1

l+
y=f(x)

l
(a,l)

l
a a a+ x

lim f ( x ) = l
xa

sin 3x = 3 sin x 4 sin 3 x

1.
cos 3x = 4 cos 3 x 3 cos x

2 sin cos = sin( + ) + sin( )

2 cos sin = sin( + ) sin( )

2.
2 cos cos = cos( + ) + cos( )
2 sin sin = cos( + ) cos( )
e st
( s sin t cos t ) + c
st
sin t e dt =
s2 + 2
3. st
cos t e st dt = e

( s cos t + sin t ) + c
s2 + 2
t 2
0 e dt =
2
4. (2 )
e t 2 cos(2 xt )dt = e x 2
0 2
 3

1. shit ,,
(1)
(2)
(3)
(4)
(5)
(6) linear
2. M ( x, y )dx + N ( x, y)dy = 0

M N

y x I = e
f ( x ) dx
= f (x)
N
M N

y x I =e
f ( y ) dy
= f ( y)
M
M N

y x I =e
f ( x+ y ) d ( x+ y )
= f ( x + y)
M N
M N

y x I =e
f ( xy ) d ( xy )
= f (xy)
xM yN
3.

y 1
xdy ydx = x 2 d ( ) I ( x) =
x x2
x 1
xdy ydx = y 2 d ( ) I ( y) =
y y2
y 1
xdy ydx = ( x 2 + y 2 )d (tan 1 ) I ( x, y ) =
x x + y2
2

y 1
xdy ydx = xyd (ln ) I ( x, y ) =
x xy
d (xm y n )
mydx + nxdy = m 1 n 1 I ( x, y ) = x m1 y n 1
x y
4

1) (undamped)
my + ky = 0 k
m

2) (damped)
my + cy + ky = 0

c 2 > 4mk (overdamping)
c
() >1
4mk y = c1e ( + )t + c2e ( )t
= ( )
c 2 = 4mk (critical damping)
c
() =1
4mk y = (c1 + c2t )e t
= ,
(underdamping)
c < 4mk
2
c y = e t [c1 cost + c2 sin t ]
() <1
4mk
= i
= e t [c1 cos(t )]

1.
1 ax 1 ax
(1) e = e (L(a) 0)
L( D ) L( a )
1 ax 1
(2) e f ( x) = e ax f ( x)
L( D) L( D + a )

(3)
1 1 1 ax
e ax f ( x) = e ax f ( x) = e f ( x)
Da 0
1 1 ax 1
e ax f ( x) = e f ( x) = e ax f ( x)
( D a) 2
0 2 2
 5
6

2.

c1 cosx + c2 sin x
y + 2 y = 0

( 0 )
A cos 0 x + B sin 0 x
y + 2 y = cos 0 x

Ax cosx + Bx sin x
y + 2 y = cos x

( A1 x + B1 ) x cos x + ( A2 x + B2 ) x sin x
y + 2 y = x cos x

( A1 x 2 + B1 x + C1 ) x cos x
y + 2 y = x 2 cos x
+ ( A2 x 2 + B2 x + C2 ) x sin x

1 1
L( D 2 , D) cos x = L( 2 .D) cos x

(1)
1 1
sin x = sin x
L( D , D)
2
L( 2 .D)
1 x
cos x = sin x
D +
2 2
2
(2)
1 sin x =
x
cos x
D +
2 2
2

1 x 1
D 2 + 2 cos x = 2 sin x + 4 2 cos x
(3)
1 sin x =
x
cos x +
1
sin x
D 2 + 2 2 4 2
1 1 1
L( D) x sin x = x L( D ) sin x + ( L( D) ) sin x


1 x cos x = x 1 cos x + ( 1 ) cos x
L( D) L( D ) L( D)

1 x 2 sin x
2 sin x =
(D + ) 8 2
2 2

1 x 2 cos x
cos x =
( D 2 + 2 ) 2 8 2
 7

1 1 1 2
D 2 + 2 x sin x = 4 2 x sin x 4 x cos x

(4)
1 x cos x =
1
x cos x +
1 2
x sin x
D +
2 2
4 2
4
8

3.
1
f ( x) = e mx e mx f ( x)dx
Dm

4.

a2 ( x) y + a1 ( x) y + a0 ( x) y = r ( x)

Laplace
Fourier

Chain Rule

y + P ( x ) y = Q( x)

5. a 2 ( x) y + a1 ( x) y + a0 ( x) y = r ( x)

a 2 ( x) y + a1 ( x) y + a0 ( x) y = r ( x)

(1) a 2 + a1 + a0 = 0 h( x ) = e x

a 2 a1 + a 0 = 0 h( x ) = e x

m 2 a 2 + ma1 + a 0 = 0 h( x) = e mx

h( x ) = x
(2) a1 + xa0 = 0
h( x ) = x + m
 9

a1 + ( x + m)a0 = 0

h( x) = cos x
(3) a 2 + tan xa1 a0 = 0
h( x) = sin x

a2 cot xa1 a0 = 0
10

6.

y + P( x) y + Q( x) y = R( x)

Euler-Cauchy

Chain Rule

y + Ay + By = r (x)

7.
1 1
(1) check : Q P 2 P = C
4 2

1
(2) h( x) = exp P( x)dx y = ( x)h( x)
2

C R ( x)
+ C =
x 2 h( x )

Q( x)
8. t = ( B )
B
t + Pt
(1) check : =A ( A = constant)
(t ) 2
d2y dy R
(2) t = t (x) + A + By =
dt 2
dt (t ) 2
 11

9.
1 y y = f ( x, y )
y = p y = p
O.D.E. p = f ( x, p)
2 x y = f ( y, y)
dP dP dy dP
y = p y = = =P
dx dy dx dy
dP
O.D.E. P = f ( y, P )
dy
12

Laplace
1. Delta Function(Unit Impluse Function)
1.
x = 0
(1) (x) = , ( x)dx = 1
0 x 0

x = a
(2) ( x a) =
0 x a
,
( x a ) dx = 1

2. (1) f ( x) ( x) = f (0) ( x)
(2) f ( x) ( x a) = f (a) ( x a)
3. (1) u ( x) = ( x)
(2) u ( x a) = ( x a)

4. (1)
( x) g ( x)dx =

( x) g (0)dx = g (0)

( x)dx = g (0)

(2)
( x a ) g ( x)dx = g (a )

5. (1)
( x) g ( x) dx = g (a )

(2)
( x a ) g ( x)dx = g (a )

6. (1)
( n ) ( x) g ( x)dx = (1) n g ( n ) (0)

(2)
( n ) ( x a ) g ( x)dx = (1) n g ( n ) (a )

1
7.
(ax) f ( x)dx =
a
f ( 0)

1
8. (ax) = ( x)
a
9. x ( x) = 0
10. ( x) = ( x)

11. [ f ( x) ( x)] = f ( x ) ( x ) + f ( x ) ( x)

f ( x)( x) = f (0)( x) f (0)( x)

1 1
12. ( x) =
2
e iwx dw =
0
cos wxdw
 13

2. Gamma ( x) e t t x 1dt ( x > 0)
0

(1) ( x + 1) = x( x)
1
(2) ( ) =
2
(3) (1) = 1
(4) (n + 1) = n! (n N )
s 1
3. (1) 1{ }= t sin t
(s + )
2 2 2
2
1 1
(2) 1{ }= t cos t + 2 sin t
(s + )
2 2 2
2 2
s2 2
(3) 1{ } = t cos t
(s 2 + 2 )2
4.
f (t + T ) = f (t ) ( T 0 )
1
{ f (t )} =
T
Ts 0
e st f (t )dt
1 e
y ( 0) = A As + (aA + B)
5. y + ay + by = 0 ; B.C. Y (s) = 2
y (0) = B s + as + b
14

Laplace Fourier
Laplace Fourier
st ) i x
L {f ( t )} = e f ( t )dx = f (s ) F{ f ( x)} = e f ( x)dx = F ( )
0

1) s 1
L {f (t )} = f( ) F {f (x )} = F( )

t t
)
L {f ( t a )u ( t a )} = e as f (s ) F {f ( x a )} = e ia F()

)
s L {e at f ( t )} = f (s a ) F {e iax f ( x )} = F( a )

) f ( ) 0
L {f ( t )} = sf (s ) f ( 0)
F {f ( x )} = iF() f ( ) = iF()
d ) d
L { tf ( t )} = f (s ) F {ixf ( x )} = F()
ds d
t
f ( t ) g( t ) = f ( t )g( )d f ( t ) g( t ) = f ( x )g( )d
0

L {f ( t ) g( t )} = L {f ( t )} L {g( t )} F {f ( x ) g( x )} = F {f ( x )} F {g( x )}

Taylor Forbenious
1.
m
1 (1 + x) m = C0m x + C1m x + C 2m x 2 + L + C mm x P =
k = 0
C km x k ( p N )

2 (1 + x ) P = C0P x + C1P x + C 2P x 2 + C3P x 3 + L

P P( P 1) 2 P( P 1)( P 2) 3
=1+ x+ x + x +L
1! 2! 3!

=
n = 0
CnP x n ( p N ) x < 1

1
(1) n 11 3 5 7 9 L ( 2n 1)(2n 3)
C n = (n 0,1)
2

1 2 n n!
C 2 = ( 1) 1 3 5 7 9 L (2n 1)
n
( n 0)
n 2 n n!
 15

2.

LLLLLLLLL Taylor

LLLLL Forbenius

LLLL

3.
x = 0 O.D.E.

y = x r a n x n = a n x n+ r O.D.E.
n =0 n =0

y ( x ) =
n=0
( n + r ) a n x n + r 1

y ( x) = (n + r )(n + r 1)a n x n + r 2
n =0

4.

O.D.E. y + P( x ) y + Q( x ) y = 0
p0 q q
y + ( + p1 + L) y + ( 02 + 1 + q 2 + q3 x + L) y = 0
x x x

r (r 1) + p0 r + q0 = 0

r1 r2

5.

(1) r1 r2 ( y ) r = r1 ( y ) r = r2
(2) y
) r =r ( y ) r = r1 (
r 1
(3) r1 r2 =
a0 = r r1
y
( y ) r = r1 ( ) r = r1
r
(4) r1 r2 = ( y ) r = r1 ( y ) r = r2

16

Taylor Forbenious

(+)

y = an x n y = x r an x n ( x r )
n =0 n =0

y = nan x n1 ( n = 1 ) y = (n + r )an x n+ r 1 ()
n =1 n =0

3-2. 4-1.Euler-Cauchy 8-3.Forbenius

O.D.E. y + ay + by = 0 x 2 y + axy + by = 0 y + P ( x ) y + Q ( x ) y = 0

y = e mx y = xm y = x r an x n
n =0

m(m 1) + am + b = 0
m2 + am + b = 0 r (m 1) + A0 r + B0 = 0

y = c1 y m = m + c2 y m = m y = c1 y m = m + c2 y m = m
1 2 1 2

y = c1 y r = r + c2 y r = r
1 2

= c1e m1x + c2e m2 x = c1 x m1 + c2 x m2

y y
y = c1 y m = m + c2 y = c1 y m = m + c2
1
m m = m1 1
m m = m1 y
y = c1 y r = r + c2
1
r r = r1

= c1e m1 x
+ c2 xe m1 x
= c1 x + c2 ln x x
m1 m1

y = e px (c1 cos qx + c2 sin qx ) y = x p [c1 cos q ( lnx ) + c2 sin q (ln x )]

 17

Bessel
(
1.(1) x 2 y + xy + x 2 2 y = 0 ) y ( x) = c1 J (x ) + c2Y ( x )

(
(2) x 2 y + xy x 2 + 2 y = 0 ) y( x ) = c1I ( x ) + c2 K ( x )

(
(3) x 2 y + (1 2a )xy + x 2 2 y = 0 ) y ( x ) = x a [c1 J a2 + 2
( x ) + c2Y a2 + 2
( x )]

(
(4) x 2 y + xy + x 2b 2 y = 0 ) 1 1
y ( x ) = c1 J x b + c2Y x b
bb bb

(5) x 2 y + (1 2a )xy + x 2b 2 y = 0( )
1 b 1 b
y ( x ) = x a c1 J 2 2
x + c2Y x
a + b a2 + 2 b
b
b

2. Bessel
(1)

J (x )

( 1)
n
x
2 n+

n =0 n! (n + + 1) 2

J m (x )

( 1)
n
x
2 n+ m

( m = )

n =0 n! (n + m )! 2

(2)

1 y = J 0 ( x)

y = J1 ( x )
y = J 2 ( x)
18

(3)

1
d
dx
[ ]
x J ( x ) = x J 1 ( x )

2
d
dx
[ ]
x J ( x ) = x J +1 ( x )

2
3 J 1 ( x ) + J +1 ( x ) = J (x )
x
J 1 ( x ) J +1 ( x )
4 J ( x ) =
2

(4)

1 x
m
J m1 (x )dx = x m J m (x ) + c

2 x
m
J m+1 ( x )dx = x m J m ( x ) + c

3 [J (x ) J (x )]dx = 2 J (x ) + c
m 1 m +1 m

3. Bessel

(1)

J ( x ) cos J ( x )
1 Y ( x ) =
sin
2 = m = Ym ( x ) = lim Y ( x )
m

(2)
y = Y0 ( x)

y = Y1 ( x) y = Y2 ( x)
 19

Legendre
( )
1. 1 x 2 y 2 xy + n(n + 1) y = 0 ; 1 x 1

y( x ) = APn ( x ) + BQn ( x ) (n = 0,1,2,3, LL)

Pn ( x ) =
2. Rodriguess formula
1 dn
n
2 n! dx n
[(
x2 1)]
n

3 Pn ( x ) (generating function)

1
pn ( x , t ) = = Pn ( x) t n ( t < 1 , x 1)
1 2 xt + t 2 n =0

2
( m = n)
4. Legendre Pm ( x )Pn ( x )dx = 2n + 1
1

1
0 ( m n)
5.

(1) xPn( x ) Pn1 ( x ) = nPn ( x )

(2) Pn+1 ( x ) Pn1 ( x ) = (2n + 1)Pn ( x )

(3) (n + 1)Pn+1 ( x ) = (2n + 1)xPn ( x ) nPn1 ( x )

-(Sturm-Liouville)
1. Sturm-Liouville B.V.P.
[r ( x) y] + [q( x) + p( x)]y = 0; a xb
(1) (regular)
1 y (a) + 2 y(a) = 0 (12 + 22 0)
B.C.
1 y (b) + 2 y(b) = 0 ( 12 + 22 0)

(1)
(2)
(3) {1 ( x ), 2 ( x ),LL} [a, b]
[a, b]
(Fourier series)

p ( x ) m ( x ) n ( x )dx = 0
b

a
20

(2)
(2) (periodic)
r (a ) = r (b )

B.C. y (a ) = y (b )
y(a ) = y(b )

(3) (singular) 3
r (a ) = 0; 1 y (b ) + 2 y(b ) = 0 ( 12 + 22 0)

B.C. r (b ) = 0; 1 y (a ) + 2 y(a ) = 0 (12 + 22 0)
r (a ) = r (b ) = 0; y[a, b]

Fourier
1. Sturm-Liouvlle B.V.P. Fourier
B.C. Eigenfunctions Fourier

n L
n
y(0) = y(L) = 0 sin x = f ( x ) = bn sin x
L 2 n =1 L

1 = L
n
y(0) = y(L) = 0 f ( x ) = a0 + a n cos x
n L n =1 L
cos x =
L 2
y(0) = y(L) = 0
y(0) = y(L) = 0

1 = T
T T
y( ) = y( )
2 2 2n T
2 n 2 n
cos x = f ( x) = a0 + {an cos x + bn sin x}
T T T 2 n =1 T T
y( ) = y( )
2 2 2n T
sin x =
T 2

1 2
1 2
2. 2= 8 ,
n =1, 3, 5,L n

n =1 n2
=
6
( 8 6)

T 2 n
3. x= (1) n+1 sin x
n =1 n T
T2 T 2 2n
4. x2 = + ( ) (1) n cos x
12 n=1 n T
 21

3. Fourier
()
2 n

2 n
2 n
f ( x) = a 0 + {a n cos x + bn sin x} f ( x) = bn sin x
n =1 T T n =1 T

2n 2n 2n
T T
1 2 1 T2 2 2
an =
T
T f ( x ) cos
T
xdx ; bn =
T
T f ( x ) sin
T
xdx bn =
T 0
f ( x) sin
T
xdx
2 2
2 2
2
Fourier Fourier sine

f ( x ) = { A( ) cos x + B ( ) sin x} d f ( x) = B ( ) sin x d
0 0

1 1 Fourier sine

A( ) = f ( x) cos x dx ; B ( ) = f ( x) sin x dx

2

B ( ) = f ( x) sin xdx
0

Fourier Fourier
1 2

f ( x) = { A( ) cos x + B( ) sin x} d f ( x) = Fs ( ) sin x d
0 0

Fourier
A( ) = f ( x) cos x dx ; B( ) = f ( x) sin x dx

Fs{ f ( x )} = f ( x ) sin xdx = Fs ( )
0

()
2 n 2 n
f ( x) = a 0 + a n cos
i
x f ( x) = cn e T x
n =1 T n =

1 T2 i
2 n
cn = T f ( x) e T dx
x
2 T2 2n
an =
T 0
f ( x) cos
T
xdx T 2

2
Fourier cosine Fourier
ix
f ( x) = A( ) cos x d f ( x) = C ( ) e d
0

Fourier cosine Fourier

2 1 ix

A( ) = f ( x) cos xdx C ( ) = f ( x) e dx
0 2

Fourier Fourier
2 1 ix

f ( x) = Fc ( ) cos x d f ( x) = F ( ) e d
0 2
Fourier Fourier
i x
Fc{ f ( x )} = f ( x ) cos xdx = Fc ( ) F { f ( x )} = f ( x) e dx = F ( )
0
22

4. Fourier

f (x) F { f ( x)} = F ( ) = f ( x)e i x dx

(x) 1

1
u (x) + ( )
i

1 x a 2 sin a
box( x) =
0 x >1

1 x 1 2 sin
box( x) =
0 x >1

a x
2a
e
a + 2
2

2
x2
e e 4

2
ax 2
e e 4a
a

sin ax i [ ( + a) ( a)]

cos ax [ ( + a) + ( a)]

5. Fourier

(1) Peter V. ONeilMichael D. Greenberg

Fourier F { f ( x)} = F ( w) =
f ( x)e iwx dx

1
Fourier F 1{F ( w)} = f ( x) =
2
F ( w)e iwx dw

(2) C. Ray Wylie, Louis C. Barrett

Fourier F { f (t )} = F ( w) =
f (t )e iwt dt

1
Fourier F 1{F ( w)} = f (t ) =
2
F ( w)eiwt dw
 23

(3) Dennis G. Zill, Michael R. Gullen

Fourier F { f ( x)} = F ( ) =
f ( x)eix dx

1
Fourier F 1{F ( )} = f ( x) =
2
F ( )e ix d

(4) Erwin Kreyszig

1
Fourier F { f ( x)} = F ( w) =
2
f ( x)e iwx dx

1
Fourier F 1{F ( w)} = f ( x) =
2
F ( w)eiwx dw

(5)
1
Fourier F { f ( x)} = F ( w) =
2
f ( x)e iwx dx

Fourier F 1{F ( w)} = f ( x) =
F ( w)eiwx dw

P.D.E.

1. (method of separation of variables)(superposition)

2.

(1) t 12-2

(2) B.C. 12-3

(3) P.D.E.B.C.t 12-4

(4) B.C. x Laplace

24

P.D.E.
(1) P.D.E

1 ( x , y ) > 0 P.D.E. ( x , y ) (hyperbolic)

0 0 0 0

2 ( x , y ) = 0 P.D.E. ( x , y ) (parabolic)
0 0 0 0

3 ( x , y ) < 0 P.D.E. ( x , y ) (elliptic)

0 0 0 0

(2) P.D.E.

1 P.D.E.
u t = c 2 u xx

2 P.D.E.
u tt = c 2 u xx

3 Laplace P.D.E.
u xx + u yy = 0

4 Tricomis P.D.E. yu + u
xx yy = 0

5 Poissons P.D.E. u + u
xx yy = f ( x, y )
 25

y f
2D Green C
f dx + g dy ( x y )dA
R
r r r
3D n dA
S
F dV
F
D
r r r r
3D stoke (C )
S
F ndA
dr
F
C

r r r r
3D stoke (C ) dr
F
C

S
F ndA

v
ydx + xdy r v 2 (0,0) 1 1 v v
2D- C x 2 + y 2 = C r 2 nds = 0 (0,0) A=
2C ydx + xdy = r n ds
2C

v
r v 4 (0,0,0) 1 v v
S r 3 ndA = 0 (0,0,0) 3 C
3D- V= r n dA

1. ()
f

(1) f = 0
(2) f dr = 0
C
(C )
Q
(3)
P
f d r

(4) ( ) f =
2. ()
f

(1) f = 0
(2) f ndA = 0
S
(S )

(3) f ndA S
S

(4) A f = A
26

1.

0 n 1
C z = z0 (z z0 ) dz =
n

c 2i n = 1

f ( z)
2. F ( z ) = ( n )
2 n + 1 n2
z ( z n ) ( z
n1 n2
)
2

z=0 1
f (z ) sin z tan z
z = n 1

f ( z ) sin 1 z , tan 1 z ,
z=0 1
sinh z , tanh z
f ( z ) z sin z z=0 3

1 3 5
f ( z ) cos z cot z z = , , ,L 1
2 2 2

3.

a1 = 0

a1 = lim ( z z0 ) f ( z )
z z0

a1 = lim
1 d n1
z z0 ( n 1) ! dz n 1
[
( z z0 ) n f ( z ) ] ( n 3)
n
Laurent () a1 ( n 3 )

Laurent () a1

[ ] 1 1
Res f ( z ) ; = a1 = Re s 2 f , = 0

4. (generalized residue throrem)

zi f (z ) C

z 0 f (z ) C
 27

2i
i =1
Re s( zi )
f ( z )dz = N
2i Re s( z ) 2i Re s()
C

i =1
0

5. ()

z = z0 f ( z )

z = z0 r = ( 0 )

(1) C

lim f ( z )dz = i Re s( z0 ) z0
0
c

(2) C

lim f ( z )dz = i Re s( z0 ) z0
0
c

(3) lim f ( z )dz = i Re s( z0 )

0
c

(4) lim f ( z )dz = i Re s( z0 )

0
c

0 + 2 z n + z n z n - z n dz
6. F (cos n , sin n ) = 2 , 2i iz
F
0
z =1

7.
(1) P(x) Q(x)
(2) Q( x ) = 0
(3) degree(Q)>degree(P)+1 ()

P (x ) 2i Re s () + i Re s ()
P.V . dx =
Q ( x )
2i Re s () i Re s ()

8. Fourier
(1) P(x) Q(x)
(2) Q( x ) = 0
(3) degree(Q)>degree(P)

P ( x ) i x 2i Re s () + i Re s () > 0
P.V . e dx =
Q( x )
2i Re s () i Re s () < 0
28

9.
sin ax

(1)
0 x
dx =
2
2 1 2 1
(2) d = d =
0 a + b cos 0 a + b cos
a b
2 2
a b2
2

cos mx
(3) a + x
2 2
dx = e ma
a
ln x

(4)
0 a + x 22
dx =
2a
ln a

(5)

10.

? ? ?
(1) dx , 0 e x e x dx , 1 e x
dx
0
sinh x 0

? ? ?
(2) dx , 0 e x + e x dx , 1+ e x
dx
0
cosh x 0

11.
(1)

c3 : z = xei c2 : z = Rei

x:R 0 :0

c1 : z = x
x:0 R
 29

(2) 0
sin x2dx = cos x2dx =
0 8

=
4

? 2
(3)
0 1 + x3
dx =
3
()

? 2
(4) dx = ()
0 1 + x
,
(5)
dx = ()

,
(6)
dx = 2 ()
30

1.

(1) A + B = B + A 1 AB BA
(2) A + ( A) = 0 2 AB = 0 / A=0 B= 0
(3) (A + B ) + C = A + (B + C) 3 AB = AC / B=C
(4) k ( A B ) = kA kB 4 ( A + B) 2 A 2 + 2 AB + B 2
(5) A I =I A 5 ( A + B)( A B) A 2 B 2
(6) A 0 = 0 A=0 6 A2 = 0 / A=0
(7) A (B + C) = AB+ AC 7 ( AB) A 2 B 2
2

(8) (B + C) A = BA+ CA
(9) (AB)C = A(BC)
(10) aA = 0 A = 0 a = 0
2.

(1) (idempotent matrix)

A2 = A
(2) (nilpotent matrix)
k Ak = 0 A k 1 0

(3) (singular matrix)
A = 0 A
(4) (symmetric matrix)
AT = A
(5) (orthogonal matrix)
AT A = I

3.
A R mn A 4
(1) (row space)
{ }
RS ( A) = xA x R1m A

(2) (column space)
{ }
CS( A) = Ax x Rn1 A

(3) (null space)
{ }
Null ( A) = Ax = 0 x R n1 A
(4) (left kernel space)
{ }
L ker( A) = xA = 0 x R1m A
 31

4. rank

Amn X = b n

(1) rank[ A] = r r
(nr)
(2) rank [ A | b] rank [ A] [A][A|b]

(3) rank [ A | b] = rank [ A] = r [A][A|b]

1 r = n

5. Ax=0
(1) 0Ax=0(trivial solution)
(2) Ax=0( x 0 )det(A)=0
(3) Ax=0(null space)
A (nullity) nullity(A)
6.
(1) A t = A (symmetric matrix)
(2) A t = A (anti-symmetric matrix)
(skew-symmetric matrix)

(3) A* = A (Hermitian matrix)

(4) A* = A (anti-Hermitian matrix)
(skew- Hermitian matrix)

7. A nn (nonsingular matrix):
(1) A
(2) A x = 0
(3) A - I n
(4) A
(5) A x = b n 1 b
(6) A x = b n 1 b
(7) det( A) 0
(8) A
(9) A
(10) A R n
(11) A R n
(12) A R n
(13) A R n
32

(14) A n
(15) A () 0
(16) A t A
(17) = 0 A

8.

A, B F nn A ~ B
(1) det( A) = det( B )
(2) tr( A) = tr( B )
(3) rank ( A) = rank ( B )
(4) nullity( A) = nullity( B )
(5) ( A) = ( B )

1 (1)(5) A B
2 (1)(5)

9.

X , Y C n1
(1) ( X Y ) = (Y X )
(2) (a X Y ) = a ( X Y ) ( X aY ) = (aY X ) = a( X Y )
(3) ( A X Y ) = ( X A * Y ) ( X AY ) = ( A * X Y )
 33

(orthogonal matrix)
A R nn A1 = At AAt = At A = I
A

1.

A R nn
(1) A
(2) A R n
(3) A R n

2.

(1) A1 ( ) = (A )
1 1 t

(2) ( AB ) = ( AB )
1 t

(3) A det ( A) = 1

3.

Ann

(1) A x = x ( x R n1 )

( ) ( )
(2) A x | A y = x | y ( x, y R n1 )

(3)

4. (orthogonally diagonalize)

A R nn P R nn
P 1 AP = P t AP = D
A (orthogonally diagonalizable)

5.

A R nn
(1) A n
(2) A
34

6.

A n
(1) A = At A (symmetric matrix)
(2) A = At A (skew-symmetric
matrix)

7.

(1) A = A* A (Hermitian matrix)

()
(2) A = A* A (skew-Hermitian
matrix)(anti-Hermitian matrix)

8.

(1) An

(2) A + A t A At

9.
A R nn A t = A
(1) A
(2)
 35

10. 2-D

y y e2 e2

x e1

x e1

x x x x
= P = P 1
y y y y
e1 = cos e1 + sin e2

e2 = sin e1 + cos e2

e1 cos sin e1 x cos sin x

e = sin cos e y = sin cos y
2 2

cos sin
P 1 =
sin cos
cos sin 1
P = P P = P
t

sin cos
P
36

1.

A 1 = A t A 1 = A

(1) A x = x (1) A x = x

(2) ( A x | A y ) = ( x | y ) (2) ( A x | A y )

(3) det ( A) = 1
(3) = 1

P 1 AP = P t AP = D P 1 AP = P AP
() ()
AAt = A t A AA = A A

2.

A1 = At
det( A) = 1 =1

At = A
0
At = A det( A ) = 0
( 0) =0

3.
(1) (Hermitian matrix)
A = A AA = AA = A A
(2) (anti-Hermitian matrix)
A = A AA = A( A) = ( A) A = A A
(3) (unitary matrix)
A = A 1 AA = AA 1 = I = A 1 A = A A
 37

4. ( AA = A A )

A 1 = A =1

A =A
()

A = A

5.

A 1 = A t A 1 = A
P 1 AP = P t AP = D P 1 AP = P AP
AAt = A t A AA = A A

6.

(1) A x = x ( x C n1 )

( ) (
(2) A x | A y = x | y ) ( x, y C n1 )

(3) A = 1

7. (unitarily diagonalizable)

A C nn P R nn
P 1 AP = P AP = D
A (unitarily diagonalizable)

8.
A C nn
(1) A C nn
(2) A n
(3) A

9.
A C nn ( AA = A A )
A
38

t
10. Q( x) = x A x x R n1

t
(1) x 0 Q( x) = x A x > 0 Q( x)

(positive definite) Q( x) = x12 + x 22

t
(2) x 0 Q( x) = x A x 0 Q( x)

(positive semi - definite)

Q( x) = ( x1 x 2 ) 2
t
(3) x 0 Q( x) = x A x < 0 Q( x)

(negative semi - definite)

Q( x) = x12 x 22
t
(4) x 0 Q( x) = x A x 0 Q( x)

(negative definite) Q( x) = ( x1 x 2 ) 2
t
(5) x 0 Q( x) = x A x

Q( x) (indefinite)
Q( x) = x12 x 22
11.

(1) i > 0 Q( x) = x A x
t

(2) i 0 Q( x) = x A x
t

(3) i < 0 Q( x) = x A x
t

(4) i 0 Q( x) = x A x
t