Tuesday, July 10, 2007

Newton's Identities: Vandermonde Matrix

In today's blog, I will provide a formula for obtaining the determinant of the Vandermonde matrix. For review of determinants of n x n matrices, start here.

This blog is part of the discussion of Newton's Identities. If you are interested in going to the beginning of this thread, then start here.

Definition 1: Vandermonde matrix Vn

The Vandermonde matrix is an n x n matrix where the jth column is the vector (x1j-1, x2j-1, ..., xnj-1).

So based on this definition, the Vandermonde matrix Vn =





Theorem 1:



Proof:

(1) Using elementary matrices (see Lemma 3, here), we know that:

I(-x1R1 + R2)*I(-x2Rn-2 + R3)*...*I(-xn-1Rn-1 + Rn)*Vn =



(2) Using a basic property of determinants of matrices (see Definition 4, here), we know that:

det(I(-x1R1 + R2)*I(-x2Rn-2 + R3)*...*I(-xn-1Rn-1 + Rn)*Vn) = det[I(-x1R1 + R2)]*det[I(-x2Rn-2 + R3)]*...*det[I(-xn-1Rn-1 + Rn)]*det(Vn)

(3) Now, since det(I(kR1 + R2)) = 1 (see Lemma 7, here), this gives us:

det(Vn) =



(4) We can further simplify this expression to be:

det(Vn) = det(M1,1(Vn))

[See Corollary 3.1, here where M1,1 is the Minor of Ent1,1(Vn); see Definition 1 here for definition of the minor of a matrix; see Definition 1, here for definition of Ent1,1(Vn) notation]

(5) Now, we know that M1,1(Vn) =



=




(6) Using elementary matrices (see Corollary 4.2, here), we know that:

M1,1(Vn) =



(7) Using step #4 gives us:

det(Vn) = det(M1,1(Vn) =



(8) Since det(I(kCi)) = det(I(kRi) = k [see Theorem 9, here; see Lemma 4, here], we have:

det(Vn) =



(9) So, we have found ourselves in the same situation as step#1 except that we have eliminated x1 as a column.

(10) If we repeat, the same process, we ultimately get:

det(Vn) =



(11) So, using the determinant formula for 2 x 2 matrices (see Property 5, here; see Lemma 1, here), we have:



QED

References

Monday, February 19, 2007

Newton's Identities: Fundamental Theorem on Symmetric Polynomials

In today's blog, I will present the Fundamental Theorem of Symmetric Polynomials. In my previous blog, I talked about symmetric polynomials and elementary symmetric polynomials. In today's blog, I show the relationship between the two.

The content in today's blog is taken straight from Harold M. Edwards' Galois Theory.

Theorem 1: Fundamental Theorem on Symmetric Polynomials

Every symmetric polynomial in r1, ..., rn can be expressed as a polynomial in elementary symmetric polynomials σ1, ..., σn. In addition, a symmetric polynomial with integer coefficients can be expressed as a polynomial in elementary symmetric polynomials with integer coefficients.

Proof:

(1) For n=1, the symmetric polynomial is x - r1 so that we see that a1 = -r1 and σi = (-1)1(-r1)=r1

[See Definition 1, here for definition of symmetric polynomial; see Definition 2, here for definition of the kth elementary symmetric polynomial]

(2) if a1 is an integer, then r1 is an integer and σ1 is an integer.

(3) The polynomial in elementary symmetric functions is then x - σ1 which shows that the theorem is true for n=1.

(4) Let's assume that the theorem has been proved for all symmetric polynomials up to n-1.

(5) Let G(r1, r2, ..., rn) be a symmetric polynomial in n variables so that:

G(r1, r2, ..., rn) = (x - r1)*(x - r2)*...*(x - rn)

(6) Let Gi be a series of polynomials such that:

G(r1, r2, ..., rn) = G0 + G1rn + G2(rn)2 + ... + Gv(rn)v

where:

v is the highest power of rn that occurs in G and each Gi is only made up of r1, r2, ..., rn-1.

We can see that G0 is a polynomial that doesn't include rn. G1 includes all multiples of (rn)1. G2 includes all the multiples of (rn)2 and so on up until v which is defined as the highest power of rn which can be 1.

(7) Now, since G(r1, r2, ..., rn) is a symmetric polynomial, it is unchanged if any two variables ri and rj are interchanged. [See Definition 1 here for definition of symmetric polynomial]

(8) Since G(r1, r2, ..., rn) is unchanged with any interchange, so too are the polynomials defined by Gi are unchanged.

(9) This means that each Gi is itself a symmetrical polynomial on r1, r2 ... rn-1.

(10) By the inductive hypothesis in step #4, we can assume that each Gi is itself expressible as an elementary symmetric polynomial in r1, r2, ..., rn-1

(11) Let τi, τ2, ..., τn-1 denote these elementary polynomials in (n-1) variables such that [See Definition 2 here for definition of elementary symmetric polynomials]:

τ1 = r1 + r2 + ... + rn-1

τ2 = r1r2 + r1r3 + ... + rn-2rn-1
...

τn-1 = r1r2*...*rn-1

[NOTE: Each τi represents the sum of all i-combinations of 1 ... n-1. So, τ1 is the sum of all 1-combinations, τ2 is the sum of all 2-combinations, and τn-1 is the sum of all n-1 combinations (for which there is only one)].

(12) So, from the inductive hypothesis, if we let Gi(r1, ..., rn-1) represent the symmetric polynomial Gi, we can see that there exists another polynomial gi such that:

Gi(r1, ..., rn-1) = gi1, τ2, ..., τn-1)

(13) Further, from the inductive hypothesis, we know that if Gi has integer coefficients, then, so does gi.

(14) Let σ1, σ2, ..., σn be the elementary symmetric polynomials in n variables.

(15) We can now restate σi in terms of τi since:

σ1 = r1 + r2 + ... + rn = τ1 + rn

σ2 = r1r2 + r1r3 + ... + rn-1rn = τ2 + rnτ1

[Note: rn1 is equal to the sum of all (n-1) 1-combinations with rn]

σ3 = r1r2r3 + r1r2r4 + ... + rn-2rn-1rn = τ3 + rnτ2

[Note: rn1 is equal to the sum of all (n-1) 2-combinations with rn]

σ4 = τ4 + rnτ3

...

σn = r1*r2*....*rn = 0 + rn*tn-1

[Note: the main idea here is the σi represents the sum of all i-combinations of n variables. We are now equating these sums with τi which represents the sum of all i-combinations of (n-1) variables. In other words, we are now including the new combinations with rn.]

(16) We can now restate the equations in step #15 in terms of τi to get (using the basic algebraic operations of addition/subtraction to both sides of the equation):

τ1 = σ1 - rn

τ2 = σ2 - rnτ1 = σ2 - rn1 - rn) = σ2 - rnσ1 + (rn)2

τ3 = σ3 - rnτ2 = σ3 - rnσ2 + (rn)2σ1 - (rn)3.

...

τn-1 = σn-1 - rnτn-2 = σn-1 - rnσn-2 + ... + (-1)n-1(rn)n-1

(17) Finally, we can use the last equation in step #15, to get:
0 = σn - rnτn-1 = σn - rnσn-1 + ... + (-1)n(rn)n.

(18) Since we restate all the terms τi in terms of rn and σi, we can define a polynomial fi1, σ2, ..., σn-1), such that using step # 12, we have:

G(r1, r2, ..., rn) = f0 + f1n) + f2(σn)2 + ... + fμ(σn)μ

where each fi is a polynomial strictly in terms of σ1, σ2, ..., σn-1 and does not include σn.

(19) Each fi has integer coefficients if G does since:

(a) Using steps #16, we can state each fi in terms of τ1,...,τn-1

(b) From step #13, we know that τ1,...,τn-1 have integer coefficients if G has.

(20) From step #17, we get the following:

(rn)n = (rn)n-1σ1 - (rn)n-2σ2 + (rn)n-3σ3 + ... + (-1)n-1σn

(21) If μ ≥ n, then we can continuously apply the result in step #18 to the result in step #20, to get:

G(r1, r2, ..., rn) = f0(σ) + f1(σ)rn + f2(σ)(rn)2 + ... + fn-1(σ)(rn)n-1

(22) Since interchanging any values ri with rj doesn't change the value of G(r1, r2, ..., rn), then it doesn't change the value of f0(σ) + f1(σ)rn + f2(σ)(rn)2 + ... + fn-1(σ)(rn)n-1

(23) By repeatedly interchanging distinct ri and rj values where i ≠ j, we get the following n set of equations using step #21:

G(r1, r2, ..., rn) = f0 + f1r1 + f2(r1)2 + ... + fn-1(r1)n-1
G(r1, r2, ..., rn) = f0 + f1r2 + f2(r2)2 + ... + fn-1(r2)n-1
...

G(r1, r2, ..., rn) = f0 + f1rn + f2(rn)2 + ... + fn-1(rn)n-1

(24) We can think of these n equations of n terms as an n x n matrix of the form (ri)j-1 where i = the column (1 ... n) and j = the row (1 ... n).

(25) The determinant of this matrix which is a polynomial in r1, r2, ..., rn is nonzero since this is an example of the transpose of the Vandermonde Matrix [see Definition 1, here] and:

(a) From the properties of determinants, we know that det(Vn) = det(VnT) [See Theorem 9, here]

(b) The formula for the determinant of the Vandermonde matrix is (see Theorem 1, here):




(c) Since by assumption r1 ≠ r2 ≠ ... ≠ rn [since each of the parameters is distinct], we can conclude that det(Vn) ≠ 0.

(26) We can think of the set of equations as a multiplication between the above matrix [(ri)j-1] and the vector [f0(σ), f1(σ), ..., fn-1(σ)] [See here for review of matrix multiplication] since:





(27) But, the the set of equations is also the result of multiplying the vector[G,0,0,...,0] since:

(a) We have the following equation:





(b) From step #23, we have:



=



(c) So we can conclude that the following two equations are equal:






(28) Since the determinant in step #24 above is nonzero, the matrix is invertible (see Theorem 4, here) and we can multiply its inverse to both sides to get:



(29) From this, we can conclude that:

f0 = G and f1=0, ..., fn-1=0. [See Definition 2, here]

(30) Since f0 is an elementary symmetric polynomial (see step #18 above) and since f0 has integer coefficients if G does (see step #19 above), the conclusion follows from mathematical induction (see here for review of mathematical induction).

QED

In my next blog, I will complete the proof by reviewing the formula for the determinant of the Vandermonde Matrix. In a future blog, I will show how this theorem can be used to derive Newton's identities.

References

Newton's Identities: Symmetric Polynomials

It is very easy to build an equation that has a certain set of solutions. If we wanted to build an equation where the solutions are 1,2,3,4,5 then all we need to do is multiply out the following:

(x - 1)(x - 2)(x - 3)(x -4)(x - 5)=0

If we carry out the multiplication, we can be sure that the result is an algebraic equation of power n=5 where we have the following:

ax5 + bx4 + cx3 + dx2 + e = 0

if x = 1, 2, 3, 4, or 5. We can figure out a,b,c,d,e by carrying out the multiplication.

Let's generalize this idea. Let's assume that the roots are r1, r2, ..., rn. Further, let's call each coefficient of the final result a1, a2, ..., an.

Then we have:

xn + a1xn-1 + ... + an-1x + an = (x - r1)*(x - r2)*...*(x - rn)

If xn has a coefficient, then we can divide the entire equation by a0 to get the above result.

We call a polynomial that results in this way, a symmetric polynomial. The idea is that we can switch any ri with any rj and it doesn't change the resulting polynomial.

Definition 1: Symmetric Polynomial

Let P(x1, x2, ..., xn) be a polynomial that consists of n variables. P(x1, x2, ..., xn) is said to be a symmetric polynomial if any two of these variables can be interchanged without changing the value of the polynomial.

Examples:

The following polynomials are symmetric.

P(x1, x2) = (x1)3 + (x2)3 - 7.

P(x1, x2) = 4x1x2

P(x1, x2, x3) = x1x2x3x2 - 2x1x3 - 2x2x3

The following polynomial is not:

P(x1,x2) = x1 - x2

Now, looking at the above equation again:

xn + a1xn-1 + ... + an-1x + an = (x - r1)*(x - r2)*...*(x - rn)

We can see that:

a1 = -r1 + -r2 + ... + -rn

We know this since there are n ways to get a value of xn-1. And they are:

-r1*x*x*x*...*x -r2*x*x*x*...*x - ... -rn*x*x*x*...*x

We can also see that an = (-r1)*(-r2)*(-r3)*...*(-rn)

since this is only way to multiply the values together to get x0. We can see that there exactly C(n,0)=1 ways to include x0. There are C(n,1)=n ways to to include only x1 and C(n,2) = ways to include x2, etc.

Indeed, in each case we can see that ai is the sum of C(n,i) different terms (see Lemma 3, here for details on C(n,r) if needed):

a2 = (-r1)*(-r2) + (-r1)*(-r3) + ... + (-rn-1)*(-rn) a3 = (-r1)*(-r2)*(-r3) + ... + (-rn-2)*(-rn-1)*(-rn) ... an-1 = (-r1)*...*(-rn-1) + (-r2)*...*(-rn)

Each of these terms is itself a polynomial. They are called the elementary symmetric polynomials σi.

Definition 2: Kth Elementary Symmetric Polynomials


A kth elementary symmetric polynomial is defined as:



So, we have:

σk = (-1)kak where σk is called the kth elementary symmetric polynomial in r1, ..., rn

In my next blog, I will show that for every symmetric polynomial in r1, ..., rn can be expressed as an elementary symmetric polynomial in r1, ..., rn

References

Friday, February 16, 2007

Newton's Identities

In 1707, Sir Isaac Newton published a set of identities that would later become very important in the establishment of group theory. He showed an important relationship between the roots of an equation and the coefficients that make up the equation:

Let r,s,t be the roots of a cubic equation x3 + bx2 + cx + d=0 (See here for details on the cubic equation and the proof that it always has three solutions).

Then, the following are true:

(1) r + s + t = -b

(2) r2 + s2 + t2 = b2 - 2c

(3) r3 + s3 + t3 = -b3 + 3bc - 3d

(4) rs + rt + st = c

(5) r2s + r2t + s2r + s2t + t2r + t2s = -bc + 3d

(6) r3s + r3t + s3r + s3t + t3r + t3s = b2c - 2c2 - bd

(7) r2s2 + r2t2 + s2t2 = c2 - 2bd

(8) r3s2 + r3t2 + s3r2 + s3t2 + t3r2 + t3s2 = -bc2 + 2b2d + cd

(9) r3s3 + r3t3 + s3t3 = c3 - 3bcd + 3d2

(10) rst = -d

(11) r2st + s2rt + t2rs = bd

(12) r3st + s3rt + t3rs = -b2d + 2cd

(13) r2s2t + r2st2 + rs2t2 = -cd

(14) r3s2t + r3st2 + s3r2t + s3t2r + t3r2s + t3s2r = bcd - 3d2

(15) r3s3t + r3t3s + s3r3t + s3t3r + t3r3s + t3s3r = -c2d + 2bd2

(16) r2s2t2 = d2

(17) r3s2t2 + s3r2t2 + t3r2s2 = -bd2

(18) r3s3t2 + r3t3s2 + s3t3r2 = cd2

(19) r3s3t3 = -d3

By this time, Newton was already world famous and he did not provide any proof or method for coming up with these identities. Apparently, he did not know that Albert Girard had independently come up with many of the same identities also without offering proof.

How did he come up with these identities?

Apparently, Newton was trying to figure out a method to determine when two cubic equations had the same root. Later, from this investigation, he found these identities. Even though these identities are specific to the cubic equation, it turns out that underlying these identities is a general theorem that applies to any polynomial of any power. Harold Edwards calls this general theorem "Newton's Theorem."

In my next blog, I will show how these identities can be derived.

References

Friday, February 09, 2007

Albert Girard

Albert Girard was born in France in 1595. His family later moved to the Netherlands as religious refugees. Girard attended the Univeristy of Leiden at age 22 where he studied music and his interest of choice was the lute. Indeed, he made his money at this as a musician.

His interest in mathematics grew and in 1625, he translated the works of Stevins. In 1626, he published his first book on trigonometry. In this very influential treatise, this terms "sin", "cos", and "tan" as abbreviations. This was the first time that this was done (see here for the history of trigonometry). The book contains the formula for the area of a spherical triangle.

Girard made numerous original contributions that had a lasting impact on the history of mathematics. He was the first to propose the fundamental theorem of algebra that an equation to the power of n necessarily had n roots.

Girard also came up with important identities relating to symmetric polynomials which Newton independently discovered. He was also the first to express the Fibonacci sequence as the well known recurrence relation: Fn+2 = Fn+1 + Fn.

Despite Girard's very innovative ideas, he did not include mathematical proofs of his ideas. Girard, like many of the mathematicians of his time, was primarily interested in military applications of mathematics. He had a strong interest in the nature of fortifications and engineering. At the time of his death, his occupation was cited as engineer. Girard died on December 8, 1632.

References

Saturday, February 03, 2007

Van Roomen's Problem: Solution Explained

In today's blog, I will provide the solution to Van Roomen's problem. Van Roomen's problem established François Viète as one of the most important mathematicians of his day, showed the relevance of trigonometry to solving algebraic equations, and finally paved the way to Albert Girard's insight (and Carl Friedrich Gauss's brilliant proof) of the Fundamental Theorem of Algebra.

First, here is the problem posed by Adriaan Van Roomen (see here for more details):

Solve for x where:

(45)x - (3,795)x3 + (95,634)x5 - (1,138,500)x7 + (7,811,375)x9 - (34,512,075)x11 + (105,306,075)x13 - (232,676,280)x15 + (384,942,375)x17 - (488,494,125)x19 + (483,841,800)x21 - (378,658,800)x23 + (236,030,652)x25 - (117,679,100)x27 + (46,955,700)x29 - (14,945,040)x31 + (3,764,565)x33 - (740,259)x35 + (111,150)x37 - (12,300)x39 + (945)x41 - (45)x43 + x45 = A

and:



Let's start by simplifying Van Roomen's equation.

If we define:

Fn(x) =



Then, it turns out (see here for the details) that:

F45(x) =

(45)x - (3,795)x3 + (95,634)x5 - (1,138,500)x7 + (7,811,375)x9 - (34,512,075)x11 + (105,306,075)x13 - (232,676,280)x15 + (384,942,375)x17 - (488,494,125)x19 + (483,841,800)x21 - (378,658,800)x23 + (236,030,652)x25 - (117,679,100)x27 + (46,955,700)x29 - (14,945,040)x31 + (3,764,565)x33 - (740,259)x35 + (111,150)x37 - (12,300)x39 + (945)x41 - (45)x43 + x45

The complex value for A can also be simplified. It turns out that (see Lemma 7, here):



= 2 sin(π/[15])

Now, analyzing the above equation for Fn, also establishes the following linkage to trigonometry (see Corollary 1.2, here for details):

For any odd integer n ≥ 1:

2 sin(nα) = (-1)(n-1)/2*Fn(2sinα)

So, for n = 45, we have:

2sin(45α) = (-1)22F45(2sinα) = F45(2sinα)

Now, we have enough to derive the solution that Van Roomen was interested in since:

2sin(45α) = F45(2sinα) = 2 sin(π/[15])

We just need to solve for α so that:

45α = π/15 so α = π/[15*45].

Thus, the solution is x = 2sinα = 2sin(π/[15*45])

Indeed, if we look at all of Van Roomen's examples that he gave (see here for details), the same solution applies (see here for the proofs). In each case, you will find that if A = 2 sin(θ), then x = 2sin(θ/45).

This solution was enough for Van Roomen but this was not enough for Viète. He went on to show that there are 45 different solutions for x (44 in addition to the one listed above) with 23 positive solutions and 22 negative solutions. This insight would be very important to establishing the Fundamental Theorem of Algebra.

How did he do it?

Well, we know that for sin, sin(θ) = sin(θ + 2π). [See Property 5, here for details if needed]

This means that if we define αk = α + n*(2π/45), then in all cases:

2sin(45*[α + n*(2π/45)]) = 2sin(π/15).

We know that there are 45 solutions because (n*2π/45) for n =0, ..., 44 are all distinct values. At n=45, 45*2π/45 = 2π which is the same value as n=0 since sine is a repeating function and so on for any value n ≥ 45.

We know that for n= 0, ..., 22, sin(α + n*(2π/45)) ≥ 0 and for n = 23, ..., 44 sin(α + n*(2π/45)) is negative.

In my next blog, I will show how François Viète came up with his own solution to the cubic equation.

References