499 lines
12 KiB
Markdown
Executable File
499 lines
12 KiB
Markdown
Executable File
---
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author: Alvie Rahman
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date: \today
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title: MMME1026 // Mathematics for Engineering
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tags: [ uni, nottingham, mmme1026, maths, complex_numbers ]
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---
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# Lecture 1 // Complex Numbers (2021-10-04)
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## Complex Numbers
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- $i$ is the unit imaginary number, which is defined by:
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$$ i^2 = -1 $$
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- An arbritary complex number is written in the form
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$$z = x + iy$$
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Where:
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- $x$ is the real part of $z$ (which you may seen written as $\Re(z) = x$ or Re$(z) = x$)
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- $y$ is the imaginary part of $z$ (which you may seen written as $\Im(z) = y$ or Im$(z) = y$)
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- Two complex numbers are equal if both their real and imaginary parts are equal
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e.g. $$(3 + 4i) + (1 -2i) = (3+1) + i(4-2) = 2 + 2i$$
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### Complex Conjugate
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Given complex number $z$:
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$$z = z + iy$$
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The complex conjugate of z, $\bar z$ is:
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$$\bar{z} = z -iy$$
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### Division of Complex Numbers
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- Multiply numerator and denominator by the conjugate of the denominator
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<details>
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<summary>
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#### Example
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</summary>
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> \begin{align*}
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z_1 &= 5 + i \\
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z_2 &= 1 -i \\
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\\
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\frac{z_1}{z_2} &= \frac{5+i}{1-i} \cdot \frac{\bar{z_2}}{\bar{z_2}} = \frac{(5+i)(1+i)}{(1-i)(1+i)} \\
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&= \frac{5 + i + 5i -1}{1 + 1} \\
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&= \frac{4 + 6i}{2} = 2 + 3i
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> \end{align*}
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</details>
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### Algebra and Conjugation
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When taking complex conjugate of an algebraic expresion, we can replace $i$ by $-i$ before or after
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doing the algebraic operations:
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\begin{align*}
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\overline{z_1+z_2} &= \bar{z_1}+\bar{z_2} \\
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\overline{z_1z_2} &= \bar{z_1}\bar{z_2} \\
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\overline{z_1/z_2} &= \frac{\bar{z_1}}{\bar{z_2}}
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\end{align*}
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The conjugate of a real number is the same as that number.
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#### Application
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If $z$ is a root of the polynomial equation
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$$0 = az^2 + bz + c$$
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with **real** coefficients $a$, $b$, and $c$, then $\bar{z}$ is also a root because
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\begin{align*}
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0 &= \overline{az^2 + bz + c} \\
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&= \bar{a}\bar{z}^2 + \bar{b}\bar{z} + \bar{c} \\
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&= a\bar{z}^2 + b\bar{z} + c
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\end{align*}
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### The Argand Diagram
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A general complex number $z = x + iy$ has two components so it can can be represented as a point in
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the plane with Cartesion coordinates $(x, y)$.
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\begin{align*}
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4-2i &\leftrightarrow (4, -2) \\
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-i &\leftrightarrow (0, -1) \\
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z &\leftrightarrow (x, y) \\
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\bar z &\leftrightarrow (x, -y)
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\end{align*}
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### Plotting on a Polar Graph
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We can also describe points in the complex plain with polar coordinates $(r, \theta)$:
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\begin{align*}
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z &= r(\cos\theta + i\sin\theta) &\text{ polar form of $z$} \\
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r &= \sqrt{x^2+y^2} &\text{(modulus)}\\
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\theta &= \arg z,\text{ where} \tan \theta = \frac y x &\text{(argument)} \\
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x &= r\cos \theta \\
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y &= r\sin \theta
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\end{align*}
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Be careful when turning $(x, y)$ into $(r, \theta)$ form as $\tan^{-1} \frac y x = \theta$ does not
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always hold true as there are many solutions.
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#### Choosing $\theta$ Correctly
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1. Determine which quadrant the point is in (draw a picture).
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2. Find a value of $\theta$ such that $\tan \theta = \frac y x$ and check that it is consistent.
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If it puts you in the wrong quadrant, add or subtract $\pi$.
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# Lecture 2 // Complex Numbers (2021-10-12)
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## Exponential Functions
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- The exponential function $f(x) = \exp x$ may be wirtten as an infinite series:
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$$\exp x = e^x = 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + ... $$
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- The function $f(x) = e^{-x}$ is just $\frac 1 {e^x}$
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- Note the important properties:
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\begin{align*}
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e^{a+b} &= e^a e^b \\
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(e^a)^b &= e^{ab}
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\end{align*}
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## Euler's Formula
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$$e^{i\theta} = \cos\theta + i\sin\theta$$
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- Properties of $e^{i\theta}$: For any real angle $\theta$ we have
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$$|e^{i\theta}| = |\cos\theta + i\sin\theta| = \sqrt{\cos^2\theta + \sin^2\theta} = 1$$
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and
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$$ \arg {e^{i\theta}} = \theta $$
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- A complex number in *polar form*, where $r = |z|$, and $\theta = \arg z$, may alternatively be
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written in its *exponential form*:
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$$z = re^{i\theta}$$
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**Note**: $$\bar z = r\cos\theta - ir\sin\theta = re^{-i\theta}$$
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<details>
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<summary>
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### Example 1
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Write $z = -1 + i$ in exponential form
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</summary>
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> $\arg z = \frac {3\pi} 4$
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> $|z| = \sqrt 2$
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>
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> So $z = \sqrt2e^{i\frac{3\pi} 4}$
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</details>
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<details>
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<summary>
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### Example 2
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The equations for a mechanical vibration problem are found to have the following mathematical
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solution:
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$$z(t) = \frac{e^{i\omega t}}{\omega_0^2-\omega^2 + i\gamma}$$
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</summary>
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where $t$ represents time and $\omega$, $\omega_0$ and $\gamma$ are all positive real physical
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constants.
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Although $z(t)$
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is complex and cannot directly represent a physical solution, it turns out that the real and
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imaginary parts $x(t)$ and $y(t)$ in $z(t) = x(t) + iy(t)$ can. Polar notation can be used to extract
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this physical information efficiently as follows:
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a. Put the denominator in the form
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$$ae^{i\delta}$$
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where you should give explicit expressions for $a$ and $\delta$ in terms of $\gamma$, $\gamma_0$,
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and $\gamma$.
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> \begin{align*}
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a &= \sqrt{\gamma^2 + (\omega_0^2 - \omega^2)^2} \\
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\delta &= \tan^{-1}\frac \delta {\omega_0^2 - \omega^2}
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> \end{align*}
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b. Hence find the constants $b$ and $\varphi$ such that
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$$x(t) = b\cos(\omega t + \varphi)$$
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and write a similar expression for $y(t)$.
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> \begin{align*}
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z &= \frac{e^i\omega t}{ae^{i\delta}} = \frac 1 a e^{i (\omega t - \delta)} \\
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x + iy &= \frac 1 a \cos(\omega t - \delta) + \frac 1 a \sin(\omega t - \delta) \\
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\therefore \Re z &= x = \frac 1 a \cos(\omega t - \delta), \\
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\Im z &= y = \frac 1 a \sin(\omega t - \delta) \\
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\\
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b &= \frac 1 a = \frac 1 {\sqrt{\gamma^2 + (\omega_0^2 - \omega^2)^2}} \\
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\varphi &= -\delta = \tan^{-1}\frac \delta {\omega_0^2 - \omega^2}\\
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\\
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y(t) &= \frac 1 a \sin(\omega t - \delta) \\
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> \end{align*}
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</details>
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## Products of Complex Numbers
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Suppose we have 2 complex numbers:
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$$z_1 = x_1 + iy_1 = r_1e^{i\theta_1}$$
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$$z_2 = x_2 + iy_2 = r_2e^{i\theta_2}$$
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Using $e^a e^b = e^{a+b}$, the product is:
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\begin{align*}
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z_3 = z_1 z_2 &= (r_1e^{i\theta_1})(r_2e^{i\theta_2}) \\
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&= r_1r_2e^{i\theta_1}e^{i\theta_2} \\
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&= r_1r_2e^{i(\theta_1+\theta_2)} \\
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\\
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|z_1z_2| &= |z_1|\times|z_2| \\
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\arg z_1z_2 &= \arg z_1 \times \arg z_2
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\end{align*}
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## de Moivre's Theorem
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Let $z = re^{i\theta}$. Consider $z^n$.
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Since $z = r(\cos\theta + i\sin\theta)$,
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\begin{align*}
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z^n &= r^n(\cos\theta + i\sin\theta)^n &\text{(1)} \\
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\end{align*}
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But also
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\begin{align*}
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z^n &= (re^{i\theta})^n \\
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&= r^n(e^{i\theta})^n \\
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&= r^ne^{in\theta} \\
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&= r^n(\cos{n\theta} + i\sin{n\theta}) &\text{(2)} \\
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\end{align*}
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By equating (1) and (2), we find de Moivre's theorem:
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\begin{align*}
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r^n(\cos\theta +i\sin\theta)^n &= r^n(\cos{n\theta} + i\sin{n\theta}) \\
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(\cos\theta +i\sin\theta)^n &= (\cos{n\theta} + i\sin{n\theta})
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\end{align*}
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<details>
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<summary>
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### Example 1
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Write $1+i$ in polar form and use de Moivre's theorem to calculate $(1+i)^{15}$.
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</summary>
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> \begin{align*}
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r &= |1+i| = \sqrt2 \\
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\theta &= \arg{1+i} = \frac \pi 4 \\
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\\
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\text{So } 1 + i &= \sqrt2(\cos{\frac pi 4} + i\sin{\frac \pi 4}) = \sqrt2e^{i\frac \pi 4} \text{ and}\\
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(i+i)^{15} &= (\sqrt2)^{15}\left(\cos{\frac \pi 4} + i\sin{\frac \pi 4}\right)^{15} \\
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&= 2^{\frac 15 2} \left(\cos{\frac{15\pi} 4} + i\sin{\frac{15\pi} 4}\right) \\
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&= 2^{\frac 15 2} \left(\frac 1 {\sqrt2} - \frac i {\sqrt2}\right) \\
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&= 2^7 (1 - i) \\
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&= 128 - 128i
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> \end{align*}
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</details>
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<details>
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<summary>
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### Example 2
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Use de Moivre's theorem to show that
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\begin{align*}
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\cos{2\theta} &= \cos^2\theta-\sin^2\theta \\
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\text{and} \\
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\sin{2\theta} &= 2\sin\theta\cos\theta
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\end{align*}
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</summary>
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> Let $n=2$:
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> \begin{align*}
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(\cos\theta+i\sin\theta)^2 &= \cos^2\theta + 2i\sin\theta\cos\theta - \sin^2\theta \\
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\text{Real part: } \cos^2\theta - \sin^2\theta &= \cos{2\theta}\\
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\text{Imaginary part: } 2\sin\theta\cos\theta &= \sin{2\theta}
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> \end{align*}
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</details>
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<details>
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<summary>
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### Example 3
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Given that $n \in \mathbb{N}$ and $\omega = -1 + i$, show that
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$w^n + \bar{w}^n = 2^{\frac n 2 + 1}\cos{\frac{3n\pi} 4}$ with Euler's formula.
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</summary>
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> \begin{align*}
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r &= \sqrt{2} \\
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\arg \omega = \theta &= \frac 3 4 \pi \\
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\\
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\omega^n &= r^n(cos{n\theta} + i\sin{n\theta}) \\
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\bar\omega^n &= r^n(cos{n\theta} - i\sin{n\theta}) \\
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\omega^n + \bar\omega^n &= r^n(2\cos{n\theta}) \\
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&= 2^{\frac n 2 + 1}\cos{\frac {3n\pi} 4}
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> \end{align*}
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</details>
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## Complex Roots of Polynomials
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<details>
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<summary>
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### Example
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Find which complex numbers $z$ satisfy
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$$z^3 = 8i$$
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</summary>
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> 1. Write $8i$ in exponential form,
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>
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> $|8i| = 8$ and $\arg{8i} = \frac \pi 2$
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>
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> $\therefore 8i = 8e^{i\frac \pi 2}$
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>
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>
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> 2. Let the solution be $r = re^{i\theta}$.
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>
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> Then $z^3 = r^3e^{3i\theta}$.
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>
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> 3. $z^3 = r^3e^{3i\theta} = 8e^{i\frac \pi 2}$
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>
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> i. Compare modulus:
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>
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> $r^3 = 8 \rightarrow r = 2$
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>
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> ii. Compare argument:
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>
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> $$3\theta = \frac \pi 2$$
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>
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> is a solution but there are others since
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>
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> $$e^{i\frac \pi 2} = e^{i \frac \pi 2 + 2n\pi}$$
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>
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> so we get a solution whenever
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>
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> $$3\theta = \frac \pi 2 + 2n\pi$$
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>
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> for any integer `n`
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>
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> - $n = 0 \rightarrow z = \sqrt3 + i$
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> - $n = 1 \rightarrow z = -\sqrt3 + i$
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> - $n = 2 \rightarrow z = -2i$
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> - $n = 3 \rightarrow z = \sqrt3 + i$
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> - $n = 4 \rightarrow z = -\sqrt3 + i$
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> - The solutions start repeating as you can see
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>
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> In general, an $n$-th order polynomial has exactly $n$ complex roots.
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> Some of these complex roots may be real numbers.
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>
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> 4. There are three solutions
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</details>
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# Matrices (and Simultaneous Equations)
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## Gaussian Elimination
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Gaussian eliminiation can be used when the number of unknown variables you have is equal to the
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number of equations you are given.
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I'm pretty sure it's the name for the method you use to solve simultaneous equations in school.
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For example if you have 1 equation and 1 unknown:
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\begin{align*}
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2x &= 6 \\
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x &= 3
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\end{align*}
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### Number of Solutions
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Let's generalise the example above to
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$$ax = b$$
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There are 3 possible cases:
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\begin{align*}
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a \ne 0 &\rightarrow x = \frac b a \\
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a = 0, b \ne 0 &\rightarrow \text{no solution for $x$} \\
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a = 0, b = 0 &\rightarrow \text{infinite solutions for $x$}
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\end{align*}
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### 2x2 System
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A 2x2 system is one with 2 equations and 2 unknown variables.
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<details>
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<summary>
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#### Example 1
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\begin{align*}
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3x_1 + 4x_2 &= 2 &\text{(1)} \\
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x_1 + 2x_2 &= 0 &\text{(2)} \\
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\end{align*}
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</summary>
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\begin{align*}
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3\times\text{(2)} = 3x_1 + 6x_2 &= 0 &\text{(3)} \\
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\text{(3)} - \text{(1)} = 0x_1 + 2x_2 &= -2 \\
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x_2 &= -1
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\end{align*}
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We've essentially created a 1x1 system for $x_2$ and now that's solved we can back substitute it
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into equation (1) (or equation (2), it doesn't matter) to work out the value of $x_1$:
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\begin{align*}
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3x_1 + 4x_2 &= 2 \\
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3x_1 - 1 &= 2 \\
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3x_1 &= 6 \\
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x_1 &= 2
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\end{align*}
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You can check the values for $x_1$ and $x_2$ are correct by substituting them into equation (2).
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</details>
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### 3x3 System
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A 3x3 system is one with 3 equations and 3 unknown variables.
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<details>
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<summary>
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#### Example 1
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\begin{align*}
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2x_1 + 3x_2 - x_3 &= 5 &\text{(1)} \\
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4x_1 + 4x_2 - 3x_3 &= 5 &\text{(2)} \\
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2x_1 - 3x_2 + x_3 &= 5 &\text{(3)} \\
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\end{align*}
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</summary>
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The first step is to eliminate $x_1$ from (2) and (3) using (1):
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\begin{align*}
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\text{(2)}-2\times\text{(1)} = -2x_2 -x_3 &= -1 &\text{(4)} \\
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\text{(3)}-\text{(1)} = -6x_2 + 3x_3 &= -6 &\text{(5)} \\
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\end{align*}
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This has created a 2x2 system of $x_2$ and $x_3$ which can be solved as any other 2x2 system.
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I'm too lazy to type up the working, but it is solved like any other 2x2 system.
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\begin{align*}
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x_2 &= -2
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x_3 &= 5
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\end{align*}
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These values can be back-substituted into any of the first 3 equations to find out $x_1$:
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\begin{align*}
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-2x_1 + 3x_2 - x_3 = 2x_1 + 6 - 3 = 5 \rightarrow x_1 = 1
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\end{align*}
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</details>
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