Mechanical Identities by Malachi Rutherford

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Revised Edition: 2016

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Table of Contents
Introduction

Chapter 1 - Capelli's Identity

Chapter 2 - Binet–Cauchy Identity, Brahmagupta–Fibonacci Identity and


Green's Identities

Chapter 3 - Difference of Two Squares, Euler's Identity and Jacobi Triple


Product

Chapter 4 - Differentiation Rules

Chapter 5 - Abel's Identity and Morrie's Law

Chapter 6 - Lagrange's Identity (Boundary Value Problem) and Liouville's


Formula

Chapter 7 - Newton's Identities

Chapter 8 - Lagrange's Identity and Polarization Identity

Chapter 9 - Pascal's Rule, Polynomial Identity Ring and q-Vandermonde


Identity

Chapter 10 - Pythagorean Trigonometric Identity

Chapter 11 - Squared Triangular Number, Tangent half-angle Formula and


Vandermonde's Identity

Chapter 12 - Vector Calculus Identities

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Introduction

In mathematics, the term identity has several different important meanings:

• An identity is a relation which is tautologically true. This is usually taken to


mean something that is true by definition, either directly by the definition, or as a
consequence of it. For example, algebraically, this occurs if an equation is
satisfied for all values of the involved variables. Definitions are often indicated by
the 'triple bar' symbol ≡, such as A2 ≡ x·x. The symbol ≡ can also be used with
other meanings, but these can usually be interpreted in some way as a definition,
or something which is otherwise tautologically true (for example, a congruence
relation).

• In algebra, an identity or identity element of a set S with a binary operation · is


an element e that, when combined with any element x of S, produces that same x.
That is, e·x = x·e = x for all x in S. An example of this is the identity matrix.

• The identity function from a set S to itself, often denoted id or idS, is the function
which maps every element to itself. In other words, id(x) = x for all x in S. This
function serves as the identity element in the set of all functions from S to itself
with respect to function composition.

Examples
Identity relation

A common example of the first meaning is the trigonometric identity

which is true for all complex values of θ (since the complex numbers are the domain of
sin and cos), as opposed to

which is true only for some values of θ, not all. For example, the latter equation is true
when false when .

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Identity element

The concepts of "additive identity" and "multiplicative identity" are central to the Peano
axioms. The number 0 is the "additive identity" for integers, real numbers, and complex
numbers. For the real numbers, for all

and

Similarly, The number 1 is the "multiplicative identity" for integers, real numbers, and
complex numbers. For the real numbers, for all

and

Identity function

A common example of an identity function is the identity permutation, which sends each
element of the set to itself or to itself in natural order.

Comparison
These meanings are not mutually exclusive; for instance, the identity permutation is the
identity element in the group of permutations of under composition.

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Chapter-1

Capelli's Identity

In mathematics, Capelli's identity, named after Alfredo Capelli (1887), is an analogue of


the formula det(AB) = det(A) det(B), for certain matrices with noncommuting entries,
related to the representation theory of the Lie algebra . It can be used to relate an
invariant ƒ to the invariant Ωƒ, where Ω is Cayley's Ω process.

Statement
Suppose that xij for i,j = 1,...,n are commuting variables. Write Eij for the polarization
operator

The Capelli identity states that the following differential operators, expressed as deter-
minants, are equal:

Both sides are differential operators. The determinant on the left has non-commuting
entries, and is expanded with all terms preserving their "left to right" order. Such a
determinant is often called a column-determinant, since it can be obtained by the column
expansion of the determinant starting from the first column. It can be formally written as

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where in the product first come the elements from the first column, then from the second
and so on. The determinant on the far right is Cayley's omega process, and the one on the
left is the Capelli determinant.

The operators Eij can be written in a matrix form:

E = XDt,

where E,X,D are matrices with elements Eij, xij, respectively. If all elements in these
matrices would be commutative then clearly det(E) = det(X)det(Dt). The Capelli identity
shows that despite noncommutativity there exists a "quantization" of the formula above.
The only price for the noncommutivity is a small correction: (n − i)δij on the left hand
side. For generic noncommutative matrices formulas like

det(AB) = det(A)det(B)

do not exist, and the notion of the 'determinant' itself does not make sense for generic
noncommutative matrices. That is why the Capelli identity still holds some mystery,
despite many proofs offered for it. A very short proof does not seem to exist. Direct
verification of the statement can be given as an exercise for n' = 2, but is alraeady long
for n = 3.

Relations with representation theory

Consider the following slightly more general context. Suppose that n and m are two
integers and xij for i = 1,...,n,j = 1,...,m, be commuting variables. Redefine Eij by almost
the same formula:

with the only difference that summation index a ranges from 1 to m. One can easily see
that such operators satisfy the commutation relations:

Here [a,b] denotes the commutator ab − ba. These are the same commutation relations
which are satisfied by the matrices eij which have zeros everywhere except the position
(i,j), where 1 stands. (eij are sometimes called matrix units). Hence we conclude that the
correspondence defines a representation of the Lie algebra in the
vector space of polynomials of xij.

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Case m = 1 and representation Sk Cn

It is especially instructive to consider the special case m = 1; in this case we have xi1,
which is abbreviated as xi:

In particular, for the polynomials of the first degree it is seen that:

Hence the action of Eij restricted to the space of first-order polynomials is exactly the
same as the action of matrix units eij on vectors in . So, from the representation theory
point of view, the subspace of polynomials of first degree is a subrepresentation of the
Lie algebra , which we identified with the standard representation in . Going
further, it is seen that the differential operators Eij preserve the degree of the polynomials,
and hence the polynomials of each fixed degree form a subrepresentation of the Lie
algebra . One can see further that the space of homogeneous polynomials of degree k
can be identified with the symmetric tensor power of the standard representation
.

One can also easily identify the highest weight structure of these representations. The
monomial is a highest weight vector, indeed: for i < j. Its highest weight
equals to (k, 0, ... ,0), indeed: .

Such representation is sometimes called bosonic representation of . Similar formulas

define the so-called fermionic representation, here ψi are anti-commuting


variables. Again polynomials of k-th degree form an irreducible subrepresentation which
is isomorphic to i.e. anti-symmetric tensor power of . Highest weight of such
representation is (0, ..., 0, 1, 0, ..., 0). These representations for k = 1, ..., n are
fundamental representations of .

Capelli identity for m = 1


Let us return to the Capelli identity. One can prove the following:

the motivation for this equality is the following: consider for some com-
muting variables xi,pj. The matrix Ec is of rank one and hence its determinant is equal to

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zero. Elements of matrix E are defined by the similar formulas, however, its elements do
not commute. The Capelli identity shows that the commutative identity: det(Ec) = 0 can
be preserved for the small price of correcting matrix E by (n − i)δij.

Let us also mention that similar identity can be given for the characteristic polynomial:

where . The commutative counterpart of this is a


simple fact that for rank = 1 matrices the characteristic polynomial contains only the first
and the second coefficients.

Let us consider an example for n = 2.

Using

we see that this is equal to:

The universal enveloping algebra and its center

An interesting property of the Capelli determinant is that it commutes with all operators
Eij, that is the commutator [Eij,det(E + (n − i)δij)] = 0 is equal to zero. It can be gene-
ralized:

Consider any elements Eij in any ring, such that they satisfy the commutation relation
[Eij,Ekl] = δjkEil − δilEkj, (so they can be differential operators above, matrix units eij or any
other elements) define elements Ck as follows:

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where

then:

• elements Ck commute with all elements Eij

• elements Ck can be given by the formulas similar to the commutative case:

i.e. they are sums of principal minors of the matrix E, modulo the Capelli correction + (k
− i)δij. In particular element C0 is the Capelli determinant considered above.

These statements are interrelated with the Capelli identity, as will be discussed below,
and similarly to it the direct few lines short proof does not seem to exist, despite the
simplicity of the formulation.

The universal enveloping algebra

can defined as an algebra generated by

Eij

subject to the relations

[Eij,Ekl] = δjkEil − δilEkj

alone. The proposition above shows that elements Ckbelong to the center of . It
can be shown that they actually are free generators of the center of . They are
sometimes called Capelli generators. The Capelli identities for them will be discussed
below.

Consider an example for n = 2.

It is immediate to check that element (E11 + E22) commute with Eij. (It corresponds to an
obvious fact that the identity matrix commute with all other matrices). More instructive is
to check commutativity of the second element with Eij. Let us do it for E12:

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[E12,E11E22 − E21E12 + E22]
= [E12,E11]E22 + E12[E11,E22] − [E12,E21]E12 − E21[E12,E12] + [E12,E22]
= − E12E22 + E11E12 − (E11 − E22)E12 − 0 + E12
= − E12E22 + E22E12 + E12 = − E12 + E12 = 0.

We see that the naive determinant E11E22 − E21E12 will not commute with E12 and the
Capelli's correction + E22 is essential to ensure the centrality.

General m and dual pairs

Let us return to the general case:

for arbitrary n and m. Definition of operators Eij can be written in a matrix form: E = XDt,
where E is matrix with elements Eij; X is matrix with elements xij; D is

matrix with elements .

Capelli–Cauchy–Binet identities

For general m matrix E is given as product of the two rectangular matrices: X and
transpose to D. If all elements of these matrices would commute then one knows that the
determinant of E can be expressed by the so-called Cauchy–Binet formula via minors of
X and D. An analogue of this formula also exists for matrix E again for the same mild
price of the correction :

In particular (similar to the commutative case): if m<n, then det(E + (n − i)δij) = 0; if


m=n we return to the identity above.

Let us also mention that similar to the commutative case, one can express not only the
determinant of E, but also its minors via minors of X and D:

Here K = (k1 < k2 < ... < ks), L = (l1 < l2 < ... < ls), are arbitrary multi-indexes; as usually
MKL denotes a submatrix of M formed by the elements M kalb. Pay attention that the
Capelli correction now contains s, not n as in previous formula. Note that for s=1, the

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correction (s − i) disappears and we get just the definition of E as a product of X and
transpose to D. Let us also mention that for generic K,L corresponding minors do not
commute with all elements Eij, so the Capelli identity exists not only for central elements.

As a corollary of this formula and the one for the characteristic polynomial in the
previous section let us mention the following:

where . This
formula is similar to the commutative case, modula + (n − i)δij at the left hand side and
t[n] instead of tn at the right hand side.

Relation to dual pairs

Modern interest in these identities has been much stimulated by Roger Howe who
considered them in his theory of reductive dual pairs (also known as Howe duality). To
make the first contact with these ideas, let us look more precisely on operators Eij. Such
operators preserve the degree of polynomials. Let us look at the polynomials of degree 1:
Eijxkl = xilδjk, we see that index l is preserved. One can see that from the representation
theory point of view polynomials of the first degree can be identified with direct sum of
the representations , here l-th subspace (l=1...m) is spanned by xil,
i = 1, ..., n. Let us give another look on this vector space:

Such point of view gives the first hint of symmetry between m and n. To deepen this idea
let us consider:

These operators are given by the same formulas as Eij modula renumeration ,
hence by the same arguments we can deduce that form a representation of the Lie
algebra in the vector space of polynomials of xij. Before going further we can
mention the following property: differential operators commute with differential
operators Ekl.

The Lie group acts on the vector space in a natural way. One
can show that the corresponding action of Lie algebra is given by the

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differential operators and respectively. This explains the commutativity of
these operators.

The following deeper properties actually hold true:

• The only differential operators which commute with

are polynomials in , and vice versa.

• Decomposition of the vector space of polynomials into a direct sum of tensor


products of irreducible representations of

GLn and GLm can be given as follows:

The summands are indexed by the Young diagrams D, and representations ρD are
mutually non-isomorphic. And diagram D determine D' and vice versa.

• In particular the representation of the big group is multiplicity


free, that is each irreducible representation occurs only one time.

One easily observe the strong similarity to Schur–Weyl duality.

Generalizations
Much work have been done on the identity and its generalizations. Approximately two
dozens of mathematicians and physicists contributed to the subject, to name a few: R.
Howe, B. Kostant , Fields medalist A. Okounkov , A. Sokal , D. Zeilberger .

It seems historically the first generalizations were obtained by Herbert Westren Turnbull
in 1948 , who found the generalization for the case of symmetric matrices.

The other generalizations can be divided into several patterns. Most of them are based on
the Lie algebra point of view. Such generalizations consist of changing Lie algebra to
simple Lie algebras and their super , (q) , and current versions . As well as identity can
be generalized for different reductive dual pairs . And finally one can consider not only
the determinant of the matrix E, but its permanent , trace of its powers and immanants .
Let us mention few more papers

It has been believed for quite a long time that the identity is intimately related with semi-
simple Lie algebras. Surprisingly a new purely algebraic generalization of the identity

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have been found in 2008 by S. Caracciolo, A. Sportiello, A. D. Sokal which has nothing
to do with any Lie algebras.

Turnbull's identity for symmetric matrices

Consider symmetric matrices

Herbert Westren Turnbull in 1948 discovered the following identity:

Combinatorial proof can be found in the paper, another proof and amusing gene-
ralizations in the paper.

The Howe–Umeda–Kostant–Sahi identity for antisymmetric matrices

Consider antisymmetric matrices

Then

The Caracciolo–Sportiello–Sokal identity for Manin matrices

Consider two matrices M and Y over some associative ring which satisfy the following
condition

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for some elements Qil. Or ”in words”: elements in j-th column of M commute with
elements in k-th row of Y unless j = k, and in this case commutator of the elements Mik
and Ykl depends only on i, l, but does not depend on k.

Assume that M is a Manin matrix (the simplest example is the matrix with commuting
elements).

Then for the square matrix case

Here Q is a matrix with elements Qil, and diag(n − 1, n − 2, ..., 1, 0) means the diagonal
matrix with the elements n − 1, n − 2, ... , 1, 0 on the diagonal.

Obviously the original Cappeli's identity the particular case of this identity. Moreover
from this identity one can see that in the original Capelli's identity one can consider
elements

for arbitrary functions fij and the identity still will be true.

The Mukhin–Tarasov–Varchenko identity and the Gaudin model

Statement

Consider matrices X and D as in Capelli's identity, i.e. with elements xij and at
position (ij).

Let z be another formal variable (commuting with x). Let A and B be some matrices
which elements are complex numbers.

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Here the first determinant is understood (as always) as column-determinant of a matrix
with non-commutative entries. The determinant on the right is calculated as if all the
elements commute, and putting all x and z on the left, while derivations on the right.
(Such recipe is called a Wick ordering in the quantum mechanics).

The Gaudin quantum integrable system and Talalaev's theorem


The matrix

is a Lax matrix for the Gaudin quantum integrable spin chain system. D. Talalaev solved
the long-standing problem of the explicit solution for the full set of the quantum
commuting conservation laws for the Gaudin model, discovering the following theorem.

Consider

Then for all i,j,z,w

i.e. Hi(z) are generating functions in z for the differential operators in x which all
commute. So they provide quantum commuting conservation laws for the Gaudin model.

Permanents, immanants, traces – "higher Capelli identities"

The original Capelli identity is a statement about determinants. Later, analogous iden-
tities were found for permanents, immanants and traces.

Turnbull's identity for permanents of antisymmetric matrices


Consider the antisymmetric matrices X and D with elements xij and corresponding
derivations, as in the case of the HUKS identity above.

Then

Let us cite : "...is stated without proof at the end of Turnbull’s paper". The authors
themselves follow Turnbull – at the very end of their paper they write:

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"Since the proof of this last identity is very similar to the proof of Turnbull’s symmetric
analog (with a slight twist), we leave it as an instructive and pleasant exercise for the
reader.".

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Chapter-2

Binet–Cauchy Identity, Brahmagupta–


Fibonacci Identity and Green's Identities

Binet–Cauchy identity
In algebra, the Binet–Cauchy identity, named after Jacques Philippe Marie Binet and
Augustin-Louis Cauchy, states that

for every choice of real or complex numbers (or more generally, elements of a
commutative ring). Setting ai = ci and bi = di, it gives the Lagrange's identity, which is a
stronger version of the Cauchy–Schwarz inequality for the Euclidean space .

The Binet–Cauchy identity and exterior algebra


When n = 3 the first and second terms on the right hand side become the squared
magnitudes of dot and cross products respectively; in n dimensions these become the
magnitudes of the dot and wedge products. We may write it

where a, b, c, and d are vectors. It may also be written as a formula giving the dot
product of two wedge products, as

In the special case of unit vectors a=c and b=d, the formula yields

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When both vectors are unit vectors, we obtain the usual relation

1 = cos2(φ) + sin2(φ)

where φ is the angle between the vectors.

Proof
Expanding the last term,

where the second and fourth terms are the same and artificially added to complete the
sums as follows:

This completes the proof after factoring out the terms indexed by i.

Generalization
A general form, also known as the Cauchy–Binet formula, states the following: Suppose
A is an m×n matrix and B is an n×m matrix. If S is a subset of {1, ..., n} with m elements,
we write AS for the m×m matrix whose columns are those columns of A that have indices
from S. Similarly, we write BS for the m×m matrix whose rows are those rows of B that
have indices from S. Then the determinant of the matrix product of A and B satisfies the
identity

where the sum extends over all possible subsets S of {1, ..., n} with m elements.

We get the original identity as special case by setting

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Brahmagupta–Fibonacci identity
In algebra, Brahmagupta's identity, also called Fibonacci's identity, implies that the
product of two sums of two squares is itself a sum of two squares. In other words, the set
of all sums of two squares is closed under multiplication. Specifically:

For example,

The identity is a special case (n = 2) of Lagrange's identity, and is first found in


Diophantus. Brahmagupta proved and used a more general identity, equivalent to

showing that the set of all numbers of the form x2 + ny2 is closed under multiplication.

Both (1) and (2) can be verified by expanding each side of the equation. Also, (2) can be
obtained from (1), or (1) from (2), by changing b to −b.

This identity holds in both the ring of integers and the ring of rational numbers, and more
generally in any commutative ring.

In the integer case this identity finds applications in number theory for example when
used in conjunction with one of Fermat's theorems it proves that the product of a square
and any number of primes of the form 4n + 1 is also a sum of two squares.

History

The identity is first found in Diophantus's Arithmetica (III, 19). The identity was
rediscovered by Brahmagupta (598–668), an Indian mathematician and astronomer, who
generalized it. His Brahmasphutasiddhanta was translated from Sanskrit into Arabic by
Mohammad al-Fazari, and was subsequently translated into Latin in 1126. The identity
later appeared in Fibonacci's Book of Squares in 1225.

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Related identities
Euler's four-square identity is an analogous identity involving four squares instead of two
that is related to quaternions. There is a similar eight-square identity derived from the
Cayley numbers which has connections to Bott periodicity.

Relation to complex numbers

If a, b, c, and d are real numbers, this identity is equivalent to the multiplication property
for absolute values of complex numbers namely that:

since

by squaring both sides

and by the definition of absolute value,

Interpretation via norms


In the case that the variables a, b, c, and d are rational numbers, the identity may be
interpreted as the statement that the norm in the field Q(i) is multiplicative. That is, we
have

and also

Therefore the identity is saying that

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Application to Pell's equation
It its original context, Brahmagupta applied his discovery to the solution of Pell's
equation, namely x2 − Ny2 = 1. Using the identity in the more general form

he was able to "compose" triples (x1, y1, k1) and (x2, y2, k2) that were solutions of
x2 − Ny2 = k, to generate the new triple

Not only did this give a way to generate infinitely many solutions to x2 − Ny2 = 1 starting
with one solution, but also, by dividing such a composition by k1k2, integer or "nearly
integer" solutions could often be obtained. The general method for solving the Pell
equation given by Bhaskara II in 1150, namely the chakravala (cyclic) method, was also
based on this identity.

Green's identities
In mathematics, Green's identities are a set of three identities in vector calculus. They
are named after the mathematician George Green, who discovered Green's theorem.

Green's first identity


This identity is derived from the divergence theorem applied to the vector field
: Let φ and ψ be scalar functions defined on some region U in R3, and
suppose that φ is twice continuously differentiable, and ψ is once continuously
differentiable. Then

where Δ is the Laplace operator, is the boundary of region U and n is the outward
pointing unit normal of surface element dS.

Green's second identity


If φ and ψ are both twice continuously differentiable on U in R3, and ε is once
continuously differentiable:

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For the special case of ε = 1 all across U in R3 then:

In the equation above ∂φ / ∂n is the directional derivative of φ in the direction of the


outward pointing normal n to the surface element dS:

Green's third identity

Green's third identity derives from the second identity by choosing , where G is a
fundamental solution of the Laplace equation. This means that:

For example in , the fundamental solution has the form:

Green's third identity states that if ψ is a function that is twice continuously differentiable
on U, then

A further simplification arises if ψ is itself a harmonic function, i.e. a solution to the


Laplace equation. Then and the identity simplifies to:

On manifolds
Green's identities hold on a Riemannian manifold, In this setting, the first two are

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where u and v are smooth real-valued functions on M, dV is the volume form compatible
with the metric, is the induced volume form on the boundary of M, N is oriented unit
vector field normal to the boundary, and is the Laplacian.

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Chapter-3

Difference of Two Squares, Euler's Identity


and Jacobi Triple Product

Difference of two squares


In mathematics, the difference of two squares, or the difference of perfect squares, is
when a number is squared, or multiplied by itself, and is then subtracted from another
squared number. It refers to the identity

from elementary algebra.

Proof
The proof is straightforward, starting from the RHS: apply the distributive law to get a
sum of four terms, and set as an application of the commutative law. The resulting
identity is one of the most commonly used in all of mathematics.

The proof just given indicates the scope of the identity in abstract algebra: it will hold in
any commutative ring R.

Also, conversely, if this identity holds in a ring R for all pairs of elements a and b of the
ring, then R is commutative. To see this, we apply the distributive law to the right-hand
side of the original equation and get

and if this is equal to a2 − b2, then we have

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and by associativity and the rule that r − r = 0, we can rewrite this as

If the original identity holds, then, we have ba − ab = 0 for all pairs a, b of elements of R,
so the ring R is commutative.

In geometry

The difference of two squares can also be illustrated geometrically as the difference of
two square areas in a plane. In the diagram, the shaded part represents the difference
between the areas of the two squares, i.e. a2 − b2. The area of the shaded part can be
found by adding the areas of the two rectangles; a(a − b) + b(a − b), which can be
factorized to (a + b)(a − b). Therefore a2 − b2 = (a + b)(a − b)

Another geometric proof proceeds as follows: We start with the figure shown in the first
diagram below, a large square with a smaller square removed from it. The side of the
entire square is a, and the side of the small removed square is b. The area of the shaded
region is a2 − b2. A cut is made, splitting the region into two rectangular pieces, as shown
in the second diagram. The larger piece, at the top, has width a and height a-b. The
smaller piece, at the bottom, has width a-b and height b. Now the smaller piece can be
detached, rotated, and placed to the right of the larger piece. In this new arrangement,
shown in the last diagram below, the two pieces together form a rectangle, whose width
is a + b and whose height is a − b. This rectangle's area is (a + b)(a − b). Since this
rectangle came from rearranging the original figure, it must have the same area as the
original figure. Therefore, a2 − b2 = (a + b)(a − b).

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Uses
Complex number case: sum of two squares

The difference of two squares is used to find the linear factors of the sum of two squares,
using complex number coefficients.

For example, the root of can be found using difference of two squares:

Therefore the linear factors are and .

Rationalising denominators

The difference of two squares can also be used in the rationalising of irrational
denominators. This is a method for removing surds from expressions (or at least moving
them), applying to division by some combinations involving square roots.

For example: The denominator of can be rationalised as follows:

Here, the irrational denominator has been rationalised to .

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Euler's identity

The exponential function ez can be defined as the limit of (1 + z/N)N, as N approaches


infinity, and thus eiπ is the limit of (1 + iπ/N)N. The computation of (1 + iπ/N)N is
displayed as the combined effect of N repeated multiplications in the complex plane, with

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the final point being the actual value of (1 + iπ/N)N. It can be seen that as N gets larger (1
+ iπ/N)N approaches a limit of −1.

In analytical mathematics, Euler's Identity, named for the Swiss-German mathematician


Leonhard Euler, is the equality

where

e is Euler's number, the base of natural logarithms,


i is the imaginary unit, which satisfies i2 = −1, and
π is pi, the ratio of the circumference of a circle to its diameter.

Euler's Identity is also sometimes called Euler's Equation.

Mathematical beauty
Euler's identity is considered by many to be remarkable for its mathematical beauty.
These three basic arithmetic operations occur exactly once each: addition, multiplication,
and exponentiation. The identity also links five fundamental mathematical constants:

• The number 0, the additive identity.


• The number 1, the multiplicative identity.
• The number π, which is ubiquitous in trigonometry, the geometry of Euclidean
space, and analytical mathematics (π = 3.14159265...)
• The number e, the base of natural logarithms, which occurs widely in mathe-
matical and scientific analysis (e = 2.718281828...). Both π and e are tran-
scendental numbers.
• The number i, the imaginary unit of the complex numbers, a field of numbers that
contains the roots of all polynomials (that are not constants), and whose study
leads to deeper insights into many areas of algebra and calculus, such as integ-
ration in calculus.

Furthermore, in algebra and other areas of mathematics, equations are commonly written
with zero on one side of the equals sign.

A poll of readers conducted by The Mathematical Intelligencer magazine named Euler's


Identity as the "most beautiful theorem in mathematics". Another poll of readers that was
conducted by Physics World magazine, in 2004, chose Euler's Identity tied with Maxwell
equations (of electromagnetism) as the "greatest equation ever".

An entire 400-page mathematics book, Dr. Euler's Fabulous Formula (published in


2006), written by Dr. Paul Nahin (a Professor Emeritus at the University of New
Hampshire), is devoted to Euler's Identity. This monograph states that Euler's Identity
sets "the gold standard for mathematical beauty."

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Constance Reid claimed that Euler's Identity was "the most famous formula in all
mathematics."

The mathematician Carl Friedrich Gauss was reported to have commented that if this
formula was not immediately apparent to a student upon being told it, that student would
never become a first-class mathematician.

After proving Euler's Identity during a lecture, Benjamin Peirce, a noted American 19th
century philosopher/mathematician and a professor at Harvard University, stated that "It
is absolutely paradoxical; we cannot understand it, and we don't know what it means, but
we have proved it, and therefore we know it must be the truth."

Stanford University mathematics professor Dr. Keith Devlin said, "Like a Shakespearean
sonnet that captures the very essence of love, or a painting that brings out the beauty of
the human form that is far more than just skin deep, Euler's Equation reaches down into
the very depths of existence."

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Derivation

Euler's formula for a general angle

The identity is a special case of Euler's formula from complex analysis, which states that

for any real number x. (Note that the arguments to the trigonometric functions sine and
cosine are taken to be in radians, and not in degrees.) In particular,

Since

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and

it follows that

which gives the identity

Generalizations
Euler's Identity is actually a special case of the more general identity that the nth roots of
unity, for n > 1, add up to 0:

Euler's identity is the case where n = 2.

In another field of mathematics, by using quaternion exponentiation, one can show that a
similar identity also applies to quaternions:

Attribution
While Euler wrote about his formula that relates e with cosine and sine terms, in the field
of complex numbers, there is no known record of Euler's actually stating or deriving the
simplified identity equation itself. Furthermore, Euler's formula was probably known
before the life of Euler. (If so, then this usage would be an example of Stigler's law of
eponymy.) Thus, the question of whether or not this identity should be attributed to Euler
is unanswerable.

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Jacobi triple product
In mathematics, the Jacobi triple product is the mathematical identity:

for complex numbers x and y, with |x| < 1 and y ≠ 0.

It is attributed to Carl Gustav Jacob Jacobi, who proved it in 1829 in his work Fund-
amenta Nova Theoriae Functionum Ellipticarum.

The basis of Jacobi's proof relies on Euler's pentagonal number theorem, which is itself a
specific case of the Jacobi Triple Product Identity.

Let x = q3 / 2 and . Then we have

The Jacobi Triple Product also allows the Jacobi theta function to be written as an infinite
product as follows:

Let x = eiπτ and y = eiπz.

Then the Jacobi theta function

can be written in the form

Using the Jacobi Triple Product Identity we can then write the theta function as the
product

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There are many different notations used to express the Jacobi triple product. It takes on a
concise form when expressed in terms of q-Pochhammer symbols:

Where is the infinite q-Pochhammer symbol.

It enjoys a particularly elegant form when expressed in terms of the Ramanujan theta
function. For | ab | < 1. it can be written as

Proof
This proof uses a simplified model of the Dirac sea and follows the proof in Cameron
(13.3) which is attributed to Richard Borcherds. It treats the case where the power series
are formal. The Jacobi triple product identity can be expressed as

A level is a half-integer. The vacuum state is the set of all negative levels. A state is a set
of levels whose symmetric difference with the vacuum state is finite. The energy of the
state S is

and the particle number of S is

An unordered choice of the presence of finitely many positive levels and the absence of
finitely many negative levels (relative to the vacuum) corresponds to a state, so the
generating function for the number s(m,l) of states of energy m with
l particles can be expressed as

On the other hand, any state with l particles can be obtained from the lowest energy l −
particle state, {v:v < l}, by rearranging particles: take a partition

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of m' and move the top particle up by λ1 levels, the next highest

particle up by λ2 levels, etc.... The resulting state has energy , so the generating
function can also be written as

where p(n) is the partition function. The uses of random partitions by Andrei Okounkov
contains a picture of a partition exciting the vacuum.

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Chapter-4

Differentiation Rules

This is a summary of differentiation rules, that is, rules for computing the derivative of
a function in calculus.

Elementary rules of differentiation


Unless otherwise stated, all functions will be functions from R to R, although more
generally, the formulae below make sense wherever they are well defined.

Differentiation is linear

For any functions f and g and any real numbers a and b.

In other words, the derivative of the function h(x) = a f(x) + b g(x) with respect to x is

In Leibniz's notation this is written

Special cases include:

• The constant multiple rule

• The sum rule

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• The subtraction rule

The product or Leibniz rule

For any of the functions f and g,

In other words, the derivative of the function h(x) = f(x) * g(x) with respect to x is

In Leibniz's notation this is written

The chain rule

This is a rule for computing the derivative of a function of a function, i.e., of the
composite of two functions f and g:

In other words, the derivative of the function h(x) = f(g(x)) with respect to x is

In Leibniz's notation this is written (suggestively) as:

The polynomial or elementary power rule

If f(x) = xn, for some natural number n (including zero) then

Special cases include:

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• Constant rule: if f is the constant function f(x) = c, for any number c, then for all x

• The derivative of a linear function is constant: if f(x) = ax (or more generally, in


view of the constant rule, if f(x)=ax+b ), then

Combining this rule with the linearity of the derivative permits the computation of the
derivative of any polynomial.

The reciprocal rule

For any (nonvanishing) function f, the derivative of the function 1/f (equal at x to 1/f(x))
is

In other words, the derivative of h(x) = 1/f(x) is

In Leibniz's notation, this is written

The inverse function rule

This should not be confused with the reciprocal rule: the reciprocal 1/x of a nonzero real
number x is its inverse with respect to multiplication, whereas the inverse of a function is
its inverse with respect to function composition.

If the function f has an inverse g = f−1 (so that g(f(x)) = x and f(g(y)) = y) then

In Leibniz notation, this is written (suggestively) as

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Further rules of differentiation
The quotient rule

If f and g are functions, then:

wherever g is nonzero.

This can be derived from reciprocal rule and the product rule. Conversely (using the
constant rule) the reciprocal rule is the special case f(x) = 1.

Generalized power rule

The elementary power rule generalizes considerably. First, if x is positive, it holds when
n is any real number. The reciprocal rule is then the special case n = -1 (although care
must then be taken to avoid confusion with the inverse rule).

The most general power rule is the functional power rule: for any functions f and g,

wherever both sides are well defined.

Logarithmic derivatives

The logarithmic derivative is another way of stating the rule for differentiating the
logarithm of a function (using the chain rule):

wherever f is positive.

Derivatives of exponential and logarithmic functions

note that the equation above is true for all c, but the derivative for c < 0 yields a complex
number.

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the equation above is also true for all c but yields a complex number.

The derivative of the natural logarithm with a generalised functional argument f(x) is

By applying the change-of-base rule, the derivative for other bases is

Derivatives of trigonometric functions

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Derivatives of hyperbolic functions

Derivatives of special functions


Gamma function

Riemann Zeta function

Nth Derivatives
The following formulae can be obtained empirically by repeated differentiation and
taking notice of patterns; either by hand or computed by a CAS (Computer Algebra
System). Below y is the dependent variable, x is the independent variable, real number
constants are A, B, N, r, real integers are n and j, F(x) is a continuously differentiable
function (the nth derivative exists), and i is the imaginary unit .

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Function nth Derivative

where

and the set consists of all non-negative integer

solutions of the Diophantine equation

For the case of


(the
exponential function),

the above reduces to:

where is the Kronecker delta.

Expanding this by the sine addition formula yields a more


clear form to use:

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Expanding by the cosine addition formula:

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Chapter-5

Abel's Identity and Morrie's Law

Abel's identity
In mathematics, Abel's identity (also called Abel's differential equation identity) is an
equation that expresses the Wronskian of two homogeneous solutions of a second-order
linear ordinary differential equation in terms of a coefficient of the original differential
equation. The relation can be generalised to nth-order linear ordinary differential eq-
uations. The identity is named after the Norwegian mathematician Niels Henrik Abel.

Since Abel's identity relates the different linearly independent solutions of the differential
equation, it can be used to find one solution from the other. It provides useful identities
relating the solutions, and is also useful as a part of other techniques such as the method
of variation of parameters. It is especially useful for equations such as Bessel's equation
where the solutions do not have a simple analytical form, because in such cases the
Wronskian is difficult to compute directly.

A generalisation to first-order systems of homogeneous linear differential equations is


given by Liouville's formula.

Statement of Abel's identity


Consider a homogeneous linear second-order ordinary differential equation

on an interval I of the real line with a real- or complex-valued continuous function p.


Abel's identity states that the Wronskian W(y1,y2) of two real- or complex-valued
solutions y1 and y2 of this differential equation, that is the function defined by the
determinant

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satisfies the relation

for every point x0 in I.

Remarks

• In particular, the Wronskian W(y1,y2) is either the zero function or it is different


from zero at every point x in I. In the latter case, the two solutions y1 and y2 are
linearly independent.
• It is not necessary to assume that the second derivatives of the solutions y1 and y2
are continuous.

Proof of Abel's identity

Differentiating the Wronskian using the product rule gives (writing W for W(y1,y2) and
omitting the argument x for brevity)

Solving for y'' in the original differential equation yields

Substituting this result into the derivative of the Wronskian function to replace the second
derivatives of y1 and y2 gives

This is a first-order linear differential equation, and it remains to show that Abel's identity
gives the unique solution, which attains the value W(x0) at x0. Since the function p is
continuous on I, it is bounded on every closed and bounded subinterval of I and therefore
integrable, hence

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is a well defined function. Differentiating both sides, using the product rule, the chain
rule, the derivative of the exponential function and the fundamental theorem of calculus,
we obtain

due to the differential equation for W. Therefore, V has to be constant on I, because


otherwise we would obtain a contradiction to the mean value theorem (applied separately
to the real and imaginary part in the complex-valued case). Since V(x0) = W(x0), Abel's
identity follows by solving the definition of V for W(x).

Generalisation of Abel's identity


Consider a homogeneous linear nth-order (n ≥ 1) ordinary differential equation

on an interval I of the real line with a real- or complex-valued continuous function pn−1.
The generalisation of Abel's identity states that the Wronskian W(y1,…,yn) of n real- or
complex-valued solutions y1,…,yn of this nth-order differential equation, that is the
function defined by the determinant

satisfies the relation

for every point x0 in I.

Direct proof

For brevity, we write W for W(y1,…,yn) and omit the argument x. It suffices to show that
the Wronskian solves the first-order linear differential equation

because the remaining part of the proof then coincides with the one for the case n = 2.

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In the case n = 1 we have W = y1 and the differential equation for W coincides with the
one for y1. Therefore, assume n ≥ 2 in the following.

The derivative of the Wronskian W is the derivative of the defining determinant. It


follows from the Leibniz formula for determinants that this derivative can be calculated
by differentiating every row separately, hence

However, note that every determinant from the expansion contains a pair of identical
rows, except the last one. Since determinants with linearly dependent rows are equal to 0,
we're only left with the last one:

Since every yi solves the ordinary differential equation, we have

for every i ∈ {1,...,n}. Hence, adding to the last row of the above determinant p0 times
its first row, p1 times its second row, and so on until pn−2 times its next to last row, the
value of the determinant for the derivative of W is unchanged and we get

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Proof using Liouville's formula

The solutions y1,…,yn form the square-matrix valued solution

of the n-dimensional first-order system of homogeneous linear differential equations

The trace of this matrix is −pn−1(x), hence Abel's identity follows directly from Liouville's
formula.

Morrie's law
Morrie's law is a name that occasionally is used for the trigonometric identity

It is a special case of the more general identity

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with n = 3 and α = 20°. The name is due to the physicist Richard Feynman, who used to
refer to the identity under that name. Feynman picked that name because he learned it
during his childhood from a boy with the name Morrie Jacobs and afterwards reme-
mbered it for all of his life.

A similar identity for the sine function also holds:

Moreover, dividing the second identity by the first, the following identity is evident:

Proof
Recall the double angle formula for the sine function

Solve for cos(α)

It follows that

Multiplying all of these expressions together yields:

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The intermediate numerators and denominators cancel leaving only the first denominator,
a power of 2 and the final numerator. Note that there are n factors in both sides of the
expression. Thus,

which is equivalent to the generalization of Morrie's law.

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Chapter-6

Lagrange's Identity (Boundary Value


Problem) and Liouville's Formula

Lagrange's identity(boundary value problem)


In the study of ordinary differential equations and their associated boundary value
problems, Lagrange's identity, named after Joseph Louis Lagrange, gives the boundary
terms arising from integration by parts of a self-adjoint linear differential operator.
Lagrange's identity is fundamental in Sturm–Liouville theory. In more than one inde-
pendent variable, Lagrange's identity is generalized by Green's second identity.

Statement
In general terms, Lagrange's identity for any pair of functions u and v in function space
C2 (that is, twice differentiable) in n dimensions is:

where:

and

The operator L and its adjoint operator L* are given by:

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and

If Lagrange's identity is integrated over a bounded region, then the divergence theorem
can be used to form Green's second identity in the form:

where S is the surface bounding the volume Ω and n is the unit outward normal to the
surface S.

Ordinary differential equations

Any second order ordinary differential equation of the form:

can be put in the form:

This general form motivates introduction of the Sturm–Liouville operator L, defined as


an operation upon a function f such that:

It can be shown that for any u and vfor which the various derivatives exist, Lagrange's
identity for ordinary differential equations holds:

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For ordinary differential equations defined in the interval [0, 1], Lagrange's identity can
be integrated to obtain an integral form (also known as Green's formula):

where , , and are functions of . and


having continuous second derivatives on the interval .

Proof of form for ordinary differential equations

We have:

and

Subtracting:

The leading multiplied u and v can be moved inside the differentiation, because the extra
differentiated terms in u and v are the same in the two subtracted terms and simply cancel
each other. Thus,

which is Lagrange's identity. Integrating from zero to one:

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as was to be shown.

Liouville's formula
In mathematics, Liouville's formula is an equation that expresses the determinant of a
square-matrix solution of a first-order system of homogeneous linear differential eq-
uations in terms of the sum of the diagonal coefficients of the system. The formula is
named after the French mathematician Joseph Liouville.

Liouville's formula is a generalization of Abel's identity and can be used to prove it.
Since Liouville's formula relates the different linearly independent solutions of the
system of differential equations, it can help to find one solution from the other(s).

Statement of Liouville's formula


Consider the n-dimensional first-order homogeneous linear differential equation

on an interval I of the real line, where A(x) for x ∈ I denotes a square matrix of
dimension n with real or complex entries. Let Φ denote a matrix-valued solution on I,
meaning that each Φ(x) is a square matrix of dimension n with real or complex entries
and the derivative satisfies

Let

denote the trace of A(ξ) = (ai,j (ξ))i,j ∈ {1,...,n}, the sum of its diagonal entries. If the trace of
A is a continuous function, then the determinant of Φ satisfies

for all x and x0 in I.

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Example application
This example illustrates how Liouville's formula can help to find the general solution of a
first-order system of homogeneous linear differential equations. Consider

on the open interval I = (0, ∞). Assume that the easy solution

is already found. Let

denote another solution, then

is a square-matrix-valued solution of the above differential equation. Since the trace of


A(x) is zero for all x ∈ I, Liouville's formula implies that the determinant

is actually a constant independent of x. Writing down the first component of the


differential equation for y, we obtain using (*) that

Therefore, by integration, we see that

involving the natural logarithm and the constant of integration c2. Solving equation (*)
for y2(x) and substituting for y1(x) gives

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which is the general solution for y. With the special choice c1 = 0 and c2 = 1 we recover
the easy solution we started with, the choice c1 = 1 and c2 = 0 yields a linearly
independent solution. Therefore,

is a so-called fundamental solution of the system.

Proof of Liouville's formula


We omit the argument x for brevity. By the Leibniz formula for determinants, the
derivative of the determinant of Φ = (Φi,j )i,j ∈ {0,...,n} can be calculated by differentiating
one row at a time and taking the sum, i.e.

Since the matrix-valued solution Φ satisfies the equation Φ' = AΦ, we have for every
entry of the matrix Φ'

or for the entire row

When we subtract from the i th row the linear combination

of all the other rows, then the value of the determinant remains unchanged, hence

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for every i ∈ {1,...,n} by the linearity of the determinant with respect to every row.
Hence

by (*) and the definition of the trace. It remains to show that this representation of the
derivative implies Liouville's formula.

Fix x0 ∈ I. Since the trace of A is assumed to be continuous function on I, it is bounded


on every closed and bounded subinterval of I and therefore integrable, hence

is a well defined function. Differentiating both sides, using the product rule, the chain
rule, the derivative of the exponential function and the fundamental theorem of calculus,
we obtain

due to the derivative in (**). Therefore, g has to be constant on I, because otherwise we


would obtain a contradiction to the mean value theorem (applied separately to the real
and imaginary part in the complex-valued case). Since g(x0) = det Φ(x0), Liouville's
formula follows by solving the definition of g for det Φ(x).

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Chapter-7

Newton's Identities

In mathematics, Newton's identities, also known as the Newton–Girard formulae, give


relations between two types of symmetric polynomials, namely between power sums and
elementary symmetric polynomials. Evaluated at the roots of a monic polynomial P in
one variable, they allow expressing the sums of the k-th powers of all roots of P (counted
with their multiplicity) in terms of the coefficients of P, without actually finding those
roots. These identities were found by Isaac Newton around 1666, apparently in ignorance
of earlier work (1629) by Albert Girard. They have applications in many areas of
mathematics, including Galois theory, invariant theory, group theory, combinatorics, as
well as further applications outside mathematics, including general relativity.

Mathematical statement
Formulation in terms of symmetric polynomials

Let x1,…, xn be variables, denote for k ≥ 1 by pk(x1,…,xn) the k-th power sum:

and for k ≥ 0 denote by ek(x1,…,xn) the elementary symmetric polynomial that is the sum
of all distinct products of k distinct variables, so in particular

Then the Newton's identities can be stated as

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valid for all k ≥ 1. Concretely, one gets for the first few values of k:

The form and validity of these equations do not depend on the number n of variables
(although the point where the left-hand side becomes 0 does, namely after the n-th
identity), which makes it possible to state them as identities in the ring of symmetric
functions. In that ring one has

and so on; here the left-hand sides never become zero. These equations allow to
recursively express the ei in terms of the pk; to be able to do the inverse, one may rewrite
them as

Application to the roots of a polynomial

Now view the xi as parameters rather than as variables, and consider the monic poly-
nomial in t with roots x1,…,xn:

where the coefficients ak are given by the elementary symmetric polynomials in the roots:
ak = ek(x1,…,xn). Now consider the power sums of the roots

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Then according to Newton's identities these can be expressed recursively in terms of the
coefficients of the polynomial using

Application to the characteristic polynomial of a matrix

When the polynomial above is the characteristic polynomial of a matrix A, the roots xi are
the eigenvalues of the matrix, counted with their algebraic multiplicity. For any positive
integer k, the matrix Ak has as eigenvalues the powers xik, and each eigenvalue xi of A
contributes its multiplicity to that of the eigenvalue xik of Ak. Then the coefficients of the
characteristic polynomial of Ak are given by the elementary symmetric polynomials in
those powers xik. In particular, the sum of the xik, which is the k-th power sum ψk of the
roots of the characteristic polynomial of A, is given by its trace:

The Newton identities now relate the traces of the powers Ak to the coefficients of the
characteristic polynomial of A. Using them in reverse to express the elementary
symmetric polynomials in terms of the power sums, they can be used to find the
characteristic polynomial by computing only the powers Ak and their traces.

Relation with Galois theory

For a given n, the elementary symmetric polynomials ek(x1,…,xn) for k = 1,…, n form an
algebraic basis for the space of symmetric polynomials in x1,…. xn: every polynomial
expression in the xi that is invariant under all permutations of those variables is given by
a polynomial expression in those elementary symmetric polynomials, and this expression
is unique up to equivalence of polynomial expressions. This is a general fact known as
the fundamental theorem of symmetric polynomials, and Newton's identities provide
explicit formulae in the case of power sum symmetric polynomials. Applied to the monic
polynomial with all coefficients ak considered as free
parameters, this means that every symmetric polynomial expression S(x1,…,xn) in its
roots can be expressed instead as a polynomial expression P(a1,…,an) in terms of its
coefficients only, in other words without requiring knowledge of the roots. This fact also

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follows from general considerations in Galois theory (one views the ak as elements of a
base field, the roots live in an extension field whose Galois group permutes them
according to the full symmetric group, and the field fixed under all elements of the Galois
group is the base field).

The Newton identities also permit expressing the elementary symmetric polynomials in
terms of the power sum symmetric polynomials, showing that any symmetric polynomial
can also be expressed in the power sums. In fact the first n power sums also form an
algebraic basis for the space of symmetric polynomials.

Related identities
There is a number of (families of) identities that, while they should be distinguished from
Newton's identities, are very closely related to them.

A variant using complete homogeneous symmetric polynomials

Denoting by hk the complete homogeneous symmetric polynomial that is the sum of all
monomials of degree k, the power sum polynomials also satisfy identities similar to
Newton's identities, but not involving any minus signs. Expressed as identities of in the
ring of symmetric functions, they read

valid for all k ≥ 1. Contrary to Newton's identities,the left-hand sides do not become zero
for large k, and the right hand sides contain ever more nonzero terms. For the first few
values of k one has

These relations can be justified by an argument analoguous to the one by comparing


coefficients in power series given above, based in this case on the generating function
identity

The other proofs given above of Newton's identities cannot be easily adapted to prove
these variants of those identities.

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Expressing elementary symmetric polynomials in terms of power
sums

A mentioned, Newton's identities can be used to recursively express elementary


symmetric polynomials in terms of power sums. Doing so requires the introduction of
integer denominators, so it can be done in the ring ΛQ of symmetric functions with
rational coefficients:

and so forth. Applied to a monic polynomial these formulae express the coefficients in
terms of the power sums of the roots: replace each ei by ai and each pk by ψk.

Expressing complete homogeneous symmetric polynomials in terms


of power sums

The analogous relations involving complete homogeneous symmetric polynomials can be


similarly developed, giving equations

and so forth, in which there are only plus signs. These expressions correspond exactly to
the cycle index polynomials of the symmetric groups, if one interprets the power sums pi
as indeterminates: the coefficient in the expression for hk of any monomial p1m1p2m2…plml
is equal to the fraction of all permutations of k that have m1 fixed points, m2 cycles of
length 2, …, and ml cycles of length l. Explicitly, this coefficient can be written as 1 / N
where ; this N is the number permutations commuting with any
given permutation π of the given cycle type. The expressions for the elementary
symmetric functions have coefficients with the same absolute value, but a sign equal to
the sign of π, namely (−1)m2+m4+….

Expressing power sums in terms of elementary symmetric


polynomials

One may also use Newton's identities to express power sums in terms of symmetric
polynomials, which does not introduce denominators:

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giving ever longer expressions that do not seem to follow any simple pattern. By
consideration of the relations used to obtain these expressions, it can however be seen
that the coefficient of some monomial in the expression for pk has the
same sign as the coefficient of the corresponding product in the expression for
ek described above, namely the sign (−1)m2+m4+…. Furthermore the absolute value of the
coefficient of M is the sum, over all distinct sequences of elementary symmetric functions
whose product is M, of the index of the last one in the sequence: for instance the
coefficent of in the expression for p20 will be
, since of all distinct orde-
rings of the five factors e1, one factor e3 and three factors e4, there are 280 that end with
e1, 56 that end with e3, and 168 that end with e4.

Expressing power sums in terms of complete homogeneous


symmetric polynomials

Finally one may use the variant identities involving complete homogeneous symmetric
polynomials similarly to express power sums in term of them:

and so on. Apart from the replacement of each ei by the corresponding hi, the only change
with respect to the previous family of identities is in the signs of the terms, which in this
case depend just on the number of factors present: the sign of the monomial is
−(−1)m1+m2+m3+…. In particular the above description of the absolute value of the
coefficients applies here as well.

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Expressions as determinants

One can obtain explicit formulas for the above expressions in the form of determinants,
by considering the first n of Newton's identities (or it counterparts for the complete
homogeneous polynomials) as linear equations in which the elementary symmetric
functions are known and the power sums are unknowns (or vice versa), and apply
Cramer's rule to find the solution for the final unknown. For instance taking Newton's
identities in the form

we consider p1, − p2, p3, ..., ( − 1)npn − 1 and pn as unknowns, and solve for the final one,
giving

Solving for en instead of for pn is similar, as the analogous computations for the complete
homogeneous symmetric polynomials; in each case the details are slightly messier than
the final results, which are (Macdonald 1979, p. 20):

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Note that the use of determinants makes that formula for hn has additional minus signs
with respect to the one for en, while the situation for the expanded form given earlier is
opposite. As remarked in (Littelwood 1950, p. 84) one can alternatively obtain the
formula for hn by taking the permanent of the matrix for en instead of the determinant,
and more generally an expression for any Schur polynomial can be obtained by taking the
corresponding immanant of this matrix.

Derivation of the identities


Each of Newton's identities can easily be checked by elementary algebra; however, their
validity in general needs a proof. Here are some possible derivations

From the special case n = k

One can obtain the k-th Newton identity in k variables by substitution into

as follows. Substituting xj for t gives

Summing over all j gives

where the terms for i = 0 were taken out of the sum because p0 is (usually) not defined.
This equation immediately gives the k-th Newton identity in k variables. Since this is an
identity of symmetric polynomials (homogeneous) of degree k, its validity for any
number of variables follows from its validity for k variables. Concretely, the identities in
n < k variables can be deduced by setting k − n variables to zero. The k-th Newton
identity in n > k variables contains more terms on both sides of the equation than the one
in k variables, but its validity will be assured if the coefficients of any monomial match.
Because no individual monomial involves more than k of the variables, the monomial
will survive the substitution of zero for some set of n − k (other) variables, after which the
equality of coefficients is one that arises in the k-th Newton identity in k (suitably chosen)
variables.

Comparing coefficients in series

A derivation can be given by formal manipulations based on the basic relation

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linking roots and coefficients of a monic polynomial. However, to facilitate the
manipulations one first "reverses the polynomials" by substituting 1/t for t and then
multiplying both sides by tn to remove negative powers of t, giving

Swapping sides and expressing the ai as the elementary symmetric polynomials they
stand for gives the identity

One differentiates both sides with respect to t, and then (for convenience) multiplies by t,
to obtain

where the polynomial on the right hand side was first rewritten as a rational function in
order to be able to factor out a product from of the summation, then the fraction in the
summand was developed as a series in t, and finally the coefficient of each t j was
collected, giving a power sum. (The series in t is a formal power series, but may
alternatively be thought of as a series expansion for t sufficiently close to 0, for those
more comfortable with that; in fact one is not interested in the function here, but only in
the coefficients of the series.) Comparing coefficients of tk on both sides one obtains

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which gives the k-th Newton identity.

As a telescopic sum of symmetric function identities

The following derivation, given essentially in (Mead, 1992), is formulated in the ring of
symmetric functions for clarity (all identities are independent of the number of variables).
Fix some k > 0, and define the symmetric function r(i) for 2 ≤ i ≤ k as the sum of all
distinct monomials of degree k obtained by multiplying one variable raised to the power i
with k − i distinct other variables (this is the monomial symmetric function mγ where γ is
a hook shape (i,1,1,…1)). In particular r(k) = pk; for r(1) the description would amount to
that of ek, but this case was excluded since here monomials no longer have any
distinguished variable. All products piek−i can be expressed in terms of the r(j) with the
first and last case being somewhat special. One has

since each product of terms on the left involving distinct variables contributes to r(i),
while those where the variable from pi already occurs among the variables of the term
from ek−i contributes to r(i + 1), and all terms on the right are so obtained exactly once.
For i = k one multiplies by e0 = 1, giving trivially

Finally the product p1ek−1 for i = 1 gives contributions to r(i + 1) = r(2) like for other
values i < k, but the remaining contributions produce k times each monomial of ek, since
any on of the variables may come from the factor p1; thus

The k-th Newton identity is now obtained by taking the alternating sum of these
equations, in which all terms of the form r(i) cancel out.

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Chapter-8

Lagrange's Identity and Polarization Identity

Lagrange's identity
In algebra, Lagrange's identity, named after Joseph Louis Lagrange, is:

which applies to any two sets {a1, a2, . . ., an} and {b1, b2, . . ., bn} of real or complex
numbers (or more generally, elements of a commutative ring). This identity is a special
form of the Binet–Cauchy identity.

In a more compact vector notation, Lagrange's identity is expressed as:

where a and b are n-dimensional vectors with components that are real numbers. The
extension to complex numbers requires the interpretation of the dot product as an inner
product or Hermitian dot product. Explicitly, for complex numbers, Lagrange's identity
can be written in the form:

involving the absolute value.

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Since the right-hand side of the identity is clearly non-negative, it implies Cauchy's
inequality in the finite-dimensional real coordinate space ℝn and its complex counterpart
ℂn.

Lagrange's identity and exterior algebra


In terms of the wedge product, Lagrange's identity can be written

Hence, it can be seen as a formula which gives the length of the wedge product of two
vectors, which is the area of the paralleogram they define, in terms of the dot products of
the two vectors, as

Lagrange's identity and vector calculus


In three dimensions, Lagrange's identity asserts that the square of the area of a
parallelogram in space is equal to the sum of the squares of its projections onto the
Cartesian coordinate planes. Algebraically, if a and b are vectors in ℝ3 with lengths |a|
and |b|, then Lagrange's identity can be written in terms of the cross product and dot
product:

Using the definition of angle based upon the dot product, the left-hand side is

where θ is the angle formed by the vectors a and b. The area of a parallelogram with
sides |a| and |b| and angle θ is known in elementary geometry to be

so the left-hand side of Lagrange's identity is the squared area of the parallelogram. The
cross product appearing on the right-hand side is defined by

which is a vector whose components are equal in magnitude to the areas of the
projections of the parallelogram onto the yz, zx, and xy planes, respectively.

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Seven dimensions

For a and b as vectors in ℝ7, Lagrange's identity takes on the same form as in the case of
ℝ3

However, the cross product in 7 dimensions does not share all the properties of the cross
product in 3 dimensions. For example, the direction of a × b in 7-dimensions may be the
same as c × d even though c and d are linearly independent of a and b. Also the seven
dimensional cross product is not compatible with the Jacobi identity.

Quaternions

A quaternion p is defined as the sum of a scalar t and a vector v:

The product of two quaternions p = t + v and q = s + w is defined by

The quaternionic conjugate of q is defined by

and the norm squared is

The multiplicativity of the norm in the quaternion algebra provides, for quaternions p and
q:

The quaternions p and q are called imaginary if their scalar part is zero; equivalently, if

Lagrange's identity is just the multiplicativity of the norm of imaginary quaternions,

since, by definition,

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Proof of algebraic form
The vector form follows from the Binet-Cauchy identity by setting ci = ai and di = bi. The
second version follows by letting ci and di denote the complex conjugates of ai and bi,
respectively,

Here is also a direct proof. The expansion of the first term on the left side is:

(1 )

which means that the product of a column of as and a row of bs yields (a sum of elements
of) a square of abs, which can be broken up into a diagonal and a pair of triangles on
either side of the diagonal.

The second term on the left side of Lagrange's identity can be expanded as:

(2 )

which means that a symmetric square can be broken up into its diagonal and a pair of
equal triangles on either side of the diagonal.

To expand the summation on the right side of Lagrange's identity, first expand the square
within the summation:

Distribute the summation on the right side,

Now exchange the indices i and j of the second term on the right side, and permute the b
factors of the third term, yielding:

(3 )

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Back to the left side of Lagrange's identity: it has two terms, given in expanded form by
Equations (1) and (2). The first term on the right side of Equation (2) ends up canceling
out the first term on the right side of Equation (1), yielding

(1) - (2) =

which is the same as Equation (3), so Lagrange's identity is indeed an identity, Q.E.D..

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Polarization identity

Vectors involved in the polarization identity.

In mathematics, the polarization identity is any one of a family of formulas that express
the inner product of two vectors in terms of the norm of a normed vector space. Let
denote the norm of vector x and the inner product of vectors x and y. Then the
underlying theorem, attributed to Fréchet, von Neumann and Jordan, is stated as:

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In a normed space (V, ), if the parallelogram law holds, then there is an inner
product on V such that .

(The notation “ ” means “for all vectors x, y in vector space V”.)

Formula
The various forms given below are all related by the parallelogram law:

The polarization identity can be generalized to various other contexts in abstract algebra,
linear algebra, and functional analysis.

For vector spaces with real scalars

If V is a real vector space, then the inner product is defined by the polarization identity

For vector spaces with complex scalars

If V is a complex vector space the inner product is given by the polarization identity:

where i = √(−1) .

Multiple special cases for the Euclidean norm

A special case is an inner product given by the dot product, the so-called standard or
Euclidean inner product. In this case, common forms of the identity include:

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Application to dot products
Relation to the law of cosines

The second form of the polarization identity can be written as

This is essentially a vector form of the law of cosines for the triangle formed by the
vectors u, v, and u – v. In particular,

where θ is the angle between the vectors u and v.

Derivation

The basic relation between the norm and the dot product is given by the equation

Then

and similarly

Forms (1) and (2) of the polarization identity now follow by solving these equations for
u · v, while form (3) follows from subtracting these two equations. (Adding these two
equations together gives the parallelogram law.)

Generalizations
Norms

In linear algebra, the polarization identity applies to any norm on a vector space defined
in terms of an inner product by the equation

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As noted for the dot product case above, for real vectors u and v, an angle θ can be
introduced using:

which is acceptable by virtue of the Cauchy–Schwarz inequality:

This inequality insures that the magnitude of the above defined cosine ≤ 1. The choice of
the cosine function ensures that when (orthogonal vectors), the angle θ =
π/2.

In this case, the identities become

Conversely, if a norm on a vector space satisfies the parallelogram law, then any one of
the above identities can be used to define a compatible inner product. In functional
analysis, introduction of an inner product norm like this often is used to make a Banach
space into a Hilbert space.

Symmetric bilinear forms

The polarization identities are not restricted to inner products. If B is any symmetric
bilinear form on a vector space, and Q is the quadratic form defined by

then

The so-called symmetrization map generalizes the latter formula, replacing Q by a


homogenous polynomial of degree k defined by Q(v)=B(v,...,v), where B is a symmetric
k-linear map.

The formulas above even apply in the case where the field of scalars has characteristic
two, though the left-hand sides are all zero in this case. Consequently, in characteristic

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two there is no formula for a symmetric bilinear form in terms of a quadratic form, and
they are in fact distinct notions, a fact which has important consequences in L-theory; for
brevity, in this context "symmetric bilinear forms" are often referred to as "symmetric
forms".

These formulas also apply to bilinear forms on modules over a commutative ring, though
again one can only solve for B(u, v) if 2 is invertible in the ring, and otherwise these are
distinct notions. For example, over the integers, one distinguishes integral quadratic
forms from integral symmetric forms, which are a narrower notion.

More generally, in the presence of a ring involution or where 2 is not invertible, one
distinguishes ε-quadratic forms and ε-symmetric forms; a symmetric form defines a
quadratic form, and the polarization identity (without a factor of 2) from a quadratic form
to a symmetric form is called the "symmetrization map", and is not in general an iso-
morphism. This has historically been a subtle distinction: over the integers it was not
until the 1950s that relation between "twos out" (integral quadratic form) and "twos in"
(integral symmetric form) was understood.

Complex numbers

In linear algebra over the complex numbers, it is customary to use a sesquilinear inner
product, with the property that 〈v, u〉 is the complex conjugate of 〈u, v〉. In this case the
standard polarization identities only give the real part of the inner product:

The imaginary part of the inner product can be retrieved as follows:

Homogeneous polynomials of higher degree

Finally, in any of these contexts these identities may be extended to homogeneous


polynomials (that is, algebraic forms) of arbitrary degree, where it is known as the
polarization formula, and is reviewed in greater detail in polarization of an algebraic
form.

The polarization identity can be stated in the following way:

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Chapter-9

Pascal's Rule, Polynomial Identity Ring and


q-Vandermonde Identity

Pascal's rule
In mathematics, Pascal's rule is a combinatorial identity about binomial coefficients. It
states that for any natural number n we have

where is a binomial coefficient. This is also commonly written

Combinatorial proof

Pascal's rule has an intuitive combinatorial meaning. Recall that counts in how many
ways can we pick a subset with b elements out from a set with a elements. Therefore, the

right side of the identity is counting how many ways can we get a k-subset out from
a set with n elements.

Now, suppose you distinguish a particular element 'X' from the set with n elements. Thus,
every time you choose k elements to form a subset there are two possibilities: X belongs
to the chosen subset or not.

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If X is in the subset, you only really need to choose k − 1 more objects (since it is known
that X will be in the subset) out from the remaining n − 1 objects. This can be

accomplished in ways.

When X is not in the subset, you need to choose all the k elements in the subset from the

n − 1 objects that are not X. This can be done in ways.

We conclude that the numbers of ways to get a k-subset from the n-set, which we know is

, is also the number

Algebraic proof
We need to show

Let us begin by writing the left-hand side as

Getting a common denominator and simplifying, we have

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Generalization

Let and . Then

Polynomial identity ring


In mathematics, in the subfield of ring theory, a ring R is a polynomial identity ring if
there is, for some N > 0, an element P other than 0 of the free algebra, Z<X1, X2, ..., XN>,
over the ring of integers in N variables X1, X2, ..., XN such that for all N-tuples r1, r2, ..., rN
taken from R it happens that

Strictly the Xi here are "non-commuting indeterminates", and so "polynomial identity" is


a slight abuse of language, since "polynomial" here stands for what is usually called a

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"non-commutative polynomial". The abbreviation PI-ring is common. More generally,
the free algebra over any ring S may be used, and gives the concept of PI-algebra.

If the degree of the polynomial P is defined in the usual way, the polynomial P is called
monic if at least one of its terms of highest degree has coefficient equal to 1. The PI-rings
are usually taken as close generalizations of commutative rings. If the ring has char-
acteristic p different from zero then it satisfies the polynomial pX = 0. To exclude these
examples, sometimes it is defined that PI-rings must satisfy a monic polynomial identity.

Examples
• For example if R is a commutative ring it is a PI-ring: this is true with

P(X1, X2) = X1X2 − X2X1.

• A major role is played in the theory by the standard identity sN, of length N,
which generalises the example given for commutative rings (N = 2). It derives
from the Leibniz formula for determinants

by replacing each product in the summand by the product of the Xi in the order
given by the permutation σ. In other words each of the N! orders is summed, and
the coefficient is 1 or −1 according to the signature.
The k×k matrix ring over any commutative ring satisfies a standard identity; the
Amitsur–Levitzki theorem states that it satisfies s2k. The degree of this identity is
optimal since the matrix ring can not satisfy any monic polynomial of degree less
than 2k.

• Given a field k of characteristic zero, take R to be the exterior algebra over a


countably infinite-dimensional vector space with basis e1, e2, e3, ... Then R is
generated by the elements of this basis and

eiej = −ejei.
This ring does not satisfy sN for any N and therefore can not be embedded in any
matrix ring. In fact sN(e1,e2,...,eN) = N!e1e2...eN ≠ 0. On the other hand it is a PI-
ring since it satisfies [[x, y], z] := xyz − xzz − zxy + zyz = 0. It is enough to check
this for monomials in the e's. Now, a monomial of even degree commutes with
every element. Therefore if either x or y is a monomial of even degree
[x, y] := xy − yx = 0. If both are of odd degree then [x, y] = xy − yx = 2xy has even
degree and therefore commutes with z, i.e. [[x, y], z] = 0.

Properties
• Any subring or homomorphic image of a PI-ring is a PI-ring.

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• A finite direct product of PI-rings is a PI-ring.
• A direct product of PI-rings, satisfying the same identity, is a PI-ring.
• It can always be assumed that the identity that the PI-ring satisfies is multilinear.
• If a ring is finitely generated by n elements as a module over its center then it
satisfies every alternating multilinear polynomial of degree larger than n. In
particular it satisfies sN for N > n and therefore it is a PI-ring.
• If R and S are PI-rings then their tensor product over the integers, , is
also a PI-ring.

PI-rings as generalizations of commutative rings


Among noncommutative rings, PI-rings satisfy the Köthe conjecture. Affine PI-algebras
over a field satisfy the Kurosh conjecture, the Nullstellensatz and the catenary property
for prime ideals.

If R is a PI-ring and K is a subring of its center such that R is integral over K then the
going up and going down properties for prime ideals of R and K are satisfied. Also the
lying over property (If p is a prime ideal of K then there is a prime ideal P of R such that
) and the incomparability property (If P and Q are prime ideals of R and
then ) are satisfied.

The set of identities a PI-ring satisfies


If F := Z<X1, X2, ..., XN> is the free algebra in N variables and R is a PI-ring satisfying the
polynomial P in N variables, then P is in the kernel of any homomorphism

τ:F R.

An ideal I of F is called T-ideal if for every endomorphism f of F.

Given a PI-ring, R, the set of all polynomial identities it satisfies is an ideal but even
more it is a T-ideal. Conversely, if I is a T-ideal of F then F/I is a PI-ring satisfying all
identities in I. It is assumed that I contains monic polynomials when PI-rings are required
to satisfy monic polynomial identities.

q-Vandermonde identity
In mathematics, in the field of combinatorics, the q-Vandermonde identity is the q-
analogue of the Chu-Vandermonde identity

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The proof follows from observing the q-binomial identity with q-commuting operators
(namely BA = qAB).

Other conventions
In the conventions common in applications to quantum groups, where a different q-
binomial coefficient is used, which is symmetric under exchanging q and q − 1. Denoting
it by B(n,k;q) the q-Vandermonde identity reads

Proof
Assume that A and B are operators that q-commute:

Then:

This makes use of the fact that

Now, consider the coefficient of in this expression. This gives

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Now, from the q-binomial theory, we recognize that
And thus, the coefficient of is

Combining the results gives

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Chapter-10

Pythagorean Trigonometric Identity

The Pythagorean trigonometric identity is a trigonometric identity expressing the


Pythagorean theorem in terms of trigonometric functions. Along with the sum-of-angles
formulae, it is the basic relation among the sine and cosine functions, from which all
others may be derived.

Statement of the identity


Mathematically, the Pythagorean identity states:

(Note that sin2 θ means (sin θ)2). This relation between sine and cosine is sometimes
called the fundamental Pythagorean trigonometric identity.

If the length of the hypotenuse of a right triangle is 1, then the lengths of the legs are the
sine and cosine of one of the angles. Therefore, this trigonometric identity follows from
the Pythagorean theorem.

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Proofs and their relationships to the Pythagorean theorem

Similar right triangles showing sine and cosine of angle θ

Proof based on right-angle triangles

Any similar triangles have the property that if we select the same angle in all them, the
ratio of the two sides defining the angle is the same regardless of which similar triangle is
selected, regardless of its actual size: the ratios depend upon the three angles, not the
lengths of the sides. Thus for either of the similar right triangles in the figure, the ratio of
its horizontal side to its hypotenuse is the same, namely cos θ.

The elementary definitions of the sine and cosine functions in terms of the sides of a right
triangle are:

The Pythagorean identity follows by squaring both definitions above, and adding; the
left-hand side of the identity then becomes

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which by the Pythagorean theorem is equal to 1. Note, however, that this definition is
valid only for angles between 0 and π/2 radians (not inclusive) and therefore this
argument does not prove the identity for all angles. Values of 0 and π/2 are trivially
proven by direct evaluation of sin and cos at those angles.

To complete the proof, the identities found at Trigonometric symmetry, shifts, and
periodicity may be employed. By the periodicity identities we can say if the formula is
true for −π < θ ≤ π then it is true for all real θ. Next we prove the range π/2 < θ ≤ π, to do
this we let t = θ − π/2, t will now be in the range 0 < t ≤ π/2. We can then make use of
squared versions of some basic shift identities (squaring conveniently removes the minus
signs):

All that remains is to prove it for −π < θ < 0; this can be done by squaring the symmetry
identities to get

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Related identities

Similar right triangles illustrating the tangent and secant trigonometric functions.

The identities

and

are also called Pythagorean trigonometric identities. If one leg of a right triangle has
length 1, then the tangent of the angle adjacent to that leg is the length of the other leg,
and the secant of the angle is the length of the hypotenuse.

and:

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In this way, this trigonometric identity involving the tangent and the secant follows from
the Pythagorean theorem. The angle opposite the leg of length 1 (this angle can be
labeled φ = π/2 − θ) has cotangent equal to the length of the other leg, and cosecant equal
to the length of the hypotenuse. In that way, this trigonometric identity involving the
cotangent and the cosecant also follows from the Pythagorean theorem.

Tabulation of derivations

Another way of thinking about the other identities is to derive them from the original
identity. The following table shows how this is done by dividing each element of the
original Pythagorean Identity by a common divisor.

Derived Identity
Original Identity Divisor Divisor Equation Derived Identity
(Alternate)

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Proof using the unit circle

Point P(x,y) on the circle of unit radius at an obtuse angle θ > π/2

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Sine function on unit circle (top) and its graph (bottom)

The unit circle centered at the origin in the Euclidean plane is defined by the equation:

Given an angle θ, there is a unique point P on the unit circle at an angle θ from the x-axis,
and the x- and y-coordinates of P are:

Consequently, from the equation for the unit circle:

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the Pythagorean identity.

In the figure, the point P has a negative x-coordinate, and is appropriately given by x =
cosθ, which is a negative number: cosθ = −cos(π−θ ). Point P has a positive y-coordinate,
and sinθ = sin(π−θ ) > 0. As θ increases from zero to the full circle θ = 2π, the sine and
cosine change signs in the various quadrants to keep x and y with the correct signs. The
figure shows how the sign of the sine function varies as the angle changes quadrant.

Because the x- and y-axes are perpendicular, this Pythagorean identity is actually
equivalent to the Pythagorean theorem for triangles with hypotenuse of length 1 (which is
in turn equivalent to the full Pythagorean theorem by applying a similar-triangles argu-
ment).

Proof using power series

The trigonometric functions may also be defined using power series, namely (for x an
angle measured in radians):

Using the formal multiplication law for power series at Multiplication and division of
power series (suitably modified to account for the form of the series here) we obtain

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Note that in the expression for sin2, n must be at least 1, while in the expression for cos2,
the constant term is equal to 1. The remaining terms of their sum are (with common
factors removed)

by the binomial theorem. Consequently,

which is the Pythagorean trigonometric identity.

The Pythagorean theorem is not closely related to the Pythagorean identity when the
trigonometric functions are defined in this way; instead, in combination with the theorem,
the identity now shows that these power series parameterize the unit circle, which we
used in the previous section. Note that this definition actually constructs the sin and cos
functions in a rigorous fashion and proves that they are differentiable, so that in fact it
subsumes the previous two.

Proof using the differential equation

Sine and Cosine can be defined as the two solutions to the differential equation:

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satisfying respectively y(0) = 0, y′(0) = 1 and y(0) = 1, y′(0) = 0. It follows from the
theory of ordinary differential equations that the first solution, sine, has the second,
cosine, as its derivative, and it follows from this that the derivative of cosine is the
negative of the sine. The identity is equivalent to the assertion that the function

is constant and equal to 1. Differentiating using the chain rule gives:

so z is constant. A calculation confirms that z(0) = 1, and z is a constant so z = 1 for all x,


so the Pythagorean identity is established.

This proof of the identity has no direct connection with Euclid's demonstration of the
Pythagorean theorem.

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Chapter-11

Squared Triangular Number, Tangent half-


angle Formula and Vandermonde's Identity

Squared triangular number

Visual demonstration that the square of a triangular number equals a sum of cubes.

In number theory, the sum of the first n cubes is the square of the nth triangular number.
That is,

This identity is sometimes called Nicomachus's theorem.

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History
Stroeker (1995), writing about Nicomachus's theorem, claims that "every student of
number theory surely must have marveled at this miraculous fact". While Stroeker's
statement may perhaps be a poetic exaggeration, it is true that many mathematicians have
studied this equality and have proven it in many different ways. Pengelley (2002) finds
references to the identity in several ancient mathematical texts: the works of Nicomachus
in what is now Jordan in the first century CE, Aryabhata in India in the fifth century, and
Al-Karaji circa 1000 in Persia. Bressoud (2004) mentions several additional early mathe-
matical works on this formula, by Alchabitius (tenth century Arabia), Gersonides (circa
1300 France), and Nilakantha Somayaji (circa 1500 India); he reproduces Nilakantha's
visual proof.

Numeric values; geometric and probabilistic interpretation


The sequence of squared triangular numbers is

0, 1, 9, 36, 100, 225, 441, 784, 1296, 2025, 3025, 4356, 6084, 8281, ... (sequence
A000537 in OEIS).

These numbers can be viewed as figurate numbers, a four-dimensional hyperpyramidal


generalization of the triangular numbers and square pyramidal numbers.

As Stein (1971) observes, these numbers also count the number of rectangles with
horizontal and vertical sides formed in an n×n grid. For instance, the points of a 4×4 grid
can form 36 different rectangles. The number of squares in a square grid is similarly
counted by the square pyramidal numbers.

The identity also admits a natural probabilistic interpretation as follows. Let X,Y,Z,W be
four integer numbers independently and uniformly chosen at random between 1 and n.
Then, the probability that W be not less than any other is equal to the probability that both
Y be not less than X and W be not less than Z, that is,
Indeed, these probabilities are respectively the
left and right sides of the Nichomacus identity, normalized over n4.

Proofs
Wheatstone (1854) gives a particularly simple derivation, by expanding each cube in the
sum into a set of consecutive odd numbers:

1 + 8 + 27 + 64 + 125 + ...
= (1) + (3 + 5) + (7 + 9 + 11) + (13 + 15 + 17 + 19) + (21 + 23 + 25 + 27 + 29) +
...
= 1 + 3 + 5 + 7 + 9 + 11 + 13 + 15 + 17 + 19 + 21 + 23 + 25 + 27 + 29 ...

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The sum of any set of consecutive odd numbers starting from 1 is a square, and the
quantity that is squared is the count of odd numbers in the sum. The latter is easily seen
to be a count of the form 1+2+3+4+...+n.

In the more recent mathematical literature, Stein (1971) uses the rectangle-counting
interpretation of these numbers to form a geometric proof of the identity; he observes that
it may also be proved easily (but uninformatively) by induction, and states that Toeplitz
(1963) provides "an interesting old Arabic proof". Kanim (2004) provides a purely visual
proof, Benjamin and Orrison (2002) provide two additional proofs, and Nelsen (1993)
gives seven geometric proofs.

Generalizations
A similar result to Nicomachus's theorem holds for all power sums, namely that odd
power sums (sums of odd powers) are a polynomial in triangular numbers. These are
called Faulhaber polynomials, of which the sum of cubes is the simplest and most elegant
example.

Stroeker (1995) studies more general conditions under which the sum of a consecutive
sequence of cubes forms a square. Garrett and Hummel (2004) and Warnaar (2004) study
polynomial analogues of the square triangular number formula, in which series of
polynomials add to the square of another polynomial.

Tangent half-angle formula


In trigonometry, the tangent half-angle formulas relate the tangent of one half on an
angle to trigonometric functions of the entire angle, as follows:

Variations on this theme include the following identities:

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A geometric proof

Geometry of the tangent half-angle formula

The Weierstrass substitution


In various applications of trigonometry, it is useful to rewrite the trigonometric functions
(such as sine and cosine) in terms of rational functions of a new variable t. These
identities are known collectively as the tangent half-angle formulae because of the
definition of t. These identities can be useful in calculus for converting rational functions
in sine and cosine to functions of t in order to find their antiderivatives.

Technically, the existence of the tangent half-angle formulae stems from the fact that the
circle is an algebraic curve of genus 0. One then expects that the 'circular functions'
should be reducible to rational functions.

Geometrically, the construction goes like this: for any point (cos φ, sin φ) on the unit
circle, draw the line passing through it and the point (−1,0). This point crosses the y-axis
at some point y = t. One can show using simple geometry that t = tan(φ/2). The equation
for the drawn line is y = (1 + x)t. The equation for the intersection of the line and circle is
then a quadratic equation involving t. The two solutions to this equation are (−1, 0) and
(cos φ, sin φ). This allows us to write the latter as rational functions of t (solutions are
given below).

Note also that the parameter t represents the stereographic projection of the point
(cos φ, sin φ) onto the y-axis with the center of projection at (−1,0). Thus, the tangent
half-angle formulae give conversions between the stereographic coordinate t on the unit
circle and the standard angular coordinate φ.

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Then we have

and

By eliminating phi between the directly above and the initial definition of t, one arrives at
the following useful relationship for the arctangent in terms of the natural logarithm

In calculus, the Weierstrass substitution is used to find antiderivatives of rational func-


tions of sin(φ) and cos(φ). After setting

This implies that

and therefore

Hyperbolic identities
One can play an entirely analogous game with the hyperbolic functions. A point on (the
right branch of) a hyperbola is given by (cosh θ, sinh θ). Projecting this onto y-axis from
the center (−1, 0) gives the following:

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with the identities

and

The use of this substitution for finding antiderivatives was introduced by Karl
Weierstrass.

Finding θ in terms of t leads to following relationship between the hyperbolic arctangent


and the natural logarithm:

The Gudermannian function

Comparing the hyperbolic identities to the circular ones, one notices that they involve the
same functions of t, just permuted. If we identify the parameter t in both cases we arrive
at a relationship between the circular functions and the hyperbolic ones. That is, if

then

The function gd(θ) is called the Gudermannian function. The Gudermannian function
gives a direct relationship between the circular functions and the hyperbolic ones that

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does not involve complex numbers. The above descriptions of the tangent half-angle
formulae (projection the unit circle and standard hyperbola onto the y-axis) give a
geometric interpretation of this function.

Vandermonde's identity
In combinatorics, Vandermonde's identity, or Vandermonde's convolution, named
after Alexandre-Théophile Vandermonde (1772), states that

for binomial coefficients. This identity was given already in 1303 by the Chinese mathe-
matician Zhu Shijie (Chu Shi-Chieh).

There is a q-analog to this theorem called the q-Vandermonde identity.

Algebraic proof
In general, the product of two polynomials with degrees m and n, respectively, is given
by

where we use the convention that ai = 0 for all integers i > m and bj = 0 for all integers
j > n. By the binomial theorem,

Using the binomial theorem also for the exponents m and n, and then the above formula
for the product of polynomials, we obtain

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where the above convention for the coefficients of the polynomials agrees with the
definition of the binomial coefficients, because both give zero for all i > m and j > n,
respectively.

By comparing coefficients of xr, Vandermonde's identity follows for all integers r with
0 ≤ r ≤ m + n. For larger integers r, both sides of Vandermonde's identity are zero due to
the definition of binomial coefficients.

Combinatorial proof
Vandermonde's identity also admits a more combinatorics-flavored double counting
proof, as follows. Suppose a committee in the US Senate consists of m Democrats and n
Republicans. In how many ways can a subcommittee of r members be formed? The
answer is of course

But on the other hand, the answer is the sum over all possible values of k, of the number
of subcommittees consisting of k Democrats and r − k Republicans.

Generalized Vandermonde's identity


If in the algebraic derivation above more than two polynomials are used, it results in the
generalized Vandermonde's identity. For y + 1 polynomials:

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The hypergeometric probability distribution
When both sides have been divided by the expression on the left, so that the sum is 1,
then the terms of the sum may be interpreted as probabilities. The resulting probability
distribution is the hypergeometric distribution. That is the probability distribution of the
number of red marbles in r draws without replacement from an urn containing n red and
m blue marbles.

Chu–Vandermonde identity

The identity generalizes to non-integer arguments. In this case, it is known as the Chu–
Vandermonde identity and takes the form

for general complex-valued s and t and any non-negative integer n. This identity may be
re-written in terms of the falling Pochhammer symbols as

in which form it is clearly recognizable as an umbral variant of the binomial theorem.


The Chu–Vandermonde identity can also be seen to be a special case of Gauss's
hypergeometric theorem, which states that

where is the hypergeometric function and Γ(n + 1) = n! is the gamma function. One
regains the Chu–Vandermonde identity by taking a = −n and applying the identity

liberally.

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Chapter-12

Vector Calculus Identities

The following identities are important in vector calculus:

Single operators (summary)


This section explicitly lists what some symbols mean for clarity.

Divergence

Divergence of a vector field


For a vector field , divergence is generally written as

and is a scalar.

Divergence of a tensor
For a second order tensor , divergence is generally written as

and is a vector.

More generally speaking, the divergence of a tensor of order n is a contraction to a tensor


of order n-1.

Curl

For a vector field , curl is generally written as:

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and is a vector field.

Gradient

Gradient of a vector field


For a vector field , gradient is generally written as:

and is a tensor.

Gradient of a scalar field


For a scalar field, ψ, the gradient is generally written as

and is a vector.

Combinations of multiple operators


Curl of the gradient

The curl of the gradient of any scalar field is always the zero vector:

One way to establish this identity is to use three-dimensional Cartesian coordinates.


According to curl,

where the right hand side is a determinant, and i, j, k are unit vectors pointing in the
positive axes directions, and ∂x = ∂ / ∂ x etc. For example, the x-component of the above
equation is:

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where the left-hand side equals zero due to the equality of mixed partial derivatives.

Divergence of the curl

The divergence of the curl of any vector field A is always zero:

Divergence of the gradient

The Laplacian of a scalar field is defined as the divergence of the gradient:

Note that the result is a scalar quantity.

Curl of the curl

Here, ∇2 is the vector Laplacian operating on the vector field A.

Properties
Distributive property

Vector dot product

In simpler form, using Feynman subscript notation:

where the notation ∇A means the subscripted gradient operates on only the factor A.

A less general but similar idea is used in geometric algebra where the so-called Hestenes
overdot notation is employed. The above identity is then expressed as:

where overdots define the scope of the vector derivative. In the first term it is only the
first (dotted) factor that is differentiated, while the second is held constant. Likewise, in

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the second term it is the second (dotted) factor that is differentiated, and the first is held
constant.

As a special case, when A = B:

Vector cross product

where the Feynman subscript notation ∇B means the subscripted gradient operates on
only the factor B. In overdot notation, explained above:

Product of a scalar and a vector

Product rule for the gradient

The gradient of the product of two scalar fields ψ and φ follows the same form as the
product rule in single variable calculus.

Summary of all identities


Addition and multiplication





• (
scalar triple product)
• (vector triple product)

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Differentiation

DCG chart: A simple chart depicting all rules pertaining to second derivatives. D, C, G, L
and CC stand for divergence, curl, gradient, Laplacian and curl of curl, respectively.
Arrows indicate existence of second derivatives. Blue circle in the middle represents curl
of curl, whereas the other two red circles(dashed) mean that DD and GG do not exist.












• (scalar Laplacian)
• (vector Laplacian)

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Integration

• (Divergence theorem)

• (Green's first
identity)

• (Gr
een's second identity)

• (Stokes' theorem)

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