MNT Matter. e HANDBOOK FOR SCIENTISTS AND dliaidiaia dh ie oa ana Elite) eren and GRANINO A. KORN AND THERESA M. KORNDOVER BOOKS ON MATHEMATICS HANDBOOK OF MATHEMATICAL FuNcTIONS, Milton Abramowitz and Irene A. Stegun. (61272-4) $32.95 THEORY OF APPROXIMATION, N. I. Achieser. (67129-1) $8.95 TENSOR ANALYSIS ON MANIFOLDS, Richard L. Bishop and Samuel I. Goldberg. (64039-6) $9.95 ‘TABLES OF INDEFINITE INTEGRALS, G. Petit Bois. (60225-7) $8.95 VECTOR AND TENSOR ANALYSIS WITH APPLICATIONS, A. I. Borisenko and I. E. Tarapov. (63833-2) $10.95 THE History OF THE CALCULUS AND ITs ConcePTuat. DEVELOPMENT, Carl B. Boyer. (60509-4) $9.95 ‘THE QUALITATIVE THEORY OF ORDINARY DIFFERENTIAL EQUATIONS: AN InTRopucTion, Fred Brauer and John A. Nohel. (65846-5) $12.95 PRINCIPLES OF Statistics, M. G. Bulmer. (63760-3) $9.95 ‘THE THEORY OF Spinors, Elie Cartan. (64070-1) $8.95 ADVANCED Numper Tueory, Harvey Cohn. (64023-X) $10.95 Stamisnics MANuaL, Edwin L. Crow, Francis Davis, and Margaret Maxfield. 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(65676-4) $13.95 Mareuaies AND Locic, Mark Kac and Stanislaw M. Ulam. (67085-6) 7.95, MATHEMATICAL METHODS AND THEORY IN GAMES, PROGRAMMING, AND ECONOMICS, Samuel Karlin. (67020-1) $24.95 ae FOUNDATIONS OF INFORMATION THEORY, A. I. Khinchin. (60434-9) 5.95, ARITHMETIC REFRESHER, A. Albert Klaf. (21241-6) (continued on back flap)MATHEMATICAL HANDBOOK FOR SCIENTISTS AND ENGINEERS Definitions, Theorems, and Formulas for Reference and Review Granino A. Korn and Theresa M. Korn DOVER PUBLICATIONS, INC. Mineola, New YorkCopyright Copyright © 1961, 1968 by Granino A. Kom and Theresa M. Korn All ‘rights reserved under Pan American and International Copyright Conventions. Published in Canada by General Publishing Company, Ltd., 30 Lesmill Road, Don Mills, Toronto, Ontario. Bibliographical Note This Dover edition, first published in 2000, is an unabridged republication of the work originally published in 1968 by McGraw- Hill, Inc,, New York. A number of typographical errors have been corrected. Library of Congress Cataloging-in-Publication Data Korn, Granino Arthur, 1922— Mathematical handbook for scientists and engineers : defini- tions, theorems, and formulas for reference and review / Granino A. Korn and Theresa M. Korn. em. Orighnally published: 2nd, enl and rev. ed, New York MeGraw- Hill, c1968. Includes bibliographical references and index. ISBN 0-486-41147-8 (pbk.) 1. Mathematics—Handbooks, manuals, etc. I. Korn, Theresa M. IL Title. QA40 .K598 2000 510!.2'1—dc21 00-030318 Manufactured in the United States of America Dover Publications, Inc., 31 East 2nd Street, Mineola, N.Y. 11501This book is dedicated to the memory of Arthur Korn (1870-1945), who excelled as a mathematician as well as a theoretical physicist and as a communications engineer.PREFACE TO THE SECOND EDITION This new edition of the Mathematical Handbook has been substantially enlarged, and much of our original material has been carefully, and we hope usefully, revised and expanded. Completely new sections deal with z transforms, the matrix notation for systems of differential equations (state equations), representation of rotations, mathematical program- ming, optimal-control theory, random processes, and decision theory. The chapter on numerical computation was almost entirely rewritten, and the revised appendixes include a discussion of Polya’s counting theorem, several new tables of formulas and numerical data, and a new, much larger integral table. Numerous illustrations have been added throughout the remaining text. The handbook is again designed, first, as a comprehensive reference collection of mathematical definitions, theorems, and formulas for scientists, engineers, and students. Subjects of both undergraduate and graduate level are included. The omission of all proofs and the concise tabular presentation of related formulas have made it possible to incorpo- rate a relatively large amount of reference material in one volume. The handbook is, however, not intended for reference purposes alone; it attempts to present a connected survey of mathematical methods useful beyond specialized applications. Each chapter is arranged so as to permit review of an entire mathematical subject. Such a presentation is made more manageable and readable through the omission of proofs; numerous references provide access to textbook material for more detailed studies. Special care has been taken to point out, by means of suitable introductions, notes, and cross references, the interrelations of various topics and their importance in scientific and engineering applications. The writers have attempted to meet the individual reader’s require- ments by arranging the subject matter at three levels: 1. The most important formulas and definitions have been collected in tables and boxed groups permitting rapid reference and review. viiPREFACE TO THE SECOND EDITION viii 2. The main text presents, in large print, a concise, connected review of each subject. 3. More detailed discussions and advanced topics are presented in small print. This arrangement makes it possible to include such material without cluttering the exposition of the main review. We believe that this arrangement has proved useful in the first edition. The arrangement of the introductory chapters was left unchanged, although additions and changes were made throughout their text. Chap- ters 1 to 5 review traditional college material on algebra, analytic geom- etry, elementary and advanced calculus, and vector analysis; Chapter 4 also introduces Lebesgue and Stieltjes integrals, and Fourier analysis. Chapters 6, 7, and 8 deal with curvilinear coordinate systems, functions of a complex variable, Laplace transforms, and other functional transforms; new mate- rial on finite Fourier transforms and on z transforms was added. Chapters 9 and 10 deal with ordinary and partial differential equations and include Fourier- and Laplace-transform methods, the method of charac- teristics, and potential theory; eigenvalue problems as such are treated in Chapters 14 and 15. Chapter 11 is essentially new; in addition to ordi- nary maxima and minima and the classical calculus of variations, this chapter now contains material on linear and nonlinear programming and on optimal-control theory, outlining both the maximum-principle and dynamic-programming approaches. Chapter 12, considerably expanded in this edition, introduces the elements of modern abstract language and outlines the construction of mathematical models such as groups, fields, vector spaces, Boolean algebras, and metric spaces. The treatment of function spaces continues through Chapter 14 to permit a modest functional-analysis approach to boundary- value problems and eigenvalue problems in Chapter 15, with enough essential definitions to enable the reader to use modern advanced texts and periodical literature. Chapter 13 treats matrices; we have added several new sections review- ing matrix techniques for systems of ordinary differential equations (state equations of dynamical systems), including an outline of Lyapunov sta- bility theory. Chapter 14 deals with the important topics of linear vector spaces, linear transformations (linear operators), introduces eigen- value problems, and describes the use of matrices for the representation of mathematical models. The material on representation of rotations was greatly enlarged because of its importance for space-vehicle design as well as for atomic and molecular physics. Chapter 15 reviews a variety of topics related to boundary-value problems and eigenvalue problems, including Sturm-Liowville problems, boundary-value problems in two and three dimensions, and linear integral equations, considering functions as vectors in a normed vector space.ix PREFACE TO THE SECOND EDITION Chapters 16 and 17 respectively outline tensor analysis and differential geometry, including the description of plane and space curves, surfaces, and curved spaces. In view of the ever-growing importance of statistical methods, the completely revised Chapter 18 presents a rather detailed treatment of probability theory and includes material on random processes, correlation functions, and spectra. Chapter 19 outlines the principal methods of mathematical statistics and includes extensive tables of formulas involving special sampling distributions. A subchapter on Bayes tests and esti- mation was added. The new Chapter 20 introduces finite-difference methods and difference equations and reviews a number of basic methods of numerical compu- tation. Chapter 21 is essentially a collection of formulas outlining the properties of higher transcendental functions; various formulas and many illustrations have been added. The appendixes present mensuration formulas, plane and spherical trigonometry, combinatorial analysis, Fourier- and Laplace-transform tables, a new, larger integral table, and a new set of tables of sums and series. The treatment of combinatorial analysis was enlarged to outline the use of generating functions and a statement of Polya’s counting theorem. Several new tables of formulas and functions were added. As before, there is a glossary of symbols, and a comprehensive and detailed index permits the use of the handbook as a mathematical dictionary. The writers hope and believe that this handbook will give the reader an opportunity to scan the field of mathematical methods, and thus to widen his background or to correlate his specialized knowledge with more general developments. We are very grateful to the many readers who have helped to improve the handbook by suggesting corrections and additions; once again, we earnestly solicit comments and suggestions for improvements, to be addressed to us in care of the publishers. Granino A. Korn Theresa M. KornCONTENTS Preface . Chapter 1. Real and Complex Numbers. Elementary Algebra. LL. Introduction. The Real-number System. . . . . 0. 1. 1.2. Powers, Roots, Logarithms, and Factorials. Sum and Product Notation 1.3. Complex Numbers. bo 6 cn 1.4. Miscellaneous Formulas . 1.5. Determinants . . 1.6. Algebraic Equations: General Theorems |. oe : L7. Factoring of Polynomials and Quotients of Polynomials. Partial Frac- tions. . - . 1.8, Linear, Quadratic, Cubic, and Quartic Equations. 1.9. Systems of Simultaneous Equations. 1.10. Related Topies, References, and Bibliography. Chapter 2. Plane Analytic Geometry. 2.1. Introduction and Basic Concepts 2.2. The Straight Line . 2.3. Relations Involving Points and Straight Lines. 2.4. Second-order Curves (Conie Sections) . 2.5. Properties of Circles, Ellipses, Hyperbolas, and Parabolas 2.6. Higher Plane Curves . 2.7. Related Topics, References, and Bibliography . Chapter 3. Solid Analytic Geometry . 3.1. Introduction and Basie Concepts 3.2. The Plane . : 3.3, The Straight Line . : Relations Involving Points, Planes, and Straight Lines . Quadric Surfaces . . . Related Topics, References, and Bibliography . Chapter4. Functions and Limits. Differential and Integral Calculus 4.1. Introduction Functions . . Point Sets, Intervals, and Regions . 4, Limits, Continuous Functions, and Related Topics, . Differential Calculus pe oeCONTENTS 4.6. Integrals and Integration. . | 4.7. Mean-value Theorems. Values of Indeterminate Forms. | Weierstrass’s Approximation Theorems. . Infinite Series, Infinite Products, and Continued Fractions. Tests for the Convergence and Uniform Convergence of Infinite Series and Improper Integrals . 4.10, Representation of Functions by Infinite Series and Integrals. _ Series and Taylor’s Expansion . : 4.11. Fourier Series and Fourier Integrals. 412, Related Topics, References, and Bibliography . Chapter 5. Vector Analysis . 5.1. Introduction Vector Algebra... Vector Calculus: Functions of a Scalar Parameter. . Scalar and Vector Fields . . Differential Operators 5.6. Integral Theorems. 5.7, Specification of a Vector Field in Terms of Its Curl and Divergence. 5.8. Related Topics, References, and Bibliography . . Chapter 6. Curvilinear Coordinate Systems . 6.1. Introduction 6.2. Curvilinear Coordinate Systems. 6.3. Representation of Vectors in Terms of Components. 6.4. Orthogonal Coordinate Systems. Vector Relations in Terms of Ortho. onal Components. . : 6.5. Formulas Relating to Special Orthogonal Coordinate Systems 6.6. Related Topics, References, and Bibliography. Chapter 7. Functions of a Complex Variable 7.1. Introduction eee ee ee ee 72. Functions of a Complex Variable. Regions of the Complex-number Plane . 7.3, Analytic (Regular, Holomorphic) Functions 7.4. Treatment of Multiple-valued Functions 7.5. Integral Theorems and Series Expansions . 7.6. Zeros and Isolated Singularities . 7.7. Residues and Contour Integration . 7.8, Analytic Continuation. . 7.9. Conformal Mapping . 7.40. Functions Mapping Specified Regions onto the Unit Circle « 7.11. Related Topics, References, and Bibliography. . . « Chapter 8. The Laplace Transformation and Other Functional ‘Transformations : te 8.1. Introduction oe 8.2. The Laplace Transformation. . : 83. Correspondence between Operations on Object and Result Functions . 8.4. Tables of Laplace-transform Pairs and Computation of Inverse Laplace Transforms a. boo 118 121 127 131 134 144 145 146 147 151 153 157 162 164 166 168 168 169 171 174 177 77 187 188 188 192 193 196 198 202 205 219 219 221 222 222 225 228,xii CONTENTS 8.5. “Formal” Laplace Transformation of Impulse-function Terms . Some Other Integral Transformations . Finite Integral Transforms, Generating _ and z ; Transforms . . Related Topics, References, and Bibliography . Chapter 9. Ordinary Differential Equations. . 9.1. Introduction 9.2. First-order Equations. : 9.3. Linear Differential Equations Nonlinear Second-order Equations . Pfaffian Differential Equations . bo be . Related Topics, References, and Bibliography. . . . . . Chapter 10. Partial Differential Equations . 10.1. Introduction and Survey. 10.2. Partial Differential Equations of the First Order... 10.3. Hyperbolic, Parabolic, and Bliptie Partial Differential Equations. Characteristics. . . : 104. Linear Partial Differential Equa 10.5. Integral-transform Methods. . . 10.6. Related Topics, References, and Bibliography. 8 of ‘Physics. ‘Particular Solutions. Chapter 11. Maxima and Minima and Optimization Problems . 11.1, Introduction . 11.2, Maxima and Minima of Functions of One Real Variable... 11.3. Maxima and Minima of Functions of Two or More Real Variables. 114, Linear Programming, Games, and Related Topics 11.5. Calculus of Variations. Maxima and Minima of Definite Integrals. 11.6. Extremals as Solutions of Differential Equations: Classical Theory. 117. Solution of Variation Problems by Direct Methods 11.8. Control Problems and the Maximum Principle 11.9. Stepwise-control Problems and Dynamic Programming . 11.10. Related Topics, References, and Bibliography. Chapter 12. Definition of Mathematical Models: Modern (Abstract) Algebra and Abstract Spaces. : Introduction . Algebra of Models with a Single Defining Operation: Groups. . 12.3, Algebra of Models with Two Defining Operations: Rings, Fields, “and Integral Domains. . 12.4. Models Involving More “Than ‘One Class of Mathematical Objects: Linear Vector Spaces and Linear Algebras. 12.5. Models gaa the Definition of Limiting Processes: Topotoical Spaces . _ . 12.6. Order . 12.7, Combination _ Models Direet ‘Products, ‘Product ot Spaces ‘and Direct Sums... : . 12.8. Boolean ‘Algebras - 12.9. Related Topics, References, and Bibliography. 233 233 237 243 244 247 252 277 284 286 287 290 302 311 324 328 330 321 332 333 335, 346 357 358 369 371 373 374 378 384 386 391 392 393 400CONTENTS Chapter 13. Matrices. Quadratic and Hermitian Forms 13.1, Introduction : Matrix Algebra and Matrix Calculus Matrices with Special Symmetry Properties. . : Le 13.4. Equivalent Matrices. Bigenvalues, Diagonalization, “and Related Topics poo 13.5. Quadratic and Hermitian Forms. 13.6. Matrix Notation for Systems of Differential Equations (State Bque- tions). Perturbations and Lyapunov Stability Theory 13.7. Related Topics, References, and Bibliography . : Chapter 14, Linear Vector Spaces and Linear Transformations (Linear Operators). Representation of Mathematical Models in Terms of Matrices - . 14.1. Introduction. Reference Systems and Coordinate Transformations . 14.2. Linear Vector Spaces... 143, Linear Transformations (Linear Operators). 144, Linear Transformations of a Normed or Unitary Vector Space into Itself, Hermitian and Unitary Transformations (Operators) 14.5. Matrix Representation of Vectors and Linear Transformations (Opera- tors). eee oe 146. Change of Reference System. . . 2 1 1 1. 14.7. Representation of Inner Products. Orthonormal Bases . 14.8. Eigenvectors and Eigenvalues of Linear Operators 14.9. Group Representations and Related Topies 14.10, Mathematical Description of Rotations. 14.11. Related Topics, References, and Bibliography. Chapter 15. Linear Integral Equations, Boundary-value P Problems, and Eigenvalue Problems . 15.1. Introduction. Functional Analysis. 15.2. Functions as Vectors. Expansions in Terms of Orthogonal Funetions. 15.3. Linear Integral Transformations and Linear Integral Equations 15.4, Linear Boundary-value Problems and Eigenvalue Problems Involving Differential Equations. . 15.5. Green's Functions. Relation of Boundary-value Problems and Rigen value Problems to Integral Equations . 15.6. Potential Theory . . 15.7. Related Topics, References, and Bibliography - Chapter 16. Representation of Mathematical Models: Tensor Algebra andAnalysis. © 5. eee 16.1. Introduction : : 16.2. Absolute and Relative Tensors . : 16.3. Tensor Algebra: Definition of Basic Operations . 16.4. Tensor Algebra: Invariance of Tensor Equations . 16.5. Symmetric and Skew-symmetrie Tensors . 16.6. Local Systems of Base Vectors . : 16.7. Tensors Defined on Riemann Spaces. Associated Tenors « 16.8. Scalar Products and Related Topics. . . . : 402 403 403 410 412 416 420 430 431 433 435 489 441 447 449 452 457 467 471 482 484 486 487 492 502 515 520 531 533, 534 537 543, 549xv CONTENTS 16.9. Tensors of Rank Two (Dyadics) Defined on Riemann Spaces. 16.10. The Absolute Differential Calculus. Covariant Differentiation. 16.11. Related Topics, References, and Bibliography. Chapter 17. Differential Geometry . 17.1. Curves in the Euclidean Plane... Curves in ‘Three-dimensional Euclidean Space. Surfaces in Three-dimensional Euclidean Space 17.4. Curved Spaces... 17.5. Related Topics, References, and Bibliography . Chapter 18. Probability Theory and Random Processes . 18.1, Introduction Definition and Representation of Probability Models. One-dimensional Probability Distributions. Multidimensional Probability Distributions toe Functions of Random Variables. Change of Variables... Convergence in Probability and Limit Theorems. . . . . . . Special Techniques for Solving Probability Problems. . . . . Special Probability Distributions . Ls Mathematical Description of Random Processes - . Stationary Random Processes. Correlation Functions and Spectral Densities 18.11. Special Classes of Random Processes. Examples. 18.12. Operations on Random Processes . 18.13. Related Topics, References, and Bibliography . Chapter 19. Mathematical Statistics . 19.1. Introduction to Statistical Methods. . 19.2. Statistical Description. Definition and Computation of Random- sample Statistics F————sEseE 19.3. General-purpose Probability Distributions. 19.4. Classical Parameter Estimation . 19.5. Sampling Distributions 19.6. Classical Statistical Tests. 19.7. Some Statistics, Sampling Distributions, and ‘Tests for Multivariate Distributions To 19.8. Random-process _=sesese 19.9. Testing and Estimation with Random Parameters 19.10. Related Topics, References, and Bibliography. Chapter 20. Numerical Calculations and Finite Differences - 20.1. Introduction 20.2, Numerical Solution of Equations 20.3. Linear Simultaneous Equations, Matrix Inversion, and Matrix Eigen- value Problems = 20.4. Finite Differences and Difference Equations 7 20.5. Approximation of Functions by Interpolation. . 20.6. Approximation by Orthogonal Polynomials, T Truncated Fourier Seve, and Other Methods a 20.7. Numerical Differentiation and Integration. . . . . 5. 551 552 561 562 565 569 579 584 585 587 588. 593 602 614 620 623 625 637 641 650 659 664 665, 668 674 676 680 686 697 703 708 13 718 719 729 737 746 755 770CONTENTS 20.8, Numerical Solution of Ordinary Differential Equations. . 20.9. Numerical Solution of Boundary-value Problems, Partial Differential Equations, and Integral Equations . [ 20.10. Monte-Carlo Techniques. 20.11. Related Topics, References, and Bibliography. Chapter 21. Special Functions . 21.1. Introduction : 212. The Elementary Transcendental Functions 21.3. Some Functions Defined by Transcendental es 21.4. The Gamma Function and Related Functions. . 21.5. Binomial Coefficients and Factorial Polynomials. Bernoulli Poly- nomials and Bernoulli Numbers. . . 21,6. Elliptic Functions, Elliptic Integrals, and Related ‘Functions. 21.7. Orthogonal Polynomials . 21.8. Cylinder Functions, Associated Legendre Functions ‘and 1 Sphericel Harmonics. . 21.9. Step Functions and Symbolic Impulse Functions . 21.10. References and Bibliography. Appendix A. Formulas Describing Plane Figures and Solids. Appendix B. Plane and Spherical Trigonometry Appendix C. Permutations, Combinations, and Related Topics. Appendix D. Tables of Fourier Expansions and Laplace-transform Appendix E. Integrals, Sums, Infinite Series and Products, and Continued Fractions . eee es so Appendix F, Numerical Tables. Squares Logarithms . Trigonometric Funetions . Exponential and Hyperbolic Functions . Natural Logarithms. Sine Integral. Cosine Integral . Exponential and Related Integrals Complete Elliptic Integrals... Factorials and Their Reciprocals . Binomial Coefficients ‘ Gamma and Fectorial Functions . Bessel Functions. . Legendre Polynomials . 5 Error Function . _ Normal-distribution Areas - Normal-curve Ordinates Distribution of t. Distribution of x? xvi 777 785 797 800 806 806 818 822 824 827 848 857 874 880 881 885 894 989 990 993 1010 1018 1025 1027 1028 1029 1033 1034 1034 1035 1037 1060 1061 1062 1063 1064 1065xvii Distribution of F Random Numbers . Normal Random Numbers. sint/r . . . se Chebyshev Polynomials Glossary of Symbols and Notations Indt sw 1 wee CONTENTS 1066 1070 1075 1080 1089 1090 1097MATHEMATICAL HANDBOOK FOR SCIENTISTS AND ENGINEERSCHAPTER 1 REAL AND COMPLEX NUMBERS ELEMENTARY ALGEBRA 1.1, Introduction. The Real- number System . Introduction . Real Numbers . Equality Relation . Identity Relation Inequalities . Absolute Values 1.2. Powers, Roots, Logarithms, and Factorials, Sum and Product Notation 1.2-1. Powers and Roots 1,2-2. Formulas for Rationalizing the Denominators of Fractions 1.2-8. Logarithms 1.2-4, Factorials 1,2-5, Sum and Product Notation 1.2-6, Arithmetic Progression 1.2-7. Geometric Progression 1.3, Complex Numbers 13-1. Introduction 13-2. Representation of Complex Numbers as Points or Position Vectors, Polar Decomposition Representation of Addition, Multiplication, and Division, Powers and Roots 13-3. 1.4, Miscellaneous Formulas 1.41, The Binomial Theorem and Related Formulas 1.42. Proportions 1.43. Polynomials. Symmetric Functions 1.5. Determinants 15-1. 1,5-2, Definition Minors and Cofactors. Expan- sion in Terms of Cofactors Examples: Second- and Third- order Determinants Complementary Minors. Laplace Development. Miscellaneous Theorems Multiplication of Determinants Changing the Order of Determi- nants 1.5-3. 15-4. 1.5-5. 1.5-6. 15-7. 1.6. Algebraic Equations: General Theorems 16-1. Introduction 1.6-2. Solution of an Equation. 1.6-3. Algebraic Equations 1.6-4. Relations between Roots and Coefficients Roots11-1 ELEMENTARY ALGEBRA 2 1.6-5. Discriminant of an Algebraic 1.8-2. Solution of Quadratic Equations Equation 1.83. Cubic Equations: Cardan’sSolu- 16-6. Real Algebraic Equations and tion Their Roots 18-4, Cubic Equations: Trigonometric (@ Complex Roots Solution (®) Routh-Hurwitz Criterion 18-5. Quartic Equations: Descartes- (©) Descartes’s Rule Euler Solution @ An Upper Bound 1.8-6. Quartic Equations: Ferrari’s (e) Rolle’s Theorem Solution (f) Budan’s Theorem (g) Sturm’s Method 1.9. Systems of Simultaneous Equa- tions 1.9-1. Simultaneous Equations 1.9-2. Simultaneous Linear Equations: Cramer’s Rule 1.9-. Linear Independence 1.9-4, Simultaneous Linear Equations: 1.7. Factoring of Polynomials and Quotients of Polynomials. Par- tial Fractions 1.7-1, Factoring of a Polynomial 1.7-2. Quotients of Polynomials. Remainder. Long Division 1.7-3. Common Divisors and Common Roots of Two Polynomials General Theory 1.9-5. Simultaneous Linear Equations: n Homogeneous Equations in n Unknowns 1.7-4. Expansion in Partial Fractions 1.10, Related Topics, References, and Bibliography 110-1. Related Topics 1.10-2. References and Bibliography 1.8. Linear, Quadratic, Cubic, and Quartic Equations L&I. Solution of Linear Equations 1.1. INTRODUCTION THE REAL-NUMBER SYSTEM 1.1-1. This chapter deals with the algebra* of real and complex numbers, ie., with the study of those relations between real and complex numbers which involve a finite number of additions and multiplications. This is considered to include the solution of equations based on such relations, even though actual exact numerical solutions may require infinite num- bers of additions and/or multiplications. The definitions and relations presented in this chapter serve as basic tools in many more general mathematical models (see also Sec. 12.1-1). 1,1-2. Real Numbers. The axiomatic foundations ensuring the self- consistency of the real-number system are treated in Refs. 1.1 and 1.5, and lead to the acceptance of the following rules governing the addition and multiplication of real numbers. * See also footnote to Sec. 12.1-2.3 REAL NUMBERS 11-2 a+b and ab are real numbers (algebraic numbers, rational numbers, integers, positive integers) if this is true for both a and b (cLosuRE) a+b=b+a ab = ba (COMMUTATIVE LAWS) a+(b+c)=(a+b)+ce=a+b+e a(be) = (ab)c = abe (AssociaTIvE LAWS) a-l=a (MULTIPLICATIVE IDENTITY) a(b +c) = ab + ac (DISTRIBUTIVE LAW) a+c=b6-+cimpliesa =b ca = cb, c*Oimpliesa = b (CANCELLATION LAWS) (11-1) The real number 0 (zero, additive identity) has the properties a+0=a a-0=0 | (1.1-2) for every real a. The (unique) additive inverse —a and the (unique) multiplicative inverse (reciprocal) a-! = 1/a of a real number a are respectively defined by | a+(-a)=a-—a=0 ao =1 (a = 0) | (1.1-3) Division by 0 is not admissible. In addition to the “algebraic” properties (1), the class of the positive integers 1,2, . . . has the properties of being simply ordered (Sec. 12.6-2; n is “greater than” morn > mifand only ifn = m + 2 where zis a positive integer) and well-ordered (every nonempty set of positive integers has a smallest element). A set of positive integers containing (1) 1 and the “‘successor” n + 1 of each of its elements n, or (2) all integers less than n for any n, contains all positive integers (Principle of Finite Induction). The properties of positive integers may be alternatively defined by Peano’s Five Acioms, viz., (1) 1 is a positive integer, (2) each positive integer n has a unique suc- cessor S(n), (3) S(n) x 1, (4) S(n) = S(m) implies n = m, (5) the principle of finite induction holds. Addition and multiplication satisfying the rules (1) are defined by the “recursive” definitions n +1 = S(n), n-+S(m) = Sin +m); n-1=n, n-S(m) =n-m+n. Operations on the elements m — n of the class of all integers (positive, negative, or zero) are interpreted as operations on corresponding pairs (m, n) of positive integers m,n such that (m —n) +n =m, where 0, defined by n +0 =n, corresponds to (n, n), for all n. An integer is negative if and only if it is neither positive nor zero. The study of the properties of integers is called arithmetic. Operations on rational numbers m/n (n + 0) are interpreted as operations on corresponding pairs (m, n) of integers m, n such that (m/n)n =m. m/n is positive if and only if mn is positive. Real algebraic (including rational and irrational) numbers, corresponding to (real) roots of algebraic equations with integral coefficients (Sec. 1.6-3) and real1.1-3 ELEMENTARY ALGEBRA 4 transcendental numbers, for which no such correspondence exists, may be intro- duced in terms of limiting processes involving rational numbers (Dedekind cuts, Ref, 1.5). The class of all rational numbers comprises the roots of all linear equations (Sec. 1.8-1) with rational coefficients, and includes the integers. The class of all real algebraic numbers comprises the real roots of all algebraic equations (Sec. 1.6-3) with algebraic coefficients, including the rational numbers. The cless of all real numbers contains the real roots of all equations involving finite or infinite number of additions and multiplications of real numbers and includes real algebraic and tran- scendental numbers (see also Sec. 4.3-1). A real number a is greater than the real number b (a > b, b b implies bbte, ac>be (c>0), —a < —b, 1/a < 1/b (a> 0, b> 0). A real number a is positive (a > 0), negative (a <0), or zero (a = 0). Sums and products of positive numbers are positive. a < A, b< Bimpliesat+b< A+B. a>b,b>cimpliesa>dc. 1.1-6. Absolute Values (see also Secs. 1.3-2 and 14.2-5). The absolute value |a| of a real number a is defined as equal to a if a > 0 and equal to —aifa<0. Note lal > 0 |a| = 0 implies a = 0 lal — [oll < la +b < lal + |b] [la] — [ol] < Ja — b] < Jal + IB (1.1-4) a| _ lal |ab| = Ja] [| |= pl Co (1.1-5) lal < A, [0|0 (c ¥ 1) of the number (numerus) a > 0 may be defined by (1.2-7) or1.2-4 ELEMENTARY ALGEBRA 6 Refer to Table 7.2-1 and Sec. 21.2-10 for a more general discussion of logarithms. log, a may be a transcendental number (Sec. 1.1-2). Note log.c = 1 log. c? = p log. 1 = 0 loge (ab) = loge a+ log. b (LOGARITHMIC PROPERTY) log. (?) = log. a — log. b (1.2-8) log. (a?) = plog.a log, (Wa) = 7 loka (p ¥ 0) loge a = log, a loge = ogee | so OBE O = NOBe 2 NOBE C= ogee’ 8" ° ~ ogee! (1.2-9) (c! #1) (CHANGE OF BASE) Of particular interest are the “common” logarithms to the base 10 and the natural (Napierian) logarithms to the base e= lim (2 + y = 2,71828182 « - - (1.2-10) moO nN. e is a transcendental number. log, a may be written In a, log a or log nat a. logic @ is sometimes written log a. Note loge « = 28:24 — tog, 10 logis a = (2.30259 - - -) log a logis € (12-11) logio a = a = logic e log, a = (0.43429 - - -) log. a 1.2-4. Factorials. The factorial 7! of any integer n > 0 is defined by ® Ol=1 n= [[b’=1:2:3---(™—1)n (mn >0) (1.2-12) Refer to Sec. 21.4-2 for approximation formulas. 1.2-5. Sum and Product Notation. For any two integers (positive, negative, or zero) n and m > 1 Yan ert tana + om (m — n+ 1 terms) isn (1.2-18) T] a; = Gndag: + + + Gnitm — (m — n + 1 factors) (1.2-14) jen7 COMPLEX NUMBERS 13-1 Note = ik = ik (12-15) a n(n + 1) y op . mn + 1)(2n + 1) gs _ (n+ 1)! yi 2 yi 6 ( 4 is iz P (1.2-16) Refer to Chap. 4 for infinite series; and see Sec. E-3. 1.2-6. Arithmetic Progression. If ao is the first term and d is the common difference between successive terms a;, then a; = a + jd (7 = 0,1,2,...) 1 so Y= 8F4 (205 4nd) = Bt} (ay to) (12-17) oO 1,2-7, Geometric Progression. If ao is the first term and r is the common ratio of successive terms, then (see Sec. 4.10-2 for infinite geo- metric series) a; = ari (jf = 0,1,2,...) i: l-r _ a—ayr 7 l—-r (1.2-18) Sn = a= Gor? = ao j=0 mo) 1.3. COMPLEX NUMBERS 1.3-1. Introduction (see also Sec. 7.1-1). Complex numbers (some- times called imaginary numbers) are not numbers in the elementary sense used in connection with counting or measuring; they constitute a new class of mathematical objects defined by the properties described below (see also Sec. 12.1-1). Each complex number ¢ may be made to correspond to a unique pair (a, 6) of real numbers a, b, and conversely. The sum and Product of two complex numbers c:< (a1, b:) and cz <> (as, bz) are defined as C1 ea > (ai + Ga, bi + b2) and crc2 > (aid2 — bibs, aids + aybi), Tespec- tively. The real numbers a are “embedded” in this class of complex numbers as the pairs (a, 0). The unit imaginary number i defined as 7 <> (0, 1) satisfies the relations [ #=Coen =v -ie-vat_| aay1.3-2 ELEMENTARY ALGEBRA 8 Each complex number ¢ < (a, b) may be written as the sum c = a + ib of a real number a@ © (a, 0) and a pure imaginary number % < (0, b). The real numbers a = Re (c) and b = Im (c) are respectively called the real part of ¢ and the imaginary part of c. Two complex numbers c=a+7 and c* =a — 7% having equal real parts and equal and opposite imaginary parts are called complex conjugates. Two complex numbers ¢, = a; + ib: and cz = a2 + tbe are equal if and only if their respective real and imaginary parts are equal, i.e., ¢1 = C2 if and only if a1 = a2, by = be. =a+i = Oimpliesa = b = 0. Addition and multiplication of complex numbers satisfies all rules of Sees. 1.1-2 and 1.2-1, with fe=1 fh = 5 fitt = 1 i=l (n=0,1,2,...) (13-2) @=-1 e1 + 2 = (a1 £ ae) + i(bi + be) Cx€2 = (axd2 — bibs) + t(aibs + arbi) C1 _ Git tbr _ (aids + bibs) + t(axb1 — ards) cy + is ay? + bet ono | ee (er + ¢2)* = cf + cf (cica)* = cfex : (cr/e2)* = cf/c3 (cz # 0) (c*)* =e a=Re) =f") y=me@ = "5% ‘The class of all complex numbers contains the roots of all equations based on addi- tions and multiplications involving complex numbers and includes the real numbers. 18-2. Representation of Complex Numbers as Points or Position Vectors. Polar Decomposition (see also Sec. 7.2-2). Complex Imaginary axis Real axis Fie. 1.3-1, Representation of complex numbers as points or position veetors. The z axis and the y axis are called the real axis and the imaginary axis, respectively.9 OPERATIONS WITH COMPLEX NUMBERS 13-3 numbers z = x + iy are conveniently represented as points (z) = (2, y) or corresponding position vectors (Secs. 2.1-2 and 3.1-5) in the Argand or Gauss plane (Fig. 1.3-1). The (rectangular cartesian, Sec. 2.1-3) z axis and y axis are referred to as the real axis and imaginary axis, respectively. The abscissa and ordinate of each point (z) respectively represent the real part z and the imaginary part y of z. The correspond- ing polar coordinates (Sec. 2.1-8) r= bl = YFTe = Vat = [el + + e = ary (2) = arctan (y/z) = — arg (z2*) (1.3-4) are, respectively, the absolute value (norm, modulus) and the argu- ment (amplitude) of the complex number z. Note Z=rcos¢g y=rsing z=at+iy = r(cos ¢ + isin ¢) (13-5) The absolute values of complex numbers satisfy the relations (1.1-4) to (1.1-6); if 2 is a real number, the definition of |z| reduces to that of Sec. 1.1-6. For any two sets of (real or) complex numbers o1, az, ..., an} Bi, Bz, . . . , Bn (see also Secs. 14.2-6 and 14.2-6a), | i ate, < < Jl la; y |e? (Cavcny-Scuwarz tvequauity) (1.3-6) i= 1.3-3. Representation of Addition, Multiplication, and Division. Powers and Roots. Addition of complex numbers corresponds to addition of the corresponding position vectors (see also Secs. 3.1-5 and 5.2-2). Given z1 = 7:(cos g1 + 7 sin y1), 22 = r2(cos gz + isin 2), 222 = rird{cos (gy: + g2) +7 sin (v1 + ¢2)] 21 22 2? = r? (cos +7 sin g)? = r?[cos (py) + i sin (py)] (De Morre’s THEOREM) = Fleos (er — ¢2) +isin (oi — 9] 0) (13-7) (See See. 21.2-9 for the case of complex exponents.) All formulas of Sees, 1.2-1 to 1.2-7 hold for complex numbers (see also Secs. 1.4-1 to 1.4-3).14-1 ELEMENTARY ALGEBRA 10 Note Vi = con EE + isin @=1%..03 k=0,1,2,...2-2 1.3-8) YHA = cop HLM 4 j gin CHEE "(a values) : a In particular, Viel V-i= + (1.3-9) 1 Ai = { cos 120° + isin 120° = 3¢(-1 +iv3) cos 120° — ésin 120° = 4(-1 -7 +8) a cos 60° + i sin 60° = }4(1 +4 V3) (13-10) Vri-};-1 cos 60° — isin 60° = 4(1 —i-V8) 1.4, MISCELLANEOUS FORMULAS 1.4-1. The Binomial Theorem and Related Formulas. If a, b, ¢ are real or complex numbers, (a +b)? = a? + 2ab +B? (a + b)? = a? + 3a% + 8ab? + B® (@ + b)* = at + 4a% + 6a°b? + dab? + bf (1.4-1) e i £ : 1 M4: “— as i 8 ¢ i ? 1 = ” = ith "= aan a ( jim pl G=0,1,2,...$n=0,1,2,..,) (Binomial Theorem for integral exponents 7; see also Sec. 21.2-12). The binomial coefficients (;) are discussed in detail in Sec. 21.5-1. (a+b +c)? =a? +b? +c? + 2ab + 2ac + 2be (1.4-2) a+ ba (1.4-8) (a + ia at — b" = (a — Ba! + a + + babe? + be!) (14-4) If n is an even positive integer, an — b" = (a+ d)(a™! — a" +» - Faby? — br) (1.4-4b)ln POLYNOMIALS. SYMMETRIC FUNCTIONS 14-3 If n is an odd positive integer, an + b" = (a + b)(a™! — ar + + + + — ab 2 4b) (14-5) Note also a‘ + a’b? + bf = (a? + ab + b*)(a? — ab + 52) (1.4-6) 1.4-2. Proportions. a:b = c:d or a/b = ¢/d implies ma + nb _ me-+nd (CORRESPONDING ADDITION pa+qb pe + qd AND SUBTRACTION) (1.4-7) In particular, atb_ctd a-—b_c-d baad ab = asd (14-8) 1.4-3, Polynomials. Symmetric Functions. (a) A polynomial in (integral rational function of) the quantities x, 22, .. . on isa sum involving a finite number of terms of the form az,*txy? - - » a,', where each ky is a nonnegative integer. The largest value of ki + kz + +++ +k, occurring in any term is the degree of the polynomial. A polynomial is homogeneous if and only if all its terms are of the same degree (see also Sec. 4.5-5). (b) A polynomial in m1, 22, ... ; 2, (and more generally, any function of 2, 2... , ») is (completely) symmetric if and only if its value is unchanged by permutations of the 2, 2... , a for any set of values 21, 23... , 2». The elementary symmetric functions S;, Sz, ..., S, of 21, 2%... , m are the polynomials Sisatart- ++ +a, Sai tase t+ Ss = aizets Free te tee ne 2 ++ ty (14-9) where Sy is the sum of all aon products combining k factors rj without repeti- tion of subscripts (see also Table C-2). Every polynomial symmetric in 1, 24 . . . yn can be rewritten as a unique polynomial in S;, Ss, .. . , Sp; the coefficients in the new polynomial are algebraic sums of integral multiples of the given coefficients, Every polynomial symmetric in 21, 21, + Zn can also be expressed as a polynomial in a finite number of the symmetric functions n a 2 amen as )a ae) ae tee ae Dae. (410) i=l i=l is The symmetric functions (9) and (10) are related by Newton’s formulas (—D*kS + (—1)F Stats + (-1) Sse tb 0) = 1,2,-- +) (4-11) where one defines S, = Ofor k > nand k < 0, and Se = 1 (see also Ref. 1.2 for explicit tabulations of Newton’s formulas; and see also Sec. 1.6-4). Note that the relations (11) do not involve n explicitly.L5-1 ELEMENTARY ALGEBRA 12 1.5. DETERMINANTS 1.5-1. Definition. The determinant ij di is Go, Go2 + + * Aan D = det [aa] = (1.5-1) of the square array (matrix, Sec. 13.2-1) of n? (real or complex) numbers (elements) a is the sum of the n! terms (—1)’au,02, °° * On, each corresponding to one of the n! different ordered sets ky, kz, ... , kn obtained by r interchanges of elements from the set 1,2,...,”. The number 7 is the order of the determinant (1). The actual computation of a determinant in terms of its elements is simplified by the use of Secs, 15-2 and 1.5-5a. Note that s Re a ior < [] la;,|2 (HADAMARD’s INEQUALITY) (1.5-2) i=l 1.5-2. Minors and Cofactors. Expansion in Terms of Cofactors. The (complementary) minor Dy of the element ax in the n'-order determinant (1) is the (n — 1)*-order determinant obtained from (1) on erasing the i row and the k“ column. The cofactor Ax of the element a is the coefficient of aj in the expansion of D, or 7 aD a = (-1D*'Dy = 22 x Aa = (-1)"Da = a (1.5-3) A determinant D may be represented in terms of the elements and cofac- tors of any one row or column as follows: D = det{an] = » ayAy = » apAp (1.54) (j =1,2,...,) (smmpie LapLace DEVELOPMENT) Note also that J ada= Sandu 0 G8) (1.55) ; is &13 MISCELLANEOUS THEOREMS 15-5 1.5-3. Examples: Second- and Third-order Determinants, = G22 — Gordie (1.5-6) Qn O12 as Qs, Gee ass G3 Os2 Oss = 41 (G22@33 — Gs2023) — On (A120s2 — G220y3) + Asi (ai2d2n — Goods) = Gii(G22es — asad2) — a12(A21408 — Gerdes) + O1s(G210e2 — 51022) ete. (1.6-7) = irG220ag — Oy Besse + Giedae@ay — GysG220s1 + Aisdaids2 — 1202s 15-4, Complementary Minors. Laplace Development. The m"order deter- minant M obtained from the nth-order determinant D by deleting all rows except for the m rows labeled a1, iz + im (m@ $n), and all columns except for the m columns labeled ki, ks, . . . , kmis an m-rowed minor of D. The m-rowed minor M and the (n — m)-rowed minor M’ of D obtained by deleting tho rows and columns conserved in M are complementary minors; in the special case m =n, M’ = 1. The algebraic complement M” of M is defined as (—1)itt*** +mthithy ++ +ayf", Given any m rows (or columns) of D, D is equal to the sum of the products MM” of all merowed minors M using these rows (or columns) and their algebraic complements M"" (Laplace development by rows or columns). An nthorder determinant D has (t) m-rowed principal minors whose diagonal elements are diagonal elements of D. 15-5. Miscellaneous Theorems. (a) The value D of a determinant (1) ts not changed by any of the following operations: 1. The rows are written as columns, and the columns as rows [interchange of i and k in Eq. (1)]. 2, An even number of interchanges of any two rows or two columns. 3. Addition of the elements of any row (or column), all multiplied, if desired, by the same parameter a, to the respective corresponding ele- ments of another row (or column, respectively). EXAMPLES: @y G12 Gin ay dat Ont G1 Gen * + Aan a [2 Gee tt Ane Gnt Gna °° * Gan Gin Gm * + * Onn i+ adi is On = [Gt ade2 dee Qn (1.58) Gai + Odn2 Guz + ° + Onn (b) An odd number of interchanges of any two rows or two columns is equivalent to multiplication of the determinant by -1L. (c) Multiplication of all the elements of any one row or column by a factor « is equivalent to multiplication of the determinant by a.1.5-6 ELEMENTARY ALGEBRA 14 (d) If the elements of the j** row (or column) of an n‘*-order determinant D m m m are represented as sums ») Cray ¥ Cry oo ae > rn, D is equal to the sum rsa at ra nm D, of m n*-order determinants D,. The elements of each D, are identi- rol cal with those of D, except for the elements of the j* row (or column, respec- tively), which are Cr1, Cra, . «+ 5 Crm EXAMPLE: Qn tb Qi tbs +++ Gin + bin an an Gon Ont Ont Gon ay . bu bis =] lle (1.59) Gn Ono Gn1 Ane ann (e) A determinant is equal to zero if 1. All elements of any row or column are zero. 2. Corresponding elements of any two rows or columns are equal, or proportional with the same proportionality factor. 1.5-6. Multiplication of Determinants (see also Sec. 13.2-2). The product of two n**-order determinants det [au] and det [bis] is det [an] det [ba] = det [ )° axba |= det [y axbas| 1 jm gal = det [2 abs | = det (2, aba] (1.5-10) 1.5-7. Changing the Order of Determinants. A given determinant may be expressed in terms of a determinant of higher order as follows: Ay Gis Gina Qa Gen Danae - = (1.5-11) Qn Guz ++ > Qn) One * * + Gnn&n O20, ° 107 where the a: are arbitrary. This process can be repeated as desired. ‘The order of a given determinant may sometimes be reduced through the use of the relation15 ALGEBRAIC EQUATIONS 1.6-3 Gy G12 +++ Gin an aia +++ Otm ain bu bis bin = ee bem | (6-12) Gna bm be bam 1.6. ALGEBRAIC EQUATIONS: GENERAL THEOREMS 1,6-1. Introduction. The solution of algebraic equations is of particular import- ance in connection with the characteristic equations of linear systems in physics (see also Se .4-1, 9.4-4, and 14.8-5). The general location of the roots needed eg. for stability determinations) may be investigated by the methods of Sec. 1.6-6 and/or Sec. 7.6-9. Numerical solutions are discussed in Secs. 20.2-1 to 20.2-3, 1.6-2. Solution of an Equation. Roots. To solve an equation (see also Sec. 1.1-3) f(z) =0 (1.6-1) for the unknown z means to find values of z [roots of Eq. (1), zeros of f(x)] which satisfy the given equation. x = 2; is a root (zero) of order (multiplicity) m (multiple root if m > 1; see also Sec. 7.6-1) if and only if, for = 21, f(z)/(z — 2:)""! = 0 and f(z)/(z — 2)" ¥ 0. A complete solution of Eq. (1) specifies all roots together with their orders. Solutions may be verified by substitution. 1.6-3. Algebraic Equations. An equation (1) of the form S(@) = aor + ayer + tae +a, =0 (a9 0) (1.62) where the coefficients a; are real or complex numbers, is called an algebraic equation of degree n in the unknown z. f(z) is a poly- nomial of degree 7 in z (rational integral function; see also Secs. 4.2-2d and 7.6-5). a, is the absolute term of the polynomial (2). An algebraic equation of degree n has exactly n roots if a root of order m is counted as m roots (Fundamental Theorem of Algebra). Numbers expressible as roots of algebraic equations with real integral coefficienta are algebraic numbers (in general complex, with rational and/or irrational real and imaginary parte); if the coefficients are algebraic, the roots are atill algebraic (see also Sec. 1.1-2). General formulas for the roots of algebraic equations in terms of the coefficients and involving only a finite number of additions, subtractions, multi-1.6-4 ELEMENTARY ALGEBRA 16 plications, divisions, and root extractions exist only for equations of degree one (linear equations, Sec. 1.81), two (quadratic equations, Sec. 1.8-2), three (cubic equations, Secs. 1.8-3 and 1.8-4), and four (quartic equations, Secs. 18-5 and 1.8-6). 1.6-4, Relations between Roots and Coefficients. The symmetric functions Si and sx (Sec. 1.4-3) of the roote 1, Zz, . . . , Zn of an algebraic equation (2), are related to the coefficients ao, a1, . . . Gn as follows: 7 =(-D'e (k= 0,1,2,---, 2) (1.6-3) ay + an181 + ano82 + ++ + + Gos = 0 (k = 1,2, ++ 9) (1.6-4) where one defines ax = 0 for k > n and k <0. The equations (1.6-4) are another version of Newton's formulas (1.4-11). Note also a 1 (k=1,2,+++,n) (1.65) 1.6-5, Discriminant of an Algebraic Equation. The discriminant 4 of an algebraic equation (2) is the product of as? and the squares of all differences (cs — 2s) (i > k) between the roots 2; of the equation (a multiple root of order m is considered as m equal roots with different subscripts), Tim at ses ae A= age [I (e — 29? = agte2|1 22 ast at a . Oo f 2} 81 82 = a Sn-1 8m Sati S202 where R({, f’) is the resultant (Sec. 1.7-3) of f(z) and its derivative (Sec. 4.5-1) f'(z). A is a symmetric function of the roots 21, 22, . . . , %» and vanishes if and only if f(@) has at least one multiple root {which is necessarily a common root of f(z) and 7'(2); see also Sec. 1.6-6j]. The second determinant in Eq. (6) is called Vander- ‘monde’s determinant. 1.6.6. Real Algebraic Equations and Their Roots. An algebraic equation (2) is called real if and only if all coefficients a are real; the corresponding real polynomial f(z) is real for all real values of z. The following theorems are useful for determining the general location of roots (e.g., prior to numerical solution, Sec. 20.2-1; see also Sees. 9.4-47 REAL ALGEBRAIC EQUATIONS AND THEIR ROOTS 1.6-6 and 14.8-5). In theorems (6) through (f), a root of order m is counted as m roots. (a) Complex Roots. Complex roots of real algebraic equations occur in pairs of complex conjugates (Sec. 1.3-1). A real algebraic equation of odd degree must have at least one real root. (b) Routh-Hurwitz Criterion. The number of roots with positive real parts of a real algebraic equation (2) is equal to the number of sign changes (disregard vanishing terms) in either one of the sequences Ts Ts ee Th te Tat (1.6-7) or To, Ti, T1T 2, TeTs, + +, Pra T'n—2, On where To=a>0 Ti=m 1T,=|% % a3 a2 a a 0 4 a a, . Ts3=|a; a2 a T= aaa of s+ (16-8) ads a ag a Gy Gs a Given ay > 0, all roots have negative real parts if and only if To, T1, Ts, ..., Tn are all positive. This is true if and only if all a; and either all even-numbered T; or all odd-numbered T;, are positive (Liénard-Chipart Test). ALTERNATIVE FORMULATION. All the roots of a real n**-degree equation (2) have negative real parts if and only if this is true for the (n — 1)**-degree equation aja") + afar? 4 afgn-t + ajort fs. a a Faw? + aart$ --- — Bayt — ages... 29 1 1 ax") + ar? This theorem may be applied repeatedly and yields a simple recursion scheme useful, for example, for stability investigations. The number of roots with negative real parts is precisely equal to the number of negative multipliers —ao?/a, (j = 0,1,2, ... .m — 1340 = ap > 0,0, = ay) encountered in successive applications of the theorem. The method becomes more complicated if one of the a, vanishes (see Ref. 1.6, which also indicates an extension to complex equations). (c) Location of Real Roots: Descartes’s Rule of Signs. The number of positive real roots of a real algebraic equation (2) either is equal to the number Na of sign changes in the sequence do, a1, . . . , an of coefi- cients, where vanishing terms are disregarded, or it is less than Ng by a positive even integer. Application of this theorem to f(—zx) yields a similar theorem for negative real roots.1.6-6 ELEMENTARY ALGEBRA 18 (d) Location of Real Roots: An Upper Bound (See. 4.3-3a) for the Real Roots. [f the first k coefficients ao, a1, . . - , G1 in a real algebraic equation (2) are nonnegative (a, is the first negative coefficient) then all real roots of Eq. (2) are smaller than 1 -+ \/q/ao, where q is the absolute value of the negative coefficient greatest in absolute value. Applica- tion of this theorem to f(—x) may similarly yield a lower bound of the real roots. (e) Location of Real Roots: Rolle’s Theorem (see also Sec. 4.7-1a). The derivative (Sec. 4.5-1) f’(x) of a real polynomial f(x) has an odd number of real zeros between two consecutive real zeros of S(x). f(z) = 0 has no real root or one real root between two consecutive real roots a, b of f(z) = 0 if f(@) #0 and f(b) ~ 0 have equal or opposite signs, respectively. At most, one real root of f(z) = 0 is greater than the greatest root or smaller than the smallest root of f/(z) = 0. (f) Location of Real Roots: Budan’s Theorem. For any real algebraic equation (2), let N(x) be the number of sign changes in the sequence of derivatives (Sec. 4.5-1) f(z), (2), f’(@), «. - , SP), # vanishing terms are disregarded. Then the number of real roots of Eg. (2) located between two real numbers a and b > a not themselves roots of Eg. (2) is either N(a) — N(b), or it is less than N(a) — N(b) by a positive even integer. The number of real roots of Eq. (2) located between a and b is odd or even if f(a) and f(b) have opposite or equal signs, respectively. (g) Location of Real Roots: Sturm’s Method. Given a real algebraic equation (2) without multiple roots (Sec. 1.6-2), let N(x) be the number of sign changes (disregard vanishing terms) in the sequence of functions fo = fe) = gola)fila) — fol2) fr = S'(@) = gal) fale) — Sol) faa) = g2(a)fa(z) — fale) + + (26-9) where for i > 1 each f(x) is (—1) times the remainder (Sec. 1.7-2) obtained on dividing f:-(x) by fi-s(x); fa(z) ~ 0 is a constant. Then the number of real roots of Eq. (2) located between two real numbers a and b > a not them- selves roots of Eg. (2) is equal to N(a) — N(b). Sturm's method applies even if, for convenience in computation, a function f.(2) in the above process is replaced by Fi(x) = fi(z)/k(x), where k(z) is a positive con- stant or a polynomial in z positive for a < z mof F(x). Every (real or complex) polynomial f(x) of degree n in x can be expressed as a product of a constant and n linear factors (x — ox) in one and only one way, namely, S(x) = age” + aye™ + +++ att an (1.7-1) = a T] (@ — m) kel where the x, are the zeros of f(x); a zero x, of order m, (Sec. 1.6-2) contributes my factors (x — 2%) (Factor Theorem). Pairs of factors [x — (a, + iw,)], [z — (a, — tw,)] corresponding to pairs of complex conjugate roots (see also Sec. 1.6-6a) x, = a, + iw, % = a, — i, may be combined into real quadratic factors [(x — a,)? + «,]. 1.7-2. Quotients of Polynomials. Remainder. Long Division. The quotient F(z)/f(x) of a polynomial F(z) of degree N and a poly- nomial f(x) of degree n < N may be expressed in the form F(z) _ Aot® + Aw*-1 + ++ + Ay f(z) an" Fag +--+: fa, Ae (1.7.2) a ——n [—n—I we a = (bor + bya—mt + baw) + 55 where the remainder r;(z) is a polynomial of degree smaller than n. The coefficients b, and the remainder r\(z) are uniquely determined, e.g., by the process of long division (division algorithm) indicated in Fig. 1.7-1. In Fig. 1.7-1, each product bof(x), bif(e), . . . is subtracted in turn, with the coefficients bo, b:, . . . chosen so as to eliminate the respective coefficients of x”, z¥-1, . . . , in successive differences until the remainder is reached. The remainder 7;(z) vanishes if and only if f(z) is a divisor (See. 1.7-1) of F(a). The remainder obtained on dividing any polynomial f(x) by (2 —c) ts equal to f(c) (Remainder Theorem).ELEMENTARY ALGEBRA 1.7-2 “UOISIATP BUOY *T-L"T “OWL qt < (21 — 2) — 22(L — 0))— q+ (t — 2) — t+ 22(T — 2) (gt_0 — 42)— Sos ta-ote- Qo 2) + (Q+P49- 42-12) (2) = @ + %—-)— etn GP — 222) — ze ir —G- 8B = G— 2) + (E+ %— Het) (1) satdWvxa yo eo ve bent Gv -"v)+ vent (Zev -'v) (-: tene Rey une Boy + wey) — Mb oe bent ® eee feet utto emo) HG tne +rwtty + x27)21 EXPANSION IN PARTIAL FRACTIONS 1.7-4 17-8. Common Divisors and Common Roots of Two Polynomials. If poly- nomial g(z) is a common divisor (factor) of F(z) and f(2), its zeros are common zeros of F(z) and f(z). In the quotient (2), any common divisor may be factored out and canceled as with numerical fractions, F(z) and f(z) have at least one common root (and thus a common divisor of degree greater than zero) if and only if the determinant of order N + n AAiAre ee Awd OF ° OMA 6 2 8 ANAND 0 O AAA 6 Awan BUD) gears: - = dae De + oo | Cr erga ee ll Ot ae [resultant of F(z) and f(z)) is equal to zero; otherwise, F(z) and f(z) are relatively prime. The greatest common divisor (common factor of greatest degree) of F(z) and f(z) is uniquely defined except for a constant factor and may be obtained as follows: Divide 7:(z) into f(z); divide the resulting remainder 7,(z) into r(z), and continue until some remainder, rs(z), say, vanishes. Then any constant multiple of rza(z) is the desired greatest common divisor. 1.7-4, Expansion in Partial Fractions. Any quotient 9(z)/f(x) of a polynomial g(x) of degree m and a polynomial f(z) of degree n > m, without common roots (Sec. 1.7-3) can be expressed as a sum of n partial fractions corresponding to the roots 2, (of respective orders mx) of f(z) = 0 as follows: ™ g(x) _ bas Yea ete +e] (1.7-4) The coefficients bi; are obtained by one of the following methods, or by a com~ bination of these methods: 1. If m, = 1 (2 is a simple root), then bi: = g(xx)/f’ (2). 2. Multiply both sides of Eq. (4) by f(z) and equate coefficients of equal powers of x on both sides. 3, Multiply both sides of Eq. (4) by f(x) and differentiate successively. Let yi(x) = f(e)/(@ — ax)™. Then obtain bim, Dimi)... SUC- ecessively from1.8-1 ELEMENTARY ALGEBRA 22 (ax) = Bemee(r) G' (4) = DimieE (tte) + dim—r9e(Te) 9! (xe) = Dimey (x) + Wim —we (Te) + Wm, (e) GY (a) = Dame) (He) EMD iemy— 1p HE (x) + 1Dim—al me — Lex’™— (te) + + + + + malberer( te) The partial fractions corresponding to any pair of complex conjugate roots a, + tws, @ — iw, of order m, are usually combined into ee ee [ea Far] 7 ea a) + oh 2+ dim a st, Chup f@— a) + oF (1.7-5) The coefficients c; and d,;j may be determined directly by method 2 above. If g(x) and f(x) are real polynomials (Sec. 1.6-6), all coefficients by;, x3, dj in the resulting partial-fraction expansion are real. Every rational function of x (Sec. 4.2-2c) can be represented as a sum of a polynomial and a finite set of partial fractions (see also Sec. 7.6-8). Par- tial-fraction expansions are important in connection with integration (Sec. 4.6-6c) and integral transforms (Sec. 8.4-5). 1.8, LINEAR, QUADRATIC, CUBIC, AND QUARTIC EQUATIONS 1.8-1. Solution of Linear Equations. The solution of the general equation of the first degree (linear equation) ax =b or az —-b=0 (a # 0) (1.8-1) (1.8-2) alc is z= 1.8-2. Solution of Quadratic Equations. The quadratic equation at+thr+e=0 (a0) (1.8-8) has the roots The roots x; and 2: are real and different, real and equal, or complex conjugates if the discriminant (Sec. 1.6-5) D = b? — 4ac is, respectively, positive, zero, or negative. Note 2 + 22 = —b/a, 122 = c/a.23 CUBIC EQUATIONS: TRIGONOMETRIC SOLUTION 1.8-4 1.8-3. Cubie Equations: Cardan’s Solution. The cubic equation a+ac?+br+c=0 (1.8-5) is transformed to the “reduced” form 2 3 y+ pytq=0 =-f+0 2-2(3) -2re (1.8-6) through the substitution x = y—a/3. The roots y:, yz, ys of the “veduced” cubic equation (6) are 1A 1B meAtB ya=-AtB ASB yy with A= {24 VQ B= J-4-va (1.8-7) °-()+0) where the real values of the cube roots are used. The cubic equation has one real root and two conjugate complex roots, three real roots of which at least two are equal, or three different real roots, if Q is positive, zero, or negative, respectively. In the latter case (‘‘irreducible”’ case), the method of Sec. 1.8-4a may be used. Note that the discriminants (Sec. 1.6-5) of Eq. (5) and Eq. (6) are both equal to —108Q. 1.8-4, Cubic Equations: Trigonometric Solution. (a) If Q@ <0 (“‘irreducible” case) w=2 y¥ —p/8 cos (a/3) Yaa = —2 v 7/8 cos (a/3 + 60°) with cosa = (1.8-8) : gq 2/-(/3)* Y ) 1£Q>0,p>0 y= -2Yp/3cot2a = _yna = yr (cot 2a + 1 +/8 cosec 2x) with (1.8-9a) tana = Vian 8/2) (lal $ 45°) tan B = 2V¥ Phyl ([8| < 90°) () #Q2>0,p <0 y= —2 ys cosec 2a ayn = YB (cosee 2a + 1 +/3 cot 2a) with (1.8-98) tana = Vian (672) (lal < 45°) sing = 2 YP (Al $90") The real value of the cube root is used.1.8-5 ELEMENTARY ALGEBRA “4 1.8-5. Quartic Equations: Descartes-Euler Solution. The quartic equation (biquadratic equation) at + ax? + ba? +ex+d=0 (1.8-10) is transformed to the “reduced” form yt ovrtaytr=0 (1.8-11) through the substitution s = y — a/4. The roots y1, y2, yz, ys of the “reduced” quartic equation (11) are the four sums tVatVativa (1.8-12) with the signs of the square roots chosen so that Va Vanes = —9/8 (1.8-13) where 21, 22, 23 are the roots of the cubic equation Page—s, o_ atbet+ ee -ge (1.8-14) 1,8-6. Quartic Equations: Ferrari’s Solution. Given any root y1 of the resolvent cubic equation corresponding to Eq. (10) y® — by? + (ac — 4d)y — atd + 4bd — co? = 0 (1.8-15) the four roots of the quartic equation (10) are given as roots of the two quadratic equations fe aetic+ ha e(F —b+n)et(gu-e)et -d (1.8-16) where the radicand on the right is a perfect square. Note that the discriminants (Sec. 1.6-5) of Eq. (10) and Eq. (15) are equal. 1.9. SYSTEMS OF SIMULTANEOUS EQUATIONS 1,9-1. Simultaneous Equations. To solve a suitable set (system) of simultaneous equations ft, %,+°)=0 (@=1,2,°°°) (1.9-1) for the unknowns 2, 12, . . . means to determine a set of values of 21, %2, . . . which satisfy the equations (1) simultaneously. The solu- tion is complete if all such sets are found. One can frequently eliminate successive unknowns 2; from a system (1), e.g., by solving one equation for x; and substituting the resulting expression in the remaining equa- tions. The number of equations and unknowns is thus reduced until a single equation remains to be solved for a single unknown. The pro-