Rumus
- Norm: ∣∣v∣∣=v12+v22+⋯+vr2
- Inner prod:
- ⟨u,v⟩=u1v1+u2v2+⋯+urvr
- A⋅B=tr(ATB)
- Gram-Schmidt orthogonalization:
- vi=ui−∑j=1i−1∣∣vj∣∣2⟨ui,vj⟩vj
- Bi=Ai−∑j=1i−1Bj⋅BjAi⋅BjBj
- Orthonormal/normalizing:
- Orthogonal: u⋅v=0
- QR Decomposition
- A=QR where Q has orthonormal cols, R upper triangular
- Q=[q1⋯qn] from normalizing Gram-Schmidt
- R:rij=⟨aj,qi⟩,i≤j
- Basis
- Col space: Cols of A corresponding to pivot positions of A (from RREF)
- Row space: Cols of AT corresponding to pivot positions of AT
- Dimension: Count of basis of vector space
- Rank
- Dimension of col/row space (equal)
- Count of pivot cols
- rank(A)=rank(T)+rank(W−VT−1U)
- G-Inverse
- r×r invertible submatrix M, r=rank(A)
- Create n×m zero matrix, and insert (M−1)T where M was taken from A
- Matrix from (2) is (A−1)T
- Partition
- Product: Treat partitioned as elements of A, and multiply normally, then expand
- Inverse:
- t=T−1, u=tU, v=Vt, q=(W−vU)−1
- [TVUW]−1=[t000]+[−uIn]q[−vIn] atau [WUVT]−1=[000t]+[In−u]q[In−v]