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Mechanical Identities by Malachi Rutherford
Mechanical Identities by Malachi Rutherford
Mechanical Identities by Malachi Rutherford
ISBN 978-1-283-49630-8
Published by:
Research World
48 West 48 Street, Suite 1116,
New York, NY 10036, United States
Email: info@wtbooks.com
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Table of Contents
Introduction
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Introduction
• 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
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
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.
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.
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:
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: .
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:
Using
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:
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.
Eij
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.
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.
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
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 :
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.
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 summands are indexed by the Young diagrams D, and representations ρD are
mutually non-isomorphic. And diagram D determine D' and vice versa.
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.
Combinatorial proof can be found in the paper, another proof and amusing gene-
ralizations in the paper.
Then
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).
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.
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).
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
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.
The original Capelli identity is a statement about determinants. Later, analogous iden-
tities were found for permanents, immanants and traces.
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
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 .
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)
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.
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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,
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.
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
and also
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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.
where Δ is the Laplace operator, is the boundary of region U and n is the outward
pointing unit normal of surface element dS.
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For the special case of ε = 1 all across U in R3 then:
Green's third identity derives from the second identity by choosing , where G is a
fundamental solution of the Laplace equation. This means that:
Green's third identity states that if ψ is a function that is twice continuously differentiable
on U, then
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
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
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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:
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.
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Euler's identity
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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.
where
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:
Furthermore, in algebra and other areas of mathematics, equations are commonly written
with zero on one side of the equals sign.
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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
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
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:
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:
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.
The Jacobi Triple Product also allows the Jacobi theta function to be written as an infinite
product as follows:
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:
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
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.
Differentiation is linear
In other words, the derivative of the function h(x) = a f(x) + b g(x) with respect to x is
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• The subtraction rule
In other words, the derivative of the function h(x) = f(x) * g(x) with respect to x is
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
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• Constant rule: if f is the constant function f(x) = c, for any number c, then for all x
Combining this rule with the linearity of the derivative permits the computation of the
derivative of any polynomial.
For any (nonvanishing) function f, the derivative of the function 1/f (equal at x to 1/f(x))
is
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
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Further rules of differentiation
The quotient rule
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.
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,
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.
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
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Derivatives of hyperbolic functions
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
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Expanding by the cosine addition formula:
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Chapter-5
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.
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satisfies the relation
Remarks
Differentiating the Wronskian using the product rule gives (writing W for W(y1,y2) and
omitting the argument x for brevity)
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
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
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.
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:
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 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
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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.
Moreover, dividing the second identity by the first, the following identity is evident:
Proof
Recall the double angle formula for the sine function
It follows that
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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,
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Chapter-6
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
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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.
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):
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,
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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).
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
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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
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,
Since the matrix-valued solution Φ satisfies the equation Φ' = AΦ, we have for every
entry of the matrix Φ'
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.
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
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Chapter-7
Newton's Identities
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
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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
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
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.
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.
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
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
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.
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+….
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.
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.
One can obtain the k-th Newton identity in k variables by substitution into
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.
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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.
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
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.
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:
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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.
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
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
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
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:
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
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 .
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.
If V is a real vector space, then the inner product is defined by the polarization identity
If V is a complex vector space the inner product is given by the polarization identity:
where i = √(−1) .
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
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,
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:
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.
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.
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 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:
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Chapter-9
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
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
We conclude that the numbers of ways to get a k-subset from the n-set, which we know is
Algebraic proof
We need to show
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Generalization
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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
• 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.
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.
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.
τ:F R.
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:
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Now, from the q-binomial theory, we recognize that
And thus, the coefficient of is
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Chapter-10
(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
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:
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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).
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)
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.
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
This proof of the identity has no direct connection with Euclid's demonstration of the
Pythagorean theorem.
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Chapter-11
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,
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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.
0, 1, 9, 36, 100, 225, 441, 784, 1296, 2025, 3025, 4356, 6084, 8281, ... (sequence
A000537 in OEIS).
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.
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A geometric proof
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
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.
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).
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.
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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
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
Divergence
and is a scalar.
Divergence of a tensor
For a second order tensor , divergence is generally written as
and is a vector.
Curl
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and is a vector field.
Gradient
and is a tensor.
and is a vector.
The curl of the gradient of any scalar field is always the zero vector:
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.
Properties
Distributive property
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.
where the Feynman subscript notation ∇B means the subscripted gradient operates on
only the factor B. In overdot notation, explained above:
The gradient of the product of two scalar fields ψ and φ follows the same form as the
product rule in single variable calculus.
•
•
•
•
•
• (
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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