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Aslaksen-Multiple-Valued Complex Functions and Computer Algebre

This document discusses the challenges of handling multiple-valued complex functions in computer algebra systems, particularly focusing on branches and the complex logarithm. It presents various paradoxes and theorems related to complex functions, aiming to highlight the importance of careful branch selection in computations. The article concludes with practical tests for readers to experiment with different computer algebra systems to observe their handling of these complex functions.

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0% found this document useful (0 votes)
10 views9 pages

Aslaksen-Multiple-Valued Complex Functions and Computer Algebre

This document discusses the challenges of handling multiple-valued complex functions in computer algebra systems, particularly focusing on branches and the complex logarithm. It presents various paradoxes and theorems related to complex functions, aiming to highlight the importance of careful branch selection in computations. The article concludes with practical tests for readers to experiment with different computer algebra systems to observe their handling of these complex functions.

Uploaded by

trabrah
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Mu.

ltiple-valued complex functions


and computer algebra
Helmer Aslaksen
Department of M a t h e m a t i c s
N a t i o n a l U n i v e r s i t y of S i n g a p o r e
S i n g a p o r e 0511
R e p u b l i c of S i n g a p o r e
aslaksen©math, nus. sg

1 Introduction
I recently taught a course on complex analysis. That forced me to think more
carefully about branches. Being interested in computer algebra, it was only
natural that I wanted to see how such programs dealt with these problems.
I was also inspired by a paper by Stoutemyer ([3]).
While programs like Derive, Maple, Mathematica and Reduce are very
powerful, they also have their fair share of problems. In particular, branches
are somewhat of an Achilles' heel for them. As is well-known, the complex
logarithm function is properly defined as a multiple-valued function. And
since the general power and exponential functions are defined in terms of
the logarithm function, they are also multiple valued. But for actual com-
putations, we need to make them single valued, which we do by choosing a
branch. In Section 2, we will consider some transformation rules for branches
of multiple-valued complex functions in painstaking detail.
The purpose of this short article is not to do a comprehensive comparative
study of different computer algebra system. (For an attempt at that, see [4].)
My goal is simply to make the readers aware of some of the problems, and
1991 Mathematics Subject Classification. Primary 30-01, 68Q40.
13

to encourage the readers to sit down and experiment with their favourite
programs.
I would like to t h a n k Willi-Hans Steeb and Michael Wester for helpful
comments.

2 Basic properties of branches multiple-valued


c o m p l e x functions
I will start with the following paradox due to the Danish mathematician
Thomas Clausen ([1, 2]). It was published as an exercise in Crelle's journal
in 1827.
Let n be an integer. Then
el+2n~i-=e. (1)

If we write
l+2nlri) T M -~- e T M = e~ (2)
and
(el+2n=i) l+2n~i _-- e1+4~,~i-4,2~ 2 _ ee-4,2~ 2, (3)

it follows t h a t
e -4"~2 = 1. (4)

There are also a number of paradoxes involving square roots. Let me just
give two.

i = rE= ~/(-i)(-i) = ~ - i ~ - i = ii = -i, (5)


and
1 -I
-I 1

~-1 1 (6)
1 i

i2_-1.
14

In order to clarify such problems, we will take a fairly detailed look at some
properties of elementary transcendental functions.
For z = x +. iy, the complex exponential function is defined by

e z = e ~(cos y + i sin y).

It satisfies the property e (z+~) = e~e~, but does it satisfy the property
(e~) ~ = e(~)? In order to answer this, we must look at the complex log-
arithm function.
We define the principal argument by z ]zie iArg(z) and Arg(z) E (-77, 77].
=

We do not define the principal argument of 0, and we will from now on assume
that z is different from 0. Notice that we have defined the principal argument
on the negative axis, too, but it is of course not continuous there. Extending
the definition of the principal argument to the negative numbers gives us as
a ready supply of counter examples.
We then define the principal logarithm Log(z) by Log(z) = log Izl +
i Arg(z), where log [z[ denotes the usual real logarithm of Iz[. We clearly
have e L°g(z) = z, but do we have Log(e ~) = z?
In order to study this, we will introduce the following terminology.

D e f i n i t i o n 1 Define the imaginary remainder Imr(z) and the imaginary


quotient Imq(z) by
Im(z) = Imr(z) + 27r Imq(z),
where Imr(z) E (-77, 77] and Imq(z) E Z.

Notice that Imq(z) = [(Im(z) + 77)/277)1 , where [ 1 is the ceiling function.


We can now prove the following.

T h e o r e m 2 We have

Log(e z) = Re(z) + i Imr(z).

In particular,

Log(e z) = z if and only if Im(z) E (-77, 7r].


15

Proof: We have

Log(e z) = log ]eZl + i Arg(e z) = x + i Arg(e/Im(~)) =


x + iArg(e/(Imr(z)+2~Imq(~))) = x + iArg(e iImr(z)) == x + iImr(z). []

We will next study whether the complex logarithm satisfies the property
Log(zw) = Log(z) + Log(w). To this end, we must first study Arg(uv). It is
easy to see that

Arg(zw) = Arg(z) + Arg(w) + d27r, where d is 0 or 5=1.

We now make the following definitions.

D e f i n i t i o n 3 Define the principal product excess ppe(u, v) of two complex


numbers by

ppe(z, w) -- ( A r g ( z w ) - A r g ( z ) - Arg(w))/(21r).

D e f i n i t i o n 4 Define the complex sign csgn(z) of a complex number by

1, if Re(z) > 0 or (Re(z) = 0 and Im(z) > 0)


csgn(z)= 0, /fz=0
-1, i f R e ( z ) < 0 or ( R e ( z ) = 0 a n d I m ( z ) < 0).

We can now define the right (left) half-plane as the set of points where csgn(z)
is positive (negative).

The next lemma is immediate.


Lemma 5

1. ppe(z, w) is always 0 or ~1.


2. If either z or w is positive, then ppe(z, w) = 0.

3. If both z and w lie in the right half-plane, then ppe(z, w) = 0.

4. If both z and w lie in the left half-plane, then ppe(z, w) ¢ 0.

5. ppe(z, z) = 0 if and only if z lies in the right half-plane.


16

We can now prove the following.


T h e o r e m 6 liVe have

Log(zw) = Log(z) + L o g ( w ) + 2~'i ppe(z, w).

In particular Log(z 2) = 2 Log(z) if and only if z lies in the right half-plane.


Proof:

Log(zw) = log Izwl + i Arg(zw)


= log Izl + log Iwl + i(Arg(z) + Arg(w) + 27r ppe(z, w))
= Log(z) + Log(w) + 2zri ppe(z, w). []

We have the following result for quotients.


T h e o r e m 7 We have

Arg(1/z) -- ~ ~ Arg(z), if z is not negative


( Arg(z) + 27r, if z is negative.

Hence
Log(l/z) = ~-_ Log(z), if z is not negative
( Log(z) + 27ri, if z is negative.

Proof: We have 1/z = ~/]z[ 2, but Arg(~) -- - A r g z unless z is negative, in


which case both Arg(z) and Arg(1/z) are equal to 7r. []
We are now ready to define the complex power and exponential functions.
D e f i n i t i o n 8 We define the complex power and exponential functions by
Za = eL°g(z)a, and az = e L°g(a)z f o r a ~ e.

We are now ready to consider whether (eZ)w equals e ~w. The key issue is
that (e~) ~° involves the exponential function with base e" and not just e. So
while e ~° is a genuine single-valued function, we need to choose a branch in
order to make (eZ)w single valued.
T h e o r e m 9 We have
( e z ) w ~ eZW e-W27riImq(z).
17

Proof:
(e:) w = eLog(eZ) w = e(Re(z)+ilmr(z)) w = e(Z-i2~rlmq(z)) w = eZW e-Wi2~rlmq(z) []

Using Theorem 9, we can easily resolve Clausen's paradox. In equation (3)


we said that
( el + 2n~ri ) T M = el+ 4nlri-4n2~r2 .

This should be replaced by


( el + 2n~ri ) l + 2 n ~ r i = e l +4n~'i-4n2zr 2 e--( l + 2nrri)27ri I m q ( l + 2 n ~ r i ) . =

el--4n21r2e--(1+2nTri)21rin = el--4n21r2e--2n~ri+4n2~r2 = e~

which agrees with equation (2).


We can also prove the following corollary.

C o r o l l a r y 10 We have
(eZ)l/2 = (--1)Imq(z)eZ/2"

In particular,
(eZ)l/2 = eZ/2 if and only i f I m ( z ) • ( ( 4 n - 1)~r, (4n + 1)~-], n • Z.

We also have the following immediate generalization.


T h e o r e m 11 We have
( a z ) w = a~,Oe-~,2~i Imq(~Log(a)).

We can now ask similar questions about the power function.


T h e o r e m 12 We have

( z w ) a : zawaea21rippe(z,w).

Proof:

(zw) ° = ea Log(zw) = ea(Log(z)+Log(w)+21ri ppe(z,w)) = zawaea2~rippe(z,w). []

We will derive some consequences of Theorem 12.


18

T h e o r e m 13 We have

Vf~=: (-- 11ppe(z'w)~,~/~V/W.


In particular,
v ~2
z = csgn(z)z,
8,0
~z 2 = z if and only i / z lies in the right half-plane.

We will finish this section with the following theorem.

T h e o r e m 14 We have

if z is not negative
L-livE, if z is negative.

In particular, if z is real, then

~/U;=sgn(z)/~,
Proof: If z is not negative, we have

1~ = e L°gcl/z)/2 = e -L°g(z)/2 = 1 / v / ~ ,

while if z is negative, we have

1 ~ = cLog(I/z)/2 = e(- Log(z)+2~i)/2 : - - e - Log(z)/2 ~_ _ l / V f ~ "

The last two results resolve the two square root paradoxes given at the
beginning of this section.

3 Computer tests

Computer algebra systems are in general much better at reducing the differ-
ence between two equivalent expressions to 0, than simplifying an expression
to a specific form. I therefore suggest that the readers experiments with
the following eight tests (adapted from [3]) using their favourite computer
algebra system.
19

Notice that some programs simplify expressions automatically, while oth-


ers only do so when you use an explicit s i m p l i f y command. Sometimes
you can control the behaviour by using a special option to the s i m p l i f y
command, or a different command such as PowerExpaad. In some programs
you can explicitly restrict the domain of a variable, use statements like on
expandlogs or program your own transformation rules to change the be-
haviour.

Test 1

(a) x / ~ - vfzx/w should not simplify when z and w are complex.

(b) ~ / ~ - ~ / ~ / w should simplify to 0 when z and w are both positive.

Test 2

(a) ~ / ~ should not simplify, or simplify to csgn(z)z when z is complex.

(b) ~ / ~ should not simplify, or simplify to sgn(z)z = [z[ when z is real.

(c) x / ~ should simplify to z when z is positive.

Test 3

(a) 1/ should not simplify when z is complex

(b) 1 ~ - 1/x/~ should not simplify, or simplify to ( s g n ( z ) - 1)/vfz


when z is real.

(c) 1~- 1/x/~ should simplify to 0 when z is positive.

Test 4

(a) ~ - e ~/2 should not simplify when z is complex.

(b) ~ / ~ - e z/2 should simplify to 0 when z is real.

Test 5

(a) Log(zw) - Log(z) - Log(w) should not simplify when z and w are
complex.
20

(b) log(zw) - log(z) - log(w) should simplify to 0 when z and w are both
positive.

Test 6

(a) Log(z 2) - 2 Log(z) should not simplify when z is complex.

(b) log(z 2) - 2 log(z) should simplify to 0 when z is positive.

Test 7

(a) Log(l/z) -4- Log(z) should not simplify when z is complex.

(b) log(l/z) + log(z) should simplify to 0 when z is positive.

Test 8

(a) Log(e ~) should not simplify when z is complex.

(b) log(e ~) should simplify to z when z is real.

References
[1] Thomas Clausen, Aufgabe 53, J. Reine Angew. Math. 2 (1827), 286-287.
[2] Reinhold Remmert, Theory of Complex Functions, Graduate Texts in
Math., vol. 122, Springer-Verlag, 1991.
[3] David R. Stoutemyer, Crimes and misdemeanors in the computer alge-
bra trade, Notices Amer. Math. Soc. 38 (1991), 778-785.
[4] Michael Wester, A review of CAS mathematical capabilities, Computer
Algebra Nederland 13 (1994) 41-48.

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