复旦 工程数学-ch5.pdfVIP

March18,2006

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AnAT=A,A

An

(1)A

(2)An

(3)A

(4)PPTAP

T¯T

Ax=λx,x¯A=λx¯

TTT¯T

x¯Ax=λx¯x,x¯Ax=λx¯x

¯

λ=λ.Ax=λx,Ay=µy

TTTT

yAx=λyx,xAy=µxy

(λ−µ)yTx=0,yTx=0.

()March18,20062/23

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An

xTAx0∀x∈Rn,x=0,

A

xTAx≥0∀x∈Rn,

A

()March18,20063/23

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An

(1)A

(2)A

(3)A

(4)A

(5)LA=LLT,

ACholesky.

An

(1)A

(2)A

(3)A

()March18,20064/23

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An

AnA

aii≥|aij|,i=1,2,...,nAnGerschgorin

j=i

x≥0Anλi≥0.

λi0,A

4−1−22−1

A=−14−1B=−12−1

−2−14−12

()March18,20065/23

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2−1



−12A11

A==



