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∗
Department of Finance, Jacksonville University. Email: amissa@ju.edu.
†
MarketCipher Partners, Chief Investment Officer. Email: pm@market-cipher.com
‡
MarketCipher Partners, Quantitative Research. Email: cyoussfi@market-cipher.com
1
Contents
1 Introduction 3
2 Canonical function 4
4 MY function definition 7
7 Hypergeometric representation 20
8 Properties of MY 21
9 Acknowledgment 29
2
Abstract
1 Introduction
The cubic equation holds a special place in the history of mathematics. In
the early 16th century, the cubic formula was discovered independently by
Niccolò Fontana Tartaglia and Scipione del Ferro. Italy at the time was
famed for intense mathematical duels. In 1535, Tartaglia was challenged by
Antonio Fior, del Ferro’s student, with Tartaglia winning the famous con-
test. Gerolamo Cardano then persuaded Tartaglia to share his method with
him, promising to not reveal it without giving Tartaglia time to publish.
Once Cardano learned about Del Ferro’s work, which predated Tartaglia’s,
he decided that his promise could be legitimately broken and published the
method in his book “Ars Magna” in 1545. This led to a dramatic decade-long
feud between Tartaglia and Cardano [1].
3
In this article, a different approach to solving general cubic equations is
discussed by introducing a new function MY that provides the real roots
uniformly under various cases. MY is then expressed in closed form and hy-
pergeometric form. We then proceed by using an algebraic iteration method
that converges globally towards MY .
While casus irreducibilis [10] for cubic equations states that real-valued roots
of irreducible cubic polynomials cannot be expressed in radicals without in-
troducing complex numbers, we came really close with real radicals. Finally,
the article is concluded by discussing many of the unique properties of MY .
2 Canonical function
Without loss of generality, let’s consider the depressed cubic equation1 :
y 3 + py + q = 0 (1)
Where p and q are real numbers.
Outside the trivial special cases of p=0 or q=0, equation (1) can be trans-
formed to a canonical form:
z3 + z2
=t (2)
2
Two transformations can be used:
q q2
1. Transformation 1: A change of variable z = py
leads to: t = − 2p 3.
4
Using the sign of the derivative, there are three intervals where f is mono-
tonic:
1. ] − ∞, − 23 ], f is increasing from −∞ to 2
27
. The point M(− 23 , 27
2
) is a
local maximum.
Together, these properties define the number of roots of the canonical equa-
tion f (z) = x (see Figure 1):
2
1. Scenario 1: x > 27
, there is a unique solution that is above 13 .
y
Scenario 1
0.1 2
M(− 23 , 27 ) f
Scenario 3
0 z
0
Scenario 2
−0.1
−1.5 −1 −0.5 0 0.5 1 1.5
5
3 Geometric intuition behind proposed method
To provide the intuition behind our proposed method for solving cubic equa-
tions, notice that the inflection point I − 31 , 27
1
is also a symmetry point.
This can be expressed analytically as:
2 2
f − −z = − f (z) for all z∈R
3 27
0.1
y
8 · 10−2 f
f|R+
−2
6 · 10 y=x
4 · 10−2 1
I(− 13 , 27 ) 1
27
2 · 10−2 y = 2/27 − x
0 z
z2 z3 - 1 0 z ′ z1
3
−2 · 10−2
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4
to solving equations f|R+ (z) = a for positive real numbers a. Let’s illustrate
this point geometrically by considering the following example f (z) = x where
x = 0.05 (see Figure 2). This equation has three real solutions z1 , z2 and z3 .
6
3. Let z3 be the unique negative point such as the distance between z1
and − 13 is the same as the distance between z ′ and z3 . In other words
z3 = −1/3−z ′ −z1. Therefore z1 +z2 +z3 = −1. Using Vieta’s formula,
z3 is the third root.
4 M Y function definition
The restriction, f|R+ , of f to R+ is striclty increasing, continuous with
f|R+ (0) = 0 and lim f|R+ (z) = +∞. Therefore it is bijective from R+
z→+∞
to R+ and admits a reciprocal function:
−1
MY : x 7−→ MY (x) = f|R + (x) x ∈ R+
the graph of MY is symmetrical to the graph of f|R+ with respect to the line
y = x (See Figure 3).
y y
1
1
−MY (x) −MY (x)
−y = x 2
−x 5
1
−f (x) −x
√3
− x
x x
0 1 0 1 2
7
Thanks to Cardano and Vieta’s trignometric formulas for cubic roots, MY
can be expressed in closed form. Define:
1
u= x−
27
2
1. For x ∈ [ 27 , +∞[
v s v s
u u
2 2
1 t
u
3
2
1 u
3
2
1
MY (x) = − + u + u − + u− u −
t
3 27 27
2
2. For x ∈ [0, 27 [
1 2 arccos(27u)
MY (x) = − + cos
3 3 3
2
Notice that MY is continuous and smooth at x = 27
despite two totally
different closed form expressions!
2
3. For 0 ≤ x ≤ 27 there are three real solutions. z1 = MY (x) is the
positive solution. The two other negative solutions are obtained, first,
by symmetry:
2 2
z2 = − − MY −x
3 27
8
second, by using Vieta’s formula2 z1 + z2 + z3 = −1 :
2 1
z3 = MY − x − MY (x) −
27 3
z2 ≤ z3 ≤ z1 (4)
y 3 + py + q = 0 (1)
2
Also, for x 6= 0 z3 = 2x/(z1 z2 )
9
Case 3: p < 0 and |ξ| > 1. There is a unique real solution with two
expressions:
r
p 1 + |ξ| q
α=− − 3MY +1 = 2
3 27 pMY − q 2p3
Case 4: p < 0 and −1 ≤ ξ ≤ 1. There are three real solutions that can be
expressed using Tranformation 2 as:
r
p 1+ξ
α= − 3MY +1
3 27
r
p 1−ξ 1+ξ
β=3 − MY − MY
3 27 27
r
p 1−ξ
γ=− − 3MY +1
3 27
As a result of (4):
γ≤β≤α
When q 6= 0, these roots can be expressed differently using Transformation
1:
q
α′ = 2
q
pMY − 2p 3
q
β′ = 2
2 q2 q 1
p MY 27 + 2p3
− MY − 2p3 − 3
−q
γ′ =
2 2 q2
p 3
+ MY 27 + 2p3
α′ = α β′ = γ γ′ = β
10
Naturally, the roots coincide with the trigonemetric roots provided by François
Viète:
r
p arccos(ξ) 2kπ
tk = 2 − cos (θk ) where θk = − for k = 0, 1, 2
3 3 3
t2 ≤ t1 ≤ t0
Therefore
α = t0 β = t1 γ = t2
z 3 + z 2 = 2x (5)
11
This equation can be exploited in two ways. First, by factorizing (5) we
obtain: r
2x
z= (6)
1+z
Second, we can complete the cubic:
3
1 1 z
z+ = 2x + + (7)
3 27 3
When substituting z in the right hand side of (7) by using (6):
z = G(x, z) (8)
Where the function G is defined by:
s r
3 1 1 2x 1
G (x, y) = 2x + + − (9)
27 3 1 + y 3
Therefore z is a fixed point of G(x, .), inspiring a fixed point iteration.
Convergence theorem:
12
In order to demonstrate the convergence theorem, we start with the fol-
lowing lemma:
Lemma:
Proof of lemma:
13
1
Let v = t− 2 : − 32
1 v3 v
1
h(t) = g(v) = + +
18 v 27 3
C1 , is obtained by setting the derivative of g to 0, reached at v0 :
√
s
−1 + 5
v0 =
2
and
1
C1 ≈
21.2398
2. Upper bound for ∂G (x, MY (x))
∂y
Recall that:
r
2x 1 1 z
z= and (z + )3 = 2x + +
1+z 3 27 3
Therefore
∂G z
∂y (x, z) = (13)
2
18(1 + z) z + 31
Or: −1
∂G 1 2 5 7 1
∂y (x, z) = 18 z + 3 z + 9 + 9z
14
The only positive solution is:
√
−3 + 33
z=
12
leading to:
1
C2 ≈
30.5475
Proof of Convergence theorem
2
As proven
below in the Properties of MY section z ≤ x 5 .
∂G 2
Since ∂y (x, .) is decreasing with respect to y over the interval [z, x 5 ]:
2
∂G 2
|M0 (x) − MY (x)| = G(x, x 5 ) − G(x, z) ≤ U(z) = (x, z) (x 5 − z) (14)
∂y
Recall:
3 2
∂G z
x = (z + z )/2 and
∂y (x, z) = 2
18(1 + z) z + 13
Therefore 25
z 3 +z 2
z −z 2
U(z) = 2
18(1 + z) z + 31
Leading to:
25 25
z 1/2 +z −1/2 z 1/2 +z −1/2
2
−1 2
−1
U(z) = <
1 2 18(1 + z)
18(1 + z) 1 + 3z
z 1/2 + z −1/2 √
Define: w = ≥1 which implies z = 2w 2−1+2 w 4 − w 2
2
15
2
w5 − 1
U(z) < √
36(w + w 4 − w 2)
2
2 2
Inequality w 5 − 1 ≤ 52 (w − 1) (w 5 is concave) leads to:
w−1
U(z) < √
90(w 2 + w 4 − w 2)
Define: ξ = w − 1
1 ξ
U(z) < p
90 (ξ + 1)2 + (ξ + 1)4 − (ξ + 1)2
Then
1
U(z) < √ (15)
(ξ+1)2 (ξ+1)4 −(ξ+1)2
90 ξ
+ ξ
Let’s find lower bounds for the two terms of the denominator:
(a) First: p r
(ξ + 1)4 − (ξ + 1)2 2
= ξ 2 + 4ξ + 5 +
ξ ξ
Setting the derivative to zero leads to:
2 (ξ + 1)(ξ 2 + ξ − 1)
2ξ + 4 − =0 or =0
ξ2 ξ2
√
Therefore the minimum is reached at ξ = −1+2 5
and :
p
(ξ + 1)4 − (ξ + 1)2
≥ 3.33019 (16)
ξ
(ξ + 1)2
≥4 (17)
ξ
Therefore
1 1 1
U(z) ≤ = ≈ 1.516 10−3
90 4 + 3.33019 659.7171
16
Going back to (14), for all positive real numbers x:
Where
1
C0 = ≈ 1.516 10−3
659.7171
2. For n ∈ N and any positive real number x, define z = MY (x) and
y = Mn (x). Since Mn+1 (x) = G(x, y) and z = G(x, z) :
Z z
∂G
|Mn+1 (x) − z| =
∂y (x, u) du
(19)
y
Since ∂G (x, .) is positive and convex, the integral in (19) is lower than
∂y
the area of the trapezoid:
1 ∂G ∂G
|Mn+1 (x) − z| =≤ |y − z|) (x, y) +
(x, z)
2 ∂y ∂y
C0
|Mn (x) − MY (x)| ≤ (22)
Kn
17
6.3 Examples:
6.3.1 Numerical examples for the approximation of MY
To showcase the efficiency of the process described above, we consider two
examples:
Note that when x < 2/27 (example 1), the closed form expression of MY
2
is trigonometric, and when x ≥ 27 (example 2) , the closed form expression
is in radicals. Yet, the global algebraic (in radicals) approximation provided
works well for both scenarios.
18
unique real solution α. Using MY closed form:
α ≈ −0.6823278038
αn is the estimate of α using n iterations of the fixed point algorithm of MY .
n αn |αn − α|
0 -0.6823458163 1.8 10−05
1 -0.6823274572 3.5 10−07
2 -0.6823278105 6.7 10−09
3 -0.6823278037 1.3 10−10
Example 2: x3 − 3x + 1 = 0.
q
27 1
Here p = −3 and q = 1 which leads to ξ = q − 4p 3 = 2. The results
of section 5.2, case 4 apply. There are three real roots α, β and γ. Using the
closed form of MY :
α ≈ 1.5320888862 β ≈ 0.3472963553 γ ≈ −1.8793852416
αn , βn and γn are the respective estimates of α, β and γ using n iterations
of the fixed point algorithm of MY .
Obviously, the goal here is not to conduct a deep numerical analysis, nor is it
to provide the most optimal root-finding algorithm (see Newton method, Se-
cant method, Steffensen method, Halley method, Laguerre method, Aberth-
Ehrlich method, Durand-Kerner method, etc.). Instead, our aim is to merely
shed light on an algorithm that approximates with real-radicals MY and
indirectly the roots, especially in casus irreducibilis.
19
7 Hypergeometric representation
The objective of this section is to express MY using hypergeometric func-
tions. Recall that MY (x) is the unique positive solution of the equation:
z 3 + z 2 − 2x = 0
Or: s !− 31 s !− 31
1 ∆′ ∆′
u + v = (−q ′ )− 3 1 + + 1−
q ′2 q ′2
20
Using Kummer’s transformation a second time:
− 32
27x 1 2 1 2
u+v =3 F , , ,1 − (24)
2 6 3 2 27x
2 2
If x ≤ 27 , using formula (23), u+v is positive. Likewise when x ≥ 27
, formula
(24) shows that u + v is positive.
Therefore
1
MY(x) = 1 2 1 27x
3F , , ,1
3 3 2
− 2
Notice that
1 2 1
lim F , , ,z = +∞
z→1 3 3 2
which is coherent with MY (0) = 0.
8 Properties of M Y
In Annex we prove all of the following properties:
Equalities:
2
1. For x ∈ [ 27 , +∞[:
r q
3 2
2x x − x x − 27
MY (x) = r
1 3 1
q 2
3
+ x − 27 − x x − 27
21
2
4. For 0 ≤ x ≤ 27
, the three roots of the equation z 3 + z 2 = 2x are:
z1 = MY (x)
s !
2 2 1 + MY (x) 1 − 3MY (x)
z2 = − − MY −x =− 1+
3 27 2 1 + MY (x)
s !
2 1 1 + MY (x) 1 − 3MY (x)
z3 = MY − x −MY (x)− = − 1−
27 3 2 1 + MY (x)
Consequently
s !
2 1 + MY (x) 1 − 3MY (x) 2
MY −x = 1+ −
27 2 1 + MY (x) 3
5.
MY (x) MY (x)
lim √ =1 and lim √
3
=1
x→0 2x x→+∞ 2x
Inequalities:
1. For all positive real numbers x:
s
2x 2
2 ≤ MY (x) ≤ x 5
1+x 5
22
3. For x ∈ [0, 1]: √ √
x ≤ MY (x) ≤ 3
x
3 x MY 2 (x)
xMY (x) − +
4 12 24
Equalities:
v v(1 + u + u2 ) v vu vu2
= = + + (26)
1−u 1 − u3 1 − u3 1 − u3 1 − u3
Then notice:
(a) v
u s
1 u
3 1 2
=3 t −x − x x−
u 27 27
23
(b)
v 2 = −6xu
(c)
v3
= 2x
1 − u3
Therefore, the three terms in (26) can be expressed:
2 v
uv v (−6x) 1 v3 2x 1
3
= 3
= − 3
=− =−
1−u 1−u 6x 1 − u 6x 3
v
u s
u2 v
vu u u 3 1 2
=u =− = t x− − x x−
1 − u3 1 − u3 3 27 27
v
u s
v 1 vu 1 u3 1 2
= =− = t x− + x x−
1 − u3 u 1 − u3 3u 27 27
Which adds up to:
v
MY (x) =
1−u
In other words:
r q
3 2
2x x − x x − 27
MY (x) = r
1 3 1
q 2
3
+ x − 27 − x x − 27
24
which leads to:
w3 + w2
r
x 1
= +
2 54 27
so: r
x 1
w = MY +
54 27
1
Since y = 1/z = M Y (x)
:
√
r
x 1
MY (x) 3MY + +1 = 6x
54 27
3. Let z = MY (x):
z3 + z2
= 2x
2
By multiplying both sides by z −5 :
z −3 + z −2
= 2xz −5
2
Or
1 x
=M 5
z z
Therefore
1
MY (x) =
x
MY (M Y (x))5
2
4. For 0 ≤ x ≤ 27 , z1 = MY (x) is root of the equation z 3 + z 2 = 2x.
The other two roots, z2 and z3 , can be found by symmetry and using
Vieta’s formula as provided in section 5.1. Alternatively:
z2 + z3 = −1 − z1 and z2 z3 = 2x/z1 = z1 (1 + z1 )
25
r
1 − 3z1
z3 = −(1 + z1 ) 1 −
1 + z1
Notice z2 ≤ z3 . Using the results from section 5.1:
! s
2 2 1 − 3MY (x)
1 + MY (x)
z2 = − − MY −x =− 1+
3 27 2 1 + MY (x)
s !
2 1 1 + MY (x) 1 − 3MY (x)
z3 = MY − x −MY (x)− = − 1−
27 3 2 1 + MY (x)
Consequently
s !
2 1 + MY (x) 1 − 3MY (x) 2
MY −x = 1+ −
27 2 1 + MY (x) 3
Therefore:
MY (x)
lim √ =1
x→0 2x
3 1
Similarily, since MY (x) 1 + M Y (x)
= 2x:
s
MY (x) 1
√ = 3
1
3
2x 1+ M Y (x)
Therefore
MY (x)
lim √
3
=1
x→∞ 2x
26
Consequently for any x > 0
2
√ 1 xǫ √ x
x = lim+ MY and 3
x = lim+ ǫMY
ǫ→0 ǫ 2 ǫ→0 2ǫ3
This holds also for x = 0.
Inequalities:
1. For all positive real numbers x
2 1 6
4
1 1 −1 2
f x =
5 x +x =x 1+
5 5 x −x
5 5 ≥x
2 2
Since f is strictly increasing
2
MY (x) ≤ x 5
In addition s s
2x 2x
MY (x) = ≥ 2
1 + MY (x) 1 + x5
h(z 3 ) + h(z 2 ) z3 + z2
≤h = h(x)
2 2
(h(z))3 + (h(z))2
≤ h(x) and h(z) ≤ MY (h(x))
2
Therefore
MY (xa ) ≥ (MY (x))a
(b) Similarily, for a ≤ 0 or a ≥ 1, h is convex and we have:
27
3. For all x ∈ [0, 1]: √
√ x+1
f ( x) = x ≤x
2
√ x−1/3 + 1
f ( 3 x) = x ≥x
2
Since f is strictly increasing:
√ √
x ≤ MY (x) ≤ 3 x
28
9 Acknowledgment
The authors would like to thank Dr. Nizar Demni, Dr. Hassan Youssfi and
Dr. Daniel Moseley for their support and valuable feedback.
29
References
[1] https://arxiv.org/abs/1308.2181
[3] J.L. Lagrange. Réflexions sur la résolution algébrique des équations. Nou-
veaux Mémoires de l’Academie royale des Sciences et Belles-Lettres de
Berlin, 3:205–421, 1869.
[4] Tschirnhaus’s 1683 paper ”A method for removing all intermediate terms
from a given equation”, translation by RF Green.
[8] Zucker, I.J. (July 2008). ”The cubic equation — a new look at the irre-
ducible case”. Mathematical Gazette. 92: 264–268.
30