释义 |
Matrix EquationNonhomogeneous matrix equations of the form
 | (1) |
can be solved by taking the Matrix Inverse to obtain
 | (2) |
This equation will have a nontrivial solution Iff the Determinant . In general,more numerically stable techniques of solving the equation include Gaussian Elimination, LU Decomposition, or theSquare Root Method.
For a homogeneous Matrix equation
 | (3) |
to be solved for the s, consider the Determinant
 | (4) |
Now multiply by , which is equivalent to multiplying the first column (or any column) by ,
 | (5) |
The value of the Determinant is unchanged if multiples of columns are added to other columns. So add timescolumn 2, ..., and times column to the first column to obtain
 | (6) |
But from the original Matrix, each of the entries in the first columns is zero since
 | (7) |
so
 | (8) |
Therefore, if there is an which is a solution, the Determinant is zero. This is also true for ,..., , so the original homogeneous system has a nontrivial solution for all s only if the Determinant is 0. This approach is the basis for Cramer's Rule.
Given a numerical solution to a matrix equation, the solution can be iteratively improved using the followingtechnique. Assume that the numerically obtained solution to
 | (9) |
is , where is an error term. The first solution therefore gives
 | (10) |
 | (11) |
where is found by solving (10)
 | (12) |
Combining (11) and (12) then gives
 | (13) |
See also Cramer's Rule, Gaussian Elimination, LU Decomposition, Matrix, Matrix Addition,Matrix Inverse, Matrix Multiplication, Normal Equation, Square Root Method
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