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eG
Complex Numbers
GG Old Macdonald had a farm,
Minus E-squared 0
‘amather ey
Many of the problems to which mathematics is applied involve the solution of equations
‘Over the centuries the number system had to be expanded many times to provide
solutions for more and more kinds of equations. The natural numbers
N=Uh23,401
are inadequate for the solutions of equations of the form
xtn=m, (ne)
Zero and negative numbers can be added to create the integers
Zz 1,012.3, 004)
in which that equation has the solution x = m ~ n even if m 0, then Arg(z) = tan“(y/x). Many
‘computer spreadsheets and mathematical software packages implement a two-variable
arctan function denoted atan2x, y) which gives the polar angle of (x. ») inthe interval
(=x, x}. Thus,
‘Arg (x + yi) = atan2(x, y),
Given the modulus r = jwv| and any value of the argument ® = arg (w) of a complex
number w = a+ bi, we have a = rcos@ and b = rsin@, so w can be expressed in
terms of its modulus and argument as,
w= rcos8 +irsind.
‘The expression on the right side is called the polar representation of w.
‘The conjugateor complex conjugate of acomplex number w = a-+bi isanother
complex number, denoted i, given by
bi
EXAMPLE?) 2==2+3! f= -2i
Observe that
Re (i) = Re(w)
Im (a) = ~Im(w)
(| = |u|
arg () = —arg(w),
In an Argand diagram the point is the reflection of the point w in the real axis, (See
Figure 14.)
Note that w is real (Im (ww)
(Re (w) = 0) if and only if w = —
0) if and only if 7
(Here, —w
w, Also, w is pure imaginary
= biifw=a+bi)
Complex Arithmetic
Like real numbers, complex numbers can be added, subtracted, multiplied, and divided
‘Two complex numbers are added or subtracted as though they are two-dimensional
‘vectors whose components are their eal and imaginary partsFigure LS Complex numbers are added
and subtracted veetorially. Observe the
Paralefograms
APPENDIX Complex Numbers ACS
‘The sum and difference of complex numbers
Ifw = a+ bi and z= x-+ yi, wherea, b, x, and y are real numbers, then
wtz=@+nt6+yi
waz (@-x) +(b- yp.
In an Argand diagram the points w+ and w ~z are the points whose position vectors
are, respectively, the sum and difference of the position vectors of the points w and
z. (See Figure 15.) In particular, the complex number a + bi is the sum of the real
number a =a + O/ and the pure imaginary number bi = 0+ bi
Complex addition obeys the same rules as real addition: if w), wa, and ws are
three complex numbers, the following are easily verified:
w+ w2 = we + wy Addition is commutative.
(uy + uz) + ws = w1 + (w2-+ws) Addition is associative
[wy = wa < lw] + bw] the tiangle inequality
Note that jw; — wa] is the distance between the two points w and ws inthe complex
plane. Thus the triangle inequality says that inthe triangle with vertices wy, >Eu, and
Othe length of one side is less than the sum ofthe other Ww.
It's also easly verified that the conjugate of a sum (or difference) isthe sum (or
difference) of the conjugates:
wHE=W4+7,
EXAMPLE 9) @) Hw =243iand 2 =4~ 5i, then
———S—ssSsSsSsFSSSSS—C—CSsSsSC—CS >?
Multiplication of the complex numbers w = a + bi and z = x + yi is eartied out by
formally multiplying the binomial expressions and replacing? by —1
we = (a + bi)(x + yi) = ax + ayi + bxi + byl?
= (ax = by) + (ay + bx),
‘The product of complex numbers
Ifw = a+ bi and z =x + yi, where a, b,x, and y are real numbers, then
wz = (at ~ by) + (ay + bx)i
443i
EXAMPLE 4) @@+3)0~21)
(b) (5-41) = 51-4? = 4450
(©) (a+ bij(a ~ bi) = a? — abi + abi — Bi? =a? +
0
Part (c) of the example above shows that the square of the modulus of a complex
number is the product of that number with its complex conjugate:A-6 APPENDIX Complex Numbers
wo = |w?.
‘Complex multiplication shares many properties with real multiplication. In particular,
if wy, wa, and w3 are complex numbers, then
wim, = wre Multiplication is commutative,
(wyw2)ws = wi(w2ws) Muttiplication is associative.
wwe + wyw2 + wyws Multiplication distributes over addition,
‘The conjugate of a product is the product of the conjugates:
‘To see this, let w =a + bi andz = x-+ yi, Then
ax = by) + ay tbo
= (ax — by) ~ (ay + bx)
(a ~ biy(x — yi) = WE,
{is particularly easy to determine the product of complex numbers expressed in polar
form. If
w (cos + ising),
(cos@+isind) and z
where r = lw], arg (w).s = [zleand 6 = arg (2), then
wz = rs(cos8 + siné)(cos +i sing)
5((cos@ cos — sin@ sin) + i(sin# cos + cosé sin)
's(cos(@ + 6) +i sin(@ + 9).
(See Figure 1.6.) Since arguments are only determined up to integer multiples of 2,
‘we have proved that
‘The modulus and argument of a product,
we) =fwllz| and arg (wz) = arg(w) + arg (2).
‘The second of these equations says thatthe set arg (wz) consists ofall numbers 8 +4,
where 6 belongs to the set ang (w) and ¢ to the set arg (2).
y
ore
Figwe LS The argument ofa productis |S ¥
‘the sum ofthe arguments ofthe factors
More generally, if w1, 2, ..., wy are complex numbers, then
Iwoyawa +++ tq | = [era] «= |e
arg (w) wp ++ wy) = arg (wy) + arg (wo) +--+ arg (wn),Figure L7 Multiplication by
corresponds to counterclockwise rotation
by 90"
THEOREM
APPENDIX Complex Numbers ACT
Multiplication of a complex number by i has a particularly simple geometic inter-
pretation in an Argand diagram, Since |i] = 1 and arg i) = /2, multiplication
of w = a + bi by i leaves the modulus of w unchanged but increases its argument
by 2/2, (See Figure L7.) Thus, multiplication by i rotates the postion vector of w
counterclockwise by 90° about the origin,
Let z = cos@ +isin@. ‘Then |z| = 1 and arg (2) = 6. Since the modulus of
4 product is the product of the moduli ofthe factors and the argument of a product
is the sum of the arguments ofthe factors, we have [z"| =z!" = I and arg(") =
nnarg 2) = n0. Thus,
2" = cosnd + isinn®,
and we have proved de Moivre’s Theorem.
de Moivre’s Theorem
(cos0 +isind)" = cosnd + isin.
——SsSsSsSSSSSSSSSSSSSSSSSSSFSFFSSSSSSSsi/?
Remark Much of the study of complex-valued functions of a complex variable is
beyond the scope of this book. However, in Appendix II we will introduce a complex.
version of the exponential function having the following property iy (where
cx and y are real), then
Gael 2 oF =e! (cosy +isiny).
Thus, the modulus of eis eR€(), and Im (2) isa value of arg (e*). In this context, de
Moivre's Theorem just says
(cyt =e
EXAMPLE 5 EXpress(1+i)° inthe forma + bi.
Solution Since \(1 + i)§| = [1 +18 = (V3)? = 43, and
arg ((1+2)8) = Sarg(1 +i) = =, we have
41
soe 14
(48 = 42 (co8 5 4-1 sin SE) = 43 (- - J3')
7 4 a
a ,
de Moivie’s Theorem can be used to generate trigonometric identities for multiples of
fan angle. For example, forn = 2 we have
0s 28 + i sin 20 = (cos + sind)? = cos? @ — sin? 4 + 2i cos@ sind.
‘Thus, cos 20 = cos? @ ~ sin?@, and sin 20 = 2sin# cos@.
The reciprocal of the nonzero complex number w = a + bi can be calculated
by multiplying the numerator and denominator of the reciprocal expression by the
conjugate of w:
@+bija—bi) a +R
wl. and arg (i) = — arg (w), we have
fp ot ae (2) =aAS
APPENDIX Complex Numbers
‘The quotient z/w of two complex numbers z = x + yi and w = a +i is the product
of zand 1/w, so
z_ 2D _ (etyia—bi) _ xatyb+i(va—xb)
w > [wR e+e ae
We have
‘The modulus and argument of a quotient
tnd ay (2) = mo axe)
The set arg(z/w) consists ofall numbers @ — @ where @ belongs to the set arg (z) and
@ to the set arg (w),
oa 2431 i
EXAMPLE 6 Simplify (a) ad
Solution
(@ 243 _ 2430048 340412)
4-7 @-nG4) CME
i-iv)__ 394i _ V3,
143 Uti) PHS
Alternatively, since |1 + iV3| = 2 and arg (1 + iV3) = tan! V3 = 3, the
()
2 thus,
1 x
quotient in (b) has modulus 5 and argument 7 5
toot
1+iva 2
ey
Roots of Complex Numbers
Ifa is a positive real number, there are two distinct real numbers whose square is a.
These are usually denoted
(orb
Ja (thepositive square root of a). and
—Va (the negative square 0 of),
Every nonzero complex number z = x + yi (where x? + y? > 0) also has two square
roots; if wy is a complex number such that w? = 2, then w2 = —w also satisfies
uJ = 2. Again, we would like to single out one ofthese roots and call it Vz
Let = |zl,so thatr > 0. Let = Arg(z). Thus x <0 <7. Since
z= r(cos@ +i sind),
the complex number
0. a8
VF (cos +7 sn$)
clearly satisfies w? = z. We call this w the principal square root of z and denote it
‘Vz. The two solutions of the equation w? = z are, thus, w = J/@ and w = — V2.
Observe that the real part of /Z is always non-negative, since cos(@/2) > 0 for
=n/2 <8 < m/2. In his iterval sin(@/2) ~ O only if @ = 0, in which ease JE is
real and positiveAPPENDIX Complea Numbers AD
EXAMPLE 7 (®) V4 = VA(G080FFsin0)
vi-iv2,
a
13 or oe
o [nS (o eva
Given @ nonzero complex number z, we can find n distinct complex numbers w
that satisfy w" = z. ‘These m numbers are called nth roots of z. For example, if
z= 1 = cos0 +/sinO, then each of the numbers
Qn 2n
wp = 60s +i sin
4x dn
act wy = 008 4 sin ME
ox, or
ws ing = 00s 4 sin
n= Ye |, MaDe
toy = 608 AIF 4. gn 2H
Figure LO The ube roots of nity satisfies w" = 1 so is an nth root of 1. (These numbers are usualy called the nth
roots of unity.) Figure 1.8 shows the three cube roots of 1. Observe that they are at the
three vertices of an equilateral triangle with centre at the origin and one vertex at 1. In
general, the n nth roots of unity lie on a circle of radius I centred at the origin, atthe
vertices of a regular n-sided polygon with one vertex at |
Ifz is any nonzero complex number, and @ is the principal argument of z (7 <
p 6 <7), then the number
it" (0 8-+isn®)
is called the prineipal nth root of z. All the nth roots of z are on the circle of radius
[e]!/* centred atthe origin and are atthe vertices ofa regular n-sided polygon with one
Vertex at ws. (See Figure 1.9.) The other mth roots are
isin
wp =ell™ (on t2® extn)
e+4n teen)
isin
Figure L9_ ‘The five Sth roots of = ws = 121" (cos
oe = kel (2 2D 4 jg 9t20= be)
‘We can obtain all n of the mth roots of z by multiplying the principal nth root by the
nth roots of unityA-10. APPENDIX Complex Numbers
T EXAMPLE §” Find the Ath roots of ~4, Sketch them in an Argand diagram,
Solution Since | — 4\'* = V2 and arg (—4) = x, the principal 4th root of —4 is
. wy = V3 (cos % sin) = 144
I The other three 4th roots are at the vertices of a square with centre at the origin and
fone vertex at I +7. (See Figure 1.10.) Thus the other roots are
wenIti, wy
—ssssSsSsSsSssSFSsFsFsFsFsF
wy = tai
Figue 10 The four 4th roots of —4
EXERCISES: APPENDIX
In Exercises 1-4 ind the el and imaginary pas (Re(2)and— 32, age = wre mee
Ica) given compos numbers fan ketch te postion 3 7
of each number in the complex plane (i.e., in an Argand diagram). ‘Simplify the expressions in Exercises 34-43.
Lee os42i Mats +G-) 1-8-2) +0-H
2 a 36. (4414-1) 37. (+2 - 31)
InBxercses $15, fhe mola r= [cand the principal ‘
argument 8 = Arg (z) of each given complex number z, and 38. (a+ bi)Qa 3% +i)
apres interme of and a
40,
a
141
ed i24+3i) * Q=)G 42)
44, Prove a
45, Provettat (=)
30s + asin 2% 46. Express each of the complex numbers 2 = 3+ i V3 and
3 5 w= —1-+13 in platform in terms ofits mols
16, Arg (z) = 3/4 and Arg (uw) = 1/2, find Arg (cw). and argumen), Use these expressions ealeulate 2 and
17, Arg e) = ~Sx/6and Arg(w) = x/4. find Aep (2). aw
In Exercises 18-23, expres inthe form: = x + yi the complex 47+ Repeat Exercise 46 for = —I +i and w= 3
umber z whose modulus and argument are given. 48. Use de Moive’s Theorem to finda teigonomericidemity for
0539 interns of cos# and one for sin 39 in terms of sin
18. 19. (2) =5, argo
49. Describe the solutions, if any, ofthe equations (a) 7 = 2/2
and (0) 2 = ~2/
20. 2 (ela 50, For postive real numbers «and b its abays tee hat
1 7 Vab= Jab, Does a similar identity hold for, where
2. 23. ii=4, arg) =—-% and w are complex numbers? Hint: Consider: = w = —1
In Exercises 24-27, find the complex conjugates of the given| 81, Find the three eube roots of = 1
complex numbers. 52, Find the three cube roots of ~8i
+3 2s, 53, Find the three cube oot of 1 +/
26. 41 27. 2-5 s Find all the fourth roots or
Describe geometrically (r make sketch ofthe setof pints cin $5+ Find all complex soltions ofthe equation
+1 IVS =0.
the complex plane satisfying the given equations oF inequalities on
in Exercises 28~ jons of 2 a5 =
28. Ia
30, [2 -2i) <3 BL. fe 3-44]
m4.
6, Find al
umber
E157. Show that the sum of the mth roots of unity is zero. Hint:
‘Show that these roots ar all powers ofthe principal root,
where ais positive real
2 29. [el s2DEFINITION
Att
Complex Functions
GG The shortest path between two truths in the real domain passes
through the complex. domain
33
Lee)
reece a
Most of this book is concerned with developing the properties of real functions, that is,
functions of one or more real variables, having values that are themselves real numbers
or vectors with real components. The definition of function given in Section P4 can be
paraphrased to allow for complex-valued functions of a complex variable.
A complex function / is a rule that assigns a unique complex number f(2)
to each number z in some set of complex numbers (called the domain of the
function),
‘Typically, we will use z = x-+ yi to denote a general point in the domain of a complex
function and w = u + vi to denote the value of the function at z; if w = (2), then the
real and imaginary parts of w (u = Re (w) and v = Im(w)) are eal-vaiued functions
fz, and hence real-valued functions of the two real variables x and y:
usury)
v(x, 9)
For example, the complex function f(z)
plane C, assigns the value z? to the complex number z. If
and z =x + yi),then
‘whose domain is the whole complex
2 (where w =u + vi
wud = (xt yi? =x? —y? 4 Devi,
so that
w= Re(z? andy =Im(z") = 2sy,
Itis not convenient to draw the graph of a complex function. The graph of w =
‘would have to be drawn in a four-dimensional (real) space, since two dimen:
(a zoplane) are required for the independent variable, and (wo more dimensions
(a w-plane) are required for the dependent variable. Instead, we can graphically
represent the behaviour of a complex function w by drawing the z-plane and
the w-plane separately, and showing the image in the w-plane of certain, appropriately
chosen sets of points in the z-plane. For example, Figure IL.1 illustrates the fact that
for the function w = 2? the image of the quarter-disk |z| < a, 0 < arg(z) < $ is
the half-disk |u| < a?, 0 < arg(w) < x. To see why this is so, observe that if
z= r(cosé +i sind), then w = r*(cos 26 + i sin26). Thus the function maps the
circle [z| = r onto the circle |w| = r? and the radial line arg (z) = @ onto the radial
Tine arg (w) = 28A-I2 APPENDIX Cones Functions
Figure The function w = 2? maps a
quarter disk of radius «ta halfdisk of
radius a by squaring the modulus and
doubling the argument of each point =
DEFINITION
DEFINITION
arg(w) = 28
| eptne wplane
Limits and Continuity
The concepts of limit and continuity carry over from real functions to complex functions
in an obvious way providing we use [zi ~ z2| as the distance between the complex
numbers z) and z>. We say that
im f@) =
provided we can ensure that | f(z) ~ Ais as small as we wish by taking z sufficiently
close to zo. Formally,
‘We say that /() tends to the limit 2. as z approaches zo, and we write
Jim f(z) =),
if for every positive real number there exists a positive real number (depending
cone), such that
o<
wl 2, then the image of R will be the entire annular region
€ < |w| 4azap. When real coefficients
satisfy a? < 4apap then the zeros are complex, in fact, complex conjugates: 2) = Ty.
EXAMPLE 3 Solve the equation 2? + 242 ~ (1-41) =0.
Solution The 2er0s of this equation are
£y—IFTTED
a= ql ra-voy or = lita vou)
er |
‘The Fundamental Theorem of Algebra asserts that every complex polynomial of posi
tive degree has a complex zero,
The Fundamental Theorem of Algebra
If P(2) = a2" + ay12""! + ---+a12 +9 is a complex polynomial of degree n > 1,
then there exists a complex number z; such that P(z;) = 0.
PROOF (We will only give an informal sketch of the proof.) We can assume that the
coefficient of 2" in P(z) is dy = 1, since we can divide the equation P(z) = 0 by dp
without changing its solutions. We can also assume that ap # 0: if ay =O, then 2 = 0
is certainly a zero of P(z). Thus, we deal with the polynomial
Pi) =2" + Ole),
where Q(2) is polynomial of degree less than n having a nonzero constant term. If
Riis sulficiently large, then |Q(2)| will be less than ” for all numbers z satisfying
Jel = R. Asz moves around the circle |c| = R in the z-plane, w =z" moves around
the circle jue] = R* in the w-plane (n times). Since the distance from z" to P(2) is
equal to |P(2) ~ 2"| = |Q(2)| < R", it follows that the image of the circle [z| = R
under the transformation w = P(2) is curve that winds around the origin times,
(if you walk around a circle of radius rn times, with your dog on a leash of length
less than r, and your dog returns o his starting point, then he must also go around the
centre of the circle times.) This situation is illustrated for the particular case
PQ)ad+e2-iz+l,A-18 APPENDIX IL Complex Functions
Figue 3 The image ofthe circle [el =
winds around the origin inthe w-plane
three times, bt the image of |e| = 0.3
does not wind around the origin at all
in Figure 113. The image of |z| = 2 is the large curve in the w-plane that winds
around the origin three times. As R decreases, the curve traced out by w = P(2) for
[zl = R changes continuously. For R close to 0, it is a small curve staying close tothe
constant term ap of P(z). For small enough R the curve will not enclose the origin.
(dn Figure 113 the image of |z| = 0.3 is the small curve staying close to the point 1
in the w-plane.) Thus for some value of R, say R = R}, the curve must pass through
the origin. That is, there must be a complex number z), with |z)| = Rj, such that
PG) =0.
PHP aie+ Hforll=
Remark The above proof suggests that there should be n such solutions of the
equation P(2) = 0; the curve has to go from winding around the origin n times to
winding around the origin 0 times as R decreases toward 0. We can establish this as
follows. P(z1) = 0 implies that z ~ zy isa factor of P(2):
PO) = (@ 21) Pra).
where Py is a polynomial of degree m ~ 1. Ifn > 1, then Py) must also have a
zero, 22, by the Fundamental Theorem. We can continue this argument inductively to
‘obtain n zeros and factor P(z) into a product of the constant a and n linear Factors:
P2) = (z= 21 (2 = 22) + = 0)
Of course, some of the zer0s can be equal
Remark_ 1 Pisa real polynomial, thats, one whose coefficients are all real numbers,
then P(@) = P@). Therefore, if 21 isa nonreal zer0 of P(2), then So is 22
PG) = PE) = Pe =O
Real polynomials can have complex zeros, but they must always occur in complex
‘conjugate pairs. Every real polynomial of odd degree must have atleast one real zero,
PRAMPLEG Show that 2; = ~i is zero ofthe polynomial
EXAMPLE 4 (ey aot 4 529 4-722 + Se +6, and find all the other zeros of
this polynomial,
Solution First observe that P(z)) = P(-i)
is indeed a zero, Since the coefficients of P(z) are real, 22
‘Thus z +7 and z — i are factors of P(z), and so is
@+E-)=2+1
Dividing P(z) by 2? +1 we obtain
PC)
eel
‘Thus the four zeros of P(z) are 21
+51-7-Si+6=0,s02) =-1
rust also be a zero.
=P 454656 +2043).APPENDIX Complex Functions A-19
EXERCISES: APPENDIX Il
In Exercises 1-12, the z-plane region D consists of the complex
numbers z = x + yi that satisfy the given conditions. Deseribe
(or sketch) the image R of D in the w-plane under the given
function w
arg)
In Exercises 13-16, verify that the real and
cach function f(z) satisfy the Cauchy-Rie
thus find (2).
1B. f@=2
nann equations, and
14. fo
joe! 16
17, Use the fact that e” = cos y +i sin y (for real y) to show that
olte ene!
cosy SHEE and siny = SE
Exercise 16 suggests that we define complex functions
pen
and sin
swell as extend the definitions ofthe hyperbolic functions to
et é
and sinh
Exercises 18-26 develop properties of these funetions and
relationships between them,
18. Show that cos z and sin2 are periodic with period 2, and
that cosh and sinh are periodic with period 2.
Show that (d/dz) sinz = cos and (d/dz)cosz
‘What are the derivatives of sinh z and cosh?
20, Verify the identities cos z = cosh(iz) and
sinz = ~isinh(iz). What are the corresponding identi
for cosh z and sinh(z) in terms of cos and sin?
21, Find all complex zer0s of cos z (Le, all solutions of
c08z = 0)
22, Find all complex zeros of sin.
23, Find all complex zer0s of cosh and sinh
24, Show that Re (coshz) = cosh x cos y and
Im coshz) = sinh xsin
25, Find the real and imaginary parts of sinh z
26, Find the real and imaginary parts of cos z and sin.
19,
Find the zeros ofthe polynomials in Exercises 27-32,
21, Pe) 28, Pe)
29.
31. 32. PO)
33. The polynomial P(z) = zt + 1 has two pairs of complex
conjugate zeros. Find them, and hence express P
product of two quadratic factors with real coefficients.
In Bxercises 34-36, check that the given number zis a2er0 of
the given polynomial, and find all the zeros ofthe polynomial
34, P(e) = 24 4? 4 1227 = 162 416: ey =~ VBL,
38. PQ)aS 43h Hd AP HIE TH
36, Plz) = 25 —2e4 ~ 80° + 822 + 312 — 30,
nati.
37. Show that the image of the citcle [z| = 2 under the mapping
w = 4+ 2) — 2i2 — 3 winds around the origin inthe
‘w-plane four times,