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1 Algebraic and Analytic MethodsTopics of Discussion

§1.2 Elementary Algebra

Contents
  1. §1.2(i) Binomial Coefficients
  2. §1.2(ii) Finite Series
  3. §1.2(iii) Partial Fractions
  4. §1.2(iv) Means
  5. §1.2(v) Matrices, Vectors, Scalar Products, and Norms
  6. §1.2(vi) Square Matrices

§1.2(i) Binomial Coefficients

In (1.2.1) and (1.2.3) k and n are nonnegative integers and k\leq n. In (1.2.2), (1.2.4), and (1.2.5) n is a positive integer. See also §26.3(i).

1.2.1 \genfrac{(}{)}{0.0pt}{}{n}{k}=\frac{n!}{(n-k)!k!}=\genfrac{(}{)}{0.0pt}{}{n}{n%
-k}.

For complex z the binomial coefficient \genfrac{(}{)}{0.0pt}{}{z}{k} is defined via (1.2.6).

Binomial Theorem

1.2.2 (a+b)^{n}=a^{n}+\genfrac{(}{)}{0.0pt}{}{n}{1}a^{n-1}b+\genfrac{(}{)}{0.0pt}{}{%
n}{2}a^{n-2}b^{2}+\dots+\genfrac{(}{)}{0.0pt}{}{n}{n-1}ab^{n-1}+b^{n}.
1.2.3 \genfrac{(}{)}{0.0pt}{}{n}{0}+\genfrac{(}{)}{0.0pt}{}{n}{1}+\dots+\genfrac{(}{%
)}{0.0pt}{}{n}{n}=2^{n}.
1.2.4 \genfrac{(}{)}{0.0pt}{}{n}{0}-\genfrac{(}{)}{0.0pt}{}{n}{1}+\dots+(-1)^{n}%
\genfrac{(}{)}{0.0pt}{}{n}{n}=0.
1.2.5 \genfrac{(}{)}{0.0pt}{}{n}{0}+\genfrac{(}{)}{0.0pt}{}{n}{2}+\genfrac{(}{)}{0.0%
pt}{}{n}{4}+\dots+\genfrac{(}{)}{0.0pt}{}{n}{\ell}=2^{n-1},

where \ell is n or n-1 according as n is even or odd.

In (1.2.6)–(1.2.9) k and m are nonnegative integers and z is complex.

1.2.6 \genfrac{(}{)}{0.0pt}{}{z}{k}=\frac{z(z-1)\cdots(z-k+1)}{k!}=\frac{(-1)^{k}{%
\left(-z\right)_{k}}}{k!}=(-1)^{k}\genfrac{(}{)}{0.0pt}{}{k-z-1}{k}.
1.2.7 \genfrac{(}{)}{0.0pt}{}{z+1}{k}=\genfrac{(}{)}{0.0pt}{}{z}{k}+\genfrac{(}{)}{0%
.0pt}{}{z}{k-1}.
1.2.8 \sum^{m}_{k=0}\genfrac{(}{)}{0.0pt}{}{z+k}{k}=\genfrac{(}{)}{0.0pt}{}{z+m+1}{m}.
1.2.9 \genfrac{(}{)}{0.0pt}{}{z}{0}-\genfrac{(}{)}{0.0pt}{}{z}{1}+\dots+(-1)^{m}%
\genfrac{(}{)}{0.0pt}{}{z}{m}=(-1)^{m}\genfrac{(}{)}{0.0pt}{}{z-1}{m}.

See also §26.3.

§1.2(ii) Finite Series

Arithmetic Progression

1.2.10 a+(a+d)+(a+2d)+\dots+(a+(n-1)d)=na+\tfrac{1}{2}n(n-1)d=\tfrac{1}{2}n(a+\ell),

where \ell = last term of the series = a+(n-1)d.

Geometric Progression

1.2.11 a+ax+ax^{2}+\dots+ax^{n-1}=\frac{a(1-x^{n})}{1-x},x\not=1.

§1.2(iii) Partial Fractions

Let \alpha_{1},\alpha_{2},\dots,\alpha_{n} be distinct constants, and f(x) be a polynomial of degree less than n. Then

1.2.12 \frac{f(x)}{(x-\alpha_{1})(x-\alpha_{2})\cdots(x-\alpha_{n})}=\frac{A_{1}}{x-%
\alpha_{1}}+\frac{A_{2}}{x-\alpha_{2}}+\dots+\frac{A_{n}}{x-\alpha_{n}},

where

1.2.13 A_{j}=\frac{f(\alpha_{j})}{\prod\limits_{k\not=j}(\alpha_{j}-\alpha_{k})}.

Also,

1.2.14 \frac{f(x)}{(x-\alpha_{1})^{n}}=\frac{B_{1}}{x-\alpha_{1}}+\frac{B_{2}}{(x-%
\alpha_{1})^{2}}+\dots+\frac{B_{n}}{(x-\alpha_{1})^{n}},

where

1.2.15 B_{j}=\frac{f^{(n-j)}(\alpha_{1})}{(n-j)!},

and f^{(k)} is the k-th derivative of f1.4(iii)).

If m_{1},m_{2},\dots,m_{n} are positive integers and \deg f<\sum_{j=1}^{n}m_{j}, then there exist polynomials f_{j}(x), \deg f_{j}<m_{j}, such that

1.2.16 \frac{f(x)}{(x-\alpha_{1})^{m_{1}}(x-\alpha_{2})^{m_{2}}\cdots(x-\alpha_{n})^{%
m_{n}}}=\frac{f_{1}(x)}{(x-\alpha_{1})^{m_{1}}}+\frac{f_{2}(x)}{(x-\alpha_{2})%
^{m_{2}}}+\cdots+\frac{f_{n}(x)}{(x-\alpha_{n})^{m_{n}}}.

To find the polynomials f_{j}(x), j=1,2,\dots,n, multiply both sides by the denominator of the left-hand side and equate coefficients. See Chrystal (1959a, pp. 151–159).

§1.2(iv) Means

The arithmetic mean of n numbers a_{1},a_{2},\dots,a_{n} is

1.2.17 A=\frac{a_{1}+a_{2}+\dots+a_{n}}{n}.

The geometric mean G and harmonic mean H of n positive numbers a_{1},a_{2},\dots,a_{n} are given by

1.2.18 G=(a_{1}a_{2}\cdots a_{n})^{1/n},
1.2.19 \frac{1}{H}=\frac{1}{n}\left(\frac{1}{a_{1}}+\frac{1}{a_{2}}+\dots+\frac{1}{a_%
{n}}\right).

If r is a nonzero real number, then the weighted mean M(r) of n nonnegative numbers a_{1},a_{2},\dots,a_{n}, and n positive numbers p_{1},p_{2},\dots,p_{n} with

1.2.20 p_{1}+p_{2}+\dots+p_{n}=1,

is defined by

1.2.21 M(r)=(p_{1}a_{1}^{r}+p_{2}a_{2}^{r}+\dots+p_{n}a_{n}^{r})^{1/r},

with the exception

1.2.22 M(r)=0,r<0 and a_{1}a_{2}\dots a_{n}=0.
1.2.23 \lim_{r\to\infty}M(r)=\max(a_{1},a_{2},\dots,a_{n}),
1.2.24 \lim_{r\to-\infty}M(r)=\min(a_{1},a_{2},\dots,a_{n}).

For p_{j}=1/n, j=1,2,\dots,n,

1.2.25
M(1)=A,
M(-1)=H,

and

1.2.26 \lim_{r\to 0}M(r)=G.

The last two equations require a_{j}>0 for all j.

§1.2(v) Matrices, Vectors, Scalar Products, and Norms

General m\times n Matrices

The full index form of an m\times n matrix \mathbf{A} is

1.2.27 \mathbf{A}=[a_{ij}]=\left[\begin{matrix}a_{11}&a_{12}&\dots&a_{1n}\\
a_{21}&a_{22}&\dots&a_{2n}\\
\vdots&\vdots&\ddots&\vdots\\
a_{m1}&a_{m2}&\dots&a_{mn}\end{matrix}\right],

with matrix elements a_{ij}\in\mathbb{C}, where i, j are the row and column indices, respectively. A matrix is zero if all its elements are zero, denoted \boldsymbol{{0}}. A matrix is real if all its elements are real.

The transpose of \mathbf{A} = [a_{ij}] is the n\times m matrix

1.2.28 \mathbf{A}^{\mathrm{T}}=[a_{ji}],

the complex conjugate is

1.2.29 \overline{\mathbf{A}}=[\overline{a_{ij}}],

the Hermitian conjugate is

1.2.30 {\mathbf{A}}^{{\rm H}}=[\overline{a_{ji}}].

Multiplication by a scalar is given by

1.2.31 \alpha\mathbf{A}=\mathbf{A}\alpha=[\alpha a_{ij}].

For matrices \mathbf{A}, \mathbf{B} and \mathbf{C} of the same dimensions,

1.2.32 \mathbf{A}+\mathbf{B}=\mathbf{B}+\mathbf{A}=[a_{ij}+b_{ij}],
1.2.33 \mathbf{A}+\mathbf{B}+\mathbf{C}=(\mathbf{A}+\mathbf{B})+\mathbf{C}=\mathbf{A}%
+(\mathbf{B}+\mathbf{C})=[a_{ij}+b_{ij}+c_{ij}].

Multiplication of Matrices

Multiplication of an m\times n matrix \mathbf{A} and an m^{\prime}\times n^{\prime} matrix \mathbf{B}, giving the m\times n^{\prime} matrix \mathbf{C}=\mathbf{A}\mathbf{B} is defined iff n=m^{\prime}. If defined, \mathbf{C}=[c_{ij}] with

1.2.34 c_{ij}=\sum_{k=1}^{n}a_{ik}b_{kj}.

This is the row times column rule.

Assuming the indicated multiplications are defined: matrix multiplication is associative

1.2.35 \mathbf{A}(\mathbf{B}\mathbf{C})=(\mathbf{A}\mathbf{B})\mathbf{C};

distributive if \mathbf{B} and \mathbf{C} have the same dimensions

1.2.36 \mathbf{A}(\mathbf{B}+\mathbf{C})=\mathbf{A}\mathbf{B}+\mathbf{A}\mathbf{C}.

The transpose of the product is

1.2.37 (\mathbf{A}\mathbf{B})^{\mathrm{T}}=\mathbf{B}^{\mathrm{T}}\mathbf{A}^{\mathrm%
{T}}.

All of the above are defined for n\times n, or square matrices of order n, note that matrix multiplication is not necessarily commutative; see §1.2(vi) for special properties of square matrices.

Row and Column Vectors

A column vector of length n is an n\times 1 matrix

1.2.38 \mathbf{v}=\left[\begin{matrix}v_{1}\\
v_{2}\\
\vdots\\
v_{n}\end{matrix}\right],

and the corresponding transposed row vector of length n is

1.2.39 \mathbf{v}^{\mathrm{T}}=\left[\begin{matrix}v_{1}&v_{2}&\dots&v_{n}\\
\end{matrix}\right].

The column vector \mathbf{v} is often written as [v_{1}~v_{2}~...~v_{n}]^{\mathrm{T}} to avoid inconvenient typography. The zero vector \mathbf{v}=\boldsymbol{{0}} has v_{i}=0 for i=1,2,\dots,n.

Column vectors \mathbf{u} and \mathbf{v} of the same length n have a scalar product

1.2.40 \left\langle\mathbf{u},\mathbf{v}\right\rangle=\sum_{i=1}^{n}u_{i}\overline{v_%
{i}}={\mathbf{v}}^{{\rm H}}\mathbf{u}.

The dot product notation \mathbf{u}\cdot\mathbf{v} is reserved for the physical three-dimensional vectors of (1.6.2).

The scalar product has properties

1.2.41 \left\langle\mathbf{u},\mathbf{v}\right\rangle=\overline{\left\langle\mathbf{v%
},\mathbf{u}\right\rangle},

for \alpha,\beta\in\mathbb{C}

1.2.42 \left\langle\alpha\mathbf{u},\beta\mathbf{v}\right\rangle=\alpha\overline{%
\beta}\left\langle\mathbf{u},\mathbf{v}\right\rangle,

and

1.2.43 \left\langle\mathbf{v},\mathbf{v}\right\rangle=0,

if and only if \mathbf{v}=\boldsymbol{{0}}.

If \mathbf{u}, \mathbf{v}, \alpha and \beta are real the complex conjugate bars can be omitted in (1.2.40)–(1.2.42).

Two vectors \mathbf{u} and \mathbf{v} are orthogonal if

1.2.44 \left\langle\mathbf{u},\mathbf{v}\right\rangle=0.

Vector Norms

The l^{p} norm of a (real or complex) vector is

1.2.45 \left\|{\mathbf{v}}\right\|_{p}=\left(\sum_{i=1}^{n}{\left|v_{i}\right|}^{p}%
\right)^{1/p},p\geq 1.

Special cases are the Euclidean length or l^{2} norm

1.2.46 \left\|{\mathbf{v}}\right\|=\left\|{\mathbf{v}}\right\|_{2}=\sqrt{\left\langle%
\mathbf{v},\mathbf{v}\right\rangle},

the l^{1} norm

1.2.47 \left\|{\mathbf{v}}\right\|_{1}=\sum_{i=1}^{n}\left|v_{i}\right|,

and as p\to\infty

1.2.48 \left\|{\mathbf{v}}\right\|_{\infty}=\max(\left|v_{1}\right|,\left|v_{2}\right%
|,\dots,\left|v_{n}\right|).

The l^{2} norm is implied unless otherwise indicated. A vector of l^{2} norm unity is normalized and every non-zero vector \mathbf{v} can be normalized via \mathbf{v}\to\mathbf{v}/\left\|{\mathbf{v}}\right\|.

Inequalities

If

1.2.49 \frac{1}{p}+\frac{1}{q}=1

we have Hölder’s Inequality

which for p=q=2 is the Cauchy-Schwartz inequality

the equality holding iff \mathbf{v} is a scalar (real or complex) multiple of \mathbf{u}. The triangle inequality,

1.2.52 \left\|{\mathbf{u}+\mathbf{v}}\right\|\leq\left\|{\mathbf{u}}\right\|+\left\|{%
\mathbf{v}}\right\|.

For similar and more inequalities see §1.7(i).

§1.2(vi) Square Matrices

Square n\times n matrices (said to be of order n) dominate the use of matrices in the DLMF, and they have many special properties. Unless otherwise indicated, matrices are assumed square, of order n; and, when vectors are combined with them, these are of length n.

Special Forms of Square Matrices

The identity matrix \mathbf{I}, is defined as

1.2.53 \mathbf{I}=[\delta_{i,j}].

A matrix \mathbf{A} is: a diagonal matrix if

1.2.54 a_{ij}=0,for i\neq j,

a real symmetric matrix if

1.2.55 a_{ji}=a_{ij},~~a_{ij}\in\mathbb{R},

an Hermitian matrix if

1.2.56 a_{ji}=\overline{a_{ij}},~~a_{ij}\in\mathbb{C},

a tridiagonal matrix if

1.2.57 a_{ij}=0,for \left|i-j\right|>1.

\mathbf{A} is an upper or lower triangular matrix if all a_{ij} vanish for i>j or i<j, respectively.

Equation (3.2.7) displays a tridiagonal matrix in index form; (3.2.4) does the same for a lower triangular matrix.

Special Properties and Definitions Relating to Square Matrices

The Determinant

The matrix \mathbf{A} has a determinant, \det(\mathbf{A}), explored further in §1.3, denoted, in full index form, as

1.2.58 \left|\mathbf{A}\right|=\det(\mathbf{A})=\left|\begin{matrix}a_{11}&a_{12}&%
\dots&a_{1n}\\
a_{21}&a_{22}&\dots&a_{2n}\\
\vdots&\vdots&\ddots&\vdots\\
a_{n1}&a_{n2}&\dots&a_{nn}\end{matrix}\right|,

where \det(\mathbf{A}) is defined by the Leibniz formula

\mathfrak{S}_{n} is the set of all permutations of the set \{1,2,...,n\}. See §26.13 for the terminology used herein.

The Inverse

If det(\mathbf{A}) \neq 0, \mathbf{A} has a unique inverse, {\mathbf{A}}^{-1}, such that

1.2.60 \mathbf{A}{\mathbf{A}}^{-1}={\mathbf{A}}^{-1}\mathbf{A}=\mathbf{I}.

A square matrix \boldsymbol{{A}} is singular if \det(\mathbf{A})=0, otherwise it is non-singular. If \det(\mathbf{A})=0 then \mathbf{A}\mathbf{B}=\mathbf{A}\mathbf{C} does not imply that \mathbf{B}=\mathbf{C}; if \det(\mathbf{A})\neq 0, then \mathbf{B}=\mathbf{C}, as both sides may be multiplied by {\mathbf{A}}^{-1}.

n Linear Equations in n Unknowns

Given a square matrix \mathbf{A} and a vector \mathbf{c}. If \det(\mathbf{A})\neq 0 the system of n linear equations in n unknowns,

1.2.61 \mathbf{A}\mathbf{b}=\mathbf{c}

has a unique solution, \mathbf{b}={\mathbf{A}}^{-1}\mathbf{c}. If \det(\mathbf{A})=0 then, depending on \mathbf{c}, there is either no solution or there are infinitely many solutions, being the sum of a particular solution of (1.2.61) and any solution of \mathbf{A}\mathbf{b}=\boldsymbol{{0}}. Numerical methods and issues for solution of (1.2.61) appear in §§3.2(i) to 3.2(iii).

The Trace

The trace of \mathbf{A}=[a_{ij}] is

1.2.62 \operatorname{tr}(\mathbf{A})=\sum_{i=1}^{n}a_{ii}.

Further,

1.2.63 \operatorname{tr}(\alpha\mathbf{A})=\alpha\operatorname{tr}(\mathbf{A}),
1.2.64 \operatorname{tr}(\mathbf{A}+\mathbf{B})=\operatorname{tr}(\mathbf{A})+%
\operatorname{tr}(\mathbf{B}),

and

1.2.65 \operatorname{tr}(\mathbf{A}\mathbf{B})=\operatorname{tr}(\mathbf{B}\mathbf{A}).

The Commutator

If \mathbf{A}\mathbf{B}=\mathbf{B}\mathbf{A} the matrices \mathbf{A} and \mathbf{B} are said to commute. The difference between \mathbf{A}\mathbf{B} and \mathbf{B}\mathbf{A} is the commutator denoted as

1.2.66 [{\mathbf{A}},{\mathbf{B}}]=-[{\mathbf{B}},{\mathbf{A}}]=\mathbf{A}\mathbf{B}-%
\mathbf{B}\mathbf{A}.

Norms of Square Matrices

Let \left\|{\mathbf{x}}\right\|=\left\|{\mathbf{x}}\right\|_{2} the l^{2} norm, and \mathbf{E}_{n} the space of all n-dimensional vectors. We take \mathbf{E}_{n}\subset{\mathbb{C}}^{n}, but we can also restrict ourselves to vectors and matrices with only real elements. The norm of an order n square matrix, \mathbf{A}, is

Then

1.2.68 \left\|{\mathbf{A}\mathbf{B}}\right\|\leq\left\|{\mathbf{A}}\right\|\ \left\|{%
\mathbf{B}}\right\|,

and

1.2.69 \left\|{\mathbf{A}+\mathbf{B}}\right\|\leq\left\|{\mathbf{A}}\right\|+\left\|{%
\mathbf{B}}\right\|.

Eigenvectors and Eigenvalues of Square Matrices

A square matrix \mathbf{A} has an eigenvalue \lambda with corresponding eigenvector \mathbf{a}\not=\boldsymbol{{0}} if

1.2.70 \mathbf{A}\mathbf{a}=\lambda\mathbf{a}.

Here \mathbf{a} and \lambda may be complex even if \mathbf{A} is real. Eigenvalues are the roots of the polynomial equation

1.2.71 \det(\mathbf{A}-\lambda\mathbf{I})=0,

and for the corresponding eigenvectors one has to solve the linear system

1.2.72 (\mathbf{A}-\lambda\mathbf{I})\mathbf{a}=\boldsymbol{{0}}.

Numerical methods and issues for solution of (1.2.72) appear in §§3.2(iv) to 3.2(vii).

Non-Defective Square Matrices

Nonzero vectors \mathbf{v}_{1},\dots,\mathbf{v}_{n} are linearly independent if \sum_{i=1}^{n}c_{i}\mathbf{v}_{i}=\boldsymbol{{0}} implies that all coefficients c_{i} are zero. A matrix \mathbf{A} of order n is non-defective if it has n linearly independent (possibly complex) eigenvectors, otherwise \mathbf{A} is called defective. Non-defective matrices are precisely the matrices which can be diagonalized via a similarity transformation of the form

1.2.73 \boldsymbol{{\Lambda}}={\mathbf{S}}^{-1}\mathbf{A}\mathbf{S}.

The columns of the invertible matrix \mathbf{S} are eigenvectors of \mathbf{A}, and \boldsymbol{{\Lambda}} is a diagonal matrix with the n eigenvalues \lambda_{i} as diagonal elements. The diagonal elements are not necessarily distinct, and the number of identical (degenerate) diagonal elements is the multiplicity of that specific eigenvalue. The sum of all multiplicities is n.

Relation of Eigenvalues to the Determinant and Trace

For \mathbf{A} non-defective we obtain from (1.2.73) and (1.3.7)

1.2.74 \det(\mathbf{A})=\det(\mathbf{S}{\mathbf{S}}^{-1}\mathbf{A})=\det({\mathbf{S}}%
^{-1}\mathbf{A}\mathbf{S})=\prod_{i=1}^{n}\lambda_{i}.

Thus \det(\mathbf{A}) is the product of the n (counted according to their multiplicities) eigenvalues of \mathbf{A}. Similarly, we obtain from (1.2.73) and (1.2.65)

1.2.75 \operatorname{tr}(\mathbf{A})=\operatorname{tr}(\mathbf{S}{\mathbf{S}}^{-1}%
\mathbf{A})=\operatorname{tr}({\mathbf{S}}^{-1}\mathbf{A}\mathbf{S})=\sum_{i=1%
}^{n}\lambda_{i}.

Thus \operatorname{tr}(\mathbf{A}) is the sum of the (counted according to their multiplicities) eigenvalues of \mathbf{A}.

The Matrix Exponential and the Exponential of the Trace

The matrix exponential is defined via

which converges, entry-wise or in norm, for all \mathbf{A}.

It follows from (1.2.73), (1.2.74) and (1.2.75) that, for a non-defective matrix \mathbf{A},

1.2.77 \det(\exp\left(\mathbf{A}\right))=\exp\left(\operatorname{tr}(\mathbf{A})%
\right)=\operatorname{etr}\left(\mathbf{A}\right).

Formula (1.2.77) is more generally valid for all square matrices \mathbf{A}, not necessarily non-defective, see Hall (2015, Thm 2.12).