetric matrices 260
4.5 Congruences and diagonalizations 279
4.6 Consimilarity and condiagonalization 300
5 Norms for Vectors and Matrices 313
5.0 Introduction 313
5.1 Definitions of norms and inner products 314
5.2 Examples of norms and inner products 320
5.3 Algebraic properties of norms 324
5.4 Analytic properties of norms 324
5.5 Duality and geometric properties of norms 335
5.6 Matrix norms 340
5.7 Vector norms on matrices 371
5.8 Condition numbers: inverses and linear systems 381
6 Location and Perturbation of Eigenvalues 387
6.0 Introduction 387
6.1 Gerˇsgorin discs 387
6.2 Gerˇsgorin discs – a closer look 396
6.3 Eigenvalue perturbation theorems 405
6.4 Other eigenvalue inclusion sets 413
7 Positive Definite and Semidefinite Matrices 425
7.0 Introduction 425
7.1 Definitions and properties 429
7.2 Characterizations and properties 438
7.3 The polar and singular value decompositions 448
7.4 Consequences of the polar and singular value decompositions 458
7.5 The Schur product theorem 477
7.6 Simultaneous diagonalizations, products, and convexity 485
7.7 The Loewner partial order and block matrices 493
7.8 Inequalities involving positive definite matrices 505
8 Positive and Nonnegative Matrices 517
8.0 Introduction 517
8.1 Inequalities and generalities 519
8.2 Positive matrices 524
8.3 Nonnegative matrices 529
8.4 Irreducible nonnegative matrices 533
8.5 Primitive matrices 540
8.6 A general limit theorem 545
8.7 Stochastic and doubly stochastic matrices 547
Appendix A Complex Numbers 555
Appendix B Convex Sets and Functions 557
Appendix C The Fundamental Theorem of Algebra 561
Appendix D Continuity of Polynomial Zeroes and Matrix
Eigenvalues 563
Appendix E Continuity, Compactness, and Weierstrass’s Theorem 565
Appendix F Canonical Pairs 567
References 571
Notation 575
Hints for Problems 579
Index 607
精彩書摘
《矩陣分析 英文版 第2版》:
Exercise.Explain why every diagonal matrix is normal.If a diagonal matrix is Hermitian,why must it be real?
Exercise.Show that each of the classes of unitary,Hermitian,and skew—Hermitian matrices is closed under unitary similarity.If A is unitary and |α|= 1,show that a A is unitary.If A is Hermitian and a is real,show that α A is Hermitian.If A is skew Hermitian and a is real,show that αA is skew Hermitian.
Exercise.Show that a Hermitian matrix has real main diagonal entries.Show that a skew—Hermitian matrix has pure imaginary main diagonal entries.What are the main diagonal entries of a real skew—symmetric matrix?
Exercise.Review the proof of(1.3.7)and conclude that A ∈ Mn is unitarily diagonalizable if and only if there is a set of n orthonormal vectors in Cn,each of which is an eigenvector of A.
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前言/序言
矩陣分析 英文版 第2版 下載 mobi epub pdf txt 電子書 格式