Ch1. Linear Algebra Review Flashcards
Norm 定義
- 長度大於等於 0
- ║ax║ = |a| ║x║
- 滿足三角不等式 (║ x + y║ ≤ ║x║ + ║y║)
Norm 是 “向量的長度”,有多種定義方法,唯一要求是符合以上三個條件
Lp-Norm
║x║p = 所有向量p平方相加,再開p次方根(幾何平均)
L0-Norm
算向量中多少不為0的元素(不是Norm! 不合第二個條件)
L2-Norm (Euclidean Norm)
║x║₂ = √(x₁² + x₂² + … + xₙ²)
L1-Norm
║x║₁ = |x₁| + |x₂| + … + |xₙ|
L∞-Norm
所有向量中最大的成員
Cauchy-Schwarz Inequality
Let x ∈ Rn and y ∈ Rn then
|x T y| ≤ ║x║₂ ║y║₂
|x T y| 內積
重要性: 不管任何維度都適用
Cosine Similarity
|x T y| / ║x║₂ ║y║₂
cosine 值越大(越接近1) -> 兩向量夾角越接近0度 -> 向量越接近
Linearly independent
線性獨立
向量集合中,沒有一個向量能夠被其他向量的線性組合取代
(每個向量都無法被其向量表示出來)
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Definition 1.2:A set S = {v1 ,…, vr} , where r ≥ 2 is
a) linearly independent iff not exist a vi ∈ S being a
linear combination of other vectors in S ;
b) linearly dependent iff exist a vi ∈ S being a linear
combination of other vectors in S ;
If S has only one element, linearly independent
Basis
在線性代數中,基(英文:basis,又稱基底) 是向量空間裡某一群特殊的向量(稱為基向量),使得向量空間中的任意向量,都可以唯一地表示成基向量的線性組合(或線性組合的極限)。
If V is any vector space and S = {v1, v2, . . vn} is
a set of vectors in a finite-dimensional vector
space V, then S is called basis for V if :
a) S spans V
b) S is linearly independent (no redundant vectors)
finite-dimensional vector space if it is spanned by a finite set of vectors! (basis 是有限多的!)
線性獨立在 Ax = 0 的特性
S = {v1 , v2 ,…, vr} is linearly independent if and only if
the only coefficients satisfying
x1v1 + x2v2 +…+ xrvr = 0 are x1 = x2 =… = xr =0
Ax = 0 only has trivial sol.!
Dimension Theorem
Given a matrix A : m×n
Rank(A) + Nullity (A) = n
Rank(AT) + Nullity (A) = m
Rank & Nullity
Given a matrix A : m×n
Rank(A) = dim(Row(A)) = dim(Col(A))
Nullity(A) = dim(Null(A))
Rank(A) = Rank(AT) ; Rank(A) ≦ min(m , n)
Rank: 一個矩陣需要多少 row/col. 就夠了 (不需要原始大小!)
row/column space
矩陣的 row/column vector 所 span 出的 vector space
Eigenvalue & eigenvector
Given a square matrix A ∈ Rn×n, vector u ∈ Rn
(with u ≠ 0) is called the eigenvector of A if
Au = λx , for some λ ∈ R.
The scalar λ is called the eigenvalue
corresponding with u