几种矩阵内积的定义和计算

1. Frobenius Inner Product(矩阵内积)

定义:Frobenius 内积是两个矩阵逐元素乘积的总和。 对于两个维度相同的矩阵 A A A 和 B B B,其内积定义为:

⟨ A , B ⟩ = tr ( A T B ) = ∑ i = 1 m ∑ j = 1 n a i j b i j \langle A, B \rangle = \text{tr}(A^T B) = \sum_{i=1}^{m} \sum_{j=1}^{n} a_{ij} b_{ij} ⟨A,B⟩=tr(ATB)=i=1∑m​j=1∑n​aij​bij​

矩阵限制:两个矩阵 A A A 和 B B B 必须具有相同的维度 m × n m \times n m×n。 结果:内积是一个标量。

2. Dot Product(点积)

定义:点积是向量的标量乘积的延伸。 对于两个向量 u , v \mathbf{u}, \mathbf{v} u,v:

u ⋅ v = ∑ i = 1 n u i v i \mathbf{u} \cdot \mathbf{v} = \sum_{i=1}^{n} u_i v_i u⋅v=i=1∑n​ui​vi​

矩阵情况:可以将矩阵行列展开为向量后计算点积。 如果矩阵 A A A 是 1 × n 1 \times n 1×n 或 n × 1 n \times 1 n×1,点积适用:

A ⋅ B = ∑ i = 1 n a i b i A \cdot B = \sum_{i=1}^{n} a_i b_i A⋅B=i=1∑n​ai​bi​

3. Kronecker Product(克罗内克积)

定义:Kronecker 积生成一个更大的矩阵。 给定矩阵 A A A 的大小为 m × n m \times n m×n,矩阵 B B B 的大小为 p × q p \times q p×q,克罗内克积定义为:

A ⊗ B = [ a 11 B a 12 B … a 1 n B a 21 B a 22 B … a 2 n B ⋮ ⋮ ⋱ ⋮ a m 1 B a m 2 B … a m n B ] A \otimes B = \begin{bmatrix} a_{11}B & a_{12}B & \dots & a_{1n}B \\ a_{21}B & a_{22}B & \dots & a_{2n}B \\ \vdots & \vdots & \ddots & \vdots \\ a_{m1}B & a_{m2}B & \dots & a_{mn}B \end{bmatrix} A⊗B=

​a11​Ba21​B⋮am1​B​a12​Ba22​B⋮am2​B​……⋱…​a1n​Ba2n​B⋮amn​B​

结果大小: ( m p ) × ( n q ) (mp) \times (nq) (mp)×(nq)

4. Outer Product(外积)

定义:外积是两个向量生成矩阵的方法。 对于两个向量 u ∈ R m \mathbf{u} \in \mathbb{R}^m u∈Rm 和 v ∈ R n \mathbf{v} \in \mathbb{R}^n v∈Rn,外积为:

u ⊗ v = u v T = [ u 1 v 1 u 1 v 2 … u 1 v n u 2 v 1 u 2 v 2 … u 2 v n ⋮ ⋮ ⋱ ⋮ u m v 1 u m v 2 … u m v n ] \mathbf{u} \otimes \mathbf{v} = \mathbf{u} \mathbf{v}^T = \begin{bmatrix} u_1v_1 & u_1v_2 & \dots & u_1v_n \\ u_2v_1 & u_2v_2 & \dots & u_2v_n \\ \vdots & \vdots & \ddots & \vdots \\ u_mv_1 & u_mv_2 & \dots & u_mv_n \end{bmatrix} u⊗v=uvT=

​u1​v1​u2​v1​⋮um​v1​​u1​v2​u2​v2​⋮um​v2​​……⋱…​u1​vn​u2​vn​⋮um​vn​​

结果大小: m × n m \times n m×n

5. Hadamard Product(哈达玛积)

定义:Hadamard 积是两个矩阵对应元素相乘的结果。 对于两个矩阵 A , B A, B A,B:

A ∘ B = [ a 11 b 11 a 12 b 12 … a 1 n b 1 n a 21 b 21 a 22 b 22 … a 2 n b 2 n ⋮ ⋮ ⋱ ⋮ a m 1 b m 1 a m 2 b m 2 … a m n b m n ] A \circ B = \begin{bmatrix} a_{11}b_{11} & a_{12}b_{12} & \dots & a_{1n}b_{1n} \\ a_{21}b_{21} & a_{22}b_{22} & \dots & a_{2n}b_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ a_{m1}b_{m1} & a_{m2}b_{m2} & \dots & a_{mn}b_{mn} \end{bmatrix} A∘B=

​a11​b11​a21​b21​⋮am1​bm1​​a12​b12​a22​b22​⋮am2​bm2​​……⋱…​a1n​b1n​a2n​b2n​⋮amn​bmn​​

矩阵限制:两个矩阵必须具有相同的维度 m × n m \times n m×n。 结果大小: m × n m \times n m×n

6 总结表

运算类型

输入要求

输出形式

Frobenius 内积

两矩阵维度相同 m × n m \times n m×n

标量

点积

两向量长度相同 n n n

标量

克罗内克积

两矩阵 A ∈ R m × n , B ∈ R p × q A \in \mathbb{R}^{m \times n}, B \in \mathbb{R}^{p \times q} A∈Rm×n,B∈Rp×q

( m p ) × ( n q ) (mp) \times (nq) (mp)×(nq) 矩阵

外积

两向量 u ∈ R m , v ∈ R n \mathbf{u} \in \mathbb{R}^m, \mathbf{v} \in \mathbb{R}^n u∈Rm,v∈Rn

m × n m \times n m×n 矩阵

哈达玛积

两矩阵维度相同 m × n m \times n m×n

m × n m \times n m×n 矩阵

7 示例

以下是 Frobenius 内积、点积、Kronecker 积、外积 和 Hadamard 积 在 实数矩阵 和 复数矩阵上的具体示例:

1. Frobenius Inner Product(矩阵内积)

实数矩阵

设 A = [ 1 2 3 4 ] A = \begin{bmatrix} 1 & 2 \\ 3 & 4 \end{bmatrix} A=[13​24​], B = [ 5 6 7 8 ] B = \begin{bmatrix} 5 & 6 \\ 7 & 8 \end{bmatrix} B=[57​68​] Frobenius 内积为:

⟨ A , B ⟩ = ∑ i = 1 2 ∑ j = 1 2 a i j b i j = 1 ⋅ 5 + 2 ⋅ 6 + 3 ⋅ 7 + 4 ⋅ 8 = 70 \langle A, B \rangle = \sum_{i=1}^{2} \sum_{j=1}^{2} a_{ij} b_{ij} = 1 \cdot 5 + 2 \cdot 6 + 3 \cdot 7 + 4 \cdot 8 = 70 ⟨A,B⟩=i=1∑2​j=1∑2​aij​bij​=1⋅5+2⋅6+3⋅7+4⋅8=70

复数矩阵

设 A = [ 1 + i 2 i 4 ] A = \begin{bmatrix} 1+i & 2 \\ i & 4 \end{bmatrix} A=[1+ii​24​], B = [ 3 − i 6 7 8 + i ] B = \begin{bmatrix} 3-i & 6 \\ 7 & 8+i \end{bmatrix} B=[3−i7​68+i​] Frobenius 内积为:

⟨ A , B ⟩ = ∑ i = 1 2 ∑ j = 1 2 a i j b i j ‾ \langle A, B \rangle = \sum_{i=1}^{2} \sum_{j=1}^{2} a_{ij} \overline{b_{ij}} ⟨A,B⟩=i=1∑2​j=1∑2​aij​bij​​

即:

( 1 + i ) ( 3 + i ) + 2 ⋅ 6 + i ⋅ 7 + 4 ⋅ ( 8 − i ) = ( 2 + 4 i ) + 12 + 7 i + ( 32 − 4 i ) = 46 + 7 i (1+i)(3+i) + 2 \cdot 6 + i \cdot 7 + 4 \cdot (8-i) = (2+4i) + 12 + 7i + (32-4i) = 46 + 7i (1+i)(3+i)+2⋅6+i⋅7+4⋅(8−i)=(2+4i)+12+7i+(32−4i)=46+7i

2. Dot Product(点积)

实数向量

设 u = [ 1 2 3 ] \mathbf{u} = \begin{bmatrix} 1 & 2 & 3 \end{bmatrix} u=[1​2​3​], v = [ 4 5 6 ] \mathbf{v} = \begin{bmatrix} 4 & 5 & 6 \end{bmatrix} v=[4​5​6​] 点积为:

u ⋅ v = 1 ⋅ 4 + 2 ⋅ 5 + 3 ⋅ 6 = 32 \mathbf{u} \cdot \mathbf{v} = 1 \cdot 4 + 2 \cdot 5 + 3 \cdot 6 = 32 u⋅v=1⋅4+2⋅5+3⋅6=32

复数向量

设 u = [ 1 + i 2 3 i ] \mathbf{u} = \begin{bmatrix} 1+i & 2 & 3i \end{bmatrix} u=[1+i​2​3i​], v = [ 1 2 + i 3 ] \mathbf{v} = \begin{bmatrix} 1 & 2+i & 3 \end{bmatrix} v=[1​2+i​3​] 点积为:

u ⋅ v = ( 1 + i ) 1 ‾ + 2 ( 2 + i ) ‾ + ( 3 i ) 3 ‾ \mathbf{u} \cdot \mathbf{v} = (1+i)\overline{1} + 2\overline{(2+i)} + (3i)\overline{3} u⋅v=(1+i)1+2(2+i)​+(3i)3

即:

( 1 + i ) ⋅ 1 + 2 ⋅ ( 2 − i ) + 3 i ⋅ 3 = 1 + i + 4 − 2 i + 9 i = 5 + 8 i (1+i) \cdot 1 + 2 \cdot (2-i) + 3i \cdot 3 = 1+i + 4-2i + 9i = 5 + 8i (1+i)⋅1+2⋅(2−i)+3i⋅3=1+i+4−2i+9i=5+8i

3. Kronecker Product(克罗内克积)

实数矩阵

设 A = [ 1 2 3 4 ] A = \begin{bmatrix} 1 & 2 \\ 3 & 4 \end{bmatrix} A=[13​24​], B = [ 0 5 6 7 ] B = \begin{bmatrix} 0 & 5 \\ 6 & 7 \end{bmatrix} B=[06​57​] 克罗内克积为:

A ⊗ B = [ 1 B 2 B 3 B 4 B ] = [ 0 5 0 10 6 7 12 14 0 15 0 20 18 21 24 28 ] A \otimes B = \begin{bmatrix} 1B & 2B \\ 3B & 4B \end{bmatrix} = \begin{bmatrix} 0 & 5 & 0 & 10 \\ 6 & 7 & 12 & 14 \\ 0 & 15 & 0 & 20 \\ 18 & 21 & 24 & 28 \end{bmatrix} A⊗B=[1B3B​2B4B​]=

​06018​571521​012024​10142028​

复数矩阵

设 A = [ i 2 3 4 ] A = \begin{bmatrix} i & 2 \\ 3 & 4 \end{bmatrix} A=[i3​24​], B = [ 1 i i 1 ] B = \begin{bmatrix} 1 & i \\ i & 1 \end{bmatrix} B=[1i​i1​] 克罗内克积为:

A ⊗ B = [ i B 2 B 3 B 4 B ] = [ i − 1 2 2 i i i 2 i 2 3 3 i 4 4 i 3 i 3 4 i 4 ] A \otimes B = \begin{bmatrix} iB & 2B \\ 3B & 4B \end{bmatrix} = \begin{bmatrix} i & -1 & 2 & 2i \\ i & i & 2i & 2 \\ 3 & 3i & 4 & 4i \\ 3i & 3 & 4i & 4 \end{bmatrix} A⊗B=[iB3B​2B4B​]=

​ii33i​−1i3i3​22i44i​2i24i4​

4. Outer Product(外积)

实数向量

设 u = [ 1 2 3 ] \mathbf{u} = \begin{bmatrix} 1 \\ 2 \\ 3 \end{bmatrix} u=

​123​

​, v = [ 4 5 ] \mathbf{v} = \begin{bmatrix} 4 & 5 \end{bmatrix} v=[4​5​] 外积为:

u ⊗ v = [ 1 ⋅ 4 1 ⋅ 5 2 ⋅ 4 2 ⋅ 5 3 ⋅ 4 3 ⋅ 5 ] = [ 4 5 8 10 12 15 ] \mathbf{u} \otimes \mathbf{v} = \begin{bmatrix} 1 \cdot 4 & 1 \cdot 5 \\ 2 \cdot 4 & 2 \cdot 5 \\ 3 \cdot 4 & 3 \cdot 5 \end{bmatrix} = \begin{bmatrix} 4 & 5 \\ 8 & 10 \\ 12 & 15 \end{bmatrix} u⊗v=

​1⋅42⋅43⋅4​1⋅52⋅53⋅5​

​=

​4812​51015​

复数向量

设 u = [ 1 + i 2 ] \mathbf{u} = \begin{bmatrix} 1+i \\ 2 \end{bmatrix} u=[1+i2​], v = [ 3 4 − i ] \mathbf{v} = \begin{bmatrix} 3 \\ 4-i \end{bmatrix} v=[34−i​] 外积为:

u ⊗ v = [ ( 1 + i ) ⋅ 3 ( 1 + i ) ⋅ ( 4 − i ) 2 ⋅ 3 2 ⋅ ( 4 − i ) ] = [ 3 + 3 i 4 − i + 4 i + 1 6 8 − 2 i ] = [ 3 + 3 i 5 + 3 i 6 8 − 2 i ] \mathbf{u} \otimes \mathbf{v} = \begin{bmatrix} (1+i) \cdot 3 & (1+i) \cdot (4-i) \\ 2 \cdot 3 & 2 \cdot (4-i) \end{bmatrix} = \begin{bmatrix} 3+3i & 4-i+4i+1 \\ 6 & 8-2i \end{bmatrix} = \begin{bmatrix} 3+3i & 5+3i \\ 6 & 8-2i \end{bmatrix} u⊗v=[(1+i)⋅32⋅3​(1+i)⋅(4−i)2⋅(4−i)​]=[3+3i6​4−i+4i+18−2i​]=[3+3i6​5+3i8−2i​]

5. Hadamard Product(哈达玛积)

实数矩阵

设 A = [ 1 2 3 4 ] A = \begin{bmatrix} 1 & 2 \\ 3 & 4 \end{bmatrix} A=[13​24​], B = [ 5 6 7 8 ] B = \begin{bmatrix} 5 & 6 \\ 7 & 8 \end{bmatrix} B=[57​68​] 哈达玛积为:

A ∘ B = [ 1 ⋅ 5 2 ⋅ 6 3 ⋅ 7 4 ⋅ 8 ] = [ 5 12 21 32 ] A \circ B = \begin{bmatrix} 1 \cdot 5 & 2 \cdot 6 \\ 3 \cdot 7 & 4 \cdot 8 \end{bmatrix} = \begin{bmatrix} 5 & 12 \\ 21 & 32 \end{bmatrix} A∘B=[1⋅53⋅7​2⋅64⋅8​]=[521​1232​]

复数矩阵

设 A = [ 1 + i 2 i 4 ] A = \begin{bmatrix} 1+i & 2 \\ i & 4 \end{bmatrix} A=[1+ii​24​], B = [ 3 6 7 8 + i ] B = \begin{bmatrix} 3 & 6 \\ 7 & 8+i \end{bmatrix} B=[37​68+i​] 哈达玛积为:

A ∘ B = [ ( 1 + i ) ⋅ 3 2 ⋅ 6 i ⋅ 7 4 ⋅ ( 8 + i ) ] = [ 3 + 3 i 12 7 i 32 + 4 i ] A \circ B = \begin{bmatrix} (1+i) \cdot 3 & 2 \cdot 6 \\ i \cdot 7 & 4 \cdot (8+i) \end{bmatrix} = \begin{bmatrix} 3+3i & 12 \\ 7i & 32+4i \end{bmatrix} A∘B=[(1+i)⋅3i⋅7​2⋅64⋅(8+i)​]=[3+3i7i​1232+4i​]