Properties of XXX Complex
Properties of XXX Complex
Knill
The shortest path between two truths in the real domain passes through the complex domain.
Jacques Hadamard (1865-1963)
THE SYMBOL I. Introducing the symbol i =
1 and extending
all usual calculation rules using i
2
= 1 leads to the algebra of
complex numbers z = a+ib. For example, z = 1712i is a complex
number. Real numbers like z = 3.2 are considered complex numbers
too. The mathematican Johann Carl Friedrich Gauss (1777-1855)
was one of the rst to use complex numbers seriously in his research
even so in as late as 1825 still claimed that the true metaphysics
of the square root of -1 is elusive.
EULER FORMULA. The identity
cos() + i sin() = e
i
can be seen by staring at the power series cos(x) = 1x
2
/2!+x
4
/4!
.., sin(x) = x x
3
/3! +x
5
/5!... and e
x
= 1 +x +x
2
/2! +x
3
/3! +....
If you should have dened sin(x) = (e
x
e
x
)/(2i), cos(x) = (e
x
+
e
x
)/2, the proof of the Euler formula is obvious.
POLAR REPRESENTATION. Because complex num-
bers z = x + iy can be realized as vectors (x, y) in
the plane, we can represent them in polar coordinates
z = x + iy = r cos() + ir sin(). Eulers formula gives
z = re
i
. The plane is also called the complex plane
or the Gauss plane.
x
y
z=x+i y
0
|z|
arg(z)
ADDITION. z = x + iy, w = u + iv z + w = (x + u) +
i(u +v). Adding w = u +iv to z is called subtraction
and denoted by z w. In the Gauss plane, addition can
be done by drawing the parallelogram spanned by the
vectors (x, y) and (u, v) to get the vector (x+u, y +v).
Examples: (5 + 7i) + (3 4i) = 2 + 3i.
(3 + i) (2 + i) = 1.
x
y
z=x+i y
w=u+i v
0
z+w
MULTIPLICATION. With z = x + iy and w = u + iv
dene zw = (xuyv)+i(xv uy). Because multiplying
z = re
i
and with w = se
i
gives zw = rse
i(+)
, we see
that the length of the product |zw| is the product of the
lengths |z||w| of the z and w and that the polar angle
+ of zw is the sum of the polar angles and of z
and w.
Examples: (3 + 2i)(1 i) = 5 i.
(1 + i)
2
= 2i.
x
y
z=x+i y
w=u+i v
0
z w
DE MOIVRE MAGIC. With z = e
i
, we have z
n
= e
in
and so
(cos() + i sin())
n
= e
in
Writing out the real and imaginary part leads to interesting
identities. For example, for n = 3, we get
cos(3) + i sin(3) = (cos() + i sin())
3
=
cos
3
() 3 cos() sin
2
() + i (3 cos
2
() sin() sin
3
()) .
Comparing real and imaginary parts gives identities which would
be harder to derive without this magical stunt.
AN AMAZING FORMULA.
1 + e
i
= 0
combines the constants 0, 1, e, in a wonderful way. It is consid-
ered one of the 5 most beautiful formulas in mathematics. Richard
Feynmann called it as a 15 year old
the most remarkable formula in math.
In the book of E. Kasner and J. Newman, Mathematics and the
Imagination, Benjamin Peirce is quoted after proving this formula
here in front of a Harvard class:
Gentlemen, that is surely true, it is absolutely paradoxi-
cal; we cannot understand it, and we dont know what it
means. But we have proved it, and therefore, we know it
is the truth.
We can only repeat that statement modifying the start of the sen-
tence to Ladies and Gentlemen of course.
COMPLEX CONJUGATE.
The complex conjugate of z = x + iy is z = x iy.
Example: 3 + 4i = 3 4i.
Example: 3 + 6i = 3 6i.
ABSOLUTE VALUE |z| of a complex number z = x+iy
is
x
2
+ y
2
. We can also write |z|
2
= zz. The absolute
value is also called the modulus.
Example: |1 + 2i| =
1
2
+ 2
2
=
5.
x
y
z=x+i y
w=u-i v
0
DIVISION. With z = x + iy and w = u + iv, we have
z/w = zw/ww = zw/|w|
2
= (xu + yv)/(u
2
+ v
2
) +
i(xv uy)/(u
2
+ v
2
).
Examples: 1/i = i.
1/(1 + i) = (1 i)/
2.
x
y
z=x+i y
w=1/(x+i y)
0
REAL EXP.
The graph of the real function exp is monotone
and above the x axes. Because exp
(x) = exp(x)
the slope of the graph grows exponentially too.
REAL LOG.
The graph of the real function log is monotone
too and dened only on the positive x-axes. Since
log
2/4
= e
2
2/4
(cos(
2/4) + i sin(
2/4)).
EXP AND LOG RULES. The usual rules for exp and log carry over to the complex:
exp(z + w) = exp(z) exp(w)
(e
z
)
w
= e
zw
.
log(zw) = log(z) log(w)
log(z
w
) = wlog(z)
Examples: (e
1+i
e
1i
)
2i
= (e
2
)
(2i)
= e
(42i)
= e
4
e
2i
= e
4
cos(2) ie
4
sin(2).
log((3 + 4i)
(1i)
) = (1 i) log(3 + 4i) = (1 i)(5 + iarctan(
4
3
)).
MORE EXAMPLES AND A MYSTERIOUS FORMULA.
log(i) = log |i| + iarg(i) = i/2.
i
i
= e
i log(i)
= e
i(i/2)
= e
/2
.
(1)
i
= e
.
The last two examples are remarkable! The second formula implies
= log(i)
2
i
. To cite Harvards Benjamin Peirce (1809-1880) again:
he called it a mysterious formula.
By the way: the third formula can be used to show that e
is transcendental, which means that it is not the root of a polynomial with integer
coecients, a problem posed by David Hilbert in 1900 which he thought to be more dicult than the Riemann Hypothesis but which was solved by
the Russian mathematician Gelfond in 1929.
SQUARE ROOT. z = re
i
has the square root w =
re
i/2
. But since z = re
2i
also, we have an other
root
re
i/2+
= w. Indeed both w and w satisfy
w
2
= 1. We see that any complex number dierent
from 0 has exactly two square roots and that the sum
of these two roots is zero.
x
y z=x+i y
w1
w2
0
EXAMPLES. For z = 3 + 4i, one has z = 5e
i
with = arctan(4/3) and so
z =
5e
i/2
.
N-TH ROOTS. z
n
= w = r
i
has the solutions z =
w
1/n
= r
1/n
e
i/n+k2/n
. All these solutions are located
on a circle of radius |z|
1/n
.
Examples: The fourth roots of 1 are the com-
plex numbers 1, i, 1, i.
The third roots of 8i are the complex num-
bers 2e
i/12
, 2e
i5/12
, 2e
i9/12
.
EXAMPLE. For z = i, nd all the 5th roots. The so-
lutions are z
k
= e
i/2+k/5
, where k = 0, 1, 2, 3, 4. The
points are located on a regular pentagon. The length of
a side is |z
1
z
2
|. The length of a diagonal is |z
1
z
3
|.
We can compute that the ratio of the diagonal length
and the side length is the golden ratio (
5+1)/2, one
of the most remarkable numbers in mathematics. This
is why the pentagon often appears in magic. An example
is the book The amulet of Samarkand by Jonathan Stroud, I just read.
TRIGONOMETRIC IDENTITIES. More trigonometric identities can be derived similarly to
the de Moivre magic: the Euler formula e
ix
= cos(x) + i sin(x) implies
cos(x + y) + i sin(x + y) = e
i(x+y)
= e
ix
e
iy
= (cos(x) + i sin(x))(cos(y) + i sin(y))
which leads to trigonometric identities by comparing real and imaginary part
cos(x + y) = cos(x) cos(y) sin(x) sin(y) sin(x + y) = cos(x) sin(y) + sin(x) cos(y)
In the special case x = y, one gets the important identities
cos(2x) = cos
2
(x) sin
2
(x), sin(2x) = 2 sin(x) cos(x) .
By adding up identities for x + y and x y, we get
cos(x y) + cos(x + y) = 2 cos(x) cos(y), sin(x + y) + sin(x y) = 2 sin(x) cos(y)
Because cos(x) = sin(x + /2), we get also
cos(x y) cos(x + y) = 2 sin(x) sin(y) .
All together, we have the useful multiplication identities
sin(x) sin(y) =
cos(xy)cos(x+y)
2
cos(x) cos(y) =
cos(xy)+cos(x+y)
2
sin(x) cos(y) =
sin(x+y)+sin(xy)
2
WHERE ARE COMPLEX NUMBERS USED?
Mechanics: like describing epicycles:
e
it
+ e
ikt
.
Fourier series: simplications.
Geometry: i.e. nd the length of a di-
agonal in a pentagon.
Quantum mechanics: wave functions are
complex valued, path integrals using
imaginary time.
Integration like
sin
2
(x)dx =
(e
ix
e
ix
)
2
/(2i)
2
dx
Simplifying trigonometry
Linear algebra: linearization.
Dierential equations appearing in elec-
trotechnics
Statistics: tool to compute moments like
variance
Particle physics: symmetry groups are
complex matrices
Finding real integrals.
BEYOND COMPLEX NUMBERS. To dene subtraction for arbitrary natural numbers, one
has to include negative numbers. To make division possible for any two nonzero integers,
rational numbers are introduced. In order to take limits, one has to include also irrational
numbers leading to real numbers. In order that any polynomial has roots, we used complex
numbers. Does one have to go further? Can one? Does one want to? Yes, there are extensions
to the complex numbers but things become somehow more unpleasant. The only extensions
possible are the quaternions and the octonions. But there is a prize to be payed: the
multiplication of quaternions is no more commutative, the multiplication of octonions is even
no more associative: a(bc) = a(bc) in general.
N Z Q R C H O
The discovery of quaternions is attributed to William Rowan
Hamilton. Conway and Guy write in their book: Every morning,
on coming down to breakfast, his young son would ask him, Well,
Papa, can you multiply triplets? but for a long time he was forced
to reply with a sad shake of his head, No, I can only add and
subtract them. When Hamilton nally succeeded, he cut with
a knife on a stone of Brougham bridge the fundamental formula
with the symbols
i, j, k : i
2
= j
2
= k
2
= ijk = 1.
The natural numbers are the most complex numbers.
The complex numbers are the most natural numbers.
THE FUNDAMENTAL THEOREM OF ALGEBRA.
A polynomial of of degree n has exactly n roots in the complex.
Remark. Gauss was the rst to give a proof in his theses. At rst, before writing his dissertation,
Gauss still believed that there would be a hierarchy of complex numbers. He thought that
whenever a polynomial can not be factored, one would have to extend the number system.
GAUSSIAN INTEGERS. Complex numbers z = a + ib with
integer a, b are called Gaussian integers. In the same way as
usual integers can be decomposed into primes, one can also
decompose Gaussin integers into Gaussian primes. While some
regular primes are prime also as Gaussian primes like 3, there
are regular primes like 5 which are no more prime as Gaussian
primes: we have a factorization 5 = (1 + 2i)(1 2i). To the right
we colored each complex integer according to the number of factors.
Below are the Gaussian primes displayed in the complex plane. Mathematica has already built
in the feature to check for Gaussian Primes like
PrimeQ[2 + I, GaussianIntegers > True].
Factorization can be done with
FactorInteger[n, GaussianIntegers > True].
Gaussian integers are factored in a similar way then usual integers. The baby algorithm
just tries division with integers of smaller modulus. If z = z
1
z
2
is a factorization, then
|z|
2
= |z
1
|
2
+|z
2
|
2
so that x
2
+ y
2
= (x
2
1
+ y
2
1
)(x
2
2
+ y
2
)
2
.
MANDELBROT SET The quadratic map
f
c
: z z
2
+ c
with a complex parameter c can be iterated: the game is to
start with a complex number z like 0 and applying the rule f
c
on it. Let c = 1 for example. We get a sequence of complex
numbers 0 i i
2
+ i = i 1 (i 1)
2
+ i .... In
the parameter space C there is a Mandelbrot set M, which
is dened to be the set of parameters for which the orbit
0 c c
2
+ c... stays bounded. You see for example that
the point z = 2 is not in M since the sequence of numbers
f
c
(z) = 6, f
c
(z) = 42 escapes to innity. The parameter point
c = 0 however is a point in M.
COMPUTING THE MANDELBROT SET
The Mandelbrot set is a set in the parameter domain. In order to see, who we color a point
c in the complex plane. We iterate T
c
starting at z = 0 and look how long it takes to have a
modulus larger than some value like 2. If we are close to the set, it will take long to get there,
if we are inside the Mandelbrot set, we will never get there.
M = Compile[{x, y}, Module[{z = x + Iy, k = 0}, While[Abs[z] < 2.&&k < 50, z = z
2
+ x + Iy; + + k]; k]];
DensityPlot[50 M[x, y], {x, 2.2, 1.}, {y, 1.6, 1.6}, PlotPoints > 500, Mesh > False]
MANDELBAR SET. The same construction can be done by
replacing the quadratic map with the conjugate quadratic
map
f
c
: z z
2
+ c .
The corresponding set is called the Mandelbar set.
People are interested in this set because its topological prop-
erties are dierent from the one believed to be true for the
Mandelbrot set. This is out of the scope but the last big open problem in complex
dynamics: one believes that the Mandelbrot set is locally connected meaning that every neighbor-
hood of a point contains a connected open neighborhood. The mandelbar set does not have this
property. There are points, where the set resembles the graph of the function f(x) = sin(1/x)
which is not locally connected at (0, 0).
JULIA AND FATOU SETS. The map f
c
leaves a set J
c
C called Julia set and its
complement F
c
the Fatou set invariant.
The Julia set is in general a fractal and
at in a complicated way mixed with the
Fatou set. It is ironic that Gaston Julia
(1893-1978) and Pierre Fatou (1879-1929)
were not very well spoken on each other.
They competed both for the 1918 grand
priz of the academie of sciences and pro-
duced similar results leading to a prior-
ity dispute. Julia was wounded in world
war I. He lost his nose and had to wear a
leather strap across his face for the rest of
his life. He carried on his mathematical
researches in hospital.
EXAMPLES OF JULIA SETS.
The dragon c=0.36+0.1 i The cauliower c=0.25
The Douady rabbit
c=-0.121 + 0.739 i
Julia sets are in general fractals meaning that their dimension is between 1 and 2. By the way,
one knows that the boundary of the Mandelbrot set has dimension 2. It is a very complicated
COMPUTING JULIA SETS. Pictures of Julia sets J
c
to a parameter c can be computed in a
similar way as the Mandelbrot set. Start with a point z and iterate it and look how long it
takes to get outside a certain disk. Points on the Julia set will never escape and if one is close
to the set, the escape time will be long. The next two lines generate the Douady Rabbit in
Mathematica.
J = Compile[{x, y, u, v}, Module[{z = u + Iv, k = 0}, While[Abs[z] < 200.&&k < 50, z = z
2
+ x + Iy; + + k]; k]];
DensityPlot[50 J[0.121, 0.739, u, v], {u, 1.3, 1.3}, {v, 1.3, 1.3}, PlotPoints > 500, Mesh > False];
COMPLEX NUMBERS IN REAL LIFE. Where will you encounter complex numbers most
likely?
If you take a linear algebra course, you will also be exposed to Fourier theory. It turns
out that Fourier theory is much more elegant in the complex setup. A function f(x) can
be written as a sum f(x) =
n
a
n
e
nx
called Fourier series.
In linear algebra, eigenvalues can become complex even for real matrices A. For exam-
ple, a rotation by an angle in the plane has the eigenvalues e
i
and e
i
.
If you study dierential equations, stability issues are related to complex numbers.
For example, for the dierential equation y
a are
relevant.
In statistics the tool of characteristic functions is used. If X is a random variable, then
X
(t) = E[e
itX
] is called the characteristic function of X, where E[f(x)] is the expectation
of the random variable f(X). One of the main handy things about this functions is that
if X, Y are independent, then
X+Y
(t) =
X
(t)
Y
(t).
If you use a computer algebra system and you ask to nd all the roots of a polynomial,
then the software will give you back the real as well as the non real solutions. Due to
rounding errors, it can happen that you obtain non-real solutions even if the solutions
are real.
A JOKE ON COMPLEX NUMBERS.
Question: Do you know what is a complex number?
Answer: When both the woman and the man shout
i.
This is a safe joke to tell. The audience which should be excluded from it, is ltered out
automatically because the joke will sail over their heads, mostly due to lack of mathematical
experience. I feel also perfectly safe to include this a bit more risky part into this handout,
because nobody will ever come so far with reading it.
PHILOSOPHY OF COMPLEX NUMBERS.
If you wonder about the ontological undecidability of non-existing objects in the real of the
possibility in contrast to actuality, then you will have to consider the Kantian view of
phenomenal objects as the result of interaction between external and internal or to postulate
the metaphysics for non-existent objects as a complete equality between subject and object.
Everything clear? The above statement illustrates a dierence between Mathematicians and
Philosophers: while Mathematicians only need paper, pen and a waste basket to work, Philoso-
phers can even do with paper and pen alone ...
LITERATURE.
Currently the best historically introduction to complex numbers is the book by Paul
Nahin: An imaginary tale: the story of
3i).
8) Derive 2 sin(x) cos(x) = sin(2x), cos
2
(x) sin
2
(x) = cos(2x) from de Moivre.
9) You iterate the map f(z) = z
2
+ i. What is f(f(f(f(z))) for z = 1?
10) Find the prime factorization of the Gaussian integer z = 5 + 7I.
APPENDIX: COMPLEX NUMBERS AND GRAPHICS CALCULATORS.
Pocket Calculators: While smaller pocket cal-
culators like the TI-30 give an error message when
trying to compute
17 = (7 + 11i)/
17
2) Note that i
4
= 1 so that i
1000
= 1 too and the answer is 1.
3) (3 i
3)/2.
4)
9 = 3
1 = 3i.
5) sin(ix) = (e
iix
e
iix
)/i = i(e
i
e
x
)/2 = i sinh(x).
6) 3 + 4i = 5e
i0
so that (3 + 4i)
(1/3)
= 5
1/3
e
2ki/3
,k = 0, 1, 2.
7) z = 1 +
3i = 2e
i/3
so that log(z) = log(2) + i/3.
8) 2 sin(x) cos(x) = sin(2x) = Im(e
2ix
), cos
2
(x) sin
2
(x) = Re(e
i2ix
) = Re(e
ix
)
2
cos(2x).
9) 80 17i.
10) 25 + 49 = 74 = 2 37. We have to look for Gaussian integers p, q with |p|
2
= 2 and
|q|
2
= 37. Indeed (1 + i)(6 + i) is the factorization.
ABOUT THE AUTHOR. The Swiss born Oliver Knill got his Math
education at ETH, which stands for Eidgenossische Technische
Hochschule a term that can be translated as the MIT of Switzer-
land. Closer to the mountains, Knill could be seen mountain-
climbing, skiing, biking or hang-gliding. But it is a shame - as he
must admit - that he can not yodel.
Even after 11 years of teaching and doing research at various US institutions like Caltech, the
University of Arizona and the University of Texas and now at Harvard, he still preserved a
lovely Swiss accent. Knill is interested in any aspects of math but especially in the dynamics
stu.
Knill loves a lot to run along the Charles river or get lost in the suburbs and freeways near
Boston with his roller-blades. Quote of Knill: inline skating feels a lot like skiing.
Index
absolute value, 3
addition, 1
B urgi, Jost, 4
Boston, 14
Brougham, 7
CAS, 14
characteristic function, 10
Charles river, 14
complex conjugate, 3
complex parameter, 8
complex plane, 1
computer algebra system, 14
conjugate, 3
conjugate quadratic map, 9
De Moivre formula, 2
division, 3
ETH, 14
Euler formula, 1
Euler, Leonard, 1
exp, 4
exponential, 4
exponentiation, 4
Fatou set, 9
Fatou, Pierre, 9
Feynmann, Richard, 2
formula
de Moivre, 2
Euler, 1
Fourier series, 6
fractal, 9
fundamental theorem of algebra, 7
Gauss plane, 1
Gauss, Carl Friedrich, 1, 7
Gaussian integers, 8
Gaussian primes, 8
golden mean, 5
golden ratio, 5
graphics calculators, 13
Hadamard, Jacques, 1
Hamilton, William, 7
Hilbert, David, 5
independent random variables, 10
inline skating, 14
Julia set, 9
Julia, Gaston, 9
Kant, Emmanuel, 11
Kepler, Johann, 4
Knill, Oliver, 14
log, 4
logarithm, 4
mandelbar set, 9
mandelbrot set, 8
Maple, 14
Mathematica, 14
mathematician, 11
mean, golden, 5
metaphysics, 1
modulus, 3
multiplication, 2
mysterious formula, 5
nth root, 5
Napier, John, 4
octonions, 7
ontology, 11
paper and pen, 11
parameter space, 8
Peirce, Benjamin, 2, 5
pentagon, 5
philosophy, 11
pocket calculators, 13
polar representation, 1
prime, Gaussian, 8
quadratic map, 8
quantum mechanics, 6
quaternions, 7
random variable, 10
Riemann Hypothesis, 5
rounding errors, 10
Rudolphine Tables, 4
skating, 14
skiing, 14
square root, 5
Switzerland, 14
transcendental, 5
Trigonometric identities, 6