shito@seinan-gu.ac.jp
2020 5 1
•
•
•
(1) 2
(2)
(3) 2
非線形曲線 (nonlinear curve)
線型近似 (linear approximation)
1
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
1 (Matrix and Vector)
(1)
(2)
• 2
3x + y = 4
9x − 3y = 8
=⇒
3 1
9 −3
x
y
=
4
8
3
•
a11x1 + a12x2 + · · · + a1nxn = d1
a21x1 + a22x2 + · · · + a2nxn = d2
...
...
...
...
am1x1 + am2x2 + · · · + amnxn = dm
(a) x
(b)
(c)
A = x = d =
II 2
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
• A
A = (aij) (i = 1, 2, · · · , m, j = 1, 2, · · · , n)
(row) (column)
• A = (aij) i j
• × aij
• m = n
(3)
• (column vector): ::::::
1
• (row vector): ::::::
1
II 3
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
•
1
1
n
⇓
n n– n
n– 1
• x d
• x d
•
x
2×2
=
x11 x12
x21 x22
=⇒
d
m×1
=






d1
d2
...
dm






=⇒
(4)
1 Ax = d 2
(a) 2 A x
(b) Ax d
1
⇓
(Matrix Algebra)
II 4
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
(1) pp.65–69
(2) 4.1 (p.69) 1 2
2
(1)
A = (aij) B = (bij)
A = B ⇐⇒ aij = bij for all i and j.
4 3
0 2
=
4 3
0 2
=
3 4
0 2
x
y
=
7
4
x = y =
(2)
•
•
3 8
9 5
2×2
+
4 1
2 7
2×2
=



a11 a12
a21 a22
a31 a32



3×2
−



b11 b12
b21 b22
b31 b32



3×2
=
(3)
=⇒
7
3 −1
0 5
=
1
2
a11 a12
a21 a22
=
II 5
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
(4)
• AB
a11 a12
a21 a22



b11 b12
b21 b22
b31 b32


 =
a11 a12
a21 a22
b11 b12 b13
b21 b22 b23
=
4 3
2 5
3
2
=
9 3
2 7
8 3 2
4 1 5
=
4 3 5



2
9
6


 =
(5)
(6)
: x1 + x2 + x3 =
3
j=1 xj
Quiz
(a)
5
i=2
yi =
(b) x0 + x1 + x2 + x3 =
(c)
3
j=1
ajxj =
(d)
n
i=0
aixi
=
(e)
3
k=1
axk = a
3
k=1
xk
II 6
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
• xi i xi
•
a11 a12
a21 a22
b11 b12
b21 b22
=
c11 c12
c21 c22
cij =
2
k=1
aikbkj (i = 1, 2, j = 1, 2)
c11 =
c12 =
c21 =
c22 =
(1) pp.70–78
(2) 4.2 1–7
II 7
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
3
(1)
u =



4
2
5


 v =



2
1
2



u v =
uv =
(2)
2 n n
(a) u =
3
2
or u = ( 3 2 )
u u (0, 0) u or u 2
(3, 2) 1 u
II 8
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
(b)
(c) v =
1
4
u =
3
2
u + v =
v − u =
II 9
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
(d) 1 1
3v + 2u = 3
1
4
+ 2
3
2
=
9
16
1 2
n
i=1
kivi = k1v1 + k2v2 + · · · + knvn
ki vi
(3) 1 (linearly dependent) 1 (linearly independent)
1 v1, · · · , vn 1 1
1
1
3 1 v1 =
2
7
v2 =
1
8
v3 =
4
5
1 1
3v1 − 2v2 = v3
↔ 3v1 − 2v2 − v3 = 0 0 ( 0 0 )
1 1
2 m v1, · · · , vn
n
i=0 kivi = 0m×1
1 k1, · · · , kn
1 i ki = 0
1
II 10
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
(4) 1
v1 =
3
2
v2 =
6
4
v1 =
3
2
v2 =
−3
−2
2
=⇒
(5) 1
v1 =
1
4
, v2 =
3
2
II 11
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
v1 v2 1
⇓
2 2 1
1
⇓
2 3 1
1
(6)
(a) 2 u v 1 2
• 1
• 2
• 2 1 u v 2 2
1
• 1 2
1
• 2
1 2
2
2 2
II 12
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
• ( 1 0 ) ( 0 1 ) i 1 0
(b) 3 3 3
3 p.87 4.4
(c) n- n- n-
n- 1 n n
(1) pp.79–88
(2) 4.3 1–6 (p.89)
4
a b A B
: a + b = b + a
: ab = ba
: (a + b) + c = a + (b + c)
: (ab)c = a(bc)
: a(b + c) = ab + ac
(1) pp.90–93
(2) 4.4 1–5
II 13
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
5
(1) (Identity Matrices)
1
I
2×2
= I
3×3
=
I
4×4
=
• 1
1 × a = a × 1 = a
IA = AI = A
A
2×3
=
1 2 3
2 0 3
I
2×2
A
2×3
=
A
2×3
I
3×3
=
• A
m×n
I
n×n
B
n×p
=
• (I)2
=
II 14
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
(2) (Null Matrices)
O =
0 0 0
0 0 0
• A
m×n
+ O
m×n
= O
m×n
+ A
m×n
= A
m×n
• A
m×n
O
n×p
= O
m×p
O
q×m
A
m×n
= O
q×n
(3)
• ab = 0 a b
AB =
2 4
1 2
−2 4
1 −2
=
• cd = ce d = e c = 0
C =
2 3
6 9
, D =
1 1
1 2
, E =
−2 1
3 2
CD = CE =
(1) pp.94–96
(2) 4.5 1–3
6
(1) (transposed matrices)
A =
2 5
4 9
A = AT
=
B
m×n
B n×m
II 15
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
(2)
(A ) =
(A + B) =
(AB) =
(3) (inverse matrices)
• A
• AA−1
= A−1
A =
• A A
⇐⇒ A
⇐⇒ A
•
(A−1
)−1
= A
• A n × n A−1
n × n
•
• (AB)−1
=
• (A )−1
=
II 16
www.seinan-gu.ac.jp/˜shito 2020 5 1 18:00
(4)
A
(n×n)
x
(n×1)
= d
(n×1)
(1) pp.97–103
(2) 4.6 1–5
II 17

経済数学II 「第4章 線型モデルと行列代数」

  • 1.
    shito@seinan-gu.ac.jp 2020 5 1 • • • (1)2 (2) (3) 2 非線形曲線 (nonlinear curve) 線型近似 (linear approximation) 1
  • 2.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 1 (Matrix and Vector) (1) (2) • 2 3x + y = 4 9x − 3y = 8 =⇒ 3 1 9 −3 x y = 4 8 3 • a11x1 + a12x2 + · · · + a1nxn = d1 a21x1 + a22x2 + · · · + a2nxn = d2 ... ... ... ... am1x1 + am2x2 + · · · + amnxn = dm (a) x (b) (c) A = x = d = II 2
  • 3.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 • A A = (aij) (i = 1, 2, · · · , m, j = 1, 2, · · · , n) (row) (column) • A = (aij) i j • × aij • m = n (3) • (column vector): :::::: 1 • (row vector): :::::: 1 II 3
  • 4.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 • 1 1 n ⇓ n n– n n– 1 • x d • x d • x 2×2 = x11 x12 x21 x22 =⇒ d m×1 =       d1 d2 ... dm       =⇒ (4) 1 Ax = d 2 (a) 2 A x (b) Ax d 1 ⇓ (Matrix Algebra) II 4
  • 5.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 (1) pp.65–69 (2) 4.1 (p.69) 1 2 2 (1) A = (aij) B = (bij) A = B ⇐⇒ aij = bij for all i and j. 4 3 0 2 = 4 3 0 2 = 3 4 0 2 x y = 7 4 x = y = (2) • • 3 8 9 5 2×2 + 4 1 2 7 2×2 =    a11 a12 a21 a22 a31 a32    3×2 −    b11 b12 b21 b22 b31 b32    3×2 = (3) =⇒ 7 3 −1 0 5 = 1 2 a11 a12 a21 a22 = II 5
  • 6.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 (4) • AB a11 a12 a21 a22    b11 b12 b21 b22 b31 b32    = a11 a12 a21 a22 b11 b12 b13 b21 b22 b23 = 4 3 2 5 3 2 = 9 3 2 7 8 3 2 4 1 5 = 4 3 5    2 9 6    = (5) (6) : x1 + x2 + x3 = 3 j=1 xj Quiz (a) 5 i=2 yi = (b) x0 + x1 + x2 + x3 = (c) 3 j=1 ajxj = (d) n i=0 aixi = (e) 3 k=1 axk = a 3 k=1 xk II 6
  • 7.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 • xi i xi • a11 a12 a21 a22 b11 b12 b21 b22 = c11 c12 c21 c22 cij = 2 k=1 aikbkj (i = 1, 2, j = 1, 2) c11 = c12 = c21 = c22 = (1) pp.70–78 (2) 4.2 1–7 II 7
  • 8.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 3 (1) u =    4 2 5    v =    2 1 2    u v = uv = (2) 2 n n (a) u = 3 2 or u = ( 3 2 ) u u (0, 0) u or u 2 (3, 2) 1 u II 8
  • 9.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 (b) (c) v = 1 4 u = 3 2 u + v = v − u = II 9
  • 10.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 (d) 1 1 3v + 2u = 3 1 4 + 2 3 2 = 9 16 1 2 n i=1 kivi = k1v1 + k2v2 + · · · + knvn ki vi (3) 1 (linearly dependent) 1 (linearly independent) 1 v1, · · · , vn 1 1 1 1 3 1 v1 = 2 7 v2 = 1 8 v3 = 4 5 1 1 3v1 − 2v2 = v3 ↔ 3v1 − 2v2 − v3 = 0 0 ( 0 0 ) 1 1 2 m v1, · · · , vn n i=0 kivi = 0m×1 1 k1, · · · , kn 1 i ki = 0 1 II 10
  • 11.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 (4) 1 v1 = 3 2 v2 = 6 4 v1 = 3 2 v2 = −3 −2 2 =⇒ (5) 1 v1 = 1 4 , v2 = 3 2 II 11
  • 12.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 v1 v2 1 ⇓ 2 2 1 1 ⇓ 2 3 1 1 (6) (a) 2 u v 1 2 • 1 • 2 • 2 1 u v 2 2 1 • 1 2 1 • 2 1 2 2 2 2 II 12
  • 13.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 • ( 1 0 ) ( 0 1 ) i 1 0 (b) 3 3 3 3 p.87 4.4 (c) n- n- n- n- 1 n n (1) pp.79–88 (2) 4.3 1–6 (p.89) 4 a b A B : a + b = b + a : ab = ba : (a + b) + c = a + (b + c) : (ab)c = a(bc) : a(b + c) = ab + ac (1) pp.90–93 (2) 4.4 1–5 II 13
  • 14.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 5 (1) (Identity Matrices) 1 I 2×2 = I 3×3 = I 4×4 = • 1 1 × a = a × 1 = a IA = AI = A A 2×3 = 1 2 3 2 0 3 I 2×2 A 2×3 = A 2×3 I 3×3 = • A m×n I n×n B n×p = • (I)2 = II 14
  • 15.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 (2) (Null Matrices) O = 0 0 0 0 0 0 • A m×n + O m×n = O m×n + A m×n = A m×n • A m×n O n×p = O m×p O q×m A m×n = O q×n (3) • ab = 0 a b AB = 2 4 1 2 −2 4 1 −2 = • cd = ce d = e c = 0 C = 2 3 6 9 , D = 1 1 1 2 , E = −2 1 3 2 CD = CE = (1) pp.94–96 (2) 4.5 1–3 6 (1) (transposed matrices) A = 2 5 4 9 A = AT = B m×n B n×m II 15
  • 16.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 (2) (A ) = (A + B) = (AB) = (3) (inverse matrices) • A • AA−1 = A−1 A = • A A ⇐⇒ A ⇐⇒ A • (A−1 )−1 = A • A n × n A−1 n × n • • (AB)−1 = • (A )−1 = II 16
  • 17.
    www.seinan-gu.ac.jp/˜shito 2020 51 18:00 (4) A (n×n) x (n×1) = d (n×1) (1) pp.97–103 (2) 4.6 1–5 II 17