diff --git a/src/3_vectors_spaces.md b/src/3_vectors_spaces.md new file mode 100644 index 0000000000000000000000000000000000000000..084c9f658e26379f04e35d8c5b2a414585fcaf74 --- /dev/null +++ b/src/3_vectors_spaces.md @@ -0,0 +1,303 @@ +--- +title: Vector Spaces +--- + +# Complex numbers + +The lecture on vector spaces consists of two parts, each with their own video: + +- [Definition and basis dependence](#definition-and-basis-dependence) +- [Properties of a vector space](#properties-vector-space) + +**Total video length: xxx ** + +## Definition and basis dependence + +<iframe width="100%" height=315 src="https://www.youtube-nocookie.com/embed/fLMdaMuEp8s" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe> + +A vector $\vec{v}$ is essentially a mathematical object characterised by both + a {\bf magnitude} (the length of the vector) and a {\bf direction} (represented by the arrow), that is, an orientation in a given space. + + + + + + + + + +Some definitions: + +- For a complex number $z = a + b {{\rm i}}$, $a$ is called the *real + part*, and $b$ the *imaginary part*. + +- The *complex conjugate* $z^*$ of $z = a + b {{\rm i}}$ is defined as + $$z^* = a - b{{\rm i}},$$ i.e., taking the complex conjugate means + flipping the sign of the imaginary part. + +### Addition + + +For two complex numbers, $z_1 = a_1 + b_1 {{\rm i}}$ and +$z_2 = a_2 + b_2 {{\rm i}}$, the sum $w = z_1 + z_2$ is given as +$$w = w_1 + w_2 {{\rm i}}= (a_1 + a_2) + (b_1 + b_2) {{\rm i}}$$ where +the parentheses in the rightmost expression have been added to group the +real and the imaginary part. A consequence of this definition is that +the sum of a complex number and its complex conjugate is real: +$$z + z^* = a + b {{\rm i}}+ a - b {{\rm i}}= 2a,$$ i.e., this results +in twice the real part of $z$. Similarly, subtracting $z^*$ from $z$ +yields $$z - z^* = a + b {{\rm i}} - a + b {{\rm i}}= 2b{\rm i},$$ i.e., +twice the imaginary part of $z$ (times $\rm i$). + +### Multiplication + + +For the same two complex numbers $z_1$ and $z_2$ as above, their product +is calculated as +$$w = z_1 z_2 = (a_1 + b_1 {{\rm i}}) (a_2 + b_2 {{\rm i}}) = (a_1 a_2 - b_1 b_2) + (a_1 b_2 + a_2 b_1) {{\rm i}},$$ +where the parentheses have again be used to indicate the real and +imaginary parts. + +A consequence of this definition is that the product of a complex number +$z = a + b {{\rm i}}$ with its conjugate is real: +$$z z^* = (a+b{{\rm i}})(a-b{{\rm i}}) = a^2 + b^2.$$ The square root of +this number is the *norm* $|z|$ of $z$: +$$|z| = \sqrt{z z^*} = \sqrt{a^2 + b^2}.$$ + +### Division + +The quotient $z_1/z_2$ of two complex numbers $z_1$ and $z_2$ as above, +can be evaluated by multiplying the numerator and denominator by the +complex conjugate of $z_2$: +$$\frac{z_1}{z_2} = \frac{z_1 z_2^*}{z_2 z_2^*} = \frac{(a_1 a_2 + b_1 b_2) + (-a_1 b_2 + a_2 b_1) {{\rm i}}}{a_2^2 + b_2^2}.$$ +Check this! + +**Example** +$$\begin{align} +\frac{1 + 2{\rm i}}{1 - 2{\rm i}} &= \frac{(1 + 2{\rm i})(1 + 2{\rm i})}{1^2 + 2^2} = \frac{1+8{\rm i} -4}{5}\\ +&= -\frac{3}{5} + {\rm i} \frac{8}{5} +\end{align}$$ + +### Visualization: the complex plane + +Complex numbers can be rendered on a two-dimensional (2D) plane, the +*complex plane*. This plane is spanned by two unit vectors, one +horizontal, which represents the real number 1, whereas the vertical +unit vector represents ${\rm i}$. + + + +Note that the norm of $z$ is the length of this vector. + +#### Addition in the complex plane + +Adding two numbers in the complex plane corresponds to adding the +horizontal and vertical components: + + + +We see that the sum is found as the diagonal of a parallelogram spanned +by the two numbers. + +## Complex functions + +<iframe width="100%" height=315 src="https://www.youtube-nocookie.com/embed/7XtR_wDSqRc" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe> + + +Real functions can (most of the times) be written in terms of a Taylor series: +$$f(x) = \sum \limits_{n=0}^{\infty} \frac{f^{(n)}(x_{0})}{n!} (x-x_{0})^{n}$$ +We can write something similar for complex functions, +when replacing the *real* variable $x$ with its *complex* counterpart $z$: +$$f(z) = \sum \limits_{n=0}^{\infty} \frac{f^{(n)}(x_{0})}{n!} (z-x_{0})^{n}$$ + +For this course, the most important function is the *complex exponential function*, at which we will have a look below. + +### The complex exponential function +The complex exponential is used *extremely often*. +It occurs in Fourier transforms and it is very convenient for doing calculations +involving cosines and sines. +It also makes doing many common operations on complex number a lot easier. + +The exponential function $f(z) = \exp(z) = e^z$ is defined as: +$$\exp(z) = e^{x + {\rm i}y} = e^{x} + e^{{\rm i} y} = e^{x} \left( \cos y + {\rm i} \sin y\right).$$ +The last expression is called the *Euler identity*. + +**Exercise** Check that this function obeys +$$\exp(z_1) \exp(z_2) = \exp(z_1 + z_2).$$ You need sum- and difference +formulas of cosine and sine. + +### The polar form + +A complex number can be represented by two real numbers, $a$ and $b$ +which represent the real and imaginary part of the complex number. An +alternative representation is a *vector* in the complex plane, whose +horizontal component is the real, and vertical component the imaginary +part. However, it is also possible to characterize that vector by its +*length* and *direction*, where the latter can be represented by the +angle the vector makes with the horizontal axis: + + + +The angle with the horizontal axis is denoted by $\varphi$, just as in +the case of polar coordinates. In the context of complex numbers, this +angle is denoted as the *argument*. We have: + +> A complex number can be represented either by its real and imaginary +> part, corresponding to the Cartesian coordinates in the complex plane, +> or by its *norm* and its *argument*, corresponding to polar +> coordinates. The norm is the length of the vector, and the argument is +> the angle it makes with the horizontal axis. + +From our previous discussion on polar coordinates we can conclude that +for a complex number $z = a + b {\rm i}$, its real and imaginary parts +can be expressed as $$a = |z| \cos\varphi$$ $$b = |z| \sin\varphi$$ The +inverse equations are $$|z| = \sqrt{a^2 + b^2}$$ +$$\varphi = \arctan(b/a)$$ for $a>0$. In general: +$$\varphi = \begin{cases} \arctan(b/a) &{\rm for ~} a>0; \\ + \pi + \arctan(b/a) & {\rm for ~} a<0 {\rm ~ and ~} b>0;\\ + -\pi + \arctan(b/a) &{\rm for ~} a<0 {\rm ~ and ~} b<0. + \end{cases}$$ + + It turns out that using this magnitude $|z|$ and phase $\varphi$, we can write any complex number as + $$z = |z| e^{{\rm i} \varphi}$$ +When increasing $\varphi$ with $2 \pi$, we make a full circle and reach the same point on the complex plane. In other words, when adding $2 \pi$ to our argument, we get the same complex number! +As a result, the argument $\varphi$ is defined up to $2 \pi$, and we are free to make any choice we like, such as +$$\begin{align} +-\pi < \varphi < \pi \textrm{ (left)} \\ +-\frac{\pi}{2} < \varphi < \frac{3 \pi}{2} \textrm{ (right)} \end{align} $$ + + + + +Some useful values of the complex exponential to know by heart are $e^{2{\rm i } \pi} = 1 $, $e^{{\rm i} \pi} = -1 $ and $e^{{\rm i} \pi/2} = {\rm i}$. +From the first expression, it also follows that +$$e^{{\rm i} (y + 2\pi n)} = e^{{\rm i}\pi} {\rm ~ for ~} n \in \mathbb{Z}$$ +As a result, $y$ is only defined up to $2\pi$. + +Furthermore, we can define the sine and cosine in terms of complex exponentials: +$$\cos(x) = \frac{e^{{\rm i} x} + e^{-{\rm i} x}}{2}$$ +$$\sin(x) = \frac{e^{{\rm i} x} - e^{-{\rm i} x}}{2}$$ + +Most operations on complex numbers are easiest when converting the complex number to its *polar form*, using the exponential. +Some operations which are common in real analysis are then easily derived for their complex counterparts: +$$z^{n} = \left(r e^{{\rm i} \varphi}\right)^{n} = r^{n} e^{{\rm i} n \varphi}$$ +$$\sqrt[n]{z} = \sqrt[n]{r e^{{\rm i} \varphi} } = \sqrt[n]{r} e^{{\rm i}\varphi/n} $$ +$$\log(z) = log \left(r e^{{\rm i} \varphi}\right) = log(r) + {\rm i} \varphi$$ +$$z_{1}z_{2} = r_{1} e^{{\rm i} \varphi_{1}} r_{2} e^{{\rm i} \varphi_{2}} = r_{1} r_{2} e^{{\rm i} (\varphi_{1} + \varphi_{2})}$$ +We see that during multiplication, the norm of the new number is the *product* of the norms of the multiplied numbers, and its argument is the *sum* of the arguments of the multiplied numbers. In the complex plane, this looks as follows: + + + +**Example** Find all solutions solving $z^4 = 1$. + +Of course, we know that $z = \pm 1$ are two solutions, but which other solutions are possible? We take a systematic approach: +$$\begin{align} z = e^{{\rm i} \varphi} & \Rightarrow z^4 = e^{4{\rm i} \varphi} = 1 \\ +& \Leftrightarrow 4 \varphi = n 2 \pi \\ +& \Leftrightarrow \varphi = 0, \varphi = \frac{\pi}{2}, \varphi = -\frac{\pi}{2}, \varphi = \pi \\ +& \Leftrightarrow z = 1, z = i, z = -i, z = -1 \end{align}$$ + +## Differentiation and integration + +<iframe width="100%" height=315 src="https://www.youtube-nocookie.com/embed/JyftSqmmVdU" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe> + + +We only consider differentiation and integration over *real* variables. We can then regard the complex ${\rm i}$ as another constant, and use our usual differentiation and integration rules: +$$\frac{d}{d\varphi} e^{{\rm i} \varphi} = e^{{\rm i} \varphi} \frac{d}{d\varphi} ({\rm i} \varphi) ={\rm i} e^{{\rm i} \varphi} .$$ +$$\int_{0}^{\pi} e^{{\rm i} \varphi} = \frac{1}{{\rm i}} \left[ e^{{\rm i} \varphi} \right]_{0}^{\pi} = -{\rm i}(-1 -1) = 2 {\rm i}$$ + +## Bonus: the complex exponential function and trigonometry + +Let us show some tricks where the simple properties of the exponential +function helps in re-deriving trigonometric identities. + +1. Take $|z_1| = |z_2| = 1$, and $\arg{(z_1)} = \varphi_1$ and + $\arg{(z_2)} = \varphi_2$. Then it is easy to see that + $z_i = \exp({\rm i} \varphi_i)$, $i=1, 2$. Then: + $$z_1 z_2 = \exp[{\rm i} (\varphi_1 + \varphi_2)].$$ The left hand + side can be written as + $$\begin{align} + z_1 z_2 & = \left[ \cos(\varphi_1) + {\rm i} \sin(\varphi_1) \right] \left[ \cos(\varphi_2) + {\rm i} \sin(\varphi_2) \right] \\ + & = \cos\varphi_1 \cos\varphi_2 - \sin\varphi_1 \sin\varphi_2 + {\rm i} \left( \cos\varphi_1 \sin\varphi_2 + + \sin\varphi_1 \cos\varphi_2 \right). + \end{align}$$ + On the other hand, the right + hand side can be written as + $$\exp[{\rm i} (\varphi_1 + \varphi_2)] = \cos(\varphi_1 + \varphi_2) + {\rm i} \sin(\varphi_1 + \varphi_2).$$ + Comparing the two expressions, equating their real and imaginary + parts, we find + $$\cos(\varphi_1 + \varphi_2) = \cos\varphi_1 \cos\varphi_2 - \sin\varphi_1 \sin\varphi_2;$$ + $$\sin(\varphi_1 + \varphi_2) = \cos\varphi_1 \sin\varphi_2 + + \sin\varphi_1 \cos\varphi_2.$$ Note that we used the resulting + formulas already in order to derive the properties of the + exponential function. The point is that you can use the properties + of the complex exponential to quickly find the form of gonometric + formulas which you easily forget. + +2. As a final example, consider what we can learn from the derivative + of the exponential function: + $$\frac{d}{d\varphi} \exp({\rm i} \varphi) = {\rm i} \exp({\rm i} \varphi) .$$ + Writing out the exponential in terms of cosine and sine, we see that + $$\cos'\varphi + {\rm i} \sin'\varphi = {\rm i} \cos\varphi - \sin\varphi.$$ + where the prime $'$ denotes the derivative as usual. Equating real + and imaginary parts leads to $$\cos'\varphi = - \sin\varphi;$$ + $$\sin'\varphi = \cos\varphi.$$ + +## Summary + +- A complex number $z$ has the form $$z = a + b \rm i$$ where $a$ and + $b$ are both real, and $\rm i^2 = 1$. The real number $a$ is called + the *real part* of $z$ and $b$ is the *imaginary part*. Two complex + numbers can be added, subtracted and multiplied straightforwardly. + The quotient of two complex numbers $z_1=a_1 + \rm i b_1$ and + $z_2=a_2 + \rm i b_2$ is + $$\frac{z_1}{z_2} = \frac{z_1 z_2^*}{z_2 z_2^*} = \frac{(a_1 a_2 + b_1 b_2) + (-a_1 b_2 + a_2 b_1) {{\rm i}}}{a_2^2 + b_2^2}.$$ + +- Complex numbers can also be characterised by their *norm* + $|z|=\sqrt{a^2+b^2}$ and *argument* $\varphi$. These coordinates + correspond to polar coordinates in the complex plane. For a complex + number $z = a + b {\rm i}$, its real and imaginary parts can be + expressed as $$a = |z| \cos\varphi$$ $$b = |z| \sin\varphi$$ The + inverse equations are $$|z| = \sqrt{a^2 + b^2}$$ + $$\varphi = \begin{cases} \arctan(b/a) &{\rm for ~} a>0; \\ + \pi + \arctan(b/a) & {\rm for ~} a<0 {\rm ~ and ~} b>0;\\ + -\pi + \arctan(b/a) &{\rm ~ for ~} a<0 {\rm ~ and ~} b<0. + \end{cases}$$ + The complex number itself then becomes + $$z = |z| e^{{\rm i} \varphi}$$ + +- The most important complex function for us is the complex exponential function, which simplifies many operations on complex numbers + $$\exp(z) = e^{x + {\rm i}y} = e^{x} \left( \cos y + {\rm i} \sin y\right).$$ + where $y$ is defined up to $2 \pi$. + The $\sin$ and $\cos$ can be rewritten in terms of this complex exponential as + $$\cos(x) = \frac{e^{{\rm i} x} + e^{-{\rm i} x}}{2}$$ + $$\sin(x) = \frac{e^{{\rm i} x} - e^{-{\rm i} x}}{2}$$ + Because we only consider *differentiation* and *integration* over *real variables*, the usual rules apply: + $$\frac{d}{d\varphi} e^{{\rm i} \varphi} = e^{{\rm i} \varphi} \frac{d}{d\varphi} ({\rm i} \varphi) ={\rm i} e^{{\rm i} \varphi} .$$ + $$\int_{0}^{\pi} e^{{\rm i} \varphi} = \frac{1}{{\rm i}} \left[ e^{{\rm i} \varphi} \right]_{0}^{\pi} = -{\rm i}(-1 -1) = 2 {\rm i}$$ + +## Problems + +1. [:grinning:] Given $a=1+2\rm i$ and $b=-3+4\rm i$, calculate and draw in the + complex plane the numbers $a+b$, $ab$, and $b/a$. + +2. [:grinning:] Evaluate (a) $\rm i^{1/4}$, (b) + $\left(1+\rm i \sqrt{3}\right)^{1/2}$, (c) $\exp(2\rm i^3)$. + +3. [:grinning:] Find the three 3rd roots of $1$ and ${\rm i}$ (i.e. all possible solutions to the equations $x^3 = 1$ and $x^3 = {\rm i}$, respectively). + +4. [:grinning:] (a) Find the real and imaginary part of + $$ \frac{1+ {\rm i}}{2+3{\rm i}}$$ + (b) Evaluate $$\left| \frac{a+b\rm i}{a-b\rm i} \right|$$ + for real $a$ and $b$. + +5. [:sweat:] For any given complex number $z$, we can take the inverse $\frac{1}{z}$. Visualize taking the inverse in the complex plane. What geomtric operation does taking the inverse correspond to? (Hint: first consider what geometric operation $\frac{1}{z^*}$ corresponds to.) + +6. [:grinning:] Compute (a) + $$\frac{d}{dt} e^{{\rm i} (kx-\omega t)},$$ + and (b) calculate the real part of + $$\int_0^\infty e^{-\gamma t +\rm i \omega t} dt$$($k$, $x$, $\omega$, $t$ and + $\gamma$ are real; $\gamma$ is positive). + +7. [:smirk:] Compute + $$\int_{0}^{\pi}\cos(x)\sin(2x)dx$$ + by making use of the Euler identity. diff --git a/src/vectors_spaces.md b/src/vectors_spaces.md deleted file mode 100644 index 9daeafb9864cf43055ae93beb0afd6c7d144bfa4..0000000000000000000000000000000000000000 --- a/src/vectors_spaces.md +++ /dev/null @@ -1 +0,0 @@ -test