CHE 305 Section II Note - Prof Sonibare

CHE 305
ENGINEERING ANALYSIS I
(3 UNITS)
SECTION II
J.A. SONIBARE, Ph.D

Professor of Chemical Engineering
Che305oauifechemeng@gmail.com
Environmental Engineering Research Laboratory

Department of Chemical Engineering
OBAFEMI AWOLOWO UNIVERSITY

ILE-IFE
FEBRUARY 2021
2
COURSE CONTENTS
1. Matrices
Elements of Matrices; Linear Algebra Elements of Matrices;
Determinants of Matrices; Inverse of Matrices; Theory of Linear
Equation with Matrices Applications; and Eigen-Values and
Eigen-Vectors
2. Complex Variables
Properties of Complex Variables; Regions in the Complex Plane;
Functions of Complex Variables; Single-Valued Functions; Multi-
Valued Functions; Analytic Functions; Cauchy-Riemann
Equations; Singularities and Zeroes; Cauchy’s Integral Theorem
3. Series in the Complex Plane

Taylor’s Series; Laurent Series; Residue Theorem and Bilinear
Transformations
CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

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TEXTBOOKS
1. Advanced Mathematics for Engineers and Scientists
Murray R. Spiegel, Schaum’s Outlines Series; McGraw Hill, NY, 1971
2. Elements of Advanced Engineering Mathematics
Peter V. O’Neil. Cengage Learning, Australia, 2010
3. Engineering Mathematics
K.A. Stroud with additions by Dexter J. Booth.
Palgrave, Great Britain
4. Advanced Engineering Mathematics
Erwin Kreyszig. John Willey & Sons, Inc. New York, 2005
5. Advanced Engineering Mathematics
Dean G. Duffy. CRC Press UK. 1997
6. Schaum’s Advanced Mathematics for Engineers and
Scientists . Murray Spiegel, McGraw-Hill Education
4
PART ONE
MATRICES
1.0 Elements of Matrices
Matrix is an ordered rectangular array of numbers enclosed in
brackets; Expressions in rows and columns to form an array
(Eqn. 1); Represented by capital letters (Eqn. 1) but elements
in small letters (Eqn. 2)

A = aij ; i = 1,2,..., N ; j = 1,2,..., M  (1)
 a11 a12 ... 
a1n
 
 a21 a22 ... a2n 
. 
A=  (2)
. 
. 
 
a am 2 ... amn 
 m1
5
i. quantities aij are the elements of the matrix;

ii. horizontal lines are its rows;
iii. vertical lines are the columns where 1  i  m and 1  j  n
Matrix is described as having m rows and n columns with the

first subscript of the double script notation representing the
row; the second identifies its column

6
1.1 Basic Definitions
i. Principal diagonal: sloping line of elements extending
from element
a11 to element amn (Eqn. 3)
 a11 a12 ... a1n
 
 a21 a22 ... a2 n 
. 
A=  (3)
. 
. 
 
a ... amn 
 m1 am 2

7
( )
ii. Matrix equality: Two matrices A = aij and B = bij are equal if ( )
and only if they contain equal number of rows and equal number
columns and aij = bij for all values of i and j.
iii. Row and column of a matrix: Row of a matrix is its horizontal
elements (Eqn. 4) while the columns are its vertical elements (Eqn. 4).
1 2 3 
 
A =  4 5 6 (4)
7 8 9
 
iv. Order of Matrix: is its number of rows and columns; also dimension.
Conventionally matrix description indicates number of rows followed by
of columns. A matrix of m rows and n columns is of order (m x n ) .

8
1.2 Special Types of Matrix
i. Row Matrix or Row Vector: a matrix consisting of a single
row (Eqn. 6) and it is of order (1 x n ).
(a ) = (a1, a2 , a3 ,..., an ) (6)

ii. Column Matrix or Column Vector: a matrix consisting of a
single column (Eqn. 7) and of order (m x 1) .
 a1 
 
 a2 
(a ) =  a3  (7 )
. 
 
 am 
As shown in Eqns. (6) and (7), row and column vectors are
conventionally denoted by lower case bold face letters.
9
iii. Null or Zero Matrix: is a matrix with all elements equal to
zero and denoted by O (Eqn. 8) for a (3 x 3) matrix
0 0 0
 
O = 0 0 0 (8)
0 0 0
 
iv. Square Matrix: a matrix with equal number of rows (m) and
columns (n) i.e. aij ;i, j = 1,2,3,...N  as in Eqn. (9). It is
usually of order (n x n )
 a11 a12 ... a1n 
 
 a21 a22 ... a2 n 
A = .  (9)
 
. 
 
 n1 n 2
a a ... a nn 

10
v. Diagonal Matrix: a square matrix with every element not
on the principal diagonal (leading diagonal) equal zero
(Eqn. 10). For a diagonal matrix with aij elements, aij = 0
must be satisfied for i  j
 a11 0 0 
0
 
0 a22 0 0 
A= (10)
0 0 a33 0 
 
0 0 0 a44 

Where a11, a22 , a33 , a44  0

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vi. Unit matrix: a diagonal matrix with each diagonal element
equal to 1 (Eqn. 11). It is denoted by I or In if it is a unit
matrix of order n
 a11 0 00 
 
0 a22 0 0 
A= (11)
0 0 a33 0 
 
0 0 0 a44 

Where a11 = a22 = a33 = a44 = 1. This matrix is also
described as identity matrix.
vii. Matrix Transpose: This is a (n x m ) matrix obtained from

matrix A of order (m x n ) by interchanging its rows and
T /
columns. For a matrix A its transpose is A or A .
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Consider a matrix (3 x 2) given in Eqn. (12)

 a11 a12 
 
A =  a21 a22  (12)
a 
 31 32 
a
Its transpose A or A is the (2 x 3) given as (Eqn. 13)
T /
 a11 a21 a31 

/
A or A T
=
a  (13)
 12 a22 a32 

The transpose of a column vector (Eqn. 7) is a row vector

(Eqn. 6). Also, it should be noted that

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( A + B )T = AT + BT
( AB )T = BT AT (14)
(A )
T T
=A
viii. Symmetric Matrix: it is a square matrix such that

aij = a ji for1  i ; j  n i.e. a matrix is symmetric if its
elements symmetrically located on the principal diagonal
are equal. In this arrangement, a matrix A will be equal
to its transpose ( A = A )
T
1 x y 
 
For example, the matrix A=x 3 z is symmetric since it is
 y z 4
 
14
1 x y 
T  
equal to its transpose i.e. A =x 3 z
 y z 4
 
ix. Skew-Symmetric Matrix: is a matrix equals to the negative

of its transpose (i.e. A = − A ). Here aij
T = −a ji and
aii = 0 (implying that the leading diagonal of the matrix
has zero elements). An example of such matrix is:
 0 2 1
 
A = − 2 0 3
 −1 − 3 0 


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0 -2 -1   0 2 1
T   T  
A = 2 0 - 3 − A = − 2 0 3 = A
since 1  and  −1 − 3
 3 0  0 
x. Orthogonal Matrix: An nxn matrix is orthogonal if its

−1
transpose equals its inverse i.e. A = A .
T
Generally determinant of an orthogonal matrix is 1 or -1.
xi. Complex Matrix: is defined as a matrix with complex

elements aij having both real and imaginary parts e.g.
1 + 2i 1+ i 
A =  
1 + 3i 2 + 3i 

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xii. Unitary Matrices: An n x n matrix U is unitary if its
transpose equals the inverse of its conjugate (or conjugate
of its inverse) i.e.
−1
− −
U  = U which is equivalent to U U / = I n
/
 
 
xiii. Hermitian Matrix: a square matrix which is unchanged
by taking the transpose of its complex conjugate i.e.
matrix A is Hermitian if ( A *) = A for example, matrix
T
1 1+ i
A = 
1 − i 2 
 is Hermitian because A * T = A . ( )
1 1+ i 1 1− i
A* =  
Check: Since A = 1 − i 2  , it conjugate
  1 + i 2 

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Consequently, the transpose of this conjugate i.e.
1 1+ i
( A *)T
=   = A
1 − i 2 
Note that diagonal elements of Hermitian matrices are real.
xiv. Skew-Hermitian Matrix: is a square matrix A is such

that ( A *)T
= −A
xv. Conformable Matrix: Two matrices A and B are
conformable in the order AB if and only if the number of
columns in A is equal to the number of rows in B i.e. if A
is an mxn matrix and B is a pxq matrix, A and
B are conformable in the order AB if and only if n = p.
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xvi. Tridiagonal matrix: it is a matrix in which all elements

not on the major diagonal line and two diagonals
surrounding the major diagonal line are zero. e.g.
 a11 a12 0 0 
 
 a21 a22 a23 0 
T =
0 a32 a33 a34 
 
0 
 0 a 43 a 44 
is a tridiagonal matrix. This is usually encountered when
solving equations using the finite-difference method.
xvii. Sparse Matrix: is a matrix with most elements being

zero otherwise it is dense. Many matrices encountered in
solving engineering systems are sparse.
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xviii. Diagonally Dominant Matrix: is a matrix such that the

absolute value of the diagonal term is larger than the sum
of the absolute values on other elements in the same row,
with the diagonal term larger than the corresponding sum
for at least one row. i.e.
aij  
N
a
j =1 ij
for i = 1,2,...N
j i

N
aij  j =1 aij for at least one row
with
j i
this condition of diagonal matrix is required in solution of set
of linear equations using iterative methods

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xix. Trace of Matrix: is the sum of its principal diagonal
elements (Eqn. 15). This is usually equals the sum of the
eigen values.
n
Tr ( A) =  aii (15)
i =1
A and B ,
( )
For square matrices
i. Tr ( A) = Tr A T
ii Tr ( A + B ) = Tr ( A) + Tr (B )
iii. Tr (A) = Tr ( A)
iv. Tr ( AB ) = Tr (BA)
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2 4 6
 
A =  8 10 12 
For example, given that matrix 14 16 18  ,
 
Its trace, Tr ( A) = 2 + 10 + 18 = 30

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1.2 Linear Algebra Elements of Matrices
Some algebraic manipulations are required in the use of
matrices to solve engineering problems.
1.2.1 Addition and Subtraction of Matrices

The sum or difference of two matrices A and B is the matrix
A  B whose elements are the sum or differences of their
respective elements
Given two matrices A and B of the same order with elements

aij and bij respectively, their sum or difference is given as
matrix C whose elements cij = aij  bij accordingly.

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Matrix addition is commutative i.e. for the elements of matrices
A and B , A + B = B + A .
Matrix addition is associative i.e. for the elements of matrices
A , B , and C , A + (B + C ) = ( A + B ) + C .
Addition and subtraction are not defined for matrices of
different dimensions
Example:
 a11 a12 a13   b11 b12 b13 
   
A =  a21 a22 a 23  B =  b21 b 22 b 23 
Given matrix a  and b b 
 31 32
a a33   31 32 33 
b

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then
 a11 + b11 a12 + b12 a13 + b13 
 
A + B =  a21 + b 21 a22 + b 22 a 23 + b23 
a + b + + 
 31 31 a32 b 32 a33 b33 
while
 a11 − b11 a12 − b12 a13 − b13 
 
A − B =  a21 − b 21 a22 − b 22 a 23 − b23 
a − b − − 
 31 31 32 a b 32 a33 b33 

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1.2.2 Multiplication of Matrices by a Constant
Multiplication of matrix A (with elements aij ) by a number l
(real or complex) gives a matrix B whose elements bij are l
times the elements of A.
Example (1.2.2a)
1 2   4 8
Given that matrix A =  
4 
and l = 4 then, lA =  
16 
3  12
It should be noted that the quantity l is a scalar quantity and
not another matrix.
Example (1.2.2b)
If a 12 x 12 matrix A shows the distances between 12 cities in
kilometres, how can you obtain from A the matrix B showing
these distances in miles?
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Example (1.2.2b) solution
1 kilometre is approximately 0.6213712 miles thus a distance
between two points given as x km implies that the distance
between these points is the same as 0.6213712 x in miles.
With this, if A is the matrix whose entries are distances

between cities in km, the matrix B with distance in miles is
obtained by multiplying each entry in A by 0.6213712, a scalar
quantity that is multiplying the matrix A by 0.6213712. Written
in matrix form the answer is thus B = 0.6213712 A

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1.2.3 Matrix Multiplication
Two matrices A and B can be multiplied to form a product
AB if and only if they are conformable
If A is a matrix of order (m x p ) with elements aij and B is a

( p x n ) with elements bij , then their product
matrix of order
AB is a matrix C of order (m x n ) with elements cij defined
p
Cij =  aij bsk
by
s =1

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 a11 a12 a13   b11 b12 
   
A =  a21 a22 a 23  B =  b21 b 22 
For example if a  and   with
 31 a32 a33   b31 b32 
orders (3 x 3) and (3 x 2) respectively, product
C = A x B = (3 x 3)(3 x 2)
 a11 a12 a13   b11 b12 
   
AB =  a21 a22 a 23   b21 b 22 
a  b b 
 31 32
a a33   31 32 
 a11b11 + a12 b 21 + a13b31 a11b12 + a12 b 22 + a13b32 

 
=  a21b11 + a22 b 21 + a 23b31 a21b12 + a22 b 22 + a 23b32 
a b + a b + a b a31b12 + a32 b 22 + a33b32 
 31 11 32 21 33 31
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Behaviour of matrices multiplication
a. it does not obey commutative law i.e. AB  BA
( )
b. an n x n matrix can be multiplied by a column vector but
a column vector cannot be multiplied by the matrix
c. a column vector cannot be multiplied by another
d. the product of a row vector multiplied by a column vector
will be a scalar
Example:
2 1 2   − 3 1 0
   
A = 3 5 7 B = 6 2 1
If 1 0 1  and 1 - 1 2 
   
Then,

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 2 1 2  − 3 1 0   2 2 5 
    
AB =  3 5 7  6 2 1  =  28 6 19 
1 0 1 1 - 1 2   − 2 0 2 
    
Matrix product of two 2x2 complex matrices is given by

 x11 + y11i x12 + y12 i  u11 + v11i u12 + u12 i   R11 R12   I11 I12 
   =   + i 
 x21 + y21i x22 + y22 i  u21 + v21i u22 + v22 i   R21 R22   I 21 I 22 
where
R11 = u11 x11 + u21 x12 − v11 y11 − v21 y12 I11 = v11 x11 + v21 x12 + u11 y11 + u21 y12
R12 = u12 x11 + u22 x12 − v12 y11 − v22 y12 I12 = v12 x11 + v22 x12 + u12 y11 + u22 y12
R21 = u11 x21 + u21 x22 − v11 y21 − v21 y22 I 21 = v11 x21 + v21 x22 + u11 y21 + u21 y22
R22 = u12 x21 + u22 x22 − v12 y21 − v22 y22 and I 22 = v12 x21 + v22 x22 + u12 y21 + u22 y22

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For convenience and ease of handling, a given matrix can
be partitioned into “submatrices,” by drawing horizontal and
vertical lines (the partitions) between its elements. This is
largely (but not completely) arbitrary. Consider matrix product:
C = AB (16)
 a11 a12 a13 a14  b11 b12 b13 b14 

  
 a21 a22 a23 a24  b21 b22 b23 b24 
C =
a31 a32 a33 a34  b31 b32 b33 b34 
  
a a44  b41 b42 b43 b44 
 41 a42 a43
with A partitioned into 4 submatrices and B into 2
32
The product AB can then be written as
 A1 A2  B1   A1 B1 + A2 B2 
C =    =  
 A3 A4  B2   A3 B1 + A4 B2 
A1 = (3x 3); A2 = (3x1); A3 = (1x 3); A4 = (1x1)
B1 = (3x 4); B2 = (1x 4)
To check for conformable product matrices from the above:
A1 B1 = (3x3x3x 4) = (3x 4); A2 B2 = (3x1x1x 4) = (3x 4)

A3 B1 = (1x 3x 3x 4 ) = (1x 4 ); A4 B2 = (1x1x1x 4) = (1x 4 )
33
The checks confirm that the submatrices given as products are
conformable in multiplication, and those as sums are
conformable in addition.
Note that matrix C is of order (4X4) but partitioned horizontally

into a (3X4) and a (1X4) just as done for matrix B.
Example:
Use partitioning method, to find product C of given matrices
 3 1 2 0  6 − 1 0 3
  
 −1 4 2 2 1 0 −1 2
C =
0 1 −1 3  3 5 −1 0
  
 2 −1 0 2  3 1
 0 2
34
Using the same definition for the earlier submatrices
 25 7 −3 11  0 0 0 0
   
A1 B1 + A2 B2 =  4 11 −6 5  + 6 0 4 2
− 2 −5 2   9 0 6 3 
 0
A3 B1 + A4 B2 = (11 − 2 1 4 ) + (6 0 4 2 )
 25 7 −3 11
 
 10 11 −2 7
C =
7 −5 6 5
 
17 − 2 6 
 5

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1.3 Determinants of Matrices
It is a square array of quantities enclosed between vertical
bars (Eqn. 16) and defined as sum of products of elements of
any row or column of the matrix and their respective cofactors
a11 a12 ... a1n
a21 a22 ... a2 n
.
A = aij = (16)
.
.
an1 an 2 ... ann
Using the row definition, the determinant of a matrix A is

defined as in Eqn. (17) while Eqn. (18) is its column definition.

36
n
A = ai1 Ai1 + ai 2 Ai 2 + ... + ain Ain =  aij Aij (17)
j =1
n
A = a1 j A1 j + a2 j A2 j + ... + anj Anj =  aij Aij (18)
j =1
The cofactor of a matrix A represented by Aij is defined as the

product of (−1) and its minor given as M ij (Eqn. 19)
i+ j
Aij = (− 1) M ij (19)
i+ j
For example, consider a fifth-order determinant

37
a11 a12 a13 a14 a15
a21 a22 a23 a 24 a25
A = a31 a32 a33 a 34 a35
a41 a42 a43 a 44 a45
a51 a52 a53 a 54 a55
The minor of the element a 43 is the fourth-order determinant

formed by the elements which remain when the fourth row and
third column are deleted from A as

38
a11 a12 a13 a14 a15
a21 a22 a23 a 24 a25
A = a31 a32 a33 a 34 a35
a41 a42 a43 a 44 a45
a51 a52 a53 a 54 a55
to give
a11 a12 a14 a15
a21 a22 a 24 a25
M 43 =
a31 a32 a 34 a35
a51 a52 a 54 a55
The cofactor A43 of the element a43 is equal to this minor
( ) i.e. A43 = − M 43
4+3
times − 1
For a second-order determinant, the definition is
39
a11 a12
= a11a22 − a12 a21
a21 a22
It is the difference between the product of the elements on the
principal diagonal and the product of the elements on the other
diagonal. For a third-order determinant the definition is
a11 a12 a13
A = a21 a22 a23
a31 a32 a33
= a11a22 a33 + a12 a23a31 + a13a21a32 − a13a22 a31 − a11a23a32 − a12 a21a33
Determinants are defined only for square matrices.

40
1.3.1 Properties of Determinants
The commons properties of matrix determinants include:
a. if each element in one row (or column) of a determinant is
multiplied by c , a common factor, the value of the
determinant is multiplied by the common factor.
2 3 4 6 3 4
D= 5 6 7 E = 15 6 7
For example, suppose and
1 3 2 3 3 2
where the first column of matrix D has been multiplied by 3

By expansion, D = 9 while E = 27 = 3(9) = 3 D

41
b. the expansion of a matrix is the same no matter which row
or column is chosen to define its determinant
2 3 4
A=5 6 7
For example, consider a determinant
8 9 9
If expanded through the first row, its determinant is:

6 7 5 7 5 6
A =2 −3 +4 = −18 + 33 − 12 = 3
9 9 8 9 8 9
If expanded through the second column, its determinant is:

5 7 2 4 2 4
A = −3 +6 −9 = 33 − 84 + 54 = 3
8 9 8 9 5 7
42
If expanded through the third row, the determinant is:
3 4 2 4 2 3
A = +8 −9 +9 = −24 + 54 − 27 = 3
6 7 5 7 5 6
c. Transposition leaves the value of a determinant unaltered

2 3 4
A=5 6 7
For example consider determinant
8 9 9
The determinant A/ formed from A is given by
2 5 8
−
A = 3 6 9 = 2(54 − 63) − 5(27 − 36) + 8(21 − 24) = 3
4 7 9

43
It should be remembered that A itself has earlier been

determined to be 3.
d. the sign of a determinant is reversed by interchanging any

two of its rows or columns.
2 3 4
A=5 6 7 A /
For the matrix , the determinant formed by
8 9 9
interchanging the first and second rows is -3 which is the
negative of the original determinant.
e. the value of a determinant is zero if any two of its rows or

columns are identical.
44
2 3 4
A=5 6 7
For example, if row 2 in determinant is
8 9 9
replaced by row 1, the determinant of the resulting matrix
becomes
2 3 4
A/ = 2 3 4 = 2(27 − 36) − 3(18 − 32) + 4(18 − 24) = −18 + 42 − 24 = 0
8 9 9
The determinant is equal to zero since the first and second
rows are identical.
f. if any two rows or columns of a matrix have proportional

elements, the value of the determinant is zero. As shown
above where rows 1 and 2 are of the ratio 1:1, the
45
2 3 4
A/ = 4 6 8
determinant is equal to zero. Also consider
8 9 9
with rows 1 and 2 of the ratio 1:2. The determinant on
expansion, is,
A/ = 2(54 − 72) − 3(36 − 64) + 4(36 − 48) = −36 + 84 − 48 = 0
g. if all elements of any row or column of a matrix are zero

except for one element, the value of its determinant is equal
to the product of that elements and its cofactor.
h. if A and B are square matrices of the same order then,

det ( AB ) = det ( A) det (B )
46
i. the sum of the products of the elements of any row or
column of a matrix by the cofactors of another row or
column is zero i.e.
n n
 aqk Apk = 0 or  akq Akp = 0 if p  q but if p = q ,
k =1 k =1
n
the sum becomes det ( A) i.e. A =  a jk A jk as earlier
k =1
defined.
j. A zero row or column renders the value of a determinant zero.

47
2 3 4
A=5 6 7
Using our earlier determinant as an example; if
8 9 9
all the elements of its first row are changed to zeros, then
the determinant of the resulting matrix becomes
0 0 0
A/ = 5 6 7 = 0(54 − 63) − 0(45 − 56) + 0(45 − 48) = 0
8 9 9
k. if the elements of any row or column of a matrix are the
sum or differences of two or more terms, its determinant
may be written as the sum or difference of two or more
determinants.

48
l. an (n x n ) matrix A is invertible if and only if A  0

m. the determinant of a diagonal matrix is equal to the product
of its diagonal elements
5 0 0
0 3 0 = 135 (the product of its diagonal elements 5x3x9)
0 0 9
n. the derivative
d
A of A with respect to x is the sum of n determinants
dx
obtained by replacing all possible ways the elements of one row (column)
of A by their derivative s with respect to x

49
x2 x +1 3 2x 1 0 x2 x +1 3 x2 x +1 3
d
1 2 x − 1 x3 = 1 2 x − 1 x3 + 0 2 3x 2 + 1 2x −1 x3
dx
0 x −2 0 x −2 0 x −2 0 1 0
= 5 + 4 x − 12 x 2 − 6 x 5

50
1.4 Inverse of Matrices
If A and B are n-square matrices such that
AB=BA=I
then, B is the inverse of A (i.e. B=A-1) and A the inverse of

B (i.e. A=B-1).
1
It is the reciprocal of a matrix though never written as A for
a matrix A but as A-1 because a A matrix can only be
divided by an identity matrix of the same order as matrix A
If A has an inverse, it is called a non-singular matrix but if A

has no inverse, it is called a singular matrix.

51
a. Using the adjoint matrix, the inverse of a matrix can be
defined as
1 1
A −1
= (adjoint of A) or A = (cofactor matrix of A)T
−1
A A
It should be noted that the adjoint of matrix A means the
transpose of the matrix of its cofactors.
Matrix of the cofactors of A is the square matrix B of the
same order as A where
 A11 A12 ... A1n 
 
 A21 A22 ... A2 n 
B= 
.
 
 A A ... A 
 n1 n 2 nn 
Consequently
52
 A11 A21 ... An1 
 
 A12 A22 ... An 2 
adjA = B = B = 
/

.
 
 . A A ... A 
 1n 2 n nn 
Example (1.4a):
Find the inverse of matrix
2 3 4
 
A= 5 6 7
8 9 9 

using the adjoint definition approach.
53
Solution:
 + 54 − 63 - 45 - 56 + 45 - 48   - 9 + 11 - 3   - 9 + 11 - 3 
     
B =  - 27 − 36 + 18 - 32 - 18 - 24  =  + 9 - 14 + 6  =  + 9 - 14 + 6 
 + 21 − 24 - 14 - 20 + 12 - 15   − 3 + 6 - 3  −3 + 6 -3 
        
which is the matrix of cofactors of the matrix A . Its adjoint is

then
- 9 + 9 - 3 
 
 + 11 - 14 + 6 
− 3 + 6 -3 
 
But as earlier determined, A = 3 thus,

54
- 9 + 9 - 3 
 
 + 11 - 14 + 6   - 3 3 -1 
− 3 + 6 -3   
−1
A =
adjA
=   = 11 - 14 3 2
A 3  3 
 −1 2 -1 
Usually to check if the obtained determinant of a matrix is

correct, one can do a quick check using AA-1 = I. That is
2 3 4  - 3 3 -1 

 
−1
AA =  5 6 7  11 - 14 2
 3 3 
8   
 9 9  −1
 2 - 1 

55
 - 6 + 11 - 4 6 - 14 + 8 -2+6-4   1 0 0
   
=  - 15 + 22 - 7 15 - 28 + 14 - 5 + 12 - 7  =  0 1 0
 − 24 + 33 − 9 24 - 42 + 18 - 8 + 18 - 9   0 1
 0
b. Using the augmented matrix, the inverse of a matrix can be

defined by the elementary row operations where they are
added, subtracted, multiplied and swapped as:
A | I  to give I | A−1 
That is, matrix A is augmented with the unit matrix. After the
elementary row operations, the original matrix is converted
to a unit matrix and the original unit matrix becomes the
inverse of the original matrix.
56
Example (1.4b):
3 0 2
 
A= 2 0 - 2
Find the inverse of matrix 0  using the
 1 1
augmented matrix approach.
Solution:
Augment matrix A with a (3 x 3) identity matrix to give:
3 0 2 1 0 0
2 0 −2 0 1 0
 
0 1 1 0 0 1 

57
5 0 0 1 1 0
row1 = row1 + row2 = 2 0 −2 0 1 0
 
0 1 1 0 0 1 
To obtain [1 0 0] in row 1,
1 0 0 0.2 0.2 0
row1 
row1 = = 2 0 −2 0 1 0
5  
0 1 1 0 0 1 
Obtain a new row 2 as:
1 0 0 0.2 0.2 0
row2 = r2 − 2r1 = 0 0 −2 - 0.4 0.6 0
 
0 1 1 0 0 1 

58
1 0 0 0.2 0.2 0 
row2 = (−r2 ) = 0 - 0.3 0 
1
0 1 0.2
2  
0 1 1 0 0 1 
Then swap the second and third row to give:
1 0 0 0.2 00.2
row2  row3 = 0 1 1 0 0 1
 
0 0 1 0.2 - 0.3 0 
1 0 0 0.2 0.2 0 
row2 = r2 − r3 = 0 1 0 - 0.2 0.3 1 
 
0 0 1 0.2 - 0.3 0 

59
3 0 2
 
Thus from I | A −1
 , the inverse of matrix
A= 2
0
0 - 2
1 1 

is
 0.2 0.2 0 
−1  
A =  - 0.2 0.3 1 
 0.2 - 0.3 0 
 
c. Matrix inverse by Partitioning

Let matrix A = [aij] of order n and its inverse B = [bij] be
partitioned into submatrices of indicated orders:

60
 A11 A12   B11 B12 

 ( p xp ) ( pxq ) ( pxp ) ( pxq )
 and  where p+q =n
 A21 A22   B21 B22 
   
(qxp ) (qxq ) (qxp ) (qxq )
1.5 Theory of Linear Equation with Matrices

Applications
A useful way of matrices application in solving engineering
problems is in solution of linear equations.
Consider a system of linear equations of the form

61
a11 x1 a12 x2 ... a1n xn = b1 


a21 x1 a22 x2 ... a2 n xn = b2 
 (20 )
.

an1 x1 a n 2 x2 ... ann xn = bn  
where the coefficients ai and bi , (i = 1,2,3,...n ) are

known constants
Using matrix multiplication concept, Eqn. (20) can be

written in matrix form as (Eqn. 21):

62
 a11 a12 ... a1n   x1   b1 

     
 a21 a22 ... a2 n   x2   b2 
.  .  = .  (21)
     
a ... ann   x  b 
 n1 an 2  n  n
which is the same as
AX = B
from which X can be obtained as
−1
X=A B
63
Example:
Use the method of matrix inverse to solve the system of
linear equations
3x1 − 2 x2 + 2 x3 = 10
x1 + 2 x2 − 3x3 = −1
4 x1 + x2 + 2 x3 = 3
Solution
Expression of the problem in matrix form as AX = B gives:
3 −2 2  x1  10 
     
1 2 −3   x2  =  − 1
4 2  x   3
 1  3  
64
−1
Since X = A B
Using the adjoint method of inverse determination,
−1 adjA
A =
A
 7 6 2
 
adjA =  − 14 - 2 11 
with A = 3(7 ) − 2(− 14) + 2(− 7 ) = 35
− 7 
 - 11 8 
expanding through row 1

65
Thus
 7 6 2
 
 − 14 -2 11   1 6 2 
 5 35 35 
− 7 8   
A −1
=
adjA
=  - 11
= − 2 -2 11
A 35 5 35 35 
 8 
− 1 - 11
 5 35 35 
 1 6 2
 x1   5 35 35 10 
    
  x2  =  − 2 -2 11
 − 1
−1 5 35 35
Since X = A B x   3 
 3  − 1 - 11 8  
 5 35 35 

66
10 6 6 20 2 33
x1 = − + = 2 ; x2 = − + + = −3
5 35 35 5 35 35
and
10 11 24
x3 = − + + = −1
5 35 35
1.6 Eigen-Values and Eigen-Vectors
When solving a system of non-homogeneous linear equations,
an equation employed for easy solution is AX = B as given in
Eqn. (21). Generally these linear equations Ax = b emerge
from steady state problems

67
However there are several dynamic problems that must be
handled and this leads to the theory of eigenvalues
When multiplied by A some exceptional vectors x are in the

same direction as Ax. These vectors are called eigenvectors
To study a linear transformations of the form Y = AX where
 y1   a11 a12 ... a1n   x1 

     
 y2   a21 a22 ... a2 n   x2 
Y=   A=  X=  
. . .
 ;   and  
y  a ... ann  x 
 n  n1 an 2  n

68
When an eigenvector is multiplied by A, the vector Ax is a

number times the original x
The basic equation is Ax = λx where λ is an eigenvalue of A
Since two nontrivial vectors have the same direction if and only
if one is a nonzero scalar multiple of the other, one may want
to determine vectors X whose images Y are of the form
Y = X , that is those vectors X such that AX = X or,
equivalently, AX = IX or
( A − I ) X =0
The matrix equation ( A − I ) X = 0 is equivalent to the scalar
system (Eqn. 22)

69
(a11 −  )x1 + a12 x2 + ... + a1n xn = 0 


a21 x x1 + (a22 −  )x2 + ... + a2 n xn = 0 
 (22)
.

an1 x1 + an 2 x2 + ... + (ann −  )xn = 0 
and a homogeneous system of this will have one or more
nontrivial solutions if and only if the determinant of the
coefficients is equal to zero. This condition (Eqn. 23) is a
polynomial equation of degree n in the parameter λ with
leading coefficient (-1)n as given in Eqn. (24).

70
(a11 −  )x1 + a12 x2 + ... + a1n xn = 0

a21 x x1 + (a22 −  )x2 + ... + a2 n xn = 0
=0 (23)
an1 x1 + an 2 x2 + ... + (ann −  )xn = 0
 
A − I = (− 1)n n − 1n −1 +  2n − 2 + ... + (− 1)n −1  n −1 + (− 1)n  n = 0 (24)
Eqn. (24) and its equivalent obtained by dropping the factor

(-1)n are known as the characteristic equation of the matrix A
and the expression in brackets is the characteristic
polynomial of A.

71
The n roots of Eqn. (24) are defined as the characteristic
roots, latent roots or characteristic values of matrix A, while
the corresponding (nontrivial) solutions of the equation
( A − I )X = 0 are called the characteristic vectors or latent
vectors.
The characteristic values and vectors are also referred to as

the eigenvalues and eigenvectors respectively.
1.6.1 Properties of Eigen-Values and Eigen-Vectors

a. the eignevalues of a matrix are the same as those of its
transpose
b. the eigenvalues of the multiplicative inverse of a matrix are
the reciprocals of the eignevalues of the matrix itself
72
c. the eigenvectors of a matrix and its multiplicative inverse

are the same
d. if a matrix is multiplied by a single number, the eigenvalues
of the matrix are multiplied by that number but the
eigenvectors remain the same
e. if the elements of a matrix below the leading diagonal or the
elements above the leading diagonal of a matrix are all
equal to zero, then the eigenvectors of the matrix are equal
to the diagonal elements
f. the sum of the eigenvalues of a matrix is equal to the trace
of the matrix
g. the product of the eigenvalues of a matrix is equal to the
determinant of the matrix
73
h. if matrix A is Hermitian, all its eigenvalues are real

i. the eigenvalue of a diagonal or triangular matrix are equal
to its diagonal elements
j. A matrix is invertible if and only if it doesn’t have 0 as an
eigenvalue
Example
Find the `eigenvalues of the matrix
 -3 -7 - 5
 
A= 2 4 3
1 2 
 2

74
Solution
Step 1: Determine the characteristic equation A − I = 0 i.e.
−3− −7 −5
2 4- 3 =0
1 2 2−
Expand by first row:
= [−3 −  ][(4 −  )(2 −  ) − 6] + 7[2(2 −  ) − 3] − 5[4 − 1(4 −  )]
On expansion and collection of like-terms, the above becomes

1 − 3 + 3 −  = 0
2 3

75
Thus − ( − 3 + 3 − 1) = 0
3 2
On factorization, the above gives − ( − 1)3

= 0 making matrix
A to have a single characteristic root with  = 1 as the
eigenvalue.
Step 2: To determine the eigenvectors:
From the expression ( A − I ) X = 0 , we have

− 3 −7 − 5  1 0 0  x1   0 
      
 2 4 3  −   0 1 0  x2  =  0 
 1 2   0 0 1 x3   0 
 2
When  = 1, the above becomes
76
− 4 −7 − 5  x1   0 
    
 2 3 3  x2  =  0 
 1 1  x3   0 
 2
Which when solved for x1, x2 , x3 gives
− 4 x1 − 7 x2 − 5 x3 = 0
2 x1 + 3 x2 + 3 x3 = 0
x1 + 2 x2 + x3 = 0
making x1 = −3; x2 = 1; and x3 = 1
 − 3
 
X = 1 
and the eigen vector to be 1 
 
77
1.7 Cayley-Hamilton Theorem
The theorem states that every square matrix satisfies its own
characteristic equation i.e. for an (n x n) matrix A with
p( ) = A − I as characteristic polynomial, then p( A) = 0
The theorem can be used for matrix inverse determination.
Example
Verify the Cayley-Hamilton Theorem for the matrix
− 4 5 5
 
A = − 5 6 5
− 5 6 
 5
Solution
To obtain characteristic equation A − I = 0 for the matrix:

78
−4− 5 5
−5 6− 5 =0
−5 5 6−
On expansion using first row, we have
(− 4 −  )[(6 −  )(6 −  ) − 25] − 5[−30 + 5 + 25] + 5[−25 + 30 − 5 ]
Further expansion and collection of like terms of above gives:
 − 8 + 13 − 6 = 0
3 2
which is the characteristic equation of the matrix.
But from Cayley-Hamilton Theorem, it follows that

79
A − 8 A + 13 A − 6 I = 0
3 2
when matrix A is substituted into the characteristic equation.
Verification by direct calculation:

Since
− 4 5 5
 
A = − 5 6 5
− 5 5  ,
 6
2
− 4 5 5 − 4 5 5  − 4 5 5   − 34 35 35 
2       
A = − 5 6 5 =  − 5 6 5  − 5 6 5  =  − 35 36 35 
− 5 6  − 5 6  − 5 6   − 35 36 
 5  5 5 35

80
 − 4 5 5  − 34 35 35   − 214 215 215 
3     
A =  − 5 6 5  − 35 36 35  =  − 215 216 215 
 − 5 5 6  − 35 36   − 215 216 
  35 215
Also since
 − 34 35 35   − 272 280 280 
2   2  
A =  − 35 36 35  8 A =  − 280 288 280 
 − 35 35  ,  − 280
 36   280 288 
Similarly,
− 4 5 5   − 52 65 65 
   
13A = 13 − 5 6 5  =  − 65 78 65 
− 5 6   − 65 78 
 5 65

81
While
1 0 0   6 0 0
   
6I = 6 0 1 0  =  0 6 0
 0 0 1  0 6 
   0
 A3 − 8 A2 + 13 A − 6 I =
 − 214 215 215   − 272 280 280   − 52 65 65   6 0 0
       
 − 215 216 215  −  − 280 288 280  +  − 65 78 65  −  0 6 0
 − 215 216   − 280 288   − 65 78   0 6 
 215 280 65 0
0 0 0
 
= 0 0 0
0 0 
 0
Thus Cayley-Hamilton Theorem is verified.
82
As stated earlier, Cayley-Hamilton Theorem can be used to
obtain matrix inverse after obtaining characteristic equation.
From the characteristic equation obtained for matrix

 − 4 5 5
 
A =  − 5 6 5
 − 5 5 6  as
 − 8 + 13 − 6 = 0 which becomes
3 2
 
A3 − 8 A2 + 13 A − 6 I = 0
on application of the Cayley-Hamilton Theorem.
Multiplication of Cayley-Hamilton equation through by A-1 gives
A −1
(A )− A (8 A )+ A
3 −1 2 −1
(13 A) − A (6I ) = 0
−1

83
−1
Thus A − 8 A + 13I − 6 A
2
=0
Solving for A-1 , we have A
−1 1 2
(
= A − 8 A + 13I
6
)
Thus
 34 35 35   32 40 40   13 
−  −   0 0
 6 6 6  6 6 6  6 
−1  35 36 35   40 48 40   13 
A = −  −−  + 0 0
6 6 6 6 6 6 6
     
 − 35 35 36   40 40 48   13 
  −   0 0 
 6 6 6  6 6 6  6

84
11 -5 -5 
 6 6 6 
−1 5 − 
A = 1 5
6 6 6
 
 5 − 5 1 
 6 6 6
1.8 Matrix Differentiation and integration
t2 s t ...

. 
A(t ) =  
dA
If . , dt is the differentiation of each
 
 
element of the matrix A(t). Also integrating A(t) means the
integration of each element of the matrix A(t).

85
If the element
aij (t ) of matrix A(t) are differentiable function
dA
of t, then the derivative of A, denoted by dt or A is the matrix
daij
whose elements are dt with the usual rules of differentiation
still holding.
The integral of a matrix whose elements are integrable

functions of t is defined similarly as the matrix obtained by
integrating each element of the matrix i.e. the i, j element of
 Adt =  aij dt (25)

86
1.9 Computer-Aided Handling of Matrices
For ease of handling when solving engineering problems that
have eventually been reduced to matrix form, the use of
computer can be adopted.
As a demonstration, we will adopt the common Microsoft Excel

package to handle some of the matrix problems we have
solved in the class before now.
Generally the first step is the positioning of elements of the

matrix of interest in an array in the Microsoft Excel Package.
Then the array can be named accordingly by using the Excel
“Define Name” command.
With this done, any desired operation can then be performed

on the matrix.
87
1.9.1. Matrix Addition and Subtraction with the Excel
With excel, addition of 2 or more matrices can be achieved as:
i. Arrange the elements of the matrices in separate arrays in
the excel package
ii. Block each of the arrays defining the elements of the
matrices and name them
iii. Choose an array into which to enter the addition
iv. Type “=matrices to add” e.g. “=A+B” after the choice
v. Press Control+Shift+Enter
Example:
Given Matrices
2 3 4 1 2 3
   
A= 5 6 7 B =  4 5 6
8  and 7 8 9
 9 9  
Define A+2B and 2B-A using the Microsoft Excel.
88
Solution
i. Arrange the element of matrix A in array (A1:C9) and those
of matrix B in array (E1:G9)
A B C E F G
1 2 3 4 1 1 2 3
A 2 5 6 7 B 2 4 5 6
3 8 9 9 3 7 8 9
ii. Name array (A1:C9) as matrix A and array (E1:G9) as

matrix B
2 3 4 1 2 3
A 5 6 7 B 4 5 6
8 9 9 7 8 9

89
iii. Choose a blank array of order equal to that of matrix A or
matrix B e.g. order (3x3) as in the case at hand
iv. type “=2*B” and press “control+shift+enter” to define matrix
2B
2 4 6
2B = D 8 10 12
14 16 18
Thus,
2 4 6
 
2 B = D =  8 10 12 
14 16 18 
 
v. Name the arrays defining matrix 2B as matrix D
vi. to determine A+2B, choose a blank array of order 3x3
vii type “=A+D” and press Control+Shift+Enter” to return A+2B

90
4 7 10
A+2B= A+D 13 16 19
22 25 27
 4 7 10 
That is,  
A + 2 B = A + D = 13 16 19 
 22 25 27 
 
viii. Choose a blank array of order (3x3), type “=D-A” and
press Control+Shift+Enter” to return 2B-A
0 1 2
2B-A=D-A 3 4 5
6 7 9
0 1 2
That is,  
2B − A = D − A =  3 4 5
6 9 
 7
91
1.9.2. Matrix Transpose using the Microsoft Excel
Matrix transpose is obtained in Excel using “Transpose” function.
Example
Consider a matrix (3x2) earlier given in Eqn. (12)
 a11 a12 
 
A =  a21 a22  (12)
a 
 31 32 
a
Its transpose AT which is the (2 x 3) matrix given earlier in Eqn.
(13) is obtained by: arrange the elements of Eqn (12) in array
in the Excel; block the array and name it; choose a blank array
of the same order as the expected transpose; activate the
transpose function of the Excel by typing “=Transpose (A)”;
then press “control+shift+enter” to return the transpose as
 a11 a21 a31 
/
A or A T
=
a  (13)
 12 a22 a32 

92
1.9.3. Matrix Multiplication using the Microsoft Excel
Multiplication of two or more conformable matrices can be
defined in the Microsoft Excel as:
i. Arrange elements of the matrices in separate arrays in excel
ii. Block each of the arrays and name them
iii. Choose an array into which to enter the multiplication
iv. Type “=MMULT(matrices to multiply)” e.g. “=MMULTI(A,B)”

after the choice of the array

93
Example:
Given that matrices
2 1 2   − 3 1 0
   
A = 3 5 7 B = 6 2 1
1 0 1 
and 1 - 1 2 
   
Their product AB is defined using Excel as above that is:
i. Arrange elements of the matrices in separate arrays in Excel
A B C D E F
2 1 2 -3 1 0
A B
3 5 7 6 2 1
1 0 1 1 -1 2
ii. Name each of the arrays defining the elements

Array A1:C9 = matrix A and array D1:F9 = matrix B
iii. Choose an array of the same order nxp to enter the product
94
iv. Type “=MMULT(matrices to multiply)” e.g. “=MMULTI(A,B)”
after the choice of the array
2 2 5
AB 28 6 19
-2 0 2
That is matrix C defining the product AB is
 2 2 5
 
=  28 6 19 
− 2 2 
 0

95
1.9.4. Matrix Determinant using the Microsoft Excel
With Microsoft Excel, matrix determinant is determined as:
i. Arrange elements of the matrix in array in excel package
ii. Name the array of elements
iii. Select a column for the Determinant to be returned
iv. Type “=MDETERM(array of the matrix)” in selected column
v. Then press enter and the Determinant will be returned
Example:
Find the determinant of matrix A given as
2 3 4
 
A= 5 6 7
8 9 9 


96
Solution
i. Arrange the elements of the matrix in array in the excel
2 3 4
A 5 6 7
8 9 9
ii. Block the array of elements and name it
ii. Select a column in which the Determinant is to be returned
iii. Type “=MDETERM(array of the matrix)” in selected column
iv. Then press enter and the Determinant will be returned
As earlier determined, the determinant of the above is 3
1.9.5. Matrix Inverse Determination using Microsoft Excel

As indicated earlier, a matrix can be inverted if it is square and
non-singular

97
A matrix is singular if any of the following is true:
Any row or column of the matrix contains all zeros
Any two rows or columns of the matrix are identical and
Any row or column of the matrix is a linear combination of its
other rows or columns
The inverse of a given matrix A can be defined using the

Microsoft Excel. To do this:
i. Arrange elements of the matrix in array in the excel
ii. Block the array of elements and name it
iii. Select an array of the same order as A into which the
Inverse is to be returned
iv. Type “=MINVERSE(A)” in the array
v. Press control+shift+enter and the inverse of A is returned

98
Example:
Find the determinant of matrix A given as
 2 3 4
 
A =  5 6 7
8 9 9 
 
Solution:
i. Arrange elements of the matrix in array in the excel
2 3 4
A 5 6 7
8 9 9
ii. Select array of order (3x3) for Inverse of A to be returned

iii. Type “=MINVERSE(array of the matrix)” in selected array
iv. Press control+shift+enter and inverse of A is returned as
99
 -3 3 -1 
 -3 3 -1   
   2
2 
−1 2
A =  3.6667 - 4.6667 2 = 3 -4
 −1  3 3
 2 -1   
 −1 2 -1 
when formatted to fractions in the excel, as earlier defined.
Example:
With method of matrix inverse, solve the linear equations
3x1 − 2 x2 + 2 x3 = 10
x1 + 2 x2 − 3x3 = −1
4 x1 + x2 + 2 x3 = 3
Solution

100
Expression of the problem in matrix form as AX = B gives:
3 −2 2  x1  10 
     
1 2 −3   x2  =  − 1
4 2  x   3
 1  3  
−1
Since X = A B

101
Using the excel package, choose an array of order 3x3 and
type =MINVERSE(A)
Activation of the command control+shift+enter returns
 0.2 0.171429 0.057143 

−1
 
A =  - 0.4 - 0.05714 0.314286 
 − 0.2 0.228571 
 - 0.31429
And when formatted to fraction in Excel, the above becomes
 1 6 2 
 5 35 35 
 2 
− 5 -2 11
35 35 
 
− 1 - 11 8 
 5 35 35 
as earlier obtained.

102
−1
Since X = A B
 x1   0.2 0.171429 0.057143 10 
−1
    
X = A B =  x2  =  - 0.4 - 0.05714 0.314286  − 1
 x   − 0.2 0.228571  3 
 3  - 0.31429
Taking matrices multiplication as earlier done by assigning
names to the inverse of A and the constants and taking their
products using =MMULT(A-1,B). Application of the
“shift+control+enter” returns
 x1   2 
−1
   
X = A B =  x2  =  − 3 
 x   −1 
 3  
Making x1= 2; x2=-3; and x3=-1 as earlier defined.

103
PART TWO
COMPLEX VARIABLES
2. Introduction
A complex number is defined as a number of the form
z = x + iy (26)
where x and y are real numbers and i is the imaginary unit
defined as i = − 1 i.e
Re(z ) = x (27 )
and
Im(z ) = y (28)
with
i = −1
2
(29 )
104
2.1 Properties of Complex Numbers
(
i. Two complex variables z1 = x1, y1 and z2 = x2 , y2 ) ( )
are equal if and only if their real parts are equal and their
imaginary parts are also equal i.e. z1 = z2 if and only if
x1 = x2 and y1 = y2 .
ii. If two complex numbers differ only in the sign of their
imaginary parts, either one is conjugate of the other i.e. if
z1 = x + iy and z2 = x − iy
Complex conjugate is written as z or z*

105
If z1 = x1 + iy1 and z2 = x2 + iy2 are complex numbers then
iii. their sum or difference is the complex number with real part
equal the sum (or difference) of the real parts of z1 and z2;
imaginary part equal the sum or (difference) of the imaginary
parts of z1 and z2. That is
z1  z2 = ( x1 + iy1 )  ( x2 + iy2 )
= ( x1  x2 ) + i( y1  y2 )
Complex number satisfies commutative and associative laws
of addition. That is
z1 + z2 = z2 + z1 (commutative law) and
z1+(z2+z3)= (z1+z2) +z3 (associative law)
where z3 is any other complex number
106
iv. multiplication of complex numbers z1 and z2 : is defined as
z1z2 = ( x1 + iy1 )( x2 + iy2 )
x1x2 + ix1 y2 + ix2 y1 + i y1 y2 2
since i = −1 (Eqn. 29)

2
z1z2 = x1x2 + i( x1 y2 + x2 y1 ) − y1 y2
= x1x2 − y1 y2 + i( x1 y2 + x2 y1 )
Commutative and associative laws of multiplication are also
satisfied i.e.
z1z2=z2z1 (commutative law) and
z1(z2z3)=(z1z2)z3 (associative law)
107
Product of a complex number and its conjugate complex gives
z z = ( x + iy )( x − iy ) = x + y = r =| z | 2 2 2 2
Since | z | is always positive, | z |= (z z )

Similarly
1
 n 
n
−n
 
2
− 2
z =  z z  =  z z  = z
n n
   
where n is any real number
v. division of complex numbers z1 and z2 is accomplished
multiplying the numerator and denominator by the conjugate
of the denominator. For example, z2 divided by z1 is

108
z2 x2 + iy2 x2 + iy2 x1 − iy1 x1x2 + y1 y2 x1 y2 − y1x2
= = x = + i
z1 x1 + iy1 x1 + iy1 x1 − iy1 x12 + y12 x12 + y12
provided
x12 + y12 =| z1 |2  0
Example 2.1
Given that z1 = 3 + 2i and z 2 = −1 + i , evaluate
(a) z1 + z 2 (b) z1 − z 2 (c) z1z 2
z1
(d) z (e) z1 z1 and (f) z 2 z 2
2

109
Solution
(a) z1 + z 2 = (3 + 2i ) + (− 1 + i )
= 3 − 1 + i(2 + 1)
= 2 + 3i
(b) z1 − z 2 = (3 + 2i ) − (− 1 + i )
= 3 + 1 + i(2 − 1)
= 4+i
(c) z1 z 2 = (3 + 2i )(− 1 + i )
= −3 + 3i − 2i + 2i 2
= −3 + i − 2
= −5 + i

110
z1 (3 + 2i ) (3 + 2i )(− 1 − i )
(d) = =
z 2 (− 1 + i ) (− 1 + i )(− 1 − i )
− 3 − 3i − 2i − 2i 2 − 3 − 5i + 2
= =
1 + i-i-i 2
1+1
− 1 − 5i 1 5 Note that i
2
= −1
= = − −i
2 2 2
(e) z1 z1 = (3 − 2i )(3 + 2i )
= 9 + 6i − 6i − 4i 2
= 9 + 4 = 13

111
(f) z 2 z 2 = (− 1 − i )(− 1 + i )
= 1− i + i − i 2
= 1+1 = 2
Always note that i2=-1
Example 2
Show that each of the two complex numbers z1 = 1 + i and
z2 = 1 − i satisfies the equation z 2 − 2 z + 2 = 0
Example 2 Solution:
With
112
z1 = 1 + i
z12 = (1 + i )(1 + i )
= 1+ i + i + i2
= 1 + 2i − 1 = 2i
Also, 2 z1 = 2(1 + i ) = 2 + 2i . Thus,
2
z − 2 z + 2 = 2i − 2(1 + i ) + 2
= 2i − 2 − 2i + 2
= 2i − 2i + 2 − 2 = 0
as required

113
ii. With z2 = 1− i ,
z22 = (1 − i )(1 − i )
= 1 − i − i + i2
= 1 − 2i − 1
= −2i
Also,
2 z2 = 2(1 − i )
= 2 − 2i
Thus,
z 2 − 2 z + 2 = −2i − 2(1 − i ) + 2
= −2i − 2 + 2i + 2
= −2i + 2i − 2 + 2 = 0
As required.
114
2.1.1 Absolute values
Given complex number z = f ( x, y ) with x and y as its real
numbers then, the non-negative real number x 2 + y 2 is its
absolute value or its modulus denoted by | z | . Thus

z = x + iy = x + y 2 2
The absolute value is the Euclidean distance, the length of

complex number from origin in the complex plane (Figure 2.1)
where distance between two complex numbers z1 and z2 is |z1
– z2|. Note that in complex numbers
i. z1 − z2 = z2 − z1 but z1 − z 2  z2 − z1
115
z1
z1 − z2
z2
Figure 2.1: Complex Numbers in Complex Plane
ii. The statement z1  z2 means that z1 is at a longer distance

from the origin than z2 but z1  z2 is undefined
2 z1 z1
iii. z z = z ; z =z ; z1z2 = z1 z2 ; z =
2 z2 ;
z1 + z2  z1 + z2 ; and z1 − z2  z1 − z2
116
2.1.1 Polar form of complex numbers
In addition to algebraic form, complex number takes
geometrical form (Figure 2.2).
y P (x,y)
r y
θ
0 x
Fig. 2.2: Geometrical Representation of Complex Number
Geometrically a complex number is represented either by:

i. point P whose abscissa and ordinate are respectively real
and imaginary components of the complex number (Fig. 2.2)
ii. directed line, or vector, which joins origin to P (Fig. 2.2).
117
Plane representing complex number is Cartesian, complex or z-
plane; its diagrammatical representation is argand diagram
Vector OP representing z=x+iy (Fig. 2,2) is characterized by
two attributes in addition to its x and y components:
i. its length r defined as r = x +y

2 2
−1 y
ii. its direction angle defined as  = tan x
From Fig. 2.2, x = r cos  and y = r sin  thus
z = x + iy = r cos  + ir sin 
= r (cos  + i sin  ) (30)
Eqn. (30) is its polar or trigonometric form but can be Eqn. (31)
rcis (31)
118
c and s are the initial letters of cosine and sine respectively; θ
is the amplitude or argument of z written as arg z. Fig. 2.3
geometrically represents relation between z, − z and z.
y
z = −a + ib z = a + ib
-a a b
x
-b
-b
− z = −a − ib z = a − ib
Fig. 2.3: Relationship between z , − z and z
Example
Find the polar representation of the complex number z = 2 - i2
Solution
For the polar representation, Eqn. (31) is required i.e. rcisθ where
119
r = x2 + y2
2 2
( )
x = 2 and y = - 2, r = 2 + − 2 = 4 + 4 = 8 = 2 2 ; thus r = 2 2 .
−1 y −1 − 2
 = tan = tan
x 2

=−  2n ; n = 0,1,2...
4
Hence
z = r (cos  + i sin  )
      
= 2 2  cos − + 2n  − i sin  − + 2n  
  4   4 

120
2.2 Computer-Aided Handling of Complex Variables
The complex variables can be handled in the computing
environment. Like many other languages, Microsoft Excel
handles some computations involving complex variables by
activating its complex functions and using appropriate syntax:
i. key in the complex variable into excel package by typing
“=COMPLEX(A,B)” where A is the real part of the complex
variable and B is its imaginary part. However if the
imaginary part contains other variable different from “i”, for
example if “j” then “=COMPLEX(A,B,”j”)” is to be typed;
ii. The desired operations are then carried out by activating
the relevant complex variable function of the Excel Package
iii. To determine the conjugate of a complex variable, choose
a cell into which to return the conjugate. Activate the
121
“conjugate” function of the Excel by typing
“=IMCONJUGATE(Complex variable)” in the cell and press
enter. This will return the results of the conjugate operation;
iv. For addition of two or more complex variables, choose a

cell into which to return results. Activate the “Addition”
function of the excel by typing “=IMSUM(Complex variable
A, complex variable B, etc)” in the cell and press enter.
This will return the results of the addition operation;
v. To define difference of two complex variables, choose a

cell into which to return results. Activate the “Subtraction”
function of the excel by typing “=IMSUB(Complex variable
A, complex variable B)” in the cell and press enter. This will
return the results of the subtraction operation;
122
vi. For the product of two complex variables, choose a cell into
which to return results. Activate the “Product” function of the
excel by typing “=IMPRODUCT(Complex variable A, complex
variable B, etc)”, then press enter. It returns the results;
vii. To divide two complex variables, choose a cell into which to
return results. Activate the “Division” function of the excel by
typing “=IMDIV(Complex variable A, complex variable B)”,
then press enter. This will return the results of the division
operation;
viii. Absolute values of a complex variable: choose a cell
into which to return result. Activate the “Absolute” function
of the Excel by typing “=IMABS(Complex variable A)”, then
press enter. It returns the results of the absolute operation.

123
2.3 Regions in the Complex Plane
The region of complex plane can be represented as in Fig. 2.4.
Imaginary (z)
y z
z Region R
y
=y θ
0 x
Real part (z) = x
Fig. 2.4: A simple Representation of Complex Plane Regions
If z0 is a complex number in the complex z-plane:
i. Its neighborhood is the set of all points z such that |z –
z0|<ε where ε is some positive constants. Neighborhood of a
point in the complex plane consists of all points of a circular
124
region of center z0 and radius ε including center z0 but
excluding points on the boundary of the circle
r2
r1
S1zo S3
S2
Fig. 2.5: Other Representation of Complex Plane Regions
ii. The point z0 (Fig. 2.5) is a limit point for a set of points in
the complex z plane if every neighbourhood of z0 contains
point other than z0 of the set. Each point on the circle |z|=c is
a limit point for set |z|<c and do not belong to the set
iii. An interior point of a set S is a point of S such that some

neighbourhood of that point contains only points in S. Interior
125
points are always limit points. If a limit point z0 for a set S is not
an interior, then it is a boundary point for the set S. Every limit
point that does not belong to the set is a boundary point . The
origin z=0 and each point on the limit circle |z|=1 is a boundary
point for either of the two sets
s1 = 0  z  1 or
s2 = 0  z  1
The sets |z – z0|<ε and 0<|z|<1 are examples of open region
or sets containing any interior points.
A set consisting of all points of an open region and some of its
boundary points such as the set s2 is a region.
If all its points are interior to a circle |z|=c for some constant c,
the region is bounded. However the region |z|>0 is unbounded.

126
A bounded region including all limit points is a closed region.
A region is connected if each pair of its points can be joined by
some continuous chain of a finite numbers of line segments all
of which lie in the region
A connected open region is a domain
Domain 0<arg z<2π, |z|>0 for example, contain all points of
the plane except the origin and points on the negative x-axis.
2.4 Functions of Complex Variables

If to each value of a complex variable z, there corresponds one
or more values of a second complex variable w, then w = f(z)
with the set z being the domain of definition of f while the
totality of values taken by it is called the range of w.
127
The function f is a single-valued of a set s of complex numbers
z if for each value of z in s, there corresponds only a value w.
Otherwise, the function is multi-valued or many values.
A function w of complex variable z may be described as
w = f (z ) = u (x, y ) + iv(x, y ) (32)

where u and v are real values functions of x and y as in z=x+iy
For example, if w = f ( z ) = z 2
, since z = x + iy ,
z 2 = ( x + iy )2
= x 2 − y 2 + i 2 xy
= u ( x, y ) + iv( x, y )
128
Thus,
u ( x, y ) = x − y
2 2
v( x, y ) = 2 xy
If x is zero or a positive integer and if the constant

a0 , a1, a2 ,..., an are complex, then the function
p( z ) = a0 , a1 z, a2 z + a3 z + ... + an z
2 3 n
(an  0)
is a polynomial in the complex variable z of degree n. p is a
complex function with the domain of definition in the entire
complex plane.

129
2.4.1 Analytical functions
A function f is analytic at x0 if f(x) has a power series
representation in some interval about x0 which implies that for
some positive h,

f (x ) =  an (x − x0 ) (33)
n
n =0
for x0 − h  x  x0 + h
Eqn (33) can show that a linear first-order equation
y '+ p( x ) y = f ( x )
has analytic solutions about x0 if p and f are analytic at x0.
Similarly a linear second-order equation
y ' '+ p( x ) y '+ q( x ) y = f ( x )
has analytic solutions about x0 if p, q and f are analytic at x0.
130
This is also applicable to higher-order linear differential
equations with analytic coefficients.
In the complex plane, a function of z is analytic at a point z if

the derivative f(z) exists not only at z0 but also at every point z
in some neighbourhood of z. It is analytic in a domain of the z-
plane if it is analytic at every point in that domain.
For instance, the function

1
f (z ) =
1− z
is analytic everywhere except at z =1

131
2.4.2 Singular points
If a point is analytic at some points in every neighbourhood of
points z0 except at z0 itself, then z0 is a singular point or a
singularity of the function. i.e. a singular point of a function
f ( z ) is a value of z at which f ( z ) fails to be analytic.
Similarly if f ( z ) is analytic everywhere in some region except
at an interior point z = a , then z = a is as an isolated
1
singularity of f ( z ). Consider the function f ( z ) = z
1
which has a derivative f ' ( z ) = − 2 if ( z  0)
z
then f is analytic everywhere except at z = 0 where it is not
continuous (so that f ' (0) cannot exist). This point z = 0 is
then a singular point.
132
1
f (z ) = z = 3 is an isolated
Consider function (z − 3)2 , then
singularity of f ( z )
2.4.3 Cauchy-Riemann Equations

These are equations necessary and sufficient for a function to
be analytic. Suppose a function
w = f (z )
has a derivative at z = z0
Let z0 = x0 + iy0 and f ( z0 ) = a + ib
Now
w = f ( z ) = u ( x, y ) + iv( x, y ) (34)
133
Derivative of function of variable w = f ( z ) is defined as

dw f ( z + z ) − f ( z )
= w' = f ' ( z ) = z →0
lim
(35)
dz z
Thus the derivative of Eqn (34) which is w' gives
dw lim w lim [u (x + x, y + y ) + iv(x + x, y + y )] − [u (x, y ) + iv(x, y )
= z →0 = x→0 (36)
dz z y →0 x + iy
If z is real i.e. if y = 0 , we obtain Eqn. (37) from Eqn. (36) as:
dw lim [u (x + x, y ) + iv(x + x, y )] − [u (x, y ) + iv(x, y )

= x→0 (37 )
dz x

134
[u (x + x, y ) − u ( x, y ) [v( x + x, y ) − v( x, y ) 
= lim
x → 0  +i  (38)
x x
The two difference quotients in Eqn. (37) and Eqn. (38) are
equations whose limits define the partial derivatives of u and v
with respect to x. Hence it appears that
dw u v
= +i (39)
dz x x
However if z is imaginary i.e. if x = 0 , Eqn. (36) becomes
dw lim [u (x, y + y ) + iv(x, y + y )] − [u (x, y ) + iv(x, y )

= y→0 (40)
dz iy

135
[u (x, y + y ) − u (x, y ) [v(x, y + y ) − v(x, y )

= lim
y →0  +i  (41)
 iy iy 
which are partial derivatives of u and v w.r.t to y indicating that
dw 1 u v
= + (42)
dz i y y
1 1 1 i i i
Since i = −i =
i.e. i i i 2 − 1 = −i , Eqn. (42) becomes
. = =
i
dw v u
= -i (43)
dz y y

136
dw
If the derivative dz is to exist, it is necessary that the two
expressions in Eqn. (39) and Eqn. (43) be equal that is:
Eqn. (39) = Eqn. (43)
meaning that
u v v u
+i = -i (44)
x x y y
which requires that
u v
= (45)
x y
and
u v
=− (46)
y x
137
These two conditions in Eqn. (45) and Eqn. (46) are Cauchy-
Riemann equations; obtained at z0 where function f(z) has a
derivative. They result in a theorem known as the Cauchy-
Riemann theorem which states that:
If u and v are real single-valued functions of x and y which, with
their 4 first partial derivatives, are continuous throughout a region
 , then the Cauchy-Riemann equations in Eqn. (45) and Eqn.
(46) are necessary and sufficient conditions that Eqn. (34) be
analytic in  . The derivative of f(z) is given by either
u v
f ' (z ) = +i
x x
or
v u
f ' (z ) = − i
y y
138
The conditions on u and v that ensure the existence of f(z) are
given in a theorem which states that:
Let u and v be real and single valued functions of x and y

which together with their partial derivatives of the first order are
continuous at a point (x0, y0), if these partial derivatives satisfy
the Cauchy-Riemann conditions at that point, then the
derivative f ' ( x0 ) of the functions f = u + iv exists where
z = x + iy and z0 = x0 + iy0
Example 2.4.3.1
Show that the function
f ( z ) = e x cos y + ie x sin y
is everywhere differentiable.
139
Solution to Example 2.4.3.1
u ( x, y ) = e x cos y
v( x, y ) = e x sin y
Thus
u u
= e cos y;
x
= −e x sin y
x y
v v
= e sin y;
x
= e x cos y
x y
From the above,
u v u v
= e cos y = ; and
x
= −e sin y = −
x
x y y x
thus, the Cauchy-Riemann conditions are satisfied everywhere
and f ' ( z ) has a derivative at every point in z .
140
Example 2.4.3.2
Given that z = x + iy , show that the function f ( z ) = z satisfies
2
the Cauchy-Riemann conditions.
Solution to Example 2.4.3.2

Since z = x + iy , f (z ) = z 2 then ( )
z 2 = (x + iy) = x 2 − y 2 + i 2 xy
2
From the above, u = x 2

− y 2
; and v = 2 xy , thus,
u u v v
= 2 x; = −2 y and = 2 y; = 2x
x y x y
u v u v
Since x = 2 x = y and y = −2 y = − x , the Cauchy-
Riemann’s conditions are satisfied by the function.
141
2.4.4 Polar form of Cauchy-Riemann conditions
Given that
f ( z ) = u ( x, y ) + iv( x, y )
and using the transformation x = rcosθ and y = rsinθ so that
y
r = x + y and  = tan
2 2 −1
x
which are required in polar form.
In polar form, f ( z ) = x + iy in term of x and y becomes

f ( z ) = r cos  + ir sin 
From there, u = rcosθ and v = rsinθ. That is

f ( z ) = u ( x, y ) + iv( x, y ) = r cos  + ir sin 
142
Thus
u u
= cos  ; = −r sin  and
r 
v v
= sin  ; = r cos 
r 
From the above,
u 1 v
= cos  =
r r 
and
1 u v
= − sin  = −
r  r
(
with r  0 )
These are conditions for Cauchy-Riemann in polar form.
143
2.5 Cauchy’s Integral Theorem
For a single-valued function f ( z ) which is continuous in a
region  , the integral of the function is defined along some
path C in  from point z1 to point z2 as:
( x2 , y 2 )
 f (z )dz = (
C x ,y )
1 1
(u + iv)(dx + idy )
( x2 , y 2 ) ( x2 , y 2 )
= udx − vdy + i  vdx + udy
( x1 , y1 ) ( x1 , y1 )
where z1 = x1 + iy1 and z2 = x2 + iy2
With the above definition for integrals, we can discuss the

Cauchy’s theorem which states that:
144
Given a simple closed curve C , if f ( z ) is analytic within the
region bounded by C as well as on C , then
 f (z )dz =  f (z )dz = 0
C C
(48)
with the second integral emphasizing c as simple closed curve.
Re-expressed in another way, Eqn. (48) means that
z1 f (z )dz
z2
has value independent of the path joining z1 and z2 . These

integrals can be evaluated as F ( z 2 ) − F ( z )
1 with F /
(z ) = f (z ) .
The above Cauchy’s integral theorem leads to the Cauchy’s
integral formulas.
145
If f ( z ) is analytic within and on a simple closed curve C and 
is any point interior to C , then Cauchy’s integral formulas can
be obtained as:
1 f (z )
f ( ) =  dz (49)
2i C z − a
c is navigated in the positive (counterclockwise) direction.
From Eqn. (49), the Cauchy’s integral formula can be
developed for higher derivate of function f ( z ) thus the nth
derivative of f ( z ) at z =  is given by
f (z )
f ( ) = (50 )
n!

n
dz
2i C ( z − a )n +1

146
Eqn. (49) and Eqn. (50) are the Cauchy’s integral formulas
which show that if function f ( z ) is known on the closed curve
C then it is also known within C and the various derivatives at
points within C can be calculated.
This implies that if function f ( z ) of a complex variable has a

first derivative, it has all higher derivatives as well. It should be
noted that this may not be true for functions of real variables.
However for computing integrals, it is convenient to re-write
Eqn. (50) as
f (z ) 2i n
C (z − a )n+1 dz = n! f ( ) (51)

147
Example 2.5.1
cos (z )
Find the value of the integral C ( z − 1)( z − 2) dz
where C is the circle z = 5
Solution to Example 2.5.1

The first step is to resolve the given integral into simpler
integrals for ease of handling. Using partial fractions, the
denominator of the given integral
cos (z )
C (z − 1)(z − 2) dz
is
1 1 1
= −
(z − 1)(z − 2) (z − 2) (z − 1)
148
thus
cos (z ) cos (z ) cos (z )
C (z − 1)(z − 2) dz = C (z − 2) dz − C (z − 1) dz
By Cauchy’s integral formula (Eqn. (51)) with  = 2 ;  = 1,
cos (z )
 dz = 2i cos (2 ) = 2i
C z−2
and
cos(z )
C z − 1 dz = 2i cos( ) = −2i
because  = 1 and  = 2 lie inside C and cos(z ) is analytic
there, thus the required integral has the value
cos (z )
C (z − 1)(z − 2) dz = 4i
149
Example 2.5.2
Use the Cauchy’s integral formula to evaluate the integral
ez
 z = 2 (z − 1)2 (z − 3) dz
For the ease of handling, the given integral will be re-written to
be in form of Eqn. (51), that is:
ez
ez (z − 3) dz
 z = 2 (z − 1)2 (z − 3) dz =  z = 2 (z − 1)2
f (z ) =
z
e
From the above, it is clear that (z − 3) , n = 1 and
 = 1.
150
Since  = 3 lies outside of the contour, the function f ( z ) is

analytic within the closed contour. Thus applying the Cauchy’s
integral formula (Eqn. 51) we have,
ez
ez ( z − 3) dz = 2i d  e z 
 z = 2 (z − 1)2 (z − 3) dz =  z = 2 ( z − 1)2 1! dz  z − 3 
z =1
 ez ez 
= 2i  − 
 z − 3 ( z − 3)  z =1
2
3i
=−
2
151
PART THREE
SERIES IN THE COMPLEX PLANE
The representation of complex variables geometrically leads to

complex plane development. As there are infinite series only of
real terms so are some whose terms are complex especially
for the perfect description of the complex plane.
Let
f1 ( z ) + f 2 ( z ) + ... + f n ( z ) + ... (52)

be a series whose terms are function of a complex variable z.
Partial sums of these series can be defined as
152
S1 ( z ) = f1 ( z )
S 2 ( z ) = f1 ( z ) + f 2 ( z )
. (53)
.
S n ( z ) = f1 ( z ) + f 2 ( z ) + ... + f n ( z )
Defining a region  around the given series in Eqn. (52), then

the series converges to sum S ( z ) in the region  if for all in z
 , the limit of the nth partial sums S n ( z ) as n becomes infinite
is S ( z ) . A basic requirement for this to happen is that for any
  0 there should exist an integer N , depending in general
on  and also on the particular value of z under consideration
such that
153
S ( z ) − S n ( z )  for all n  N (54)
Since the remainder after the first n terms in S ( z ) , say Rn (z ) ,

is the difference S ( z ) − S n ( z ) , thus for the series to converge,
it is required that the limit of Rn ( z ) as n becomes infinite be
zero.
If a series has a sum as earlier defined then, it is convergent

and the set of all values of z for which it converges is called
the region of convergence of the series. When it is not
convergent, the series is said to be divergent.

154
It is absolutely convergent if the absolute values of the terms
form a convergent series i.e. if from Eqn. (52),
S n ( z ) = f1( z ) + f 2 ( z ) + ... + f n ( z ) + ...
is convergent.
If it is not absolutely convergent, then, it is said to be

conditionally convergent.
It should be noted that absolute convergence is a sufficient

(though not a necessary) condition for ordinary convergence.
Also an absolute convergent series can be rearranged in any

desired manner without the sum of the series being affected
but rearrangement of a conditional convergent series may alter

155
the sum of the series or even cause the series to diverge. It
should be further noted that:
i. A necessary and sufficient condition that the series of

complex terms as given in Eqn. (52) i.e.
f1 ( z ) + f 2 ( z ) + ... + f n ( z ) + ... should converge is that the series of
the real parts and the series of the imaginary pars of these
terms should each converge.
 
If  ( f n ) and  ( f n ) converge to the respective functions

n =1 n =1
( z ) and ( z ) , then the given series converges to
( z ) + i( z ). If the series Eqn. (52) converges but not
absolutely, it is said to be conditional convergent.
156
ii. The ratio test can equally be used for test for convergence
of series with complex terms. For example, for a given series
in Eqn. (52) i.e.
f1 ( z ) + f 2 ( z ) + ... + f n ( z ) + ...
Let
f n +1 ( z )
lim
n → = r (z )
f n (z )
Then the series converges absolutely for those values of z for

which 0  r ( z )  1 but it diverges for those values of z for
which r ( z )  1

157
iii. A series of functions converge uniformly to the function
S ( z ) in a region  , either open or closed, if corresponding to
an arbitrary   0 there exists a positive integer N , depending
on  but not on z , such that for every value of z in 
S (z ) − Sn (z )   for all n  N
iv. If a sequence of positive constants M n exists such that

f n ( z )  M n for all positive integers n and for all values of z
in a given region D , and if the series M1 + M 2 + M 3 + ... + M n + ...
is convergent, then the series f1(z ) + f 2 (z ) + f3 (z ) + ... + f n (z ) + ...
converges uniformly in D .

158
3.1 Taylor’s Series
Consider a complex function f ( z ) which is analytic
everywhere on the boundary and the interior of a circle
C whose centre is at a (Figure 6).
R
r2
C
r1
a
C2
C1
Figure 6: Region of the Taylor’s Series of Expansion

159
Then if z is any point within the circle, we have from Cauchy’s
integral formula (Eqn. 50), that
1 f ( ) 1 f ( )  1 
f (z ) =  d =   d (55)
2i  − a
C 2i  − a 1 − ( z − a ) ( − a )
C
where C is the closed contour. Expansion of the bracketed

terms of Eqn. (55) as a geometric series gives
1  f ( ) f ( ) f ( ) 
f (z ) =  C d +( z − a ) d + ... +( z − a ) 
n
d + ... (56)
2i   − a C ( − a ) 2 C ( − a )n +1

Application of Cauchy’s integral formula to each of the

integrals in Eqn. (56) finally gives
160
f ( z ) = f (a ) +
( z − a)
f' (a ) + ... +
( z − a )n (n )
f (a ) + ... (57)
1! n!
which is the formula for a Taylor expansion thus indicating that

any analytic function can be expanded into a Taylor series.
The Taylor’s series is from a theorem which allows functions to

be expanded in power series in x in a given interval.
Taylor’s theorem states that if f ( x ) is analytic throughout the

region bounded by a simple closed curve C , and if both x and

161
a are interior to C i.e. if f ( x ) is analytic inside and on a circle
having its centre at x = a then,
f ( x ) = f (a ) + ( x − a ) f ' (a ) +
( x − a )2
f '' (a ) + ... +
( x − a )n
f n (a ) + Rn ( x ) (58)
2! n!
where
Rn ( x ) =
( x − a )n +1 (n +1)
f ( ) (59)
(n + 1)!
The term Rn is a remainder term and represents the error
involved in approximating to f ( x ) by the polynomial

162
f (a ) = f (a ) +
( x − a) '
f (a ) + ... +
( x − a )n
f n
(a ) (60)
1! n!
changing x to a + x in Eqn. (58) gives an alternative form as
x ' x 2 '' xn n
f (a + x ) = f (a ) + f (a ) + f (a ) + ... + f (a ) + Rn ( x ) (61)
1! 2! n!
and from Eqn. (59)
x n +1 (n +1)
Rn ( x ) = f (a + x ) (62)
(n + 1)!
with 0    1
When a = 0 , which is a special case, we have
163
2 n
x x
f ( x ) = f (0) + xf ' (0) + f '' (0) + ... + f n (0) + Rn ( x ) (63)
2! n!
where
x n +1 (n +1)
Rn ( x ) = f (x ) (64)
(n + 1)!
Eqn. (63) is known as Taylor’s series expansion of a function
about zero.
Summarily Taylor’s series means the infinite expansion

suggested by the Taylor’s theorem
f ( x ) = f (a ) +
( x − a) '
f (a ) +
( x − a )2
f ''
(a ) + ... + ( x − a )n (n −1)
f (a ) + ... (65)
1! 2! (n − 1)!

164
Eqn. (65) is a valid representation of f ( x ) at all points in the
interior of any circle having its centre at a and within which
f ( x ) is analytic.
3.1.1 Some Important Taylor’s Series

i. Geometric series is given as:

1 n
1− z
= 2
z = 1 + z + z + ...
n =0

165
ii. Exponential Function
 n 2
z z
ex =  = 1+ z + + ...
n =0
n! 2!
e =
iy

(iy )n
=  (− 1)k y 2k 
+ i  (− 1)k y 2 k +1
n =0
n! k =0
(2k )! k = 0 (2k + 1)!
iii. Trigonometric and hyperbolic series
 2n 2 4
z z z
cos z = n
 (− 1) (2n)! = 1 − 2! + 4! − +...
n =0

166
 2 n +1 3 5
z z z
sin z =  (− 1)n
= z− + −+
n =0
(2n + 1)! 3! 5!
 2n 2 4
z z z
cosh z =  = 1+ + + ...
n =0
(2 n )! 2 ! 4 !
 2n +1 3 5
z z z
sinh z =  = z + + + ...
n =0
(2n + 1)! 3! 5!

167
iv. Logarithmic series
2 3
z z
ln (1 + z ) = z − + − +...
2 3
1 z 2 z3
− ln (1 − z ) = ln =z+ + + ...
1− z 2 3
1+ z  z 3
z 5 
ln = 2 z + + + ...
1− z  3 5 
 

168
Example 3.1.1
Expand x about x = 1 using Taylor’s series and show that
this expansion is valid only for 0  x  2 .

Using Eqn. (65) required for an expansion using the Taylor’s
series i.e. using
f ( x ) = f (a ) +
( x − a) '
f (a ) +
( x − a )2 ''
f (a ) + ... +
( x − a )n (n −1)
f (a ) + ...
1! 2! (n − 1)!
It is required that we define the derivatives of the given

function.

169
Since
f (x ) = x = x 2
1
1 − 12
f ' (x ) = x
2
1 − 32
f ' ' (x ) = − x
4
3 − 52
f ' ' ' (x ) = x
8
From Eqn. (65) above,
f ( x ) = f (a ) +
( x − a) '
f (a ) +
( x − a )2 ''
f (a ) +
( x − a )3 '''
f (a ) + ...
1! 2! 3!

170
with x = 1 as requested,
f (1) = 1 = 1
1
2 =1
1 − 12 1
f ' (1) = 1 =
2 2
1 − 32 1 1
f ' ' (1) = − 1 =− =− 2
4 4 2
3 − 52 3
f ' ' ' (1) = 1 = 3
8 2
Substituting a = 1 and various values of f ( x ) with its
derivative as obtained above,
1  x − 1  1  ( x − 1)  1.3  ( x − 1) 
2 3
x = 1+  −   +   − ...
1!  2  2!  2  3!  2 

171
Example 3.1.2
Given the functions f ( x ) = x 3
− 10 x 2
+ 6 and f ( x ) = ln ( x ) , find
their Taylor series of expansion about x = 3 and x = 2
respectively.

i. For the first given function f ( x ) = x 3
− 10 x 2
+ 6 , its
expansion about x = 3 is obtained as shown below:
Since this function is of degree 3, its expansion will terminate

at n = 3 i.e.
f(n ) (3)
f ( x ) = x 3 − 10 x 2 + 6 =  (x − 3)n
n =0
n!

172
f ' ' (3) f ' ' ' (3)
= f (3) + f ' (3)( x − 3) + (x − 3) +
2
(x − 3) + 0
3
2! 3!
But
f (0 ) ( x ) = x 3 − 10 x 2 + 6 = 33 − 10(3)2 + 6 = −57
f (1) ( x ) = 3 x 2 − 20 x = 3(3)2 − 20(3) = −33
f (2 ) ( x ) = 6 x − 20 = 6(3) − 20 = −2
f (3) ( x ) = 6

173
Thus substitution of the above into
f ' ' (3) f ' ' ' (3)
f (3) + f ' (3)( x − 3) + (x − 3) +
2
(x − 3)3 + 0
2! 3!
Gives
f ( x ) = −57 − 33( x − 3) − ( x − 3) + ( x − 3) 2 3
ii. For the second function f ( x ) = ln ( x ) to be expanded

around x = 2
The first few derivatives of the function and their evaluations:

174
f ( x ) = ln x thus f (2 ) = ln 2
1 1
f ' (x ) = thus f ' (2 ) =
x 2
1 1
f ' ' (x ) = − thus f ' ' (2 ) = −
2 2
x 2
2 2
f ' ' ' (x ) = thus f ' ' ' (2 ) =
x3 23

175
2(3) 2(3)
f ' ' ' ' (x ) = − thus f ' ' ' ' (2) = −
x4 24
2(3)(4) 2(3)(4)
f ' ' ' ' ' (x ) = thus f ' ' ' ' ' (2) =
5
x 25
( n)
f (x ) =
(− 1) n +1
(n − 1)!
thus ( n)
f (2) =
(− 1) n +1
(n − 1)
xn n
2

176
Plugging the above into
f ( x ) = f (a ) +
( x − a)
f ' (a ) +
( x − a )2
f ' ' (a )
1! 2!
we have
f ( x ) = ln (2) +
( x − 2) 1 ( x − 2)2 
. +
1  ( x − 2)3 2 ( x − 2)4  2(3)  ( x − 2)n (− 1)n +1 (n − 1)!
− + . 3+  − 4  + ... +
1! 2 2!  2 
2 3! 2 4!  2  n! 2n
= ln (2) + 

(− 1) n +1
(x − 2) n
n
n =1 n 2

177
3.2 Laurent Series
This is a series about isolated singularities (see subsection
 (z )
f (z ) =  (a )  0
2.3.3). Consider a complex function (z − a )n ,
where  ( z ) is analytic everywhere in a region including
z = a , and if n is a positive integer, then f ( z ) has an isolated
singularity at z = a . This called a pole of order n. A pole with
n = 1 is called a single pole while pole with n = 2 is described
as double pole.
If f ( z ) has a pole of order n at z = a but analytic at every

other point inside and on a circle C with centre at a , then

178
(z − a )n f (z ) is analytic at all points inside and on C and has

a Taylor series about z = a so that
f (z ) = + a0 + a1 (z − a ) + a2 (z − a ) + ... (66)
a− n a−n +1 a−1
+ + ... +
2
(z − a ) (z − a )
n n −1
z−a
Eqn. (66) is called a Laurent series for f ( z ) with the part

a0 + a1 ( z − a ) + a2 ( z − a ) + ... as the analytic part and the
2
remainder consisting of inverse powers of z − a as the

principal part.
Generally, Laurent series is given in form of the theorem which

states that:
179
If f ( z ) is analytic throughout the closed region  bounded by

two concentric circles, then at any point in the annular ring
bounded by the circles, f ( z ) can be represented by the series

f (z ) =  an ( z − a ) n
(67)
n = −
where a is the common centre of the circles and an are

constants defined by a line integral which is a generalization of
Cauchy’s integral formula
1 f ( z )dz
(68)
2i R ( z − 1)n +1
an =

180
with each integral being taken in the counterclockwise sense
around any curve C lying in the annulus and encircling its
inner boundary.
For simplicity Laurent expansion of a function is usually found

not through the use of Eqn. (67) and Eqn. (68) but by algebraic
manipulations suggested by the nature of the function. This
involves expansion of the form
n(n − 1) n − 2 2 n(n − 1)(n − 2) n −3 3

(s + t )
n
= s + ns
n n −1
t+ s t + s t + ... + (69)
2! 3!
which is valid for all values of n if s  t . If s t , the

expansion is valid only if n is a nonnegative integer.
181
Example 3.2.1
ez
f (z ) = z =1
Find Laurent series for the function (z − 1)2 about
Let z −1 = u then z = 1 + u and
ez e1+ u
e  eu u 2 u3 u 4 
f (z ) = = 2 = e. 2 = 2 1 + u + + + + ...
(z − 1)2
u u u  2! 3! 4! 
e e e e( z − 1) e( z − 1) 2
= + +
2 ( z − 1) 2!
+ + + ...
(z − 1) 3! 4!
182
Example 3.2.2
7z − 2
Find the Laurent expansion of the function f ( z ) = ( z + 1)z ( z − 2)
in the annulus 1  z +1  3

For handling convenience, f ( z ) should be simplified using
partial fractions. From the theory of partial fractions, there
exists constants A, B and C for the functions f ( z ) such that
7z − 2 A B C
f (z ) = = + +
(z + 1)z (z − 2) z + 1 z z − 2
183
The above, on expansion becomes
A( z − 2)( z ) + B( z + 1)( z − 2) + C ( z + 1)( z )

=
(z + 1)z (z − 2)
=
( A + B + C )z 2 − (2 A + B − C )z − 2 B
(z + 1)z (z − 2)
Comparing LHS with the RHS produces A = −3 , B = 1 and

C = 2 thus
7z − 2 −3 1 2
f (z ) = = + +
(z + 1)z (z − 2) z + 1 z z − 2
184
With suitable arrangement, the above fractions can be
expanded into infinite series using the Laurent’s expansion of
Eqn. (69) which on addition gives the required expansion of
the given f ( z ).
A mere observation of the resulting function using partial

fractions shows that the centre of the given annulus is z = −1
thus for the set goal to be achieved (i.e. the required
expansion), the resulting series must be one involving powers
of z + 1.
Hence the second and third terms in the partial fraction
representation of f ( z ) must be modified so that z will appear
in the combination z + 1. This gives us the equivalent
representation
185
−3 1 2
f (z ) = + +
z + 1 ( z + 1) − 1 ( z + 1) − 3
= −3( z + 1) + ( z + 1) − 1 + 2( z + 1) − 3
−1 −1 −1
However according to Eqn. (69), the series for (z + 1) − 3

−1
will converge only where z + 1  3 whereas an expression

which is valid for z + 1  3 is required.

186
Hence this term is rewritten in the order − 3 + (z + 1)−1

before expanding it. Now on application of Eqn. (69) we have,
f ( z ) = −3( z + 1)−1 + (2 + 1) − 1−1 + 2− 3 + ( z + 1)−1

−1

= −3( z + 1) + ( z + 1) −1
+ ( z + 1)
−2
+ ( z + 1)
−3
  1 z + 1 ( z + 1)2 ( z + 1)3
+ ... + 2 − − − −

− ...
 3 9 27 81 
2 2 2 2
= ... + ( z + 1) −3
+ ( z + 1) −2
− 2( z + 1) −1
− − ( z + 1) − ( z + 1) − ( z + 1)3 + ...
2
3 9 27 81
with 1  z +1  3

187
3.3 The Residue Theorem
In the definition of the Laurent series, the coefficients in Eqn.
(66), that is
a− n a− n +1 a−1
f (z ) = + + ... + + a + a ( z − a ) + a ( z − a )2
+ ... (66)
(z − a ) (z − a ) n −1 0 1 2
n z−a
can be obtained if the coefficients for the Taylor series

corresponding to ( z − a )n
f ( z ) are written out. The coefficients
of a−1 are called the residue of f z at the pole () z = a . This
residue is defined using the formula
 
n −1
1 d
lim
a−1 = z → a ( z − a )n
f ( z ) (70)
(n − 1)! n −1 dz
where n is the order of the pole.
188
The Residue theorem states that:
()
If C is a closed curve and if f z is analytic within and on C
except at a finite number of singular points in the interior of C ,
then
C f (z )dz = 2i(r1 + r2 + ... + rn ) (71)

k
= 2i  z =Res
z
f (z )
j
j =1
Proof of the Residue Theorem

Consider the region of a complex plane in which some points
are within a common circle as shown in Figure 7.
189
C2 Z2 Z3
C3
Z1
Zn
C1
Cn C
Figure 7: Representation of the Residue Theorem
Each of the singular points z j is enclosed in a circle C j with

radius small enough that those n circles and C are all
separated (Figure 7).

190
Then f ( z ) is analytic in the multiply connected domain D

bounded by C and C1, C2 ,..., Cn and on the entire boundary
D.
From Cauchy’s integral theorem
C f (z )dz = C1 f (z )dz + C2 f (z )dz + ... + Cn f (z )dz = 0 (72)
with the integral of C being taken in the counterclockwise

sense and the other integrals in the clockwise sense.

191
Reversing the sense of integration along C1, C2 ,..., Cn , the

signs of the values of these integrals change and we have
C f (z )dz = C1 f (z )dz + C2 f (z )dz + ... + Cn f (z )dz (73)
all integrals now being taken in the counterclockwise sense.
With f ( z ) taken to be analytic in a neighbourhood of a point

z = a , by Cauchy’s integral theorem, we have
C f (z )dz = 0 (74)
for any closed path in that neighbourhood.

192
With f ( z ) having an isolated singularity at z = a and a lying

in the interior of C , then the integral above will, in general not
be zero. With Laurent series expansion, f ( z ) becomes

c1 c2
f (z ) =  bn (z − a ) n
+ + + ... (74)
n =0
z − a ( z − a )2
which converges in the domain 0  z − a  R where R is the

distance from a to the nearest singular point of f ( z ).
1
The coefficient C1 of the power z−a is given as

193
1
C1 =  f ( z )dz (75)
2i C
thus
C f (z )dz = 2iCi (76)
Substitution of Eqn. (76) into Eqn. (73) gives
C f ( z )dz = 2i zRes

= a f (z ) (77)
where Res = r1 + r2 + ... + rn

194
3.4 Mapping
Consider a functiony = f ( x ) represented in the x − y plane .
For a complex function w = f ( z ) , four real variables (i.e. the
two independent variables x and y with two dependent
variables u and v . Thus to plot w = f ( z ) in the Cartesian
plane, a space of 4 dimensions is required. For it to be
avoided, 2 planes are assumed i.e. the z − plane where
z = x + iy is to be plotted and the other, the w − plane where
point w = u + iv is to be plotted (Figure 8).
The function w = f ( z ) will now be represented not by a locus

of points in a space of four dimensions, but by a
correspondence between the points of these two Cartesian
planes.
195
C2 C1
(uo, vo)
C2/
(xo, yo)
C1/
(a) (b)
Figure 8: Mapping of Function w=f(z)
Given a point in the z − plane means that the function

w = f ( z ) will determine one or more values of u + iv and
hence, one or more points in the w − plane .

196
As z ranges over any configuration in the z − plane , the

corresponding point u + iv describes some configuration in the
w − plane. Thus the function w = f ( z ) defines a mapping or a
transformation of the z − plane into the w − plane and in turn
represented geometrically by the mapping.
In the transformation of point ( x0 , y0 ) in the x − y plane to

point (u0 , v0 ) in the uv − plane with curves C1 and
C2 intersecting at ( x0 , y0 ) mapped respectively into curves
C1/ and C2/ intersecting at (u0 , v0 ).

197
The transformation in which the angle at ( x0 , y0 ) between C1 and
C2 is equal to the angle at (u0 , v0 ) between C1/ and C2/ both in
magnitude and direction, is described as conformal. However if
what is preserved by the mapping is only the magnitudes of
angles but not necessarily the direction, such is isogonal.
3.4.1 Riemann’s Mapping

Assume a simple closed curve C in z − plane forms boundary of
a region  and that C ' is a circle of radius one and centre at the
origin forming the boundary of ' in the w − plane . The
Riemann’s mapping theorem states that there exists w = f z , ()
analytic in  , which maps each point of  into a corresponding
point of ' and each point of C into a corresponding point of C ' ,
the correspondence being one to one (Figure 9).
198
z − plane w − plane
C
C’
R R’
Figure 9: Riemann’s Mapping Description
The Riemann’s mapping theorem can be extended to the case

where a region is bounded by two simple closed curves with
one inside and the other outside, is mapped into a region
bounded by two concentric circles. Some general
transformations include:

199
i. Translation Transformation
In this transformation, figures in the z − plane are displaced or
translated in the direction of vector  . The transformation is
represented by the function w = z + 
ii. Rotation Transformation

i
By this transformation with function w= e z,
figures in the
z − plane are rotated through an angle  0 .
If  0  0 the
rotation is counterclockwise but if  0  0 , the rotation is
clockwise.

200
iii. Stretching Transformation
In stretching transformation, w = az and here, figures in the
z − plane are stretched (or contracted) in the direction z if
a  1 (or 0  a  1).
iv. Inversion Transformation

Inversion transformation is simply represented by the function
1
w=
z
v. Linear Transformation
Linear transformation w = az +  is a combination of the
transformation of translation, rotation and stretching.

201
vi. Bilinear Transformation
This transformation
az + 
w=
z +  ,  −   0
also known as fractional transformation is a combination of the
transformation of translation, rotation, stretching and inversion.
THE END

CHE 305 Section II Note - Prof Sonibare

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CHE 305

J.A. SONIBARE, Ph.D

Environmental Engineering Research Laboratory

OBAFEMI AWOLOWO UNIVERSITY

3. Series in the Complex Plane

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

i. quantities aij are the elements of the matrix;

Matrix is described as having m rows and n columns with the

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

i. Principal diagonal: sloping line of elements extending

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

(a ) = (a1, a2 , a3 ,..., an ) (6)

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

Where a11, a22 , a33 , a44  0

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

vii. Matrix Transpose: This is a (n x m ) matrix obtained from

Consider a matrix (3 x 2) given in Eqn. (12)

 a11 a21 a31 

The transpose of a column vector (Eqn. 7) is a row vector

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

viii. Symmetric Matrix: it is a square matrix such that

ix. Skew-Symmetric Matrix: is a matrix equals to the negative

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

x. Orthogonal Matrix: An nxn matrix is orthogonal if its

xi. Complex Matrix: is defined as a matrix with complex

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

xiv. Skew-Hermitian Matrix: is a square matrix A is such

xvi. Tridiagonal matrix: it is a matrix in which all elements

xvii. Sparse Matrix: is a matrix with most elements being

xviii. Diagonally Dominant Matrix: is a matrix such that the

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

1.2.1 Addition and Subtraction of Matrices

Given two matrices A and B of the same order with elements

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

With this, if A is the matrix whose entries are distances

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

If A is a matrix of order (m x p ) with elements aij and B is a

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

 a11b11 + a12 b 21 + a13b31 a11b12 + a12 b 22 + a13b32 

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

Matrix product of two 2x2 complex matrices is given by

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

 a11 a12 a13 a14  b11 b12 b13 b14 

A1 B1 = (3x3x3x 4) = (3x 4); A2 B2 = (3x1x1x 4) = (3x 4)

Note that matrix C is of order (4X4) but partitioned horizontally

Using the same definition for the earlier submatrices

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

Using the row definition, the determinant of a matrix A is

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

The cofactor of a matrix A represented by Aij is defined as the

For example, consider a fifth-order determinant

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

The minor of the element a 43 is the fourth-order determinant

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

Determinants are defined only for square matrices.

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

where the first column of matrix D has been multiplied by 3

CHE 305 – ENGINEERING ANALYSIS I J.A. SONIBARE, Ph.D

If expanded through the first row, its determinant is: