January 4, 2014

Mathematical Methods with Boas

Physics 131. Mathematical Methods. Winter 2013
Instructor Chris Fronsdal
Chapter 2
Lecture 5
Why complex numbers?
The fact that we need complex numbers is very dicult to explain in one lecture; yet
I have to try.
Real numbers are very inconvenient. First of all, we encounter equations to be solved,
such as
t
2
+ 1 = 0.
There is no real number t that satises this equation. Consider
x
2
+ sin t = 0.
For some values of t the sine function is negative, and then the equation can be solved,
then as the parameter t changes, and sin t turns positive, there is no solution for a while,
until the sine turns negative again. We may feel unsatised here and we may ask why
there is no continuity in the problem.
Here is another diculty, though we are borrowing from Chapter 3. Frequently we
are in need to nd eigenvalues of matrices, for example,

1 0
2 3

0
a

= 3

0
a

.
1
Then one day we come up with another matrix

0 1
1 0

a
b

b
a

.
The vector is an eigenvector with eigenvalue if

b
a

a
b

a
b

,
which requires that b = a =
2
b; thus
2
= 1.
It is very inconvenient to have to deal with equations that may or may not have
solutions, matrices that may or may not have eigenvectors.
The diculty presented by the equation x
2
+ 1 = 0 was recognized 2500 years ago,
but it was only around 500 years ago that the problem became acute. Someone managed
to nd an expression for solutions of the general cubic equation, *
t
3
+ at
2
+ bt + c = 0.
Sometimes, for some values of a, b, c this has one (real) solution, and sometimes it has
3. The formula for the solution was apparently general, but sometimes it involved square
roots of negative numbers, even in some cases when it was known that the solutions were all
real. At rst sight it may seem that such a formula would be useless, but now it became
urgent to give some meaning to it, and that is what lead to the invention/discovery of
imaginary numbers.
Sections 1,2
The rules of complex numbers
A complex number is actually a pair of ordinary (real) numbers.
z = (x, y),
like a vector with 2 components. Complex numbers can be added and multipled; they
form an algebra. To make it easy to remember the rules of this algebra one writes
z = x + iy,
like a vector with components x and y and unit vectors 1 and i. The rules are
i
2
= 1, (a + ib)(c + id) = ac + (ad + bc)i + bdi
2
= ac bd + (ad + bc)i.
The number i is called the imaginary unit and any number of the form z = xi, with x
a real number, is said to be imaginary. If z = x +iy then x is called the real part and y is
the imaginary part.
* To see the equation Google del Ferro
2
The fundamental theorem of algebra: Every polynomial P(t) of order n with
complex coecients can be factored,
P(t) = (t )Q(t),
where Q(t) is a polynomial of order n 1 and is a complex number. That means that
the equation P(t) = 0 with complex coecients can be solved by at least one complex
value of t.
Example:
t
n
1 = (t 1)(1 + t + t
2
+ ... + t
n1
).
See Homework.
You may notice that the vector

1
i

is an eigenvector of the matrix

0 1
1 0

,
with eigenvalue i.
Application of the fundamental theorem of algebra: Every matrix (of complex num-
bers) has at least one eigenvector. The proof will come later.
3
Lecture 6
An application
Consider the cubic equation
t
3
+ pt + q = 0,
with p, q real.
Depending on the values of p and q the following alternatives exist:
(a) The equation has 3 real solutions or
(b) The equation has 1 real solution and two complex solution.
Proof.
First of all, a polynomial of third order can be factored:
P(t) = (t )Q(t) = (t )(t )R(t) = (t )(t )(t )k.
This says that there are 3 solutions, except that they are not necessarily distinct:
(1) Three distinct solutions.
(2) Two solutions, one of them double: P(t) = (t )(t )
2
k.
(3) One triple solution P(t) = (t )
3
k.
Suppose that the equation has a complex solution z; that is,
z
3
+ pz + q = 0, z = x + iy.
The number
z

= x iy
is called the complex conjugate of the number z = x +iy. Complex conjugation has the
following properties: If A, B are complex numbers then
(AB)

= A

, (A + B)

= A

+ B

, (A

= A.
Apply this operation to the last equation; since p and q are real, p

= p, q

= q, we get
z
3
+ pz

+ q = 0, z

= x iy.
Therefore, if z is a solution, so is z

. This narrows the possibilities:

(1) Three real solutions (or multiple solutions).
(2) One real solution and a pair of complex conjugate solutions.
Both possibilities occur, depending on the values of p and q. Consider the plane with
coordinates p, q; to each point in this plane there is a pair of real numbers (p, q). The plane
can then be divided into two regions, according to whether case (1) or case (2) prevails.
4
Now let us suppose rst that, at the point (p, q) there are 3 real solutions, case (1).
Let us change the values of p, q continuously. Eventually, we expect to get to values of p
and q where case (2) prevails. But the change is continuous, so on the border between the
two regions the two solutions are both complex conjugates and real; hence equal. That is,
points on the border are characterized by the fact that
t
3
+ pt + q = (t )(t )
2
k,
Now take the derivative with respect to t,
3t
2
+ p = (t )
2
k + 2(t )(t )k. ()
At the point t = both vanish, and we deduce that, on the border,
t
3
+ pt + q = t
3
+
tp
3
,
that is,
q =
2pt
3
, t =
3q
2p
.
And thus by Eq.(*),
3(
3q
2p
)
2
+ p = 0.
Finally, these points make up the line
27q
2
+ 4p
3
= 0.
The locus of these points is shown in the gure. See following page.
I shall examine the cubic equation from the point of view of the complex plane.
Section 3. The complex plane.
Here I shall explain what was done in the application that I just nished. The idea
is this. To every complex number z = x + iy there corresponds a point in the x, y plane.
Addition of two complex numbers
z
1
= x
1
+ iy
1
, z
2
= x
2
+ iy
2
is a vector addition of two 2-dimensional vectors,
z
1
+ z
2
= (x
1
+ x
2
) + i(y
1
+ y
2
).
Multiplication of a complex number by a real number is just like multiplication of a vector
by a real number,
kz = kx + i(ky).
5
But the multiplication of two complex numbers is not a vectorial operation,
z
1
z
2
= (x
1
+ iy
1
)(x
2
+ iy
2
) = x
1
x
2
y
1
y
2
+ i(x
1
y
2
+ x
2
y
1
). ()
It does not have a simple, geometrical interpretation. Or does it?
In polar coordinates,
z = x + iy = r cos + ir sin = r(cos + i sin ).
Notice that r is the length of the vector and that is the angle that the vector makes with
the positive x axis. The length of the vector is denoted
|z| = r =

x
2
+ y
2
=

zz.
The angle is called the phase of z.
If r = 1 we have a vector of length 1, on the unit circle
x
2
+ y
2
= 1, z = cos + i sin .
The combination cos + i sin is important. If we expand in power series we have
z =

(1)
m
(2m)!

2m
+ i

(1)
m
(2m + 1)!

2m+1
Since (1)
m
= i
2m
this the same as
z =

i
n
n!

n
= e
i
,
or Eulers equation
e
i
= cos + i sin.
The cubic equation in the complex plane
The equation is
z
3
+ zt + q = 0, z = x + iy.
This equation requires that the real and the imaginary parts are separately zero,
x
3
3xy
2
+ px + q = 0, 3x
2
y

y
3
+ py = 0
With the calculator we can show the loci of these two equations in the x, y plane. See next
page.
6
Application
The real and imaginary parts of z, in polar coordinates, are
x = r cos , y = r sin .
In circuit theory, if q is the charge
q(t) = q(0) sint = (q(0)e
it
),
the current is the derivative,
j(t) = q(t) = q(0) cos t = (q(0)e
it
).
Calculation in circuit theory deals with the complex quantity
q(0)e
it
.
Only at the end of the calculations does one take the real part, to extract the physical
meaning. What makes this advantageous is the simplied rule for derivatives,
d
dt
e
it
= ie
it
Perhaps, this example explains why the phase of a complex number is called its phase.
Sections 4,5
Complex numbers form an algebra. The inverse of a complex number is the complex
number
z
1
=
1
z
=
z

|z|
2
.
If z = x + iy, then
z
1
=
x iy
x
2
+ y
2
.
If z = re
i
, then
z
1
= r
1
e
i
.
Answer to a question, geometric interpretation of the product. In polar coordinates,
z
1
z
2
= r
1
r
2
e
i(
1
+
2
)
The phases add. Illustrate.
7
Homework due Wednesday Jan 23.
1. Practice using the binomial expansion. The gravitational potential is a function
of position in 3-dimensional space. It depends only on the distance from the center of the
earth, call this distance r, so we are talking about a function (r) that takes the form
(r) =
k
r
, k is a constant.
Suppose the radius of the earth (a perfect sphere) is R. Let z be a vertical coordinate
measured upwards from the surface, then the gravitational potential at a height z is
(r) = (R + z).
Suppose that z << R. Use the binomial expansion to express the potential (to a good
approximation) as a constant plus a term linear in z. To make sure that you know what
you have done, give the numerical value of the coecient of z in units of m/sec
2
.
2. Use Taylors theorem (the Taylor expansion) to calculate the coecients in the
power series expansion of the function sin x around the point x = 0.
3. The expansion of the function 1/ cos x is dicult; dont try. But answer this: What
is the range of values of x for which this expansion converges absolutely?
4. The function
f(x) = 1/(x
2
+ 5)
does not have any singularities for real values of x. But the power series expansion, around
the point x = 0, is nevertheless absolutely convergent only for a nite range of values of
x, |x| <??. You can calculate it directly, but you will do better to consider making x
complex; then the answer should come at once. If not, guess, but justify.
Complex variables
5. We have dened analytic function in these notes, page 12. In particular, any
polynomial in x is a function that is analytic for all x. Now consider a complex variable
z = x + iy. The denition of analytic is actually the same, but let us consider only
polynomials, for example
f(z) = a + bz + cz
2
.
Suppose that a, b, c are real numbers. Write z = x + iy. Calculate the real and the
imaginary parts of f(z). (They are polynomials in x and y.)
6. Optional, but please do it for me if you can. It will tell me something about what
you know. With the previous example in mind, let f(z) be an arbitrary poynomial and
imagine having done the same thing to it:
f(z) = u(x, y) + iv(x, y)
where u and v are polynomials in x and y with real coecients. Prove the following
theorem properties,
u
x
= v
y
, u
y
= v
x
.
Here u
x
= u/x and u
y
= u/y. verify the result for the case that f = z
2
8
Sections 6,7. Complex innite series
The theory of functions of a complex variable is studied in the course Physics 132.
But our book deals with the most elementary aspects of the theory and we shall take the
time to include this in our curriculum.
Since complex numbers can be multiplied and added, we can form polynomials in a
complex variable z = x + iy,
a + bz + cz
2
+ ...,
N

j=1
a
j
z
j
,
and series:

j=1
a
j
z
j
.
To deal with series we must dene convergence for such series.
This is done in a way that is a natural extension of what we did for real series. First
of all,

j=1
a
j
z
j
= lim
N
N

j=1
a
j
z
j
.
But, as in the real case, we must dene what we mean by a limit.
Recall that for real numbers we said that a number S is the limit of the sequence
S
1
, S
2
, ..... if all but a nite set of the numbers in the sequence lie close to S, more precisely
if
|S
j
S| < ,
for all but a nite number of the S
j
, no matter how small we choose the positive number
. We make exactly the same denition for the complex case; the only novelty is that
|S
j
S|
is the norm of the complex number S
j
S. This has a nice geometrical interpretation. If
S
j
= x
j
+ iy
j
, S = x + iy,
then
|S
j
S| =

(x
j
x)
2
+ (y y
j
)
2
is the distance between the points S
j
and S in the complex plane. Most of the points S
j
,
all but a nite number, lie at a distance less than from the point S, and that is true no
matter how small the positive number is.
So now we understand how to verify convergence of a series of complex numbers. But
we shall limit ourselves to absolute convergence. This is much simpler and much more
importance. So consider

j
a
j
.
9
Absolute convergence means ordinary convergence of

j
|a
j
|,
and this is a sum of real numbers. For example, take

j
a
j
, a
j
=
(1 + i)
j
2
j
.
See Boas page 57. Here
|a
j
| = (

2)
j
2
j
= (
1

2
)
j
;
the sum is absolutely convergent. The most important example,

j
z
j
converges absolutely for |z| < 1 and

z
j
/j! converges for all z. Furthermore, these sums
can be found by exactly the same method as used for the real case.
Section 8 is for reading. Section 9 is on Eulers formula, discussed already, please
review.
Section 10
This section presents examples designed to make you more familiar with complex
numbers. Complex numbers are represented in the complex plane, mostly with polar
coordinates:
z = re
i
.
One principle point is to interpret the formulas
z
n
= r
n
e
in
and z
1/n
= r
1/n
e
i
.
Here r is a positive real number and r
1/n
has the usual meaning of roots of real numbers.
Perhaps the most interesting new fact is the following. In view of the geometric
interpretation, when we write z = e
i
we must have 0 < 2. If increases beyond 2
we get
e
2
= 1, e
i(2+d)
= e
id
.
That is, this function is periodic with period 2.
Sections 11 and 12 is for reading; we shall probably not need this.
10
Section 13. Logarithms
This material is very subtle and very important. It seems easy to explain, but the
implications are rather dicult to see. The book limits the discussion to the bare facts
and I shall do the same. After all, we shall not have much use for it in this course, I think.
The point is, as we have seen, that the function e
i
of the real variable is periodic,
e
i(+2)
= e
i
.
This will not cause problems, except for one thing: When reaches and surpasses 2 the
value drops from 2 to 0, see board. Hence this function is not continuous, and it does
not have a derivative at this point. This simple fact has very interesting consequences, as
we shall see much later.
Given the value of e
i
we cannot immediately determine the value of . If a real
number a ts: that is, if e
ia
= e
i
, then a+2 and a+4 work as well. To avoid ambiguity
one denes the principal value of the logarithm to be i times the unique value that lies
in the interval 1 < 2.
Sections 14, 15 is for reading.
11
Section 16. Applications
I shall not present this material in class, and you shall not be responsible for it. But
we can talk about it in my oce, or you can organize a meeting and invite me to give a
prentation.
An alternating electric current owing out of a plug in the wall to enter some appliance
is time dependent,
J = J
0
sin t.
J
0
is called the amplitude, is the frequency. It repeats itself every time t advances by
1/(2) seconds. At the same time the voltage also oscillates,
V = V
0
cos t.
Circuit theory embraces a large number of simple dierential equations, such as
J = R
d
dt
Q,
where Q is the charge and
d
2
dt
2
J =
2
J.
Circuit engineers manage these equation by using a symbol s for d/dt and treating s as
a number. This means that they are thinking in terms of complex currents, voltages and
charges, for if
d
dt
J(t) = iJ(t),
then
J(t) e
it
= cos t + i sint.
In Boas, on page 77 is a circuit diagram that I shall draw on the board. In comprises
a voltage source (a generator of alternating current, for example), a resistance (a lamp or
a heater), a capacitor and a coil.
Circuit theory is summarized by Kirkhos laws, giving the voltage change across each
of these three passive elements in terms of the current:
V
R
= RI,
V
L
= L
dI
dT
,
V
C
=
1
C
I.
All these quantities depend on the time, t.
The voltage across the generator is V , it is usually periodic,
V (t) = V (0) cos t = V (0)e
it
12
and all the other voltages have factors cos t or sin t. Because the current is the same
everywhere,
V = V
R
+ V
L
+ V
C
= (R + L
d
dt
+
1
C

dt)J(t).
We can use either a cosine or a sine to represent V , but it is much simpler to set
V (t) = V (0)e
it
.
The actual physical quantity is the real part, or the imaginary part; we shall take the real
part of our complex expressions at the end. Now the exponential factor cancels out and
we get
V (0) = (R + iL +
1
i
)J(0).
What is given is V ; we wish to calculate the current. Evidently
J(0) = (R + iL +
1
i
)
1
V (0).
We need to manipulate the factor (called the impedance of the circuit) to extract the real
and the imaginary parts,
(R + iL +
1
i
)
1
= A + iB.
Or we may prfefer to express it as a positive number times a phase factor,
(R + iL +
1
i
)
1
= Ze
it
In the latter case,
J(t) = ZV (0)e
i(t+)
.
The factor Z gives the current as a real number; the phase factor produces a phase shift.
taking the real part we get the actual physical current,
J(t) = Z cos (t + ).
To calculate Z and t see homework.
13
Chapter 3. Linear algebra
Introduction to the chapter
Here we shall do some exercises independently of the book. Here is the plan:
A. Practice vectors: what we do with them. Easy.
B. Interpret these operations to learn what they mean. Not so easy,perhaps.
C. Practice matrices: what one does with them. Easy.
D. Interpret these operations, to study what they mean. More dicult.
References will be made to the book whenever useful.
A. Practice vectors: what we do with them
Sometimes we can think of vectors as a type of arrows, and make vectors that we
can pick up and manipulate; I am not sure that this helps, but we can try. So here we
have a couple of these arrows. They point in all directions of 3-dimensional space, but
3-dimensional vectors are too dicult to manage with just a couple of hands, so we shall
conne them to the table top or the blackboard; this turns them into 2-dimensional vectors.
With vectors we can do precisely 2 things:
1. We can add 2 vectors. We can add them by the parallellogram rule that I shall
illustrate on the blackboard.
But this is not practical; we cannot send o to have these arrows made for every
occasion. So we have to make it easy by introducing the idea of components. But rst,
here is another kind of vectors:

1
2

a
b

x
y

and

x
y
z

.
Let us , at rst, just agree to call these objects vectors. We dene addition in this way:
if
u =

1
2

, v =

x
y

then the sum u +v is dened as follows:

u +v =

1
2

x
y

1 + x
2 + y

.
The numbers that appear in these column vectors are called components; to add vectors
we just add their components.
The sum of two vectors is again a vector (of the same dimension), so we can add any
number of vectors to produce any number of new vectors. The space of vectors is closed
under addition.
14
To add two vectors they must have the same number of components. This number is
what we call the dimension of a vector: the number of components. Above we have several
2-dimensional vectors and one 3-dimensional vector.
The zero vector is the unique vector

0 that has the following property:

0 +v = v +

0 = v,
this being true for any vector v. Evidently,

0 =

0
0

.
2. The only other operation that we can do with vectors is to multiply them by
numbers. If A is a number and v is the vector used above then we dene the product Av
as
Av =

Ax
Ay

.
Of course, we can write xA and yA in stead of Ax and Ay, and we also allow ourselves to
write vA, meaning the same as Av. Furthermore we have some familiar rules of ordinary
algebra that continue to hold:
A(Bv) = (AB)v,
and
A(u +v) = Au + Av, (A + B)u = Au + Bu.
OK, now let us see what the book says about this. Nothing!
Exercises.
B. Interpret these operations with vectors
1. Collecting information. Suppose you wish to buy: a kg potatoes, b gallons of milk
and c pounds of cereal. Write the amount vector or shopping list
A = (a kg, b gallons, c pounds) or A = (a, b, c).
Suppose the price of 1 kg of potatoes is P, a gallon of milk is M and 1 pound of cereal is
C. Write the price list, another type of vector.
B =

P
M
C

.
I decide to use row vectors to indicate amounts and column vectors to indicate prices. The
total cost is
aP + bM + cC = (a, b, c)

P
M
C

= AB.
15
This can be understood as follows. There is a function (a register) B (a column vector)
that depends on your shopping list. The value B(A) is the total cost, it is calculated as
shown.
The next day I buy amounts A

= (a

, b

, c

). Already you see that I have gained some

economy of expression. The total amounts purchased over 2 days is another shopping list,
A + A

= (a + a

, b + b

, c + c

)
and the total cost (if the prices did not change) is
(A + A

)B = AB + A

B.
But on the third day the prices went up by 5 percent and the cost is then
A

(1.05 P, 1.05 M, 1.05 C) = A

1.05B = 1.05A

B.
Thus I have added vectors and I have multiplied a vector by a number. I have also dened
the product of a row by a column. Incidentally, I have shown that there are vectors that
should not be added, A + B has no meaning.
The main lesson of this example is that vectors have whatever meaning you assign to
them. But we agree that, when we call them vectors then it implies that vector operations
are dened.
2. Displacements. This should be done with a map on a screen. Possibly on the
board. Compare Boas page 96 and so on.
Explain the map and use the streets to indicate points/addresses.
Suppose that the map has streets running horizontally and avenues running vertically.
The intersections are locations, or addresses. Hollywood and Vine is an address. It is not
a vector; (Westwood and Leconte) cannot be added to (Wilshire and Federal).
But suppose you proceed from (Westwood and Leconte) to (Sepulveda and Wilshire).
This is a displacement: 1 mile south and 1 miles west:
a = (1, 1).
From that point we proceed to Sepulveda and Sunset, a displacement

b = (0, 2)
and it certainly makes sense to add the 2 displacements,
a +

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

Displacements are vectors and they are one of the most important kind of vectors that we
shall have to do with.
Let us do this addition graphically, using the parallellogram rule. To do this we need
a plane, with coordinates, and an origin. This is not a map, Westwood and Leconte is not
16
a point in this plane. It is the space of displacements. In this plane we can draw our two
vectors, starting at the origin, and we can add them.
Confusion arises with the notion of radius vector. Return to the map. Instead
of street names, introduce coordinates. Coordinates are positive or negative numbers,
including zero, so there must be a point (0,0) on the map. This point has no particular
signicance, but it may be convenient to have a reference point. Now if p is any point on
the map, we can draw an arrow from the origin to p and call this arrow the radius vector
of the point p. It is not clear that this is a vector, we can discuss it.
What is a vector, is the displacement that connects the origin to p. Well, I shall stop
this discussion here. I just wanted to warn you that the term radius vector is confusing
and that you should give it some thought.
See Boas page 82.
C. Practice with matrices: what one does with them
To a printer, a matrix is a rectangular array. To us it is a rectangular array of numbers.
Examples on the blackboard.
An m-by-n matrix has m rows of dimension n or n columns of dimension m.
With matrices we have 3 operations.
1. Addition of any two matrices of the same dimension: examples on blackboard.
2. Multiplication of a matrix by a number.
3. Multiplication of two matrices A, B is dened only if the rows of A have the same
length as the columns of B. Examples on blackboard.
See Boas page 114.
D. Interpret these operations, to study what they mean
A couple has 3 children called A, B, C and 10 houses. The man owns 6 houses and
the wife owns 4 houses. When both die it is found that the children inherit as follows from
the parents,
(4, 4, 2) = (4, 6)

.5 .5 0
1/3 1/3 1/3

What this means that the mother divides her property 50/50 among the rst two children
and the father leaves 1/3 of his propertyto each. The matrix is the will; it converts
the 2-vector of properties (wifes property, husbands prperty) to the inheritance of the 3
children, a 3-vector.
Here we see the most fundamental matrix operation: a matrix acts on a vector to
produce another vector. We could just as well replace the rows by columns and write

4
4
2

.5 1/3
.5 1/3
0 1/3

4
6

.
Compare Boas page 84. But skip the next pages for the time being. The concept of row
reduction may be taken up later, but not yet.
Boas, on page 83, oers 2 interpretations of a set of linear transformations. Actually,
there can be other transformations as well, as we have seen.
17
E. Problems involving matrices
The most notorious problem involving matrices is the solution of linear equations.
Considering the last matrix equation the problem would be: if we know how much each
child gets (the 3-vector) and we know the will (the matrix), can we calculate the amount
that each parent owned?

4
4
2

.5 1/3
.5 1/3
0 1/3

x
y

.
There are three equations here, each giving us some information about x and y. The rst
two equations both involve the same combination of x and y, so the second line gives no
new information. But the third equation gives us new and independent information about
x and y, so that should be enough. In general: among the three rows of the matrix at least
two must be linearly independent.
This problem is basic to matrix theory, the problem of solving an equation
u = Mv
for the column vector v when the column vector u and the matrix M are known. The most
intuitive way of stating the main result is this:
We can solve, to nd u when v and M are given, if the number of linearly independent
rows in M is at least equal to the number of rows in v. If this is not intuitively clear then
go back to the last example. We shall now look at the same problem in general. Keep
consulting the book for discussions of the same problem.
Square matrices, the determinant
This subject is taken uo by Boas on page 89. Since the subject is dicult, you should
study that version as well.
We want to solve the equation
u = Mv.
Formally, the solution is
v = M
1
u.
When the matrix M is square the matrix M
1
is completely dened by one or the other
of the following two condtions,
MM
1
= 1 that is, the unit matrix,
or
M
1
M = 1.
Such a matrix exists if and only if
det M = 0.
This is why the determinant is a very important concept, so we shall take some time to
discuss it.
18
Let us begin by dening the determinant:
det M =

()M
i
1
1
M
i
2
2
....M
i
n
n
,
where i
1
, ..., i
n
is a permutation of 1, ...n and the sign is + for an even permutation and -
for an odd permutation. I shall now explain what this means by the simplest examples.
1. If the matrix is one-by-on then det M = M.
2. If it is 2-by-2 then
det M = M
1
1
M
2
2
M
2
1
M
1
2
.
About the notation. here M
j
i
is the element in row i, column j,
M =

M
1
1
M
2
1
M
1
2
M
2
2

.
I shall discuss this notation a little later.
You notice that, in the formula, the lower indices (the row indices) are in the usual
order, 1,2 in both terms. The upper indices appear in both orders, 1,2 and 2,1. We say that
2,1 is a permutation of 1,2. This particular permutation is just one interchange, 1, 2 21.
It is called an odd permutation.
Let us consider this formula for det M. . Notice that the numbers M
1
1
, M
2
1
form a
column, denote it u, and so do M
1
2
, M
2
2
, call it v. Then
det M = u
1
v
2
u
2
v
1
.
this is antisymmetric under the interchange of u and v, therefore it is zero if the two
vectors are parallel. In fact, this determinant is precisely the area of the parallelogram
dened by the two vectors; this are is zero if the two vectors are parallel.
In view of the foregoing discussion of an example, this suggests that the matrix has
an inverse precisely when the determinant is not zero. This means that all the rows are
linearly independent. Boas row reduction should be seen as a calculation that explores
this concept.
3. If it is 3-by-3,
det M = M
1
1
(M
2
2
M
3
3
M
3
2
M
2
3
) M
2
1
(M
1
2
M
3
3
M
3
2
M
1
3
) + M
3
1
(M
1
2
M
2
3
M
2
2
M
1
3
).
If this case is completely understood you should be able to handle the next case with its
24 terms.
Notice: the lower indices are always in the normal order. In the upper indices, there
is an odd permutation: 2, 3 3, 2 or 1, 2, 3 1, 3, 2. The fourth term also has an odd
permutation, 1, 2, 3 2, 1, 3. The 5th term has an even permutation, 1, 2, 3 1, 3, 2
19
3, 1, 2; that is why the sign is +. Finally, the 4th and 6th terms have signs because
they are related to the preceding terms by a single exchange, an odd permutation.*
The even permutations are 123, 231, 312. the others are odd.
The quantities P
j
i
that I introduce next are the cofactors on page 90 of Boas. She
uses a dierent notation. What I call M
j
i
and P
j
i
appears as a
ij
and M
ij
in Boas.
If we understand the determinant we can isolate the coecient of each of the matrix
elements M
j
i
. Call them P
i
j
. Then consider the sums, rst in the two-dimensional case
M
1
1
P
1
1
+ M
2
1
P
1
2
, M
1
1
P
2
1
+ M
2
1
P
2
2
.
Then you nd by easy evaluation that the rst number is equal to det M and the second
number is equal to zero. This result is valid in all cases, and we conclude that

j
M
j
i
P
k
j
= det M, if i = k and 0, otherwise. ()
This is the same as saying, if the determinant is not zero, that
(M
1
)
j
i
= P
j
i
/ det M.
Test it in the 2-dimensional case.
We shall not insist on a proof of this case, but we can make it plausible. The proof is
not so dicult but it require some facility in working with so many indices.
Boas does not obtain this result until page 119. The discussion on page 94 is very
important for the understanding. The rank of a square matrix is the number of linearly
independent rows (or columns).
Recall what we noticed about the 2-dimensional case. the determinant is an antisym-
metrical function of the columns that make up our matrix. Therefore, if two columns are
equal, or just parallell, then the determinant is zero. Likewise, if we replace one of the
columns by one of the others then we get zero. That is exactly what our Eq.(*) says.
This insight into the concept of the determinant, and the relation of the determinant
to the existence of an inverse matrix, is one of the core facts of linear algebra.
Homework number 3. Due Wednesday Jan30 by 12:30AM
1. Boas page 95, number 1.
2. Boas page 95, number 2.
3. Boas page 95, number 7. This problem may help you understand all the talk of
row reduction and what it is good for.
4. Boas page 99, number 3.
5. Boas page 105, number 11.
6. Boas page 122, number 5.
This takes us to page 124 in Boas. There begins a more sophisticated view of linear
algebra. The concepts till this point may seem a little dry, but to manage them is necessary
preparation for the continuation.
* About placement of indices. You can place them all downstairs, as Boas does. I shall
discuss this a little later.
20
Here we are going to study linear algebra in general. It is going to get abstract. The
reason for that is that linear algebra has very many applications, of a very varied nature.
If you do not see the fundamental structure of the theory you will not be able to use it in
a nover situation. Still, we are not going to spend a lot of time on it. Let us introduce the
ideas and then see how they work in later chapters.
What I write here is a little more detailed than usual, because the subject is hard.
The exposition begins just as Boas with
21
Physics 131. Winter 2013. Midterm 1.
Write your answers on the spaces provided. Prepare on another sheet. The amount
of space gives you an idea of how much work is provided.
Continue on the back of the page if necessary, but call attention to it.
Skip any dicult part and return to it at the end if there is time. Be sure that you
get through it all to catch any part that is easy.
1. Given any sequence, of real or complex numbers:
a
0
, a
1
, a
2
, ......a
n
, a
n+1
, .......,
1.a. what property makes it an arithmetic sequence?
Solution. It is an arithmetic sequence if a
n+1
a
n
is the same number for all n; that
is, if a
n
= a
0
+ nb, or
a
n+1
= a
n
+ b,
with a xed number b, the same for all n,
1.b. and what property makes it a geometric sequence?
Solution. It is a geometric sequence if a
n+1
/a
n
is the same number for all n; that is,
a
n+1
= a
n
b,
or a
n
= b
n
a
0
. with a xed number b, the same for all n,
22
2. Prove the following sum formula by induction. (Mathematical induction is the
method that was used several times in the rst chapter of Boas. If you are not sure what
that means, go ahead and prove the formula any way you can.)
N

n=1
x
n
=
x
N+1
1
x 1
.
Solution. Proof by induction. Suppose the statement is true for some value M of N.
Then check it for N = M + 1,
M+1

n=1
x
n
=
M

n=1
x
n
+ x
M+1
.
Using the known result for the rst term and manipulating the second term you get
M+1

n=1
x
n
=
x
M+1
1
x 1
+
x
M+2
x
M+1
x 1
=
x
M+1+1
1
x 1
.
So the statement is veried for N = M + 1. It is true for the case that N = 1, therefore
it is true for N = 2, 3, ... and for all positive, integer values of N.
3. Give a completely convincing argument that the limit of the following sequence is
1. Please think a little about what it means and how to make the argument convincing.
...., .99, .999, .9999, ......
Solution. Maybe the best way is this. The dierence
1 .99999...(n nines) = .0000....01(n 1 zeros) = (
1
10
)
n
.
This dierence goes to zero in the limit as n .
23
4. Consider the complex series

n=1
z
n
n!
, z = x + iy,
where x, y are real numbers. Show, using the ratio test (the rst and simplest ratio
test) that this series is absolutely convergent for all z. Begin by dening what absolute
convergence means; then explain the ratio test, and nally use it.
Solution. Absolute convergence of the series means the the series with positive terms,

n=1
|
z
n
n!
| =

n=1
r
n
n!
,
where r = |z|, is convergent. This is a series of the form

0
a
n
r
n
, a
n
=
1
n!
.
Now a
n+1
/a
n
= 1/(n+1), which tends to K = 0 as n grows. Hence Kx is always less than
one and the series is convergent. Therefore the original series is absolutely convergent.
5. Consider the complex function
f(z) =
1
z
2
+ 2i
.
Image expanding it as a complex Taylor series about z = 0.
(a) Write the series, the n
th
term in terms of the n
th
derivative of f(z), but do not
calculate the derivatives.
Solution.
f(x) =

n=0
f
(n)
(0)
n!
(b) We want to know the radius of absolute convergence of this series. You can of
course use the ratio test to determine the radius of convergence of the series, but there is
not enough time. Instead, you are asked to use your experience with other examples to
make an informed guess.
Solution. The function that your are expanding seems to be well dened for all z
except when z
2
= 2i. this is a distance

2 from the origin (the expansion point). It

follows that the series is absolutely convergent when |z| <

2.
24
6. Consider a function of the complex variable z. To make sure that you know what
that means, consider the case of a polynomial
P(z) = a
0
+ a
1
z + a
2
z
2
, ..., +a
n
z
n
with complex coecients a
0
, a
1
, ..., a
n
. Imagine expanding all the powers z
n
= (x + iy)
n
,
but do not actually do so unless you really need to. The point of that is that you can
write out all the terms and (using i
2
= 1), write the whole thing as a sum of two parts,
P(z) = u(x, y) + iv(x, y) where u and v are real functions of the real variables x and y.
This is by way of explanation only. Please take care; do not think of u and v as functions
of z.
(a) Considering P(z) as a function of a function, express the derivative with respect
to x in terms of dP/dz. Then express the derivative with repect to y in terms of dP/dz.
Solution. Write P
x
for P/x to save time. Now consider P as a function P(z(x)) or
P(z(y)):
P
x
(x + iy) = P
z
(z), P
y
(x + iy) = iP
z
(z).
Hence P
y
= iP
x
. This is because P depends on the combination x + iy only.
(b) This should give you a relation between the four derivatives
u/x, u/y, v/x, v/x.
Solution. (u + iv)
y
= i(u + iv)
x
.
(c) The real and the imaginary parts of this relation should give you two very simple
relations between the four derivatives. Write them here.
Solution. (u + iv)
y
= u
y
+ iv
y
= i(u + iv)
x
= iu
x
v
x
, and the real and imaginary
parts must each be equal:
u
y
= v
x
, v
y
= u
x
.
These relations are known as the Cauchy-Riemann relations. They are usually taken
as the foundation of the theory of functions of a complex variable.
25
Solutions to HW number 2.
Homework due Wednesday Jan 23.
1. Practice using the binomial expansion. The gravitational potential is a function
of position in 3-dimensional space. It depends only on the distance from the center of the
earth, call this distance r, so we are talking about a function (r) that takes the form
(r) =
k
r
, k is a constant.
Suppose the radius of the earth (a perfect sphere) is R. Let z be a vertical coordinate
measured upwards from the surface, then the gravitational potential at a height z is
(r) = (R + z).
Suppose that z << R. Use the binomial expansion to express the potential (to a good
approximation) as a constant plus a term linear in z. To make sure that you know what
you have done, give the numerical value of the coecient of z in units of m/sec
2
.
Solution. k/r = k(R+z)
1
= (k/R)(1+z/R)
1
= const +(k/R
2
)z. The coecient
is the acceleration of gravity, 980cm/sec
2
.
2. Use Taylors theorem (the Taylor expansion) to calculate the coecients in the
power series expansion of the function sin x around the point x = 0.
Solution. The derivatives of order 2n are ()
n
sin x. The derivatives of order 2n + 1
are ()
n
cos x. At x = 0 the former are zero and the latter are ()
n
, so
sin x =

n
()
n
(2n + 1)!
x
n
.
3. The expansion of the function 1/ cos x is dicult; dont try. But answer this: What
is the range of values of x for which this expansion converges absolutely? You may get the
necessary insight from the lecture of Wednesday Jan 16. (Sorry, these notes do not help.)
Solution. The fuction cos x is analytic in the entire complex plane. It has zeros, and
the nearest one to zero is at x = /2. That is where the nearest singularity of 1/ cos x is,
so the radius of convergence is /2.
4. The function
f(x) = 1/(x
2
+ 5)
does not have any singularities for real values of x. But the power series expansion, around
the point x = 0, is nevertheless absolutely convergent only for a nite range of values of
x, |x| <??. You can calculate it directly, but you will do better to consider making x
complex; then the answer should come at once. If not, guess, but justify.
Solution. There are singularities at i

5, so the radius of convergence is

5.
26
Complex variables
5. We have dened analytic function in these notes, page 12. In particular, any
polynomial in x is a function that is analytic for all x. Now consider a complex variable
z = x + iy. The denition of analytic is actually the same, but let us consider only
polynomials, for example
f(z) = a + bz + cz
2
.
Suppose that a, b, c are real numbers. Write z = x + iy. Calculate the real and the
imaginary parts of f(z). (They are polynomials in x and y.)
Solution. f(x, y) = (a + bx + c(x
2
y
2
) + i(by + 2cxy).
6. Optional, but please do it for me if you can. It will tell me something about what
you know. With the previous example in mind, let f(z) be an arbitrary poynomial and
imagine having done the same thing to it:
f(z) = u(x, y) + iv(x, y)
where u and v are polynomials in x and y with real coecients. Prove the following
theorem properties,
u
x
= v
y
, u
y
= v
x
.
Here u
x
= u/x and u
y
= u/y. verify the result for the case that f = z
2
27
Linear vector space
Boas page 142.
Denition. A linear vector space is a set on which the following operations are dened:
addition and multiplication by a real (real vector space) or a complex number (complex
vector space).
Comments.
1. Elements of a linear vector space are usually called vectors. If we have to deal
with several dierent kinds of vectors we may use dierent names to distinguish. A very
important concept is a pair of vector spaces referred to as vectors and covectors.
2. The operations, u +v, and multiplication by a number, ku are supposed to satisfy
precisely the same rules that we are familiar with. In general there is no way to multiply
a vector by a vector.
Bases
A basis for a vector space V is a set (nite or countable; that is, it is a sequence),
such that every vector in V can be expressed as a linear combination of them, in just one
way. The number of elements in the basis is called the dimension of the space.
Familiar examples
1. The most familiar, 2-dimensional vectors form a plane with a selected origin and
Cartesian coordinates. Addition is dened as earlier and multiplication by a real number
as well. This is a real vector space; you can think of it as a plane. A basis can be chosen
in many ways; you must have precisely 2 of them, {e
1
, e
2
}. (Demonstrated on the board.)
2. Row vectors u = {a
1
, a
2
}, possible bases
e
1
= {1, 0}, e
2
= {0, 1}.
Notice that
u = {u
1
, u
2
} = u
1
e
1
+ u
2
e
2
=
2

i=1
u
i
e
i
.
The numbers u
1
, u
2
are the components of u in this basis.
Indices
The upstairs indices are used to give names to the components of a row vector. The
downstairs indices in these formulas give names to the basis vectors. These are two very
dierent ways to use indices and that is one of the reasons to place them dierently.
28
Summation conventions
We shall make it a rule that a repeated index is to be summed; we leave out the
summation sign. And it will turn out that all the summations satisfy the following rule:
One index upstairs the other one downstairs, as in the example. This is mainly so that
errors can be avoided. But it goes much deeper than that, as will be seen.
Important example
We shall consider Newtons equation for a free particle. It is a dierential equation
for the function x(t) that gives the position of a particle that is moving without being
subjected to any forces. The velocity is
v(t) = x = dx/dt
and the acceleration is
a(t) = v = dv/dt = d
2
x/dt
2
= x =
d
2
dt
2
x(t).
If no force is acting then the acceleration is zero and thus
x(t) =
d
2
dt
2
x(t) = 0.
This is a linear dierential equation.
The general solution of this equation is
x(t) = a
1
+ a
2
t,
with a
1
, a
2
constant. Incidentally, it is a Taylor series.
Linear
First of all, the dierential equation is a linear one, a linear condition on the function
x(t). In the present case, when the equation is (d
2
/dt
2
)x(t) = 0, that means that if x(t)
and y(t) are two functions then
d
2
dt
2
(x + y) =
d
2
dt
2
x +
d
2
dt
2
y.
This has the following consequence: If x(t) and y(t) are two solutions of the dierential
equation then so is the sum; and so is any linear combination.
Here we are adding functions; we shall consider them to be vectors. Multiplication by
a constant denes another function: kx is the function
(kx)(t) = kx(t).
So functions form a vector space, but this space is too large so we shall conne ourselves to
a subxpace: the solutions of Newtons equation. This is simply the space of all functions
29
of the type x(t) = a
1
+a
2
t, and this space has precisely 2 linearly independent vectors, for
example the functions (the vectors)
e
1
(t) = 1, e
2
(t) = t.
So the general solution is a
i
e
i
and now the constants a
1
, a
2
are seen to be the components
of this vector.
To sum up, the solutions of Newtons equation for a particle that is moving without
being inuenced by a force is a 2-dimensional linear vector space. This statement is the
foundation of the theory of linear dierential equations that we shall take up later.
What does linear mean?
The word begins to appear in Boas on page 124.
Linear combination If u, v are thigs that can be added and multiplied by numbers
to form au+bv; in short, if u, v are vectors, then a linear combination of u and v is another
vector, of the form
au + bv.
It should be clear that the word linear means nothing unless the subject has to do with
vectors.
Linear (in)dependence. A set of vectors are linearly dependent if there is a linear
combination that is equal to zero, as in the example
u = (1, 1), v = (3, 3), 3u v = 0,
otherwise linearly independent. The vectors
(1, 0), (0, 1)
are linearly independent.
The basis vectors of a linear space are required to be linearly independent. This is to
assure that the expression for a vector in terms of the basis should be unique. That is if
u =

u
a
e
a
=

v
a
e
a
,
then the coecients in both sums are precisely the same. That is, if

u
a
e
a

v
a
e
a
=

(u
a
v
a
)e
a
is zero then u
a
= v
a
= 0.
The concept of linear dependence has already been discussed in connection with linear
equations and and determinants.
30
Linear function. A linear function of a real variable is a function of the form
f(x) = kx, k constant. It implies that f has the property
f(ax + bv) = af(x) + bf(y).
It says that the summing rst and evaluating the function afterwards is the same as
evaluating the function and summing the results. See Homework.
Linear functions, operators, maps, mappings, transformations. These words
are going to be thrown about constantly. They all mean exactly the same thing. To make
sense we need two vector spaces U and V , although they are not necessarily distinct.
A vector space is a collection of objects that can be combined as vectors are com-
bined. Any two elements of a vector space U can be combined in linear combinations.
Thus column vectors must have a xed dimension since we cannot add vectors of dierent
dimensions. That is; a vector space has a dimension. And of course we cannot add column
vectors to row vectors.
So in U we can make linear combinations and in V we can make linear combinations.
Therefore the following makes sense: Ainear function, operator, map, mapping, transfor-
mation from U to V is a machine f that takes any vector u from the space U and produces
a vector v in V (we denote it this way: f : u v = f(u)) such that
f(u + u

) = f(u) + f(u

)
and
f(ku) = kf(u),
where k is a number.
First and all-important example: the ordinary function
f(x) = ax + b
is linear only of b = 0!!!!!!!
Matrices. Consider any m-by-n matrix M = (M

i
), where i runs from 1 to m and
runs from 1 to n. I use letters from dierent alphabets to help me remember the dierence.
I can apply (from the left) the matrix M to any n-dimensional column vector. The result
of the calculation is an m-dimensional column vector. So a matrix is a linear operator (or
mapping or whatever) from a space of dimension m to a space of dimension n. That is
what a matrix IS!
Conversely, any linear operator (function, ) from a space U to a space V becomes a
matrix if you have bases in both spaces. This procedure, to construct a matrix once an
operator, and bases, are given is extremely important. If you can master it you are way
ahead.
31
Let e
1
, ..., e
m
be a basis for V and let

f
1
, ...,

f
n
be a basis for the space V . If A is a
linear operator from U to V then each of the quantities
A(e
i
), i = 1, ..., m,
belongs to V . Therefore it can be expanded in terms of the basis of that space:
A(e
i
) =
n

=1
A

i
f

, i = 1, ..., m.
And there is your matrix:
A = (A

i
), = 1, ..., n, i = 1, ..., m.
If this looks dicult let us work out a concrete example, one that is already familiar:
Let U be the 2-dimensional space of solutions of Newtons equations for a free particle,
functions of the form
a + bt = ae
1
+ be
2
.
and let V be the same space with the same basis. Let A be the linear operator d/dt. Then
(d/dt)(a + bt) = b,
or
Ae
1
= 0 =

j
A
j
1
e
j
and
Ae
2
= 1 = e
1
=

j
A
j
2
e
j
The rst says that the rst row of the matrix has only zeros. The other that A
1
2
= 1 and
that A
2
2
= 0. So nally
A =

0 1
0 0

.
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