MATH1251 Mathematics For Actuarial Studies and Finance Complex Numbers
MATH1251 Mathematics For Actuarial Studies and Finance Complex Numbers
Semester 2 2010
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 1 / 15
Number systems
The aim of this lecture is introduce complex numbers. First we consider other
number systems.
Which of the following equations can be solved in the number systems above?
x +5=7 x +7=5 5x = 10
5x + 20 = 10 5x = 2 x2 = 4
x2 = 2 x 2 + 5x + 6 = 0 x 2 + 5x + 3 = 0
x2 + 1 = 0 x 2 + 2x + 3 = 0 x 3 + 7x 2 + 17x + 15 = 0
x 2 + 1 = 0 has no real solutions, so let’s ‘make one up’. Call it the imaginary unit
and denote it i. That is,
i2 + 1 = 0 ⇐⇒ i 2 = −1.
We will see later that this is all we need to solve all polynomial equations, but first
we’ll concentrate on arithmetic using this new number.
We want a number system that contains both R and i with many of the properties
of real numbers (so we can still solve all of the equations on the previous slide).
C = {a + bi : a, b ∈ R, i 2 = −1}
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 3 / 15
Complex arithmetic
Consider two complex numbers in Cartesian form,
z = a + bi, w = c + di,
z + w = a + bi + c + di = (a + c) + (b + d)i,
zw = (a + bi)(c + di) = ac + adi + bci + bdi 2 = (ac − bd) + (ad + bc)i.
It’s easy to see that with these rules, C is closed under addition and
multiplication. That is, the sum and the product of two complex numbers are also
complex numbers.
Eg (1 + 2i) + (3 + 5i) = 4 + 7i
(1 + 2i)(3 + 5i) = 1 × 3 + 1 × 5i + 2i × 3 + 2i × 5i
= 3 + 5i + 6i + 10i 2
= 3 + 5i + 6i + 10 × (−1) = −7 + 11i
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 4 / 15
Laws of arithmetic
It’s also easy to check that just like real numbers, x, y , z ∈ C obey the usual
associative, commutative and distributive laws.
Associative Laws:
Commutative Laws:
x + y = y + x, xy = yx
Distributive Law:
x(y + z) = xy + xz
(Beyond this course: The quaternions are not commutative, and the octonians are
not commutative nor associative. See Wikipedia of you’re interested.)
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 5 / 15
Subtraction in C
For each z there is an additive inverse −z = (−a) + (−b)i with the property that
z + (−z) = 0.
z − w = z + (−w )
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 6 / 15
Division in C
C has a one (multiplicative identity):
(1 + 0i)z = (1 + 0i)(a + bi) = 1(a + bi) + 0i(a + bi) = a + bi = z
We usually just write 1 for 1 + 0i. For each z 6= 0 there is a multiplicative inverse
1 a b
= z −1 = 2 − 2 i
z a + b2 a + b2
with the property that
z z −1 = 1.
This allows us to define division by
z
= zw −1 ,
w
that is,
a + bi c d ac + bd bc − ad
= (a + bi) 2 2
− 2 i = + 2 i.
c + di c +d c + d2 2
c +d 2 c + d2
The properties of C we’ve discussed make C a field. See definition 1 on page 3 of
the printed notes.
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 7 / 15
Real and imaginary parts
For
z = a + bi ∈ C, a, b ∈ R,
The real part of z is
Re(z) = a
and the imaginary part of z is
Im(z) = b.
A complex number of the form bi is called an imaginary number. If Re(z) = 0 we
say z is purely imaginary and if Im(z) = 0 we say z is real.
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 8 / 15
Complex conjugation
For a complex number
z = a + bi,
where a, b ∈ R, the complex conjugate of z is
z̄ = a − bi.
Eg 3 + 4i = 3 − 4i.
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 10 / 15
Division using complex conjugation
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 10 / 15
Division using complex conjugation
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 10 / 15
C is not ordered
For any pair of positive real numbers x and y one of the following is true.
x < y, y <x or x = y .
Furthermore, the order of two positive real numbers is preserved when adding or
multiplying by another positive real number.
It is not possible to extended or redefine < so that something like this is also true
for C.
Of course you can still compare real quantities made from a complex numbers, eg
it makes sense to say things like Re(z)>Re(w ).
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 11 / 15
The Argand plane
y -axis Im
Imaginary axis
−2 + 3i
b
b b
b
i
−4 4
b b
0 Re
b
−2i
0 a x-axis −3 − 4i 3 − 4i
b b
Real axis
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 12 / 15
The Argand plane
y -axis Im
Imaginary axis
−2 + 3i
b
b b
b
i
−4 4
b b
0 Re
b
−2i
0 a x-axis −3 − 4i 3 − 4i
b b
Real axis
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 12 / 15
The Argand plane
y -axis Im
Imaginary axis
−2 + 3i
b
b b
b
i
−4 4
b b
0 Re
b
−2i
0 a x-axis −3 − 4i 3 − 4i
b b
Real axis
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 12 / 15
Modulus and argument
We can also locate points in the plane using polar coordinates.
modulus of z.
p √
|z| = x 2 + y 2 = z z̄.
y z = x + iy The angle from the positive real axis to
r z measured anti-clockwise is called the
argument of z and written arg(z). This
has infinitely many possible values for
θ each z. By convention, the principal
0 x Re argument of z is in (−π, π].
Note that
Arg(z) = −Arg(z̄) unless Arg(z) = π
|z̄| = |z|
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 13 / 15
Modulus and argument
We can also locate points in the plane using polar coordinates.
modulus of z.
p √
|z| = x 2 + y 2 = z z̄.
y z = x + iy The angle from the positive real axis to
r z measured anti-clockwise is called the
argument of z and written arg(z). This
has infinitely many possible values for
θ each z. By convention, the principal
0 x Re argument of z is in (−π, π].
Note that
Arg(z) = −Arg(z̄) unless Arg(z) = π
|z̄| = |z|
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 13 / 15
Modulus and argument
We can also locate points in the plane using polar coordinates.
modulus of z.
p √
|z| = x 2 + y 2 = z z̄.
y z = x + iy The angle from the positive real axis to
r z measured anti-clockwise is called the
argument of z and written arg(z). This
has infinitely many possible values for
θ each z. By convention, the principal
0 x Re argument of z is in (−π, π].
Note that
Arg(z) = −Arg(z̄) unless Arg(z) = π
|z̄| = |z|
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 13 / 15
Modulus and argument
We can also locate points in the plane using polar coordinates.
modulus of z.
p √
|z| = x 2 + y 2 = z z̄.
y z = x + iy The angle from the positive real axis to
r z measured anti-clockwise is called the
argument of z and written arg(z). This
has infinitely many possible values for
θ each z. By convention, the principal
0 x Re argument of z is in (−π, π].
Note that
Arg(z) = −Arg(z̄) unless Arg(z) = π
|z̄| = |z|
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 13 / 15
Modulus and argument
We can also locate points in the plane using polar coordinates.
modulus of z.
p √
|z| = x 2 + y 2 = z z̄.
y z = x + iy The angle from the positive real axis to
r z measured anti-clockwise is called the
argument of z and written arg(z). This
has infinitely many possible values for
θ each z. By convention, the principal
0 x Re argument of z is in (−π, π].
Note that
Arg(z) = −Arg(z̄) unless Arg(z) = π
|z̄| = |z|
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 13 / 15
Polar form
If r = |z| and θ =Arg(z), then
z = r cos θ + ir sin θ
Im
= r (cos θ + i sin θ)
r
q √ √
|z| = 12 + ( 3)2 = 4 = 2.
z = r cos θ + ir sin θ
Im
= r (cos θ + i sin θ)
r
q √ √
|z| = 12 + ( 3)2 = 4 = 2.
z = r cos θ + ir sin θ
Im
= r (cos θ + i sin θ)
r
q √ √
|z| = 12 + ( 3)2 = 4 = 2.
If z is a complex number, then real(z), imag(z), abs(z) and angle(z) are the
real part, the imaginary part, the modulus and the principal argument of z.
JM Kress (UNSW Maths & Stats) MATH1251 Complex Numbers Semester 2 2010 15 / 15