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1.1 Applied mathematics

1.2 Rigor

1.2.1 Axiom and deﬁnition

1.2.2 Mathematical extension

1.3. COMPLEX NUMBERS AND COMPLEX VARIABLES 5

1.3 Complex numbers and complex variables

1.4 On the text

2.1 Basic arithmetic relationships

2.1.2 Negative numbers

2.1.4 The change of variable

2.2 Quadratics

2.3 Integer and series notation

2.4 The arithmetic series

2.5 Powers and roots

2.5.1 Notation and integral powers

2.5.2 Roots

2.5.3 Powers of products and powers of powers

2.5.4 Sums of powers

2.6. MULTIPLYING AND DIVIDING POWER SERIES 23

2.5.5 Summary and remarks

2.6 Multiplying and dividing power series

2.6.1 Multiplying power series

2.6.2 Dividing power series

2.6.3 Dividing power series by matching coeﬃcients

2.6.5 Variations on the geometric series

2.8 Exponentials and logarithms

2.8.1 The logarithm

2.8.2 Properties of the logarithm

2.9 Triangles and other polygons: simple facts

2.9.1 The area of a triangle

2.9.2 The triangle inequalities

2.9.3 The sum of interior angles

2.10 The Pythagorean theorem

2.11 Functions

2.12 Complex numbers (introduction)

2.12.2 Complex conjugation

2.12.3 Power series and analytic functions (preview)

Trigonometry

3.1 Deﬁnitions

3.2 Simple properties

3.3 Scalars, vectors, and vector notation

3.4 Rotation

3.5.1 Variations on the sums and diﬀerences

3.5.2 Trigonometric functions of double and half angles

3.7 The laws of sines and cosines

3.8 Summary of properties

3.9 Cylindrical and spherical coordinates

3.10. THE COMPLEX TRIANGLE INEQUALITIES 69

3.10 The complex triangle inequalities

3.11 De Moivre’s theorem

The derivative

4.1 Inﬁnitesimals and limits

4.1.1 The inﬁnitesimal

4.1.2 Limits

4.2 Combinatorics

4.2.1 Combinations and permutations

4.2.2 Pascal’s triangle

4.3 The binomial theorem

4.3.1 Expanding the binomial

4.3.2 Powers of numbers near unity

4.3.3 Complex powers of numbers near unity

4.4 The derivative

4.4.1 The derivative of the power series

4.4.2 The Leibnitz notation

4.4.3 The derivative of a function of a complex variable

4.4.4 The derivative of za

4.4.5 The logarithmic derivative

4.5. BASIC MANIPULATION OF THE DERIVATIVE 87

4.5 Basic manipulation of the derivative

4.5.1 The derivative chain rule

4.5.2 The derivative product rule

4.5.3 A derivative product pattern

4.6 Extrema and higher derivatives

4.7 L’Hˆopital’s rule

4.8 The Newton-Raphson iteration

The complex exponential

5.1 The real exponential

5.2 The natural logarithm

5.3 Fast and slow functions

5.4 Euler’s formula

5.6 Complex trigonometrics

5.6.1 The hyperbolic functions

5.6.2 Inverse complex trigonometrics

5.7 Summary of properties

5.8 Derivatives of complex exponentials

5.8.1 Derivatives of sine and cosine

5.8.2 Derivatives of the trigonometrics

5.8.3 Derivatives of the inverse trigonometrics

5.9 The actuality of complex quantities

Primes, roots and averages

6.1 Prime numbers

6.1.1 The inﬁnite supply of primes

6.1.2 Compositional uniqueness

6.1.3 Rational and irrational numbers

6.2.1 Polynomial roots

6.2.2 The fundamental theorem of algebra

6.3 Addition and averages

6.3.1 Serial and parallel addition

6.3.2 Averages

The integral

7.1 The concept of the integral

7.1.1 An introductory example

7.3.5 Multiple integrals

7.4 Areas and volumes

7.4.1 The area of a circle

7.4.2 The volume of a cone

7.4.3 The surface area and volume of a sphere

7.5 Checking an integration

7.6 Contour integration

7.7 Discontinuities

7.8 Remarks (and exercises)

The Taylor series

8.1 The power-series expansion of 1/(1−z)n+1

8.1.1 The formula

8.1.2 The proof by induction

8.1.3 Convergence

8.1.4 General remarks on mathematical induction

8.2 Shifting a power series’ expansion point

8.3. EXPANDING FUNCTIONS IN TAYLOR SERIES 167

8.3 Expanding functions in Taylor series

8.4 Analytic continuation

8.5 Branch points

8.6 Entire and meromorphic functions

of entire and meromorphic functions.11

8.7 Extrema over a complex domain

8.8 Cauchy’s integral formula

8.8.1 The meaning of the symbol dz

8.8.2 Integrating along the contour

8.8.3 The formula

8.8.4 Enclosing a multiple pole

8.9 Taylor series for speciﬁc functions

8.10 Error bounds

8.10.1 Examples

8.10.2 Majorization

8.10.3 Geometric majorization

8.10.4 Calculation outside the fast convergence domain

8.10.5 Nonconvergent series

8.10.6 Remarks

8.11 Calculating 2π

8.12 Odd and even functions

8.13 Trigonometric poles

8.14 The Laurent series

8.15 Taylor series in 1/z

8.16. THE MULTIDIMENSIONAL TAYLOR SERIES 201

8.16 The multidimensional Taylor series

Integration techniques

9.1 Integration by antiderivative

9.2 Integration by substitution

9.3 Integration by parts

9.4 Integration by unknown coeﬃcients

9.5 Integration by closed contour

9.6. INTEGRATION BY PARTIAL-FRACTION EXPANSION 215

9.6 Integration by partial-fraction expansion

9.6.1 Partial-fraction expansion

9.6.2 Repeated poles

9.6.3 Integrating a rational function

9.6.4 The derivatives of a rational function

9.6.5 Repeated poles (the conventional technique)

9.6.6 The existence and uniqueness of solutions

9.7 Frullani’s integral

9.9 Integration by Taylor series

Cubics and quartics

10.1 Vieta’s transform

10.2 Cubics

10.3 Superﬂuous roots

10.4 Edge cases

10.5 Quartics

10.6 Guessing the roots

Matrices and vectors

The matrix

11.1 Provenance and basic use

11.1.1 The linear transformation

11.1.2 Matrix multiplication (and addition)

11.1.3 Row and column operators

11.1.4 The transpose and the adjoint

11.2 The Kronecker delta

11.3 Dimensionality and matrix forms

11.3.1 The null and dimension-limited matrices

11.3.3 The active region

11.3.4 Other matrix forms

11.3.5 The rank-r identity matrix

11.3.6 The truncation operator

11.3.7 The elementary vector and the lone-element matrix

11.3.8 Oﬀ-diagonal entries

11.4 The elementary operator

11.4.1 Properties

11.4.2 Commutation and sorting

11.5 Inversion and similarity (introduction)

11.6 Parity

11.7 The quasielementary operator

11.7.3 Addition quasielementaries

11.8 The unit triangular matrix

11.8.1 Construction

11.8.2 The product of like unit triangular matrices

11.8.3 Inversion

11.8.4 The parallel unit triangular matrix

11.8.5 The partial unit triangular matrix

11.9 The shift operator

11.10 The Jacobian derivative

12.1 Linear independence

12.2 The elementary similarity transformation

12.3 The Gauss-Jordan decomposition

12.3.1 Motive

12.3.2 Method

12.3.3 The algorithm

12.3.4 Rank and independent rows

12.3.5 Inverting the factors

12.3.6 Truncating the factors

12.3.7 Properties of the factors

12.3.8 Marginalizing the factor In

12.3.9 Decomposing an extended operator

12.4 Vector replacement

12.5 Rank

12.5.1 A logical maneuver

12.5.2 The impossibility of identity-matrix promotion

12.5.3 General matrix rank and its uniqueness

12.5.4 The full-rank matrix

12.5.5 Underdetermined and overdetermined linear systems
(introduction)

12.5.6 The full-rank factorization

12.5.8 The signiﬁcance of rank uniqueness

13.1 Inverting the square matrix

13.2 The exactly determined linear system

13.3 The kernel

13.3.1 The Gauss-Jordan kernel formula

13.3.2 Converting between kernel matrices

13.3.3 The degree of freedom

13.4 The nonoverdetermined linear system

13.4.1 Particular and homogeneous solutions

13.4.2 A particular solution

13.4.3 The general solution

13.5 The residual

13.6. THE PSEUDOINVERSE AND LEAST SQUARES 347

13.6.1 Least squares in the real domain

13.6.2 The invertibility of A∗A

13.6.3 Positive deﬁniteness

13.6.4 The Moore-Penrose pseudoinverse

13.7 The multivariate Newton-Raphson iteration

13.8 The dot product

13.9. THE COMPLEX VECTOR TRIANGLE INEQUALITIES 359

13.9 The complex vector triangle inequalities

13.10. THE ORTHOGONAL COMPLEMENT 361

13.10 The orthogonal complement

13.11 Gram-Schmidt orthonormalization

13.11.1 Eﬃcient implementation

13.11.2 The Gram-Schmidt decomposition

13.11.3 The Gram-Schmidt kernel formula

13.12 The unitary matrix

14.3 The eigenvalue itself

14.4 The eigenvector

14.5 Eigensolution facts

14.6 Diagonalization

14.7 Remarks on the eigenvalue

14.8 Matrix condition

14.9 The similarity transformation

14.10. THE SCHUR DECOMPOSITION 393

14.10 The Schur decomposition

14.10.1 Derivation

14.10.2 The nondiagonalizable matrix

14.11 The Hermitian matrix

14.12. THE SINGULAR-VALUE DECOMPOSITION 405

14.12 The singular-value decomposition

14.13. GENERAL REMARKS ON THE MATRIX 407

14.13 General remarks on the matrix

Vector analysis

15.1 Reorientation

15.1.1 The Tait-Bryan rotations

The notation

15.4.2 Einstein’s summation convention

15.4.3 The Kronecker delta and the Levi-Civita epsilon

15.5 Algebraic identities

15.6 Isotropy

15.7 Parabolic coordinates

15.7.1 The parabola

15.7.2 Parabolic coordinates in two dimensions

15.7.3 Properties

15.7.4 The parabolic cylindrical coordinate system

15.7.5 The circular paraboloidal coordinate system

Vector calculus

16.1 Fields and their derivatives

16.1.1 The ∇ operator

16.1.2 Operator notation

16.1.3 The directional derivative and the gradient

16.1.4 Divergence

16.1.5 Curl

16.1.6 Cross-directional derivatives

16.2 Integral forms

16.2.1 The divergence theorem

16.2.2 Stokes’ theorem

16.3 Summary of deﬁnitions and identities of vec-

16.5 Contour derivative product rules

16.6 Metric coeﬃcients

16.6.1 Displacements, areas and volumes

16.6.2 The vector ﬁeld and its scalar components

16.7 Nonrectangular notation

16.8. DERIVATIVES OF THE BASIS VECTORS 469

16.8 Derivatives of the basis vectors

16.9 Derivatives in the nonrectangular systems

16.9.1 Derivatives in cylindrical coordinates

16.9.2 Derivatives in spherical coordinates

16.9.3 Finding the derivatives geometrically

16.10 Vector inﬁnitesimals

The Fourier series

17.4.4 Linearity and suﬃciency

17.4.5 The trigonometric form

17.5 The sine-argument function

17.5.1 Derivative and integral

17.5.2 Properties of the sine-argument function

17.5.3 Properties of the sine integral

17.5.4 The sine integral’s limit by complex contour

17.6 Gibbs’ phenomenon

18.1 The Fourier transform

18.1.1 Fourier’s equation

18.1.2 The transform and inverse transform

18.1.3 The complementary variables of transformation

18.2. PROPERTIES OF THE FOURIER TRANSFORM 519

18.1.4 An example

18.2 Properties of the Fourier transform

18.2.1 Duality

18.2.2 Real and imaginary parts

18.2.3 The Fourier transform of the Dirac delta

18.2.4 Shifting, scaling and diﬀerentiation

18.2.5 Convolution and correlation

18.2.6 Parseval’s theorem

18.2.7 Oddness and evenness

18.3 The Fourier transforms of selected functions

18.4. THE FOURIER TRANSFORM OF INTEGRATION 535

18.4 The Fourier transform of the integration op-

18.5 The Gaussian pulse

18.6 The Laplace transform

18.7 Solving diﬀerential equations by Laplace

18.8 Initial and ﬁnal values by Laplace

18.9. THE SPATIAL FOURIER TRANSFORM 547

18.9 The spatial Fourier transform

19.1 The Gaussian pulse and its moments

Probability

20.1 Deﬁnitions and basic concepts

20.2. THE STATISTICS OF A DISTRIBUTION 555

20.2 The statistics of a distribution

20.3 The sum of random variables

20.4 The transformation of a random variable

20.5 The normal distribution

20.6 Inference of statistics

20.7 The random walk and its consequences

20.7.1 The random walk

20.7.2 Consequences

20.8 Other distributions

20.8.1 The uniform distribution

20.8.2 The exponential distribution

The exponential distribution is9

20.8.3 The Rayleigh distribution

20.8.4 The Maxwell distribution

20.8.5 The log-normal distribution

20.9 The Box-Muller transformation

20.10. THE NORMAL CDF AT LARGE ARGUMENTS 573

20.11 The normal quantile

Appendices

A.1 Hexadecimal numerals

A.2 Avoiding notational clutter

The Greek alphabet

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