看板 Math 關於我們 聯絡資訊
※ 引述《kuromu (kuromu)》之銘言: : 看統計的某個定理證明有用到一些性質 : if A real symmetric matrix is positive semidefinite,and if an element on the : principal diagonal is zero,then all elements in the row and all elements in : the column are zero. A=A^t x^t A x ≧0 for all x then A_{kk}≧0 for all k Suppose A_{ii}=0 for some i -------------------------------------------------------------------------- Suppose A_{ij}≧0 Take x_i=r, x_j=-1/r, and x_k=0 for k≠i,j then x^t A x = x_m A_{mn} x_n = A_{jj} /r^2 - A_{ij} - A_{ji}≧0 for all r Hence, 2A_{ij}≦A_{jj}/r^2 for all r A_{ij}=0 ---------------------------------------------------------------------------- Suppose A_{ij}≦0 Take x_i=r, x_j=1/r, and x_k=0 for k≠i,j then x^t A x = x_m A_{mn} x_n = A_{jj} /r^2 + A_{ij} + A_{ji}≧0 for all r Hence, -2A_{ij}≦A_{jj}/r^2 for all r A_{ij}=0 ---------------------------------------------------------------------------- 另外請問如何證明 rank(A1+A2+...)≦rank(A1)+rank(A2)+... If x in the range(A1+A2) then (A1+A2).y = x = A1.y+A2.y that is, x in the range(A1)+range(A2) range(A1+A2) is contained in range(A1)+range(A2) However, dim(V+W)≦dim(V)+dim(W) rank(A1+A2)≦dim(range(A1)+range(A2))≦rank(A1)+rank(A2) -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 112.104.97.155 ※ 編輯: JohnMash 來自: 112.104.143.117 (06/02 13:11)
kuromu :謝謝 06/02 21:31