Gram行列式的妙用

Theorem  设 α1,α2,,αm\alpha_1,\alpha_2,\cdots,\alpha_mnn 维欧式空间 VV 中的一组向量,记
G(α1,α2,,αm)=(α1,α1)(α1,α2)(α1,αm)(α2,α1)(α2,α2)(α2,αm)(αm,α1)(αm,α2)(αm,αm)G(\alpha_1,\alpha_2,\cdots,\alpha_m)=\begin{vmatrix}(\alpha_1,\alpha_1)& (\alpha_1,\alpha_2) & \cdots &(\alpha_1,\alpha_m) \\ (\alpha_2,\alpha_1)& (\alpha_2,\alpha_2) & \cdots &(\alpha_2,\alpha_m) \\ \vdots & \vdots & & \vdots \\ (\alpha_m,\alpha_1)& (\alpha_m,\alpha_2) & \cdots &(\alpha_m,\alpha_m)\end{vmatrix}
GG 称为 Gram 行列式,且
α1,α2,,αm线性无关 G(α1,α2,,αm)0\alpha_1,\alpha_2,\cdots,\alpha_m 线性无关\Leftrightarrow  G(\alpha_1,\alpha_2,\cdots,\alpha_m) \neq 0

(1)证明必要性:

设有实数 k1,k2,,kmk_1,k_2,\cdots,k_m 使得 k1α1+k2α2++kmαm=0k_1 \alpha_1+k_2 \alpha_2+\cdots+k_m \alpha_m=0,即

i=1mkiαi=0\sum_{i=1}^{m}k_i \alpha_i=0

两边对 αj\alpha_j 做内积得到

i=1m(αj,αi)ki=0\sum_{i=1}^{m}(\alpha_j,\alpha_i)k_i=0

写成矩阵乘法即:

[(α1,α1)(α1,α2)(α1,αm)(α2,α1)(α2,α2)(α2,αm)(αm,α1)(αm,α2)(αm,αm)][k1k2km]=0\begin{bmatrix}(\alpha_1,\alpha_1)& (\alpha_1,\alpha_2) & \cdots &(\alpha_1,\alpha_m) \\ (\alpha_2,\alpha_1)& (\alpha_2,\alpha_2) & \cdots &(\alpha_2,\alpha_m) \\ \vdots & \vdots & & \vdots \\ (\alpha_m,\alpha_1)& (\alpha_m,\alpha_2) & \cdots &(\alpha_m,\alpha_m)\end{bmatrix} \begin{bmatrix}k_1\\ k_2\\ \vdots\\ k_m\end{bmatrix}=0

由于左边 Gram 矩阵行列式不为零,故该齐次线性方程组只有零解,所有的 ki=0k_i=0

α1,α2,,αm\alpha_1,\alpha_2,\cdots,\alpha_m 线性无关

(2)证明充分性

假设左边的 Gram 行列式不可逆,那么有不全为零的 k1,k2,,kmk_1,k_2,\cdots,k_m,使得

[(α1,α1)(α1,α2)(α1,αm)(α2,α1)(α2,α2)(α2,αm)(αm,α1)(αm,α2)(αm,αm)][k1k2km]=0\begin{bmatrix}(\alpha_1,\alpha_1)& (\alpha_1,\alpha_2) & \cdots &(\alpha_1,\alpha_m) \\ (\alpha_2,\alpha_1)& (\alpha_2,\alpha_2) & \cdots &(\alpha_2,\alpha_m) \\ \vdots & \vdots & & \vdots \\ (\alpha_m,\alpha_1)& (\alpha_m,\alpha_2) & \cdots &(\alpha_m,\alpha_m)\end{bmatrix} \begin{bmatrix}k_1\\ k_2\\ \vdots\\ k_m\end{bmatrix}=0

故有

[k1k2km]T[(α1,α1)(α1,α2)(α1,αm)(α2,α1)(α2,α2)(α2,αm)(αm,α1)(αm,α2)(αm,αm)][k1k2km]=0\begin{bmatrix}k_1\\ k_2\\ \vdots\\ k_m\end{bmatrix}^T\begin{bmatrix}(\alpha_1,\alpha_1)& (\alpha_1,\alpha_2) & \cdots &(\alpha_1,\alpha_m) \\ (\alpha_2,\alpha_1)& (\alpha_2,\alpha_2) & \cdots &(\alpha_2,\alpha_m) \\ \vdots & \vdots & & \vdots \\ (\alpha_m,\alpha_1)& (\alpha_m,\alpha_2) & \cdots &(\alpha_m,\alpha_m)\end{bmatrix} \begin{bmatrix}k_1\\ k_2\\ \vdots\\ k_m\end{bmatrix}=0

这个和度量矩阵的形式是一样的,写成和式即为

i=1mj=1m(αi,αj)xixj=i=1mj=1m(xiαi,xjαj)=(i=1mkiαi,i=1mkiαi)=0\sum_{i=1}^{m}\sum_{j=1}^{m}(\alpha_i,\alpha_j)x_i x_j=\sum_{i=1}^{m}\sum_{j=1}^{m}(x_i\alpha_i,x_j\alpha_j)=(\sum_{i=1}^{m}k_i\alpha_i,\sum_{i=1}^{m}k_i\alpha_i)=0

所以 i=1mkiαi=0\sum_{i=1}^{m}k_i\alpha_i=0,这与 α1,α2,,αm\alpha_1,\alpha_2,\cdots,\alpha_m 线性无关矛盾


Problem  若 nn 阶方阵 AA 满足 aij=1i+j1a_{ij}=\frac{1}{i+j-1},证明 AA 可逆

方法一(暴力):

An=112131n1213141n+11314151n+21n1n+11n+212n1=RiRnn1nn12(n+1)n13(n+2)n1n(2n1)n22nn23(n+1)n24(n+2)n2(n+1)(2n1)n33nn34(n+1)n35(n+2)n3(n+2)(2n1)1n1n+11n+212n1=(n1)!n(n+1)(2n1)112131n1213141n+11314151n+21111=CiCn(n1)!n(n+1)(2n1)n1nn22nn33n1nn12(n+1)n23(n+1)n34(n+1)1n+1n13(n+2)n24(n+2)n35(n+2)1n+20001=[(n1)!n(n+1)(2n1)]2An1\begin{aligned}|A|_n&=\begin{vmatrix}1 & \frac{1}{2}&\frac{1}{3} & \cdots & \frac{1}{n}\\ \frac{1}{2} & \frac{1}{3} &\frac{1}{4}&\cdots &\frac{1}{n+1} \\ \frac{1}{3}&\frac{1}{4}&\frac{1}{5}&\cdots &\frac{1}{n+2}\\\vdots & \vdots &\vdots& & \vdots\\ \frac{1}{n} & \frac{1}{n+1}&\frac{1}{n+2} &\cdots &\frac{1}{2n-1} \end{vmatrix}\overset{R_i-R_n}{=}\begin{vmatrix}\frac{n-1}{n} & \frac{n-1}{2(n+1)}&\frac{n-1}{3(n+2)} & \cdots & \frac{n-1}{n(2n-1)}\\ \frac{n-2}{2n} & \frac{n-2}{3(n+1)} &\frac{n-2}{4(n+2)}&\cdots &\frac{n-2}{(n+1)(2n-1)} \\ \frac{n-3}{3n}&\frac{n-3}{4(n+1)}&\frac{n-3}{5(n+2)}&\cdots &\frac{n-3}{(n+2)(2n-1)}\\\vdots & \vdots &\vdots& & \vdots\\ \frac{1}{n} & \frac{1}{n+1}&\frac{1}{n+2} &\cdots &\frac{1}{2n-1} \end{vmatrix}\\&=\frac{(n-1)!}{n(n+1)\cdots(2n-1)}\begin{vmatrix}1 & \frac{1}{2}&\frac{1}{3} & \cdots & \frac{1}{n}\\ \frac{1}{2} & \frac{1}{3} &\frac{1}{4}&\cdots &\frac{1}{n+1} \\ \frac{1}{3}&\frac{1}{4}&\frac{1}{5}&\cdots &\frac{1}{n+2}\\\vdots & \vdots &\vdots& & \vdots\\ 1 & 1&1 &\cdots &1 \end{vmatrix}\overset{C_i-C_n}{=}\frac{(n-1)!}{n(n+1)\cdots(2n-1)}\begin{vmatrix}\frac{n-1}{n} & \frac{n-2}{2n}&\frac{n-3}{3n} & \cdots & \frac{1}{n}\\ \frac{n-1}{2(n+1)} & \frac{n-2}{3(n+1)} &\frac{n-3}{4(n+1)}&\cdots &\frac{1}{n+1} \\ \frac{n-1}{3(n+2)}&\frac{n-2}{4(n+2)}&\frac{n-3}{5(n+2)}&\cdots &\frac{1}{n+2}\\\vdots & \vdots &\vdots& & \vdots\\ 0 & 0&0 &\cdots &1 \end{vmatrix}\\&=\left [ \frac{(n-1)!}{n(n+1)\cdots(2n-1)}\right ]^2|A|_{n-1}\end{aligned}

A1=10|A|_1=1\neq 0,递推得到 An0|A|_n\neq 0

方法二(Gram行列式):

αi=xi1P[x]n\alpha_i =x^{i-1}\in P[x]_n,取向量的 C[a,b]C[a,b] 内积

(αi,αj)=01xi1xj1dx=1i+j1=aij(\alpha_i,\alpha_j)=\int_{0}^{1}x^{i-1} x^{j-1}dx=\frac{1}{i+j-1}=a_{ij}

这样的话有

An=(α1,α1)(α1,α2)(α1,αn)(α2,α1)(α2,α2)(α2,αn)(αn,α1)(αn,α2)(αn,αn)|A|_n=\begin{vmatrix}(\alpha_1,\alpha_1)& (\alpha_1,\alpha_2) & \cdots &(\alpha_1,\alpha_n) \\ (\alpha_2,\alpha_1)& (\alpha_2,\alpha_2) & \cdots &(\alpha_2,\alpha_n) \\ \vdots & \vdots & & \vdots \\ (\alpha_n,\alpha_1)& (\alpha_n,\alpha_2) & \cdots &(\alpha_n,\alpha_n)\end{vmatrix}

而在 P[x]nP[x]_n 上,显然有 α1,α2,,αn\alpha_1,\alpha_2,\cdots,\alpha_n 线性无关

故左边的 Gram 行列式 An0|A|_n\neq 0


注:在实线性空间 C[a,b]C[a,b] 中,对任意两个实连续函数 f(x),g(x)f(x),g(x) 规定内积

(f(x),g(x))=abf(x)g(x)dx(f(x),g(x))=\int_{a}^{b}f(x)g(x)dx

由定积分的性质不难验证该内积符合内积的性质,故 C[a,b]C[a,b] 构成了欧式空间,我们把该内积称为 C[a,b]C[a,b] 内积

利用 C[a,b]C[a,b] 内积可以简化许多证明过程,例如:

(1)结合内积不等式 (αi,αj)αiαj|(\alpha_i,\alpha_j)|\leq\left \| \alpha_i\right \|\left \| \alpha_j\right \| 可以得到柯西-施瓦茨不等式

abf(x)g(x)dxabf(x)2dxabg(x)2dx\left | \int_{a}^{b}f(x)g(x)dx\right |\leq \sqrt{\int_{a}^{b}f(x)^2dx \int_{a}^{b}g(x)^2dx}

(2)结合三角不等式 αi+αjαi +αj\left \| \alpha_i +\alpha_j \right \| \leq \left \| \alpha_i  \right \|+\left \| \alpha_j \right \|可以得到闵可夫斯基不等式

ab[f(x)+g(x)]2dxabf(x)2dx+abg(x)2dx\sqrt{\int_{a}^{b}[f(x)+g(x)]^2 dx}\leq \sqrt{\int_{a}^{b}f(x)^2 dx}+\sqrt{\int_{a}^{b}g(x)^2 dx}