问题 问答题

设A为m阶正定矩阵,B是m×n矩阵,证明矩阵BTAB正定的充分必要条件是秩r(B)=n.

答案

参考答案:[证明] 首先证必要性.
方法1° (齐次方程组只有0解) [*]x≠0,由于BTAB正定,知
xT(BTAB)x=(Bx)TA(Bx)>0.
所以必有Bx≠0,即齐次方程组Bx=0只有零解,故r(b)=n.
方法2° (用秩的概念、性质) 由BTAB正定,知|BTAB|≠0,那么
n=r(BTAB)≤r(B)≤min(m,n)≤n.
所以,r(B)=n.
或者,由A正定,知A=DTD,D是可逆矩阵,那么
n=r(BTAB)=r(BTDTDB)=r[(DB)T(DB)]=r(DB)=r(B).
方法3° (用反证法) 如果r(B)≠n,则B=(β1,β2,…,βn)的列向量线性相关,于是存在不全为0的数k1,k2,…,kn,使
[*]
即存在x0=(k1,k2,…,kn)T≠0,使得
x0T(BTAB)x0=x0TBTA(Bx0)=0.
这与BTAB正定相矛盾.
再证充分性.
方法1° (用特征值) 因为(BTAB)T=BTAT(BT)T=BTAB,故矩阵BTAB对称.
设λ是矩阵BTAB的任一特征值,α是属于特征值λ的特征向量,即
BTABα=λα,λ≠0.
用αT左乘上式的两端,有 (Bα)TA(Bα)=λαTα.
由于秩r(B)=n,α≠0,知Bα≠0及αTα=‖α‖2>0,又因A正定,从而
λαTα=(Bα)TA(Bα)>0.
因此,特征值λ>0,即BTAB正定.
方法2° (用定义).BTAB对称性,略.
由于秩r(B)=n,知齐次线性方程组Bx=0只有零解,那么[*]x0≠0,恒有Bx0≠0,又因A是正定矩阵,所以对Bx0≠0,必有 (Bx0)TA(Bx0)>0,即[*]x0≠0,恒有x0T(BTAB)x0>0,故BTAB是正定矩阵.

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单项选择题

The day was star-crossed: Friday the 13th in the month of October, on the eve of the second looming anniversary of a devastating market crash. "I’m telling you, psychology is really funny. People get crazy in situations like that," said portfolio strategist Elaine Garzarelli. Last week Friday the 13th lived up to its frightful reputation. After drifting lower at a sleepy pace for most of the day, the Dow Jones industrial average abruptly lurched into a hair-raising sky dive in the final hour of trading.

The Bush Administration moved swiftly to avert any sense of crisis after the market closed. Declared Treasury Secretary Nicholas Brady: "It’s important to recognize that today’s stock market decline doesn’t signal any fundamental change in the condition of the economy. The economy remains well balanced, and the outlook is for continued moderate growth." But Massachusetts Democrat Edward Markey, who chairs a House subcommittee on telecommunications and finance, vowed to hold hearings this week on the stock market slide. Said he: "This is the second heart attack. My hope is that before we have the inevitable third heart attack, we pay attention to these problems."

Experts found no shortage of culprits to blame for the latest shipwreck. A series of downbeat realizations converged on Friday, ranging from signs of a new burst of inflation to sagging corporate profits to troubles in the junk-bond market that has fueled major takeovers. The singular event that shook investors was the faltering of a $6.75 billion labor management buyout of UAL, the parent company of United Airlines, the second largest U. S. carrier.

On one point most thoughtful Wall Streeters agreed: the market had reached such dizzying heights that a correction of some sort seemed almost inevitable. Propelled by favorable economic news and a wave of multibillion-dollar takeovers, stocks had soared more than 1,000 points since the 1987 crash. But by last August some Wall streeters were clearly worried.

The heaviest blow to the market came Friday afternoon. In a three-paragraph statement, UAL said a labor-management group headed by Chairman Stephen Wolf had failed to get enough financing to acquire United. Several banks had apparently balked at the deal, which was to be partly financed through junk bonds. The take-over group said it would submit a revised bid "in the near term,’ but the announcement stunned investors who had come to view the United deal as the latest sure thing in the 1980s buyout binge. Said John Downey, a trader at the Chicago Board Options Exchange: "The airline stocks have looked like attractive takeover targets. But with the United deal in trouble, everyone started to wonder what other deals might not go through.

The main reason for the latest crisis in stock market as pointed out by the writer lies in()

A. the perception of inflation

B.the collapse of confidence

C. the failure of a buyout deal

D. the correction of a market