.

.
.
.
.
.

5.1

.
5.1.1
5.1 = ( )
(1)
() = det( ) = + 1 1 + + 1 +
(characteristic polynomial)n
() = 0
(characteristic equation) n 1 , ,
eigenvalue. ()(spectrum of
eigenvalue).
(2)
( ) = , (5.1)
eigenvector.
(5.1)
= . (5.2)
3.5 (5.2) 5.1
.
(eigenspace).
.
(5.1)
. ,
. 3.3 n

:
= . (5.3)
5.1 5-1 12
31 , 2 , 3

4 .

2
1 (), 2 (), 3 ().

k1
.

m1 0
y1(t)
() + () = , k2
() = [1 () 2 () 3 ()] ,
m2 0
1 0 0 1 + 2 2 0 y2(t)
=[ 0 2 0 ], = [ 2 2 + 3 3 ] . k3
0 0 3 0 3 3
m3 0

y3(t)

5-1 .
() = , ( = 1, 2, 3)
= 1 .
() = 2 , ( = 1, 2, 3)
:
2 + = ,

= ,
1 2
= = .
.
.
5.2
5 1 1
= [3 1 1]
4 2 1
.
[]:
5 1 1
det( ) = | 3 1 1 | = ( 3)( 2)2 = 0
4 2 1
1 = 32 = 2.
= 1 = 3( ) =
2 1 1 1 0
[3 2 1] [2 ] = [0]
4 2 2 3 0
1 = 1, = [1,1,1] 111
.
= 2 = 2( ) =
3 1 1 1 0
[3 1 1] [2 ] = [0]
4 2 1 3 0
1 = 1, = [1,1,2] 222

3
.
5.1
(5.2).
5.1 ( = 1,2, , ) n
(1) =1 = =1 = tr() ;
(2) =1 = det() .
tr()trace.
(2) 0, 0 .
5.2() = ( ).
5.3().
5.4()
11 12 1
22 2
=[ ],



() =
=1 ( ).
5.5(similarity transformation).
= 1
(1) () = () ;
(2) .

(diagonalizable).
..
5.2: m mn1 , ,
(algebraic multiplicity) ( )
(geometric multiplicity).
5.6 m 1 , , , ( = 1, , )

(1) =1 = .
(2) =1 ()
.
(3)
.
5.3 k
kdefective matrix
nondefective matrix.
5.7
1 = ,
, .
n .
5.7 = 1, (spectrum
decomposition). .
5.2 2 2 1.

4
(Jordan decomposition).
5.8 ,
= 1 ,
1
1

[ ] =
1
[ ]
. m 1 , ,
, ( = 1, , ) =
=1 , ,
.
1
.
.
5.9 ( = 1,2, , ) n
(1) , , 1 , 2 , , .
(2) + , , 1 + , 2 + , , + .
(3) , , 1 , 2 , , .
(4) ()()(1), (2 ), , ( ) .
(5) 0, ( = 1,2, , ), 11 1 1
1 , 2 , , .

5.1.2
.

max ( )
(1). 2-cond()2 = ;
min ( )

(2). (+1) = () +
() = max1 | ()| < 1 ; = log10 () .
.
4.4
() ,
.
5.4.
5.4 = =1| | , ( =
= ( )

D2
1, , ) = {|| | , }, ( = D1 D3 2
22
1, , ) 1 0 33
3
Gerschgorin. 11

5-2 33 .
5.10 () = ( )
(1) 5-2 33
, 1 .

| | | | . (5.4)
=1

5
() =1 .
(2) S S S
.
5-2 5.10 (2)1
2 , 3 . 5.10 (1)(2)
.
[]: = . k
| | = max | | > 0 ,
1

(5.2) k

= ,
=1

| || | = || || | || | | | | | . (5.5)
=1 =1 =1

k . (5.5)| |
(5.4) 5.10 (1). k
k .
5.2 n 5.10
. .
5.11 0
(1) 0.
(2)
.
5.3 ()
4 1 0
= [1 0 1]
1 1 4
.
[]: :
D1: | 4| 1, D2: || 2, D3: | + 4| 2.
D1
D1 .
3 1 5, 2 , 3 D2 D3 .
.

D1: | 4| 2, D2: || 2, D3: | + 4| 1.

D3 [-5, -3]

1 [3, 5], 2 [2, 2], 3 [5, 3].

Matlab eig 4.2030, -0.4429, -3.7601.
5.5

6
.
5.4 () 5.5 5.10 5.3
.
[]:
1 0 0
1 = [0 1 0 ] ,
0 0 0.9

4 1 0
1 = 1 = [ 1 0 109]
0.9 0.9 4
. 1

19 19
1 [3, 5], 2 [ , ] , 3 [5.8, 2.2].
9 9
()3 () 5.8 .
5.2, 5.5
.
.

5.2

.
.
5.2.1
5.5 A
.
. 5
5, 5, 3 + 4, 3 4, . .

. .
(power iteration)0
= 1 , ( = 1,2, )
{ }. .
5.12: 11
0 0
= 1 , ( = 1,2, ),

lim = 1 , (5.6)

1
(+1 )
lim = 1 , (5.7)
( )

1( ) ( = 1, 2, ).

7
[]: 1.
n : |1 | > |2 | | |
1 , ,
. 0
1 + +
0 = 1
1 0
= 1 = 0 = 1 1
1 + 2 2
2 + +



= 1 [1
1 ]
+ ( )
1
=2

= 1 (1
1 + )

= =2 ( )

. | | < 1, ( = 2, , ),
1 1

lim = lim = 1
1 .
1
1 = 1 1
. .
j 1 n ( ) 0
(+1 ) 1 + +1 )
(1
= 1
( ) 1 + )
(1
lim = : 1. .
.

3 1 0
= [0 3 0] ,
0 0 1
3 1.
.
5.12
1
1{ 1 }.
(5.7).
j .
1 00
. 0


(1) 1 1
|1 | > 1
|1 | < 1 .

(2) . = =2 ( ) 0
1

(+1 )
|2||2 | 1. 1 1 1, ( )
1
1 1

.
.

8
.
5.6 max () max
() = j
| | = max1 | |, j . = / max ()
(normalized vector).
3
= [3, 5,0] max
5.5 () = 5 = [ 5 , 1,0] .

5.6.
5.13: 5.6
(1) = 1max () = 1.
(2) 12121 = 2 , 01 = 2 .
. 1 = 0
1
1 0
1 = = .
(1 ) max
max (0)
2:
2 0
2 = 1 = , (5.8)
(0)
max

2 2 0
2 = = . (5.9)
(2 ) max
max (2 0 )
(5.9)(5.8) 5.13 (2).
0
= 1 =
(1 0)
max
, = 1, 2, . (5.10)
0
= =
{ max ) max
( ( 0 )
5.12



0 = 1 1 + ( )
[1 ]
1
=2

0 1
1 + ( ) 1
=2 1
= = ,
( 0 )
max
(1 )
max
(1
max 1 + =2 ( ) )
1
.

1 + =2 ( )
1 [1 ]
0 1
= 1 = =
(1 0 )
max 1
(11 [1
max 1 + =2 ( ) ])

1

1 + =2 ( )
1
1
= 1
1
1 + =2 ( )
(1
max )

1
5.13 (1)

9
 1
lim = 1 ( ) = 1 .
lim max
(1 )
max

5.1 .
5.14: 1
0 = 0 (5.10)
1
lim = , (5.11)
(1 )
max

( ) = 1 ,
lim max (5.12)

1.
5.11
, ; 1 , 1.
: = ;
While do
: = ;
1 : = max
() ; {}
: = /1 ; {}
End
1 : = . {}
5.1 .

. { }, { }
.

(1). .
.
.
(2). { }
.
.
5.6 ()
3 1
=[ ],
1 3
[]: 0 = 0 = [0 1] . 5.1 5-1 .
5-1
( )
max
0 0.000 1.0
1 1.0 3.000 3.000 0.333 1.0
2 2.0 3.333 3.333 0.600 1.0
3 2.800 3.600 3.600 0.778 1.0
4 3.333 3.778 3.778 0.882 1.0
5 3.647 3.882 3.882 0.939 1.0
6 3.818 3.939 3.939 0.969 1.0
7 3.908 3.969 3.969 0.984 1.0

10
 8 3.953 3.984 3.984 0.992 1.0
9 3.977 3.992 3.992 0.996 1.0
.
( ) 4[1 1] .
9 max

5.2.2
()

Rayleigh quotient.
. 0

. 1

5.9
5-3 .
(2)
. = .

()
| 2 |2 ().

p , . 5-3
1 .
p 1 =
2 () 2 ()
| |<| |.
1 1
. 5-3
p
.

.
p
. .

.
.
5.7
,
() =
,
Rayleigh quotient. , .
5.15 n 1 2
1 . ,
() 1 ,
1() = 1 () = .
[]: 3.3 1 , 2 , ,
1 , 2 , , = =1 , = =1 , =1 = =1 2

11