INDEX

Chapter 1: Complex Integration

Chapter 2: Statistical Techniques

Chapter 3: Probability Distribution

Chapter 4: linear algebra Vector spaces

Chapter 5: Calculus of variations

Mathematics-IV COMPLEX INTEGRATION

COMPLEX INTEGRATCION

LINE INTEGRAL
Complex line integral or simply line integral of a complex function 𝑓(𝑧) from 𝑧1 to 𝑧2 along a curve 𝐶 defined as

∫ 𝑓(𝑧)𝑑𝑧 = ∫ (𝑢 + 𝑖𝑣)(𝑑𝑥 + 𝑖𝑑𝑦)

𝐶 𝐶

= ∫ (𝑢𝑑𝑥 − 𝑣𝑑𝑦) + 𝑖 ∫ (𝑣𝑑𝑥 + 𝑢𝑑𝑦)

𝐶 𝐶
𝑧2 𝑧2
=∫ (𝑢𝑥˙ − 𝑣𝑦˙)𝑑𝑡 + 𝑖 ∫ (𝑣𝑥˙ − 𝑢𝑦˙)𝑑𝑡
𝑧1 𝑧1

where dot (⋅) denotes differentiation with respect to ' 𝑡 '.

Here C is known as the path of integration. If it is a closed curve, the line integral is denoted by ∮ 𝐶 (with zero or
circle on the integral sign). When the direction is positive sense, it is indicated as ∫𝐶+ or simply ∫𝐶 while
negative direction by ∫𝐶− . Contour integral is an integral along a closed contour.

Basic properties of line integrals

1. Linearity: ∫𝐶 (𝑘1 𝑓(𝑧) + 𝑘2 𝑔(𝑧))𝑑𝑧 = 𝑘1 ∫𝐶 𝑓(𝑧)𝑑𝑧 + 𝑘2 ∫𝐶 𝑔(𝑧)𝑑𝑧
𝐵 𝐴
2. Sense reversal: ∫𝐴 𝑓(𝑧)𝑑𝑧 = − ∫𝐵 𝑓(𝑧)𝑑𝑧
3. Partitioning of path: ∫𝐶 𝑓(𝑧)𝑑𝑧 = ∫𝐶1 𝑓(𝑧)𝑑𝑧 + ∫𝐶2 𝑓(𝑧)𝑑𝑧; where curve 𝐶 consists of the curves 𝐶1 and
𝐶2 .

4. 𝑴𝑳-inequality: |∫𝐶 𝑓(𝑧)𝑑𝑧| ≤ 𝑀𝐿; where |𝑓(𝑧)| ≤ 𝑀

everywhere on 𝐶 and 𝐿 is the length of the curve 𝐶.
Note: Although real definite integrals are interpreted as area, no such interpretation is possible for complex
definite integrals.

Solved Problems
1+𝑖
Example 1. Evaluate ∫0 (𝑥 2 + 𝑖𝑦)𝑑𝑧 along the paths (i) 𝑦 = 𝑥 and (ii) 𝑦 = 𝑥 2 .
Solution: (i) Here 𝑧 = 𝑥 + 𝑖𝑦 = 𝑥 + 𝑖𝑥 = (1 + 𝑖)𝑥 (∵ 𝑦 = 𝑥)
Hence 𝑑𝑧 = (1 + 𝑖)𝑑𝑥

1+𝑖 1 1
2 2
𝑥3 𝑥2
∴∫ (𝑥 + 𝑖𝑦)𝑑𝑧 = ∫ (𝑥 + 𝑖𝑥)(1 + 𝑖)𝑑𝑥 = (1 + 𝑖) { + 𝑖 }
0 0 3 2 0

1 𝑖
= (1 + 𝑖) ( + )
3 2
5𝑖 − 1
=
6

(ii) Here 𝑧 = 𝑥 + 𝑖𝑦 = 𝑥 + 𝑖𝑥 2 ⇒ 𝑑𝑧 = 𝑑𝑥 + 2𝑖𝑥𝑑𝑥 = (1 + 2𝑖𝑥)𝑑𝑥

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Mathematics-IV COMPLEX INTEGRATION

1+𝑖 1 1
∴∫ (𝑥 2 + 𝑖𝑦)𝑑𝑧 = ∫ (𝑥 2 + 𝑖𝑥 2 )(1 + 2𝑖𝑥)𝑑𝑥 = (1 + 𝑖) ∫ (𝑥 2 + 2𝑖𝑥 3 )𝑑𝑥
0 0 0
3 4 1
𝑥 𝑥
= (1 + 𝑖) { + 2𝑖 }
3 4 0
1 2𝑖 5𝑖 − 1
= (1 + 𝑖) ( + ) = .
3 4 6

𝟏+𝒊
Example 2: Evaluate ∫𝟎 (𝒙 − 𝒚 + 𝒊𝒙𝟐 )𝒅𝒛 along (a) the straight line from 𝒛 = 𝟎 to 𝒛 = 𝟏 + 𝒊; along (b)
real axis from 𝒛 = 𝟎 to 𝒛 = 𝟏 and then along a line parallel to imaginary axis from 𝒛 = 𝟏 to 𝒛 = 𝟏 + 𝒊.

Solution: (a) Along the straight line OP joining the points 0(𝑧 = 0) and 𝑃(𝑧 = 1 + 𝑖), we have 𝑦 = 𝑥 i.e. 𝑑𝑦 = 𝑑𝑥.
Along 𝑂𝑃, 𝑥 varies from 0 to 1 .

1+𝑖 1
∴∫ (𝑥 − 𝑦 + 𝑖𝑥 2 )𝑑𝑧 = ∫ (𝑥 − 𝑥 + 𝑖𝑥 2 )(𝑑𝑥 + 𝑖𝑑𝑦)
0 0
1 1
1
∫ 𝑖𝑥 2 (1 + 𝑖)𝑑𝑥 = 𝑖(1 + 𝑖) ∫ 𝑥 2 𝑑𝑥 = (−1 + 𝑖)
0 0 3

(b) ∫𝑂𝐴𝑃 (𝑥 − 𝑦 + 𝑖𝑥 2 )𝑑𝑧 = ∫𝑂𝐴 (𝑥 − 𝑦 + 𝑖𝑥 2 )𝑑𝑧 + ∫𝐴𝑃 (𝑥 − 𝑦 + 𝑖𝑥 2 )𝑑𝑧.

Along 𝑂𝐴, 𝑦 = 0. Hence 𝑧 = 𝑥 + 𝑖𝑦 = 𝑥, giving 𝑑𝑧 = 𝑑𝑥. Along 𝑂𝐴, 𝑥 varies from 0 to 1 .

1 1 1
𝑥2 𝑥3 1 𝑖
∴ ∫ (𝑥 − 𝑦 + 𝑖𝑥 2 )𝑑𝑧 = ∫ (𝑥 + 𝑖𝑥 2 )𝑑𝑥 = { } +𝑖{ } = +
𝑂𝐴 0 2 0 3 0 2 3

Along 𝐴𝑃, 𝑥 = 1 and 𝑦 varies from 0 to 1

Hence,
1
∫ (𝑥 − 𝑦 + 𝑖𝑥 2 )𝑑𝑧 = ∫ (1 − 𝑦 + 𝑖)𝑖𝑑𝑦 [∵ 𝑑𝑧 = 𝑑𝑥 + 𝑖𝑑𝑦 = 𝑖𝑑𝑦 as 𝑥 = 1]
𝐴𝑃 0
1
𝑦2 1 1 𝑖
= 𝑖 {𝑦 − + 𝑖𝑦} = 𝑖 {1 − + 𝑖} = 𝑖 { + 𝑖} = − 1
2 0
2 2 2

∴ From (1), we have

1 𝑖 𝑖 1 5
∫ (𝑥 − 𝑦 + 𝑖𝑥 2 )𝑑𝑧 = ( + ) + (−1 + ) = − + 𝑖.
𝑂𝐴𝑃 2 3 2 2 6
𝟐+𝒊
Example 3. Evaluate ∫𝟎 (𝒛‾)𝟐 𝒅𝒛 along (a) the real axis to 2 and then vertically to 𝟐 + 𝒊, and (b) along the
line 𝟐𝒚 = 𝒙.
Solution: (a) Here

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Mathematics-IV COMPLEX INTEGRATION

2+𝑖 2 2 2
∫ (𝑧)2 𝑑𝑧 = ∫ (𝑧)2 𝑑𝑧 + ∫ (𝑧)2 𝑑𝑧 (1)
0 0𝐴 𝐴𝑃

Along 𝑂𝐴, 𝑦 = 0 and 𝑥 varies from 0 to 2 .

∴ 𝑧 = 𝑥 + 𝑖𝑦 = 𝑥 + 𝑖(0) = 𝑥

giving 𝑑𝑧 = 𝑑𝑥
Also 𝑧‾ = 𝑥

2 2
2 𝑥3 8
∴ ∫ (𝑧) 𝑑𝑧 = ∫ 𝑥 2 𝑑𝑥 = { } =
0𝐴 0 3 0 3

Along AP, 𝑥 = 2 and 𝑦 varies from o to 1 .

∴ 𝑧 = 𝑥 + 𝑖𝑦 = 2 + 𝑖𝑦
giving 𝑧‾ = 2 − 𝑖𝑦 and 𝑑𝑧 = 𝑖𝑑𝑦

Hence,
1
2
∫ (𝑧) 𝑑𝑧 = ∫ (2 − 𝑖𝑦)2 𝑖𝑑𝑦
𝐴𝑃 0
1
11
= ∫ {𝑖(4 − 𝑦 2 ) + 4𝑦}𝑑𝑦 = 𝑖+2
0 3

Hence,
2+𝑖
2 8 11 14 11
∫ (𝑧) 𝑑𝑧 = + 𝑖+2= + 𝑖
0 3 3 3 3

(b) Along 𝑂𝑃, 2𝑦 = 𝑥, giving 𝑧 = 𝑥 + 𝑖𝑦 = 2𝑦 + 𝑖𝑦 = (2 + 𝑖)𝑦

∴ 𝑑𝑧 = (2 + 𝑖)𝑑𝑦

Also,

𝑧‾ = (2 − 𝑖)𝑦

Hence, along 𝑂𝑃, we have

2+𝑖 1
∫ (𝑧)2 𝑑𝑧 = ∫ {(2 − 𝑖)𝑦}2 (2 + 𝑖)𝑑𝑦 (∵ 𝑦 varies from 0 to 1 along 𝑂𝑃)
0 0
10 5
= − 𝑖
3 3

Example: 4. Evaluate ∮ 𝑪 |𝒛|𝟐 𝒅𝒛 around the square with vertices at (𝟎, 𝟎), (𝟏, 𝟎), (𝟏, 𝟏), (0,1).

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Mathematics-IV COMPLEX INTEGRATION

Solution: Square consists of four curves (lines) 𝐶1 : 𝐴𝐵, 𝐶2 : 𝐵𝐶, 𝐶3 : 𝐶𝐷, 𝐶4 : 𝐷𝐴.

𝐼 = ∮ 𝐶 |𝑧|2 𝑑𝑧
=∮ 𝐶1+𝐶2 +𝐶3 +𝑐4 (𝑥
2
+ 𝑦 2 )(𝑑𝑥 + 𝑖𝑑𝑦) = ∫ + ∫ + ∫ + ∫
𝐶1 𝐶2 𝐶3 𝐶4
= 𝐼1 + 𝐼2 + 𝐼3 + 𝐼4

Along 𝐶1 : 𝐴𝐵: 𝑦 = 0,0 ≤ 𝑥 ≤ 1

𝐼1 = ∫ (𝑥 2 + 𝑦 2 )(𝑑𝑥 + 𝑖𝑑𝑦)
𝐶1
1 1
𝑥3 2
1
= ∫ (𝑥 + 0)𝑑𝑥 = | =
0 3 0 3

Along 𝐶2 : 𝐵𝐶: 𝑥 = 1,0 ≤ 𝑦 ≤ 1

𝐼2 = ∫ (𝑥 2 + 𝑦 2 )(𝑑𝑥 + 𝑖𝑑𝑦)
𝐶2
1 1
𝑦32)
4
= ∫ (1 + 𝑦 𝑖𝑑𝑦 = 𝑖 (𝑦 + )| = 𝑖
0 3 0 3

Along 𝐶3 : 𝑦 = 1 and 𝑥 varies from 1 to 0

𝐼3 = ∫ (𝑥 2 + 𝑦 2 )(𝑑𝑥 + 𝑖𝑑𝑦)
𝐶3
0 0
2
𝑥3 4
= ∫ (𝑥 + 1)𝑑𝑥 = ( + 𝑥)| = −
1 3 1
3

Along 𝐶4 : 𝑥 = 0 and 𝑦 varies from 1 to 0

𝐼4 = ∫ (𝑥 2 + 𝑦 2 )(𝑑𝑥 + 𝑖𝑑𝑦)
𝐶4
0 0
𝑦3 2
𝑖
= ∫ 𝑦 𝑖𝑑𝑦 = 𝑖 | =
1 3 1 3

𝐼 = 𝐼1 + 𝐼2 + 𝐼3 + 𝐼4
1 4 4 𝑖
= + 𝑖 − − = −1 + 𝑖
3 3 3 3

5. Evaluate ∫𝑪 (𝒛 − 𝒛𝟐 )𝒅𝒛 where 𝑪 is the upper half of the circle |𝒛 − 𝟐| = 𝟑. What is the value of the
integral if 𝑪 is the lower half of the above circle?
𝟐
Solution: Equation of the circle is 𝒛 − 𝟐 = 𝟑𝒆𝒊𝜽 or 𝒛 = 𝟐 + 𝟑𝒆𝒊𝜽 , 𝒛𝟐 = (𝟐 + 𝟑𝒆𝒊𝜽 )

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Mathematics-IV COMPLEX INTEGRATION

2
𝑧 − 𝑧 2 = (2 + 3𝑒 𝑖𝜃 ) − (2 + 3𝑒 𝑖𝜃 ) = −2 − 9𝑒 𝑖𝜃 − 9𝑒 𝑖2𝜃
𝜋
∫ (𝑧 − 𝑧 2 )𝑑𝑧 = − ∫ (2 + 9𝑒 𝑖𝜃 + 9𝑒 𝑖2𝜃 )(𝑖3𝑒 𝑖𝜃 )𝑑𝜃
𝐶 0
𝜋
2𝑒 𝑖𝜃 9𝑒 𝑖2𝜃 9𝑒 𝑖3𝜃
= −3𝑖 [ + + ]
𝑖 2𝑖 3𝑖 0
= −3[−4 + 0 − 6] = 30

For the lower semicircle

2𝜋
∫ (𝑧 − 𝑧 2 )𝑑𝑧 = − ∫ (2 + 9𝑒 𝑖𝜃 + 9𝑒 𝑖2𝜃 )(3𝑖𝑒 𝑖𝜃 )𝑑𝜃
𝐶 0
2𝜋
= −3[2𝑒 𝑖𝜃 + 9𝑒 𝑖2𝜃 + 3𝑒 𝑖3𝜃 ]𝜋 = −30

6. Evaluate ∫𝑪 (𝒛 − 𝒛𝟐 )𝒅𝒛, where 𝑪 is the upper half of the circle |𝒛| = 𝟏. What is the value of the
integral for the lower half of the same circle?

Solution:
Let us put 𝑧 = 𝑒 𝑖𝜃 ∴ 𝑑𝑧 = 𝑒 𝑖𝜃 𝑑𝜃. And 𝜃 varies from 0 to 𝜋.
𝜋
∴ ∫ (𝑧 − 𝑧 2 )𝑑𝑧 = ∫ (𝑒 𝑖𝜃 − 𝑒 2𝑖𝜃 )𝑒 𝑖𝜃 𝑖𝑑𝜃
𝐶 0
𝜋 𝜋
𝑒 2𝑖𝜃 𝑒 3𝑖𝜃 𝑒 2𝑖𝜋 𝑒 3𝑖𝜋 1 1
= 𝑖∫ −𝑒(𝑒 2𝑖𝜃 = 𝑖[3𝑖𝜃 )𝑑𝜃
− ] =[ − − + ]
0 2𝑖 3𝑖 0 2 3 2 3
1 1 1 1
= [ (cos 2𝜋 + 𝑖sin 2𝜋) − (cos 3𝜋 + 𝑖sin 3𝜋) − + ]
2 3 2 3
1 1 1 1 2
=[ + − + ]=
2 3 2 3 3

The value of the integral for the lower half of the same circle in the same positive direction i.e. when 𝜃 varies
from 𝜋 to 2𝜋.
2𝜋
𝑒 2𝑖𝜃 𝑒 3𝑖𝜃
∫ (𝑧 − 𝑧 2 )𝑑𝑧 = 𝑖 [ − ]
𝐶 2𝑖 3𝑖 𝜋
𝑒 4𝑖𝜋 𝑒 6𝑖𝜋 𝑒 2𝑖𝜋 𝑒 3𝑖𝜋
= 𝑖[ − − + ]
2𝑖 3𝑖 2𝑖 3𝑖
cos 4𝜋 + 𝑖sin 4𝜋 cos 6𝜋 + 𝑖sin 6𝜋 cos 2𝜋 + 𝑖sin 2𝜋 cos 3𝜋 + 𝑖sin 3𝜋
=[ − − + ]
2 3 2 2
1 1 1 1 2
=[ − − − ]=−
2 3 2 3 3

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Mathematics-IV COMPLEX INTEGRATION

Alternatively: Since for the closed curve 𝐶, the total integral is zero, for the remaining part of the circle the
integral = −2/3.

PROBLEMS

2+𝑖
1. Evaluate ∫1−𝑖 (2𝑥 + 𝑖𝑦 + 1)𝑑𝑧, along (i) the straight line joining (1 − 𝑖) to (2 + 𝑖),
(ii) 𝑥 = 𝑡 + 1, 𝑦 = 2𝑡 2 − 1.
25
[ Ans: 4 + i]
3

2. Evaluate ∫𝐶 |𝑧|𝑑𝑧, where 𝐶 is the left half of unit circle |𝑧| = 1 form z = −i to z = i.
3. Evaluate ∫𝑐 𝑧 2 𝑑𝑧, where C is the circle 𝑥 = rcos 𝜃, y = rsin 𝜃, form 𝜃 = 0 to 𝜃 = 𝜋/3.
2𝑟 3
[ Ans: 𝐼 = 3
]

2𝑧+3
4. Evaluate ∫𝑐 𝑑𝑧, where C is
𝑧
(i) The upper half of the circle |𝑧| = 2
(ii) The lower half of the circle |𝑧| = 2
[Ans: 2[4 − 3𝜋𝑖] ]
(iii) The whole circle in anticlock-wise direction.
[ Ans: 2[2(cos 2𝜋 + 𝑖sin 2𝜋) + 6𝜋𝑖 − 2] = 2[6𝜋𝑖] = 12]

5. Show that ∫𝐶 log 𝑧𝑑𝑧 = 2𝜋𝑖, where 𝐶 is the unit circle in the z-plane
2𝜋𝑖
[ Ans: − = 2𝜋𝑖]
𝑖2

6. Evaluate ∫𝐶 (𝑧 − 𝑧 2 )𝑑𝑧, where 𝐶 is the upper half of the circle |𝑧| = 1. What is the value of the integral
for the lower of the same circle?
1 1 1 1 2
[ Ans: [ + − + ] = ]
2 3 2 3 3
1+𝑖
7. Evaluate ∫0 (𝑥 2 − 𝑖𝑦)𝑑𝑧 along the path (i) 𝑦 = 𝑥 (ii) 𝑦 = 𝑥 2
5 𝑖 5 𝑖
[ Ans: (i) − , (ii) + ]
6 6 6 6

2+𝑖
8. Evaluate ∫0 𝑧 2 𝑑𝑧 along
(i) The line 𝑥 = 2𝑦
(ii) The real axis from 0 to 2 and then vertically to 2 + i.
(iii) The parabola 2𝑦 2 = 𝑥
10 5 14 11 8 41
[Ans: (i) 3
− 3 𝑖, (ii) 3
+ 3
𝑖, (iii) 3
− 15 𝑖]

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Mathematics-IV COMPLEX INTEGRATION

9. Evaluate ∫𝑐 (𝑦 − 𝑥 − 3𝑥 2 𝑖 )𝑑𝑧, where C is a straight line z = 0 to z = 1 + i

[Ans: 1 - i]

10. Evaluate ∫𝐶 𝑧 2 𝑑𝑧 form P(1,1) to Q(2,4) where

(i) C is the curve y = 𝑥 2
(ii) 𝐶 is the line 𝑦 = 3𝑥 − 2
(iii) C is the curve x = t, y = 𝑡 2

86
[ Ans: − − 6𝑖 in each case ]
3

11. Evaluate (2𝑧 3 + 8𝑧 + 2)𝑑𝑧, where C is the arc of the cycloid x = a(𝜃 + sin 𝜃), y = a(1 − cos 𝜃) between
the points (0,0) and (2𝜋𝑎, 0)

[ Ans: 4𝜋𝑎[2𝜋 3 𝑎3 + 4𝜋𝑎 + 1]]

12. Evaluate ∫𝑐 (𝑧 2 + 3𝑧 −4 )𝑑𝑧, where 𝐶 is the upper half of the unit circle from (1,0) to (−1,0).

1 𝑟3
[ Ans: 2 ( − )]
𝑟3 3

13. Evaluate the line integral ∫𝑐 (𝑧 3 + 3𝑧)𝑑𝑧 along the straight line from (2,0) to (2,2) and then from (2,2) to
(0,2)

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Mathematics-IV COMPLEX INTEGRATION

Cauchy's Theorem
If 𝑓(𝑧) is an analytic function and 𝑓 ′ (𝑧) is continuous at each point within and on a simple closed curve C , then
∮ 𝐶 𝑓(𝑧)𝑑𝑧 = 0.
Proof: Let us assume that R is the region bounded by the curve C. If 𝑓(𝑧) = 𝑢 + 𝑖𝑣 and 𝑧 = 𝑥 + 𝑖𝑦, then

∮ 𝐶 𝑓(𝑧)𝑑𝑧 = ∮ 𝐶 (𝑢 + 𝑖𝑣)(𝑑𝑥 + 𝑖𝑑𝑦)

Figure 1

𝜕𝑣 𝜕𝑢 𝜕𝑢 𝜕𝑣
= −∬ ( + ) 𝑑𝑥𝑑𝑦 + 𝑖 ∬ ( − ) 𝑑𝑥𝑑𝑦. (2)
𝑅 𝜕𝑥 𝜕𝑦 𝑅 𝜕𝑥 𝜕𝑦

[By Green's Theorem:

𝜕𝜓 𝜕𝜙
∮ 𝐶 (𝜙𝑑𝑥 + 𝜓𝑑𝑦) = ∬𝑅 ( − ) 𝑑𝑥𝑑𝑦]
𝜕𝑥 𝜕𝑦
Since 𝑓(𝑧) is analytic, the C-R equations will be satisfied i.e.

𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= ; =− … (3)
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥

Using (3) in (2), we obtain

∮ 𝐶 𝑓(𝑧)𝑑𝑧 = 0

1.15.1 Extension of Cauchy's Integral Theorem

If 𝑓(𝑧) is an analytic function in the region R between two simple closed curves C and C1 , then

∮ 𝐶 𝑓(𝑧)𝑑𝑧 = ∮ 𝐶1 𝑓(𝑧)𝑑𝑧

Proof: We introduce a cross-cut AB as shown in figure 1.16 to prove the theorem.

Thus, ∮ 𝑓(𝑧) = 0 along the path as indicated by arrows in the figure; i.e., along 𝐴𝐵 - along 𝐶1 in clock wise sense
and along 𝐵𝐴 - along 𝐶 in anticlockwise sense. So, we have

Figure 1.16

∮ 𝑓(𝑧)𝑑𝑧 = ∫ 𝑓(𝑧)𝑑𝑧 + ∫ 𝑓(𝑧)𝑑𝑧 + ∫ 𝑓(𝑧)𝑑𝑧 + ∫ 𝑓(𝑧)𝑑𝑧 = 0

𝐴𝐵 𝐶1 𝐵𝐴 𝐶

⇒ ∫ 𝑓(𝑧)𝑑𝑧 + ∫ 𝑓(𝑧)𝑑𝑧 = 0 (∵ ∫ 𝑓(𝑧)𝑑𝑧 = − ∫ 𝑓(𝑧)𝑑𝑧)

𝐶 𝐶1 𝐵𝐴 𝐴𝐵

⇒ ∫ 𝑓(𝑧)𝑑𝑧 = − ∫ 𝑓(𝑧)𝑑𝑧 = ∫ 𝑓(𝑧)𝑑𝑧

𝐶1 𝐶 𝐶

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Mathematics-IV COMPLEX INTEGRATION

Provided that C is taken clockwise.

Similarly if 𝐶1 , 𝐶2 , 𝐶3 , … … are the closed curves within C then

∮ 𝐶 𝑓(𝑧)𝑑𝑧 = ∮ 𝐶1 𝑓(𝑧)𝑑𝑧 + ∮ 𝐶2 𝑓(𝑧)𝑑𝑧 +∮ 𝑐3 𝑓(𝑧)𝑑𝑧 + ⋯ ⋅.

Figure 1.17

1.16 Cauchy's Integral Formula

If 𝑓(𝑧) is an analytic function at each point within and on a closed curve 𝐶 and if ' 𝑎 ' is any point within 𝐶, then

1 𝑓(𝑧)
𝑓(𝑎) = ∮ 𝐶 𝑑𝑧
2𝜋𝑖 𝑧−𝑎

Figure 1.18
𝑓(𝑧)
Proof: Let us consider a function (𝑧−𝑎) which is analytic at all points within the closed curve C except at 𝑧 = 𝑎.
Now with the point 'a' as centre and 𝜌 as radius, a small circle 𝐶1 lying completely within C can be drawn as
shown in figure 1.18.

Since the function 𝑓(𝑧)/(𝑧 − 𝑎) is analytic in the region enclosed between C and 𝐶1 , hence by Cauchy's integral
theorem

𝑓(𝑧) 𝑓(𝑧)
∮ 𝐶 𝑑𝑧 = ∮ 𝐶1 𝑑𝑧 (1)
𝑧−𝑎 𝑧−𝑎

The equation of the circle 𝐶1 is

|𝑧 − 𝑎| = 𝜌 i. e. 𝑧 − 𝑎 = 𝜌𝑒 𝑖𝜃 so that 𝑑𝑧 = 𝑖𝜌𝑒 𝑖𝜃 𝑑𝜃

Hence
2𝜋
𝑓(𝑧) 𝑓(𝑎 + 𝜌𝑒 𝑖𝜃 ) 2𝜋
∮ 𝐶 𝑑𝑧 = ∫ 𝑖𝜃
(𝑖𝜌𝑒 𝑖𝜃
𝑑𝜃) = 𝑖 ∫ 𝑓(𝑎 + 𝜌𝑒 𝑖𝜃 )𝑑𝜃. (2)
𝑧−𝑎 0 𝜌𝑒 0

In the limiting case when the circle 𝐶1 shrinks to the point ' 𝑎 ', we have from (1) and (2)
2𝜋
𝑓(𝑧)
∮ 𝐶 𝑑𝑧 = 𝑖 ∫ 𝑓(𝑎)𝑑𝜃 = 2𝜋𝑖𝑓(𝑎)
𝑧−𝑎 0

i.e.

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Mathematics-IV COMPLEX INTEGRATION

1 𝑓(𝑧)
𝑓(𝑎) = ∮ 𝐶 𝑑𝑧 (3)
2𝜋𝑖 𝑧−𝑎

Corollary

Statement: If 𝑓(𝑧) is analytic within and on a closed curve 𝐶 and ' 𝑎 ' is any point within 𝐶 then show that
𝑛! 𝑓(𝑧)
𝑓 𝑛 (𝑎) = 2𝜋𝑖 ∮ 𝐶 (𝑧−𝑎)𝑛+1 𝑑𝑧
Proof: By Cauchy's Integral Formula, we have

1 𝑓(𝑧)
𝑓(𝑎) = ∮ 𝐶 𝑑𝑧
2𝜋𝑖 𝑧−𝑎

Differentiating w.r.t. 'a', we obtain

1 𝑑 𝑓(𝑧) 1 𝑓(𝑧)
𝑓 ′ (𝑎) = ∮ 𝐶 [ ] 𝑑𝑧 = ∮ 𝐶 𝑑𝑧
2𝜋𝑖 𝑑𝑎 𝑧 − 𝑎 2𝜋𝑖 (𝑧 − 𝑎)2

Similarly

2! 𝑓(𝑧)
𝑓 ′′ (𝑎) = ∮ 𝐶 𝑑𝑧
2𝜋𝑖 (𝑧 − 𝑎)3
3! 𝑓(𝑧)
𝑓 ′′′ (𝑎) = ∮ 𝐶 𝑑𝑧
2𝜋𝑖 (𝑧 − 𝑎)3

and in general
𝑛! 𝑓(𝑧)
𝑓 (𝑛) (𝑎) = 2𝜋𝑖 ∮ 𝐶 (𝑧−𝑎)𝑛+1 𝑑𝑧 ……………………………………………………(4)

Thus, an analytic function has derivatives of all orders analytic in themselves.

Gauss's Mean Value Theorem
If 𝑓(𝑧) be analytic inside and on a circle 𝐶 with centre at 𝑎 and radius 𝑟 then,

1 2𝜋
𝑓(𝑎) = ∫ 𝑓(𝑎 + 𝑟𝑒 𝑖𝜃 )𝑑𝜃
2𝜋 0

Proof: We have by Cauchy's integral formula,

1 𝑓(𝑧)
𝑓(𝑎) = ∮ 𝐶 𝑑𝑧.
2𝜋𝑖 𝑧−𝑎

If 𝐶 has radius 𝑟, the equation of 𝐶 is |𝑧 − 𝑎| = 𝑟 or 𝑧 = 𝑎 + 𝑟𝑒 𝑖𝜃

𝑑𝑧 = 𝑟𝑖𝑒 𝑖𝜃 𝑑𝜃

Equation (1) becomes

1 2𝜋 𝑓(𝑎 + 𝑟𝑒 𝑖𝜃 ) 𝑖𝜃
1 2𝜋
𝑓(𝑎) = ∫ 𝑟𝑖𝑒 𝑑𝜃 = ∫ 𝑓(𝑎 + 𝑟𝑒 𝑖𝜃 )𝑑𝜃
2𝜋𝑖 0 𝑟𝑒 𝑖𝜃 2𝜋 0

which is the required result. Note:

It should be noted that mean of the values of 𝑓 𝑧 on 𝐶 is 𝑓 𝑎

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Mathematics-IV COMPLEX INTEGRATION

cos 𝜋𝑧 2
Example 1. Evaluate ∮ 𝑐 𝑑𝑧, where 𝐶 is the circle |𝑧| = 3.
(𝑧−1)(𝑧−2)

Solution: Here

cos 𝜋𝑧 2 cos 𝜋𝑧 2 cos 𝜋𝑧 2

∮ 𝐶 𝑑𝑧 = ∮ 𝐶 𝑑𝑧 − ∮ 𝐶 𝑑𝑧
(𝑧 − 1)(𝑧 − 2) 𝑧−2 𝑧−1

Here the function 𝑓(𝑧) = cos 𝜋𝑧 2 is analytic within and on the circle C: |𝑧| = 3. Since the singular points 𝑧 = 1
and 𝑧 = 2 lie within the circle |𝑧| = 3, hence by Cauchy's integral formula

cos 𝜋𝑧 2
∮ 𝐶 𝑑𝑧 = 2𝜋𝑖𝑓(2) − 2𝜋𝑖𝑓(1) = 2𝜋𝑖[cos 4𝜋 − cos 𝜋] = 4𝜋𝑖
(𝑧 − 1)(𝑧 − 2)

𝐬𝐢𝐧 𝝅𝒛𝟐+𝐜𝐨𝐬 𝝅𝒛𝟐

Example 2. Evaluate ∫𝑪 (𝒛−𝟐)(𝒛−𝟑)
𝒅𝒛, where 𝑪 is the circle |𝒛| = 𝟒.
Solution: Here |𝑧| = 4 is a circle at the origin and radius 4 . Hence 𝑧 = 2, 𝑧 = 3 lie inside the circle. Hence, the
given function 𝑓(𝑧) is not analytic in 𝐶.
1 1 1
Hence we use the method of partial fractions and write (𝑧−2)(𝑧−3) = 𝑧−3 − 𝑧−2 and write 𝑓(𝑧) = sin 𝜋𝑧 2 +
cos 𝜋𝑧 2 which is analytic in 𝐶.

By Cauchy's Integral formula,

sin 𝜋𝑧 2 + cos 𝜋𝑧 2 sin 𝜋𝑧 2 + cos 𝜋𝑧 2 sin 𝜋𝑧 2 + cos 𝜋𝑧 2

∫ 𝑑𝑧 = ∫ 𝑑𝑧 − ∫ 𝑑𝑧
𝐶 (𝑧 − 2)(𝑧 − 3) 𝐶 𝑧−3 𝑧−2
= 2𝜋𝑖𝑓(3) + 2𝜋𝑖𝑓(2)
where 𝑓(𝑧) = sin 𝜋𝑧 2 + cos 𝜋𝑧 2
= 2𝜋𝑖(sin 9𝜋 + cos 9𝜋) − 2𝜋𝑖(sin 4𝜋 + cos 4𝜋)
= −2𝜋𝑖 − 2𝜋𝑖 = −4𝜋𝑖
𝒛+𝟐
Example 3. Evaluate ∫𝑪 𝒛𝟑−𝟐𝒛𝟐 𝒅𝒛, where 𝑪 is the circle |𝒛 − 𝟐 − 𝒊| = 𝟐.
Solution: The circle |𝑧 − 2 − 𝑖| = 2 has centre at 2 + 𝑖 i.e. (2,1) and radius 2 . The point 𝑧 = 0 lies outside the
circle but 𝑧 = 2 i.e. (2.0) lies inside the circle. Hence, we write

𝑧+2 (𝑧 + 2)/𝑧 2
∫ 𝑑𝑧 = ∫ 𝑑𝑧
𝑧 2 (𝑧 − 2) 𝑧−2
𝑧+2
Now, 𝑓(𝑧) = 𝑧2
is analytic in and on 𝐶 and the point 𝑧 = 2 lies inside 𝐶.

∴ By Cauchy's integral formula

𝑧+2 (𝑧 + 2)/𝑧 2
∫ 3 2
𝑑𝑧 = ∫ 𝑑𝑧
𝐶 𝑧 − 2𝑧 𝐶 (𝑧 − 2)
𝑧+2
= 2𝜋𝑖𝑓(𝑧0 ) where 𝑓(𝑧) = 2 and 𝑧0 = 2
𝑧
2+2 4
∴ 𝑓(𝑧0 ) = = =1
4 4
𝑧+2
∴∫ 2 𝑑𝑧 = 2𝜋𝑖(1) = 2𝜋𝑖
𝐶 𝑧 (𝑧 − 2)

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Mathematics-IV COMPLEX INTEGRATION

𝐬𝐢𝐧𝟔 𝒛
Example 4. Evaluate ∫𝑪 𝝅 𝟑
𝒅𝒛 where 𝑪 is |𝒛| = 𝟏.
(𝒛− )
𝟔
Solution: The contour |𝑧| = 1 is a circle with centre at the origin and radius unity. Hence the point 𝑧 = 𝜋/6 lines
inside 𝐶. 𝑓(𝑧) = sin6 𝑧 is analytic in and on 𝐶.

Hence, by corollary of Cauchy's Integral Theorem formula.

𝑓(𝑧) 2𝜋𝑖
∫𝐶 (𝑧−𝑧0 )𝑛
𝑑𝑧 = (𝑛−1)! 𝑓 𝑛−1 (𝑧0 )
where 𝑓(𝑧) = sin6 𝑧 and 𝑧0 = 𝜋/6, 𝑛 = 3.
Now, 𝑓(𝑧) = sin6 𝑧
∴ 𝑓 ′ (𝑧) = sin5 𝑧cos 𝑧
𝑓 ′′ (𝑧) = 6(5sin4 𝑧cos2 𝑧 − sin6 𝑧)
𝑓 ′′′ (𝜋/6) = 6(sin4 𝜋/6cos2 𝜋/6 − sin6 𝜋/6)
1 3 1 6⋅14 21
= 6 (5 ⋅ 16 ⋅ 4 ⋅ 64) = 64
= 16
sin6 𝑧 2𝜋𝑖 21 21𝜋𝑖
∴ ∫𝐶 (𝑧−𝜋/6)3
𝑑𝑧 = 2!
⋅ 16 = 16

𝒛𝟐
Example 5. Evaluate ∫𝑪 𝒛𝟒 −𝟏 𝒅𝒛, where 𝑪 is the circle (i) |𝒛| = 𝟏/𝟐, (ii) |𝒛 − 𝟏| = 𝟏, (iii) |𝑧 + 𝑖| = 1.
Solution: We first express the denominator in terms of linear factors.

1 𝑎 𝑏 𝑐 𝑑
Let = + + +
𝑧4
−1 𝑧−1 𝑧+1 𝑧−𝑖 𝑧+𝑖
∴ 1 = 𝑎(𝑧 + 1)(𝑧 2 + 1) + 𝑏(𝑧 − 1)(𝑧 2 + 1) + 𝑐(𝑧 + 𝑖)(𝑧 2 − 1) + 𝑑(𝑧 − 𝑖)(𝑧 2 − 1)
when 𝑧 = 1,1 = 𝑎 ⋅ 4 ∴ 𝑎 = 1/4
when 𝑧 = −1,1 = −4𝑏 ∴ 𝑏 = −1/4
when 𝑧 = 𝑖, 1 = −4𝑖𝑐 ∴ 𝑐 = −1/4𝑖
when 𝑧 = −𝑖, 1 = 4𝑖𝑑 ∴ 𝑑 = 1/4𝑖.
𝑧2 1 𝑧2 1 𝑧2 1 𝑧2 1 𝑧2
∴ 4 = ⋅ − ⋅ − ⋅ + ⋅
𝑧 − 1 4 𝑧 − 1 4 𝑧 + 1 4𝑖 𝑧 − 𝑖 4𝑖 𝑧 + 𝑖

(i) |𝑧| = 1/2 is a circle with centre at the origin and radius 1/2. Hence, all the points 𝑧 = 1, −1, 𝑖, −𝑖 lie
𝑧2
outside the circle. |𝑧| = 1/2. The function 𝑓(𝑧) = 𝑧 4 −1 is analytic in and on the 𝐶.Hence, by Cauchy's
𝑧2
Theorem ∫𝐶 4 𝑑𝑧 = 0.
𝑧 −1
(ii) |𝑧 − 1| = 1 is a circle with centre at (1,0) and radius 1 . Hence, the points 𝑧 = 1, 𝑖, −𝑖 lie outside

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Mathematics-IV COMPLEX INTEGRATION

𝑧 2/(𝑧 2 +1)(𝑧+1)
the circle. The only point 𝑧 = 1 lies inside the circle. The given function 𝜙(𝑧) = and
(𝑧−1)
𝑧2
𝑓(𝑧) = (𝑧 2 +1)(𝑧+1) is analytic in 𝐶 and on 𝐶.

Hence, by Cauchy’s formula

∫ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖𝑓 (𝑧0 ) where 𝑧0 = 1

𝐶
1 𝜋𝑖
= 2𝜋𝑖 ⋅ (1) =
4 2

(ii) |𝑧 + 𝑖| = 1 is a circle with centre at (0, −𝑖) and radius 1 . Hence, the points 𝑧 = +1, −1, 𝑖 lie outside the
circle. The only point 𝑧 = −𝑖 lies inside the circle.

𝑧 2 /(𝑧 2 −1)(𝑧−𝑖) 𝑧2
The given function 𝜙(𝑧) = and 𝑓(𝑧) = (𝑧 2 is analytic in and on 𝐶.
(𝑧+𝑖) −1)(𝑧−𝑖)
Hence, by Cauchy's formula,

1 𝜋
∫ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖𝑓 (𝑧0 ) where 𝑧0 = −1 = 2𝜋𝑖 ⋅ (−1) = −
𝐶 4𝑖 2

𝟒𝒙𝟐 +𝒛+𝟓
5. If 𝒇(𝒂) = ∫𝑪 𝒛−𝒂 𝒅𝒛, where 𝑪 is |𝒛| = 𝟐, find the values of 𝒇(𝟏), 𝒇(𝒊), 𝒇(−𝟏), 𝒇′′ (−𝒊).
Solution: The circle |𝑧| = 2 has centre at the origin and radius 2 .
The point 𝑧 = 1 lies inside the circle. 𝑓(𝑧) = 4𝑧 2 + 𝑧 + 5 is analytic in and on 𝐶 and 𝑧 = 1 lies inside it.
Hence, by Cauchy's Formula,
4𝑧 2 + 𝑧 + 5
𝑓(1) = ∫ 𝑑𝑧 = 2𝜋𝑖𝜙 (𝑧0 )
𝐶 𝑧−1

where 𝜙(𝑧) = 4𝑧 2 + 𝑧 + 5 and 𝑧0 = 1

∴ 𝑓(1) = 2𝜋𝑖(4 + 1 + 5) = 20𝜋𝑖

The point 𝑧 = 𝑖 also lies inside the circle

4𝑧 2 + 𝑧 + 5
∴ 𝑓(𝑖) = ∫ 𝑑𝑧 = 2𝜋𝑖𝜙 (𝑧0 )
𝐶 𝑧−𝑖

where 𝜙(𝑧) = 4𝑧 2 + 𝑧 + 5 and 𝑧0 = 𝑖

∴ 𝑓(𝑖) = 2𝜋𝑖(−4 + 𝑖 + 5) = 2𝜋𝑖(1 + 𝑖) = 2𝜋(𝑖 − 1)

∴ 𝑓 ′ (𝑎) = 2𝜋𝑖𝜙 ′ (𝑎) = 2𝜋𝑖 (8𝑧 + 1)

∴ 𝑓(−1) = −14𝜋𝑖
∴ 𝑓 ′′ (𝑎) = 2𝜋𝑖(8) = 16𝜋𝑖
∴ 𝑓 ′′ (−1) = 16𝜋𝑖

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Mathematics-IV COMPLEX INTEGRATION

6. If 𝒏 is a positive integer, show that

𝟐𝝅 𝟐𝝅
∫ 𝒆𝐬𝐢𝐧 𝒏𝜽 𝐜𝐨𝐬 (𝜽 − 𝐜𝐨𝐬 𝒏𝜽)𝒅𝜽 = ∫ 𝒆𝐬𝐢𝐧 𝒏𝜽 𝐬𝐢𝐧 (𝜽 − 𝐜𝐨𝐬 𝒏𝜽)𝒅𝜽 = 𝟎
𝟎 𝟎

𝑛
Solution: Consider ∫𝐶 𝑒 𝑧 𝑑𝑧 where 𝐶: |𝑧| = 1.

∴ 𝑧 = 𝑥 + 𝑖𝑦 = sin 𝜃 + 𝑖cos 𝜃, 𝑧 𝑛 = sin 𝑛𝜃 + 𝑖cos 𝑛𝜃

𝑑𝑧 = (cos 𝜃 − 𝑖sin 𝜃)𝑑𝜃, 𝜃 varies from 0 to 2𝜋.
2𝜋
𝑛 𝑛
∴ ∫ 𝑒 𝑧 𝑑𝑧 = ∫ 𝑒 (sin 𝜃+𝑖cos 𝜃) ⋅ (cos 𝜃 − 𝑖sin 𝜃)𝑑𝜃
𝐶 0
2𝜋
=∫ 𝑒 sin 𝑛𝜃+𝑖cos 𝑛𝜃 ⋅ (cos 𝜃 − 𝑖sin 𝜃)𝑑𝜃
0
2𝜋
=∫ 𝑒 sin 𝑛𝜃 ⋅ [cos (cos 𝑛𝜃) + 𝑖sin (cos 𝑛𝜃)] × (cos 𝜃 − 𝑖sin 𝜃)𝑑𝜃
0
2𝜋
=∫ [𝑒 sin 𝑛𝜃 ⋅ cos (𝜃 − cos 𝑛𝜃) − 𝑖sin (𝜃 − cos 𝑛𝜃)]𝑑𝜃
0

1
Since 𝑒 2 is analytic, by Cauchy's theorem ∫𝐶 = 0. Hence the result follows.

PROBLEMS
1. State and prove cauchy's integral theorem.

State: If 𝑓(𝑧) is an analytic 𝑓 𝑛 and if its dvt𝑓 ′ (𝑧) is continuous at each point within and on a simple closed then
the integral of 𝑓(𝑧) along the closed curve c is zero

i.e. ∮ 𝑐 𝑓(𝑧)𝑑𝑧 = 0

2. Cauchy's integral formula.

𝑧+6
3. Evaluate ∫𝑐 𝑧 2 −4 𝑑𝑧 where c is circle

(a) |𝑧| = 1
(b) |𝑧 − 2| = 1
(c) |𝑧| = 3
𝑑𝑧
4. Evaluate ∫𝐶 sin ℎ𝑧
where C is circle 𝑥 2 + 𝑦 2 = 16
(𝑧−1)(𝑧−2)
5. Evaluate ∫𝐶 (𝑧−3)(𝑧−4)
𝑑𝑧 where c is

(a) |𝑧| = 3.5

(b) |𝑧| = 4
sin 𝜋𝑧 2 +cos 𝜋𝑧 2
6. Evaluate ∫𝐶 𝑧 2 +3𝑧+2
𝑑𝑧, where c is

(a) |𝑧| = 1
(b) |𝑧| = 2
𝑑𝑧
7. Evaluate ∫𝐶 sin ℎ𝑧
where C is circle 𝑥 2 + 𝑦 2 = 16

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Mathematics-IV COMPLEX INTEGRATION

1 1
8. Evaluate ∫𝐶 cot 𝑧𝑑𝑧 where c is |𝑧 + 2| = 3

9. ∫𝐶 cosec𝑧𝑑𝑧 where c is |𝑧| = 1

𝑧 2+4
10.Evaluate ∫𝐶 (𝑧−2)(𝑧+3𝑖)
𝑑𝑧 where c is

(a) |𝑧 + 1| = 2
(b) |𝑧 − 2| = 2
(𝑧+4)2
11. Evaluate ∫𝐶 𝑧 4 +5𝑡 3+6𝑧 2
𝑑𝑧
𝑧+4
12. Evaluate ∫𝐶 𝑧 2 +2𝑧+5
𝑑𝑧 where c is circle |𝑧 + 1 + 𝑖 | = 2
𝑧 2 +2𝑧+3
13. Evaluate ∫𝐶 𝑑𝑧 where c is ellipse 4𝑥 2 + 9𝑦 2 = 36
𝑧 2 +3𝑧−4
𝑑𝑧
14. Evaluate ∫𝐶 𝑧 3 (𝑧+4)
where c is ciecle |𝑧| = 2
𝑧2
15. Evaluate ∫𝐶 𝑑𝑧 where c is the circle
𝑧 4 −1
1
(a) |𝑧| =
2

(b) |𝑧 − 1| = 1
(c) |𝑧 + 𝑖 | = 1
𝑧+3
16. Evaluate ∫𝐶 𝑑𝑧 where c is circle |𝑧 − 𝑖 | = 2
2𝑧 2 +3𝑧−2
4𝑧 2 +𝑧+5
17. If Φ(𝛼 ) = ∫𝐶 𝑧−𝛼
𝑑𝑧 where c is contour of an ellipse 9𝑥 2 + 4𝑦 2 = 36. Find

(a) Φ(3.5)
(b) Φ(𝑖 )
(c) Φ′ (−1)
(d) Φ′′ (−𝑖 )
3𝑧 2 +7𝑧+1
18. If 𝑓 (𝜀) = ∫𝐶 𝑧−𝜀
𝑑𝑧 where c is |𝑧| = 2 find the value if

(a) 𝑓 (−3)
(b) 𝑓 (𝑖 )
(c) 𝑓 ′ (1 − 𝑖 )
(d) 𝑓 ′′ (1 − 𝑖 )
𝑓 ′ (𝑧)
19. If 𝑓(𝑧) = 𝑧 3 + 𝑖𝑧 2 − 4𝑧 − 4𝑖, Evaluate ∫𝑐 𝑓(𝑧)
𝑑𝑧 where c is simple closed curve enclosing zeros of 𝑓(𝑧)
𝑧+2
20. State and prove cauchy's integral formula and hence evaluate ∮ 𝑐 𝑧 3 −2𝑧 2 𝑑𝑧 where c is |𝑧 − 2 − 𝑖| = 2.

21. State and prove Cauchy's integral formula

sin6 𝑧
22. Evaluate ∫𝑐 𝜋 3
𝑑𝑧 where C is |𝑧| = 1
(𝑧− )
6

𝑒 3𝑧
23. Evaluate ∮ 𝑐 𝑧−𝜋𝑖 𝑑𝑧 where c is |𝑧 − 2| + |𝑧 + 2| = 6
sin 𝑧
24. Evaluate ∫𝑐 4𝑧 2 −8𝑖𝑧 𝑑𝑧, 𝐶 consists of the boundaries of the squares with vertices ±3, ±3𝑖 (anticlockwise) and

±1, ±1 (clockwise)
1 1
25. State and prove Cauchy's integral formula and hence evaluate ∫𝑐 cot 𝑧𝑑𝑧 where c is |𝑧 + 𝑧 | = 3

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 1-15
Mathematics-IV COMPLEX INTEGRATION

1.17 Taylor's Series

If 𝑓(𝑧) is an analytic function inside the circle C with centre at ' a ', then for all z inside C

(𝑧 − 𝑎)2 ′′ (𝑧 − 𝑎)3 ′′′ (𝑧 − 𝑎)𝑛 (𝑛)

𝑓(𝑧) = 𝑓(𝑎) + (𝑧 − 𝑎)𝑓 ′ (𝑎) + 𝑓 (𝑎) + 𝑓 (𝑎) + ⋯ + 𝑓 (𝑎) + ⋯
2! 3! 𝑛!

Proof: Let the point 𝑧 lie inside the circle C, the centre of which is located at ' 𝑎 '. Let us draw another circle
𝐶1 with its centre at ' a ', but with its radius smaller than that of circle C . if 𝑤 is a point on circle 𝐶1 , then

|𝑧 − 𝑎|
|𝑧 − 𝑎| < |𝑧 − 𝑤| ⇒ <1
|𝑧 − 𝑤|

Now,

1 1
=
𝑤 − 𝑧 (𝑤 − 𝑎) − (𝑧 − 𝑎)
1 𝑧 − 𝑎 −1
= [1 − ( )]
𝑤−𝑎 𝑤−𝑎
1 𝑧−𝑎 𝑧−𝑎 2 𝑧−𝑎 𝑛
= [1 + ( )+( ) +⋯…+ ( ) + ⋯ . ] … [By binomial theorem]
𝑤−𝑎 𝑤−𝑎 𝑤−𝑎 𝑤−𝑎
𝑧−𝑎
This series converges uniformly since |𝑤−𝑎 | < 1

Let us multiply both the sides of (1) by 1 2𝜋𝑖 𝑓(𝑤) and integrate term by term w.r.t. 𝑤 over 𝐶1 to obtain

1 𝑓(𝑤)
∮ 𝐶1 𝑑𝑤
2𝜋𝑖 𝑤−𝑧
=
1 𝑓(𝑤) 𝑧−𝑎 𝑓(𝑤) (𝑧 − 𝑎)2 𝑓(𝑤)
= ∮ 𝐶1 𝑑𝑤 + ∮ 𝐶1 𝑑𝑤 + ∮ 𝐶1 𝑑𝑤
2𝜋𝑖 𝑤−𝑎 2𝜋𝑖 (𝑤 − 𝑎)2 2𝜋𝑖 (𝑤 − 𝑎)3
(𝑧 − 𝑎)𝑛 𝑓(𝑤)
+⋯…+ ∮ 𝐶1 𝑑𝑤 + ⋯ … … … . . . . .
2𝜋𝑖 (𝑤 − 𝑎)𝑛

Since the function 𝑓(𝑤) is analytic on and within 𝐶1 , we have by Cauchy's integral formula

1 𝑓(𝑤) 𝑛! 𝑓(𝑤)
∮ 𝐶1 𝑑𝑤 = 𝑓(𝑧) and 𝑓 (𝑛) (𝑎) = ∮ 𝐶1
2𝜋𝑖 𝑤−𝑎 2𝜋𝑖 (𝑤 − 𝑎)𝑛+1
1 𝑓(𝑤) 𝑓 (𝑛) (𝑎)
i.e. ∮ 𝑑𝑤 =
2𝜋𝑖 𝐶1 (𝑤 − 𝑎)𝑛+1 𝑛!

Hence, from (2), we obtain

(𝑧 − 𝑎)2 ′′ (𝑧 − 𝑎)𝑛 (𝑛)

𝑓(𝑧) = 𝑓(𝑎) + (𝑧 − 𝑎)𝑓 ′ (𝑎) + 𝑓 (𝑎) + ⋯ ⋅ + 𝑓 (𝑎) + ⋯ … … (3)
2! 𝑛!

which is Taylor's series expansion of the function 𝑓(𝑧) about 𝑧 = 𝑎.

Note 1: Let us put 𝑧 = 𝑎 + ℎ in (3) to obtain

ℎ 2 ′′ ℎ3 ℎ𝑛
𝑓(𝑎 + ℎ) = 𝑓(𝑎) + ℎ𝑓 ′ (𝑎) + 𝑓 (𝑎) + 𝑓 ′′′ (𝑎) + ⋯ … + 𝑓 (𝑛) (𝑎) + ⋯
2! 3! 𝑛!

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Mathematics-IV COMPLEX INTEGRATION

Note 2: Let us put 𝑎 = 0 in (3) to obtain

𝑧 2 ′′ 𝑧𝑛
𝑓(𝑧) = 𝑓(0) + 𝑧𝑓 ′ (0) + 𝑓 (0) + ⋯ … + 𝑓 (𝑛) (0) + ⋯ ⋅
2! 𝑛!

which is called Maclaurin's series.

1.18 Laurent's Series: Let us consider a function 𝑓(𝑧) analytic within and on the boundary of the ring-
shaped region R bounded by two concentric circles 𝐶1 and 𝐶2 of radii 𝜌1 and 𝜌2 ( 𝜌1 > 𝜌2 ) respectively having
centre at ' 𝑎 ', then for all 𝑧 in 𝑅

𝑓(𝑧) = 𝑎0 + 𝑎1 (𝑧 − 𝑎) + 𝑎2 (𝑧 − 𝑎)2 + ⋯ . . +𝑎−1 (𝑧 − 𝑎)−1 + 𝑎−2 (𝑧 − 𝑎)−2 + ⋯

1 𝑓(𝑤)
Where 𝑎𝑛 = ∮ 𝐶1 𝑑𝑤; 𝑛 = 0,1,2,3, … … …
2𝜋𝑖 (𝑤−𝑎)𝑛+1
1 𝑓(𝑤)
and 𝑎−𝑛 = 2𝜋𝑖 ∮ 𝐶2 (𝑤−𝑎)−𝑛+1 𝑑𝑤; 𝑛 = 0,1,2,3, … … …

Proof: Let us assume that 𝑧 is a point situated in the region R. Then, by

Cauchy’s integral formula for the double connected region, we obtain

1 𝑓(𝑤) 1 𝑓(𝑤)
𝑓(𝑧) = ∮ 𝐶1 𝑑𝑤 − ∮ 𝐶2 .
2𝜋𝑖 𝑤−𝑧 2𝜋𝑖 𝑤−𝑧

For the first integral in (1), if 𝑤 lies on 𝐶1 then

𝑧−𝑎
|𝑧 − 𝑎| < |𝑤 − 𝑎| ⇒ | |<1
𝑤−𝑎

1 1 1 𝑧−𝑎 −1
Now, 𝑤−𝑧
= (𝑤−𝑎)−(𝑧−𝑎) = 𝑤−𝑎 [1 − 𝑤−𝑎]

1 𝑧−𝑎 𝑧−𝑎 2
= [1 + +( ) + ⋯ ⋅].
𝑤−𝑎 𝑤−𝑎 𝑤−𝑎
1
Multiplying both the sides of (2) by 2𝜋𝑖 𝑓(𝑤) and integrating term by term w.r.t. 𝑤 along the circle 𝐶1 , we obtain

1 𝑓(𝑤) 1 𝑓(𝑤) 𝑧−𝑎 𝑓(𝑤)

∮ 𝐶1 𝑑𝑤 = ∮ 𝐶1 𝑑𝑤 + ∮ 𝐶1 𝑑𝑤.
2𝜋𝑖 𝑤−𝑧 2𝜋𝑖 𝑤−𝑎 2𝜋𝑖 (𝑤 − 𝑎)2

For the second integral in (1), if 𝑤 lies on 𝐶2 then

𝑤−𝑎
|𝑤 − 𝑎| < |𝑧 − 𝑎| i.e. | |<1
𝑧−𝑎

Now

1 1 1 𝑤 − 𝑎 −1
= =− [1 − ]
𝑤 − 𝑧 (𝑤 − 𝑎) − (𝑧 − 𝑎) 𝑧−𝑎 𝑧−𝑎

1 𝑤−𝑎 𝑤−𝑎 2
=− [1 + +( ) + ⋯ ] … … … … … … … … (4)
𝑧−𝑎 𝑧−𝑎 𝑧−𝑎

1
Multiplying both the sides of (4) by 2𝜋𝑖 𝑓(𝑤) and integrating term by term w.r.t. 𝑤 along the circle 𝐶2 , we obtain

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Mathematics-IV COMPLEX INTEGRATION

1 𝑓(𝑤) 1 1 1 1
− 2𝜋𝑖 ∮ 𝐶1 𝑤−𝑧 𝑑𝑤 = 𝑧−𝑎 2𝜋𝑖 ∮ 𝐶1 𝑓(𝑤)𝑑𝑤 + (𝑧−𝑎)2 2𝜋𝑖 ∮ 𝐶1 (𝑤 − 𝑎)𝑓(𝑤)𝑑𝑤 +….

= 𝑎−1 (𝑧 − 𝑎)2 + 𝑎−2 (𝑧 − 𝑎)2 + ⋯ … . = ∑∞

𝑛=1 𝑎−𝑛 (𝑧 − 𝑎)
−𝑛
… … …(5)

Substituting (3) and (5) in (1), we obtain

∞ ∞

𝑓(𝑧) = ∑ 𝑎𝑛 (𝑧 − 𝑎) + ∑ 𝑎−𝑛 (𝑧 − 𝑎)−𝑛

𝑛

𝑛=0 𝑛=1

Note 1: If 𝑓(𝑧) is analytic at all points inside 𝐶2 (i.e. no singular points inside 𝐶1 ), then by Cauchy's integral
formula 𝑎−𝑛 = 0 for all 𝑛 − 1 ≥ 0. Hence the Laurent's series reduces to Taylor's series. Thus, the Laurent
series expansion about an analytic point ' 𝑎 ' is Taylor series about ' 𝑎 '.

Note 2: The region of convergence of Laurent series is the annulus region.

𝜌2 < |𝑧 − 𝑎| < 𝜌1 .

Example 1: Find the Taylor's series expansion 𝒇(𝒛) = 𝒆𝒛 about 𝒛 = 𝒂.

Solution: Taylor's series of 𝑓(𝑧) is
∞
𝑓 (𝑛) (𝑎)
𝑓(𝑧) = ∑ (𝑧 − 𝑎)𝑛 (1)
𝑛!
𝑛=0

Here 𝑓(𝑧) = 𝑒 𝑧 , 𝑓 (𝑛) (𝑧) = 𝑒 𝑧 , 𝑓 (𝑛) (𝑎) = 𝑒 𝑎

∴ From (1), we get
∞
𝑧
𝑒𝑎 (𝑧 − 𝑎)𝑛
𝑓(𝑧) = 𝑒 = ∑ (𝑧 − 𝑎)𝑛 = 𝑒 𝑎 ∑
𝑛! 𝑛!
𝑛=0

𝟏
Example 2: Find the Taylor series expansion of 𝒇(𝒛) = 𝒛𝟐 −𝒛−𝟔 about (a) 𝒛 = −𝟏, (b) 𝒛 = 𝟏.

Solution: By partial functions, we have

1 1 1 1
𝑓(𝑧) = = [ − ]
𝑧2 −𝑧−6 5 𝑧−3 𝑧+2

(a) About 𝑧 = −1 i.e. in the powers of (𝑧 + 1),

1 1 1
𝑓(𝑧) = [ − ]
5 (𝑧 + 1) − 4 (𝑧 + 1) + 1
1 1 1 1
= −
5 −4 [1 − (𝑧 + 1)] 5 1 + (𝑧 + 1)
4

Expanding by binomial series, we have

∞ ∞
−1 𝑧+1 𝑛 1
𝑓(𝑧) = ∑ ( ) − ∑ (−1)𝑛 (𝑧 + 1)𝑛
20 4 5
𝑛=0 𝑛=0
∞
𝑛+1
−1 (−4) −1
= ∑ { 𝑛
} (𝑧 + 1)𝑛
20 4
𝑛=0

as the Taylor's series expansion, which is valid for |𝑧 + 1| < 1.

(b) About 𝑧 = 1 i.e. in powers of (𝑧 − 1)

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Mathematics-IV COMPLEX INTEGRATION

1 1 1 1 1 1
𝑓(𝑧) = [ − ]= [ − ]
5 𝑧−3 𝑧+2 5 (𝑧 − 1) − 2 (𝑧 − 1) + 3
1 1 1 1 1
= [ ]− [ ]
5 −2 {1 − 𝑧 − 1 5 31+ 𝑧 −1
2 } 3

Expanding by binomial series

∞ ∞
1 𝑧−1 𝑛 1 𝑧−1 𝑛
𝑓(𝑧) = − ∑ ( ) − ∑ (−1)𝑛 ( )
10 2 15 3
𝑛=0 𝑛=0

𝑧−1 𝑧−1
which are valid when | 2
| < 1 and | 3
| < 1.
The region of convergence is |𝑧 − 1| < 2, which is the common region.

𝟏
Example 3: Find the Taylor's series expansion of 𝒇(𝒛) = (𝟐𝒛+𝟏)𝟑 about (a) 𝒛 = 𝟎 and (b) 𝒛 = 𝟐.
Solution: (a) About 𝑧 = 0. From the binomial series expansion
∞
1 (𝑚 + 𝑛 − 1)! 𝑛
𝑚
=∑ 𝑧 , |𝑧| < 1
(1 − 𝑧) (𝑚 − 𝑛)! 𝑛!
𝑛=0
∞
1 (−1)𝑛 (3 + 𝑛 − 1)!
⇒ = ∑ (2𝑧)𝑛 , |2𝑧| < 1
(1 + 2𝑧)3 (3 − 1)! 𝑛!
𝑛=0
∞
(−1)𝑛 1
=∑ (𝑛 + 2)(𝑛 + 1) ⋅ 2𝑛 ⋅ 𝑧 𝑛 if |𝑧| <
2 2
𝑛=0

(b) About 𝑧 = 2,

1 1 1 1
3
= 3
= 3 3
(1 + 2𝑧) (1 + 2𝑧 − 4 + 4) 5 2
[1 + 5 (𝑧 − 2)]
∞
1 (𝑛 + 2)(𝑛 + 1) 2 𝑛
= ∑ (−1)𝑛 ( ) (𝑧 − 2)𝑛
125 2 5
𝑛=0

2 5
with the region of convergence |5 (𝑧 − 2)| < 1 i.e. |𝑧 − 2| < 2.

𝒛
Example 4: Find the Laurent series for the function 𝒇(𝑧) = about 𝒛 = −𝟐.
(𝑧+1)(𝑧+2)
𝑧
Solution: For the Laurent series expansion of the function 𝑓(𝑧) = (𝑧+1)(𝑧+2), about 𝑧 = −2 i.e. in the powers of
𝑧 + 2, we put 𝑧 + 2 = 𝑡, giving

𝑡−2 2−𝑡 2−𝑡

𝑓(𝑧) = = (1 − 𝑡)−1 = ( ) (1 + 𝑡 + 𝑡 2 + 𝑡 3 + ⋯ . ) for 0 < |𝑧 + 2| < 1
𝑡(𝑡 − 1) 𝑡 𝑡
2 2
= + 1 + 𝑡 + 𝑡2 + ⋯ . . = + 1 + (𝑧 + 2) + (𝑧 + 2)2 + ⋯ . for 0 < |𝑧 + 2| < 1
𝑡 𝑧+2
𝟏
Example 5: Expand the function 𝒇(𝒛) = in the region: (a) |𝒛| < 𝟏 (b) 𝟏 < |𝒛| < 2 (c) |𝒛| > 𝟐.
(𝒛−𝟏)(𝒛−𝟐)
Solution: (a) Here

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Mathematics-IV COMPLEX INTEGRATION

1 1 1
𝑓(𝑧) = = − . (1)
(𝑧 − 1)(𝑧 − 2) 𝑧 − 2 𝑧 − 1
1 𝑧 −1
= − (1 − ) + (1 − 𝑧)−1 … … … (2)
2 2
𝑧
For |𝑧| < 1, both |2| and |𝑧| are less than 1. Hence (2) gives on expansion by binomial

1 𝑧 𝑧2 𝑧3
𝑓(𝑧) = − (1 + + + + ⋯ … ) + (1 + 𝑧 + 𝑧 2 + 𝑧 3 + ⋯ . )
2 2 4 8
1 3 7 15
= + 𝑧 + 𝑧2 + 𝑧3 + ⋯ . .
2 4 8 16

which is a Taylor's series.

(b) For 1 < |𝑧| < 2, we can write (1) as

1 1 1
𝑓(𝑧) = − 𝑧 − . (3)
21 − 𝑧 1 − 𝑧 −1 )
(
2
𝑧
Since |2| < 1 and |𝑧 −1 | < 1, hence (3) gives by binomial theorem

1 𝑧 𝑧2 𝑧3 1
𝑓(𝑧) = − (1 + + + + ⋯ . ) − (1 + 𝑧 −1 + 𝑧 −2 + 𝑧 −3 + ⋯ )
2 2 4 8 𝑧
1 1 1 1
= ⋯ − 𝑧 −4 − 𝑧 −3 − 𝑧 −2 − 𝑧 −1 − − 𝑧 − 𝑧 2 − 𝑧 3 − ⋯ . .
2 4 8 16

which is a Laurent's series.

(c) For |𝑧| > 2, we write (1) as

1 1
𝑓(𝑧) = −
𝑧(1 − 2𝑧 ) 𝑧(1 − 𝑧 −1 )
−1

= 𝑧 −1 (1 + 2𝑧 −1 + 4𝑧 −2 + 8𝑧 −3 + ⋯ . . ) − 𝑧 −1 (1 + 𝑧 −1 + 𝑧 −2 + 𝑧 −3 + ⋯ . . )
= ⋯ . . +7𝑧 −4 + 3𝑧 −3 + 𝑧 −2 + ⋯ …

which is the required expansion.

𝟕𝒛𝟐+𝟗𝒛−𝟏𝟖
Example 6: Find all the possible Laurent series of 𝒇(𝒛) = 𝒛𝟑−𝟗𝒛 about its singular points.
Solution: 𝑓(𝑧) has three singular points 𝑧 = 0, −3 and 3 . By partial fractions

7𝑧 2 + 9𝑧 − 18 𝐴 𝐵 𝐶
𝑓(𝑧) = = + +
𝑧(𝑧 + 3)(𝑧 − 3) 𝑧 𝑧 + 3 𝑧 − 3
2 1 4
= + +
𝑧 𝑧+3 𝑧−3

Case 1: The two analytic regions about 𝑧 = 0 are (a) 0 < |𝑧 − 0| < 3 and (b) |𝑧 − 0| > 3. So we get two Laurent
series of 𝑓(𝑧) about the singular point 𝑧 = 0
(a) For 0 < |𝑧| < 3

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Mathematics-IV COMPLEX INTEGRATION

2 1 4
𝑓(𝑧) = + +
𝑧 𝑧+3 𝑧−3
2 1 1 4 1
= + 𝑧 −
𝑧 31 + 31 − 𝑧
3 3
∞
2 1 𝑧 𝑛 4 𝑧 𝑛
= + ∑ (−1)𝑛 ( ) − ∑ ( )
𝑧 3 3 3 3
𝑛=0

𝑍
provided |3| < 1 or 0 < |𝑧| < 3

∞
2 𝑧𝑛
𝑓(𝑧) = + ∑ [(−1)𝑛 − 4] 𝑛+1
𝑧 3
𝑛=0

(b) For |𝑧| > 3

2 1 4
𝑓(𝑧) = + +
𝑧 𝑧+3 𝑧−3
2 1 1 4 1
= + +
𝑧 𝑧1+ 3 𝑧1−3
𝑧 𝑧
∞ ∞
2 1 𝑛
3 𝑛 4 3 𝑛
= + ∑ (−1) ( ) + ∑ ( )
𝑧 𝑧 𝑧 𝑧 𝑧
𝑛=0 𝑛=0
∞
𝑛
2 3
𝑓(𝑧) = + ∑ [(−1)𝑛 + 4] 𝑛+1
𝑧 𝑧
𝑛=0

Case 2: (refer figure). The three analytic regions of 𝑓(𝑧) about 𝑧 = 3 are
(a) 0 < |𝑧 − 3| < 3, 𝐼
(b) 3 < |𝑧 − 3| < 6, II
(c) |𝑧 − 3| > 6, III

So three Laurent series of 𝑓(𝑧) about 𝑧 = 3 can be obtained as follows:

(a) For 0 < |𝑧 − 3| < 3. (Region 𝐼 in figure)

2 1 4
𝑓(𝑧) = + +
𝑧 𝑧+3 𝑧−3
2 1 4
= + +
𝑧−3+3 𝑧−3+6 𝑧−3

2 1 1 1 4
= + +
3 1 + (𝑧 − 3) 6 1 + (𝑧 − 3) 𝑧 − 3
3 6
𝑛
2 𝑧 − 3 1 𝑧−3 𝑛 4
𝑓(𝑧) = ∑ (−1)𝑛 ( ) + ∑ (−1)𝑛 ( ) +
3 3 6 6 𝑧−3
𝑧−3 𝑧−3
If | 3
| < 1 and | 6
| < 1. i.e. |𝑧 − 3| < 3 and |𝑧 − 3| < 6
The common region is 0 < |𝑧 − 3| < 3.
(b) For 3 < |𝑧 − 3| < 6 (Region II in figure)

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Mathematics-IV COMPLEX INTEGRATION

2 1 4
𝑓(𝑧) = + +
𝑧−3+3 𝑧−3+6 𝑧−3
1 2 1 1 4
= ⋅ + +
𝑧 − 3 1 + ( 3 ) 6 1 + (𝑧 − 3) 𝑧 − 3
𝑧−3 6
∞ 𝑛 ∞
1 𝑛
3 1 𝑧−3 𝑛 4
= ⋅ 2 ∑ (−1) ( ) + ∑ (−1)𝑛 ( ) +
𝑧−3 𝑧−3 6 6 𝑧−3
𝑛=0 𝑛=0

3 𝑧−3
If |𝑧−3| < 1 and | 6 | < 1 i.e. 3 < |𝑧 − 3| < 6.
(c) For |𝑧 − 3| > 6 (Region III in figure)

2 1 4
𝑓(𝑧) = + +
𝑧−3+3 𝑧−3+6 𝑧−3
1 2 1 1 4
= ⋅ + +
𝑧 −3 1+ ( 3 ) 𝑧 − 31 +( 6 ) 𝑧 −3
𝑧−3 𝑧−3
𝑛
2 6 4
= ⋅ ∑ (−1)𝑛 ( ) +
𝑧−3 𝑧−3 𝑧−3
3 6
If |𝑧−3| < 1 and |𝑧−3| < i.e. |𝑧 − 3| > 3 and |𝑧 − 3| > 6.
The common region is |𝑧 − 3| > 6.
Case 3: Three Laurent series of 𝑓(𝑧) can be obtained about 𝑧 = −3 in the regions, 𝐼, 𝐼𝐼, 𝐼𝐼𝐼 shown in figure.
(a) For 0 < |𝑧 + 3| < 3

2 1 4
𝑓(𝑧) = + +
𝑧 𝑧+3 𝑧−3
2 1 4
= + +
𝑧+3−3 𝑧+3 𝑧+3−6
∞ ∞
2 𝑧+3 𝑛 1 4 𝑧+3 𝑛
=− ∑ ( ) + − ∑ ( )
3 3 𝑧+3 6 6
𝑛=0 𝑛=0

(b) For 3 <

|𝑧 + 3| < 6
∞ ∞
2 3 𝑛 1 4 𝑧+3 𝑛
𝑓(𝑧) = ∑ ( ) + − ∑ ( )
𝑧+3 𝑧+3 𝑧+3 6 6
𝑛=0 𝑛=0

2 3 𝑛 1 4 6 𝑛
(c) For |𝑧 + 3| > 6 𝑓(𝑧) = 𝑧+3 ∑∞ ∞
𝑛=0 (𝑧+3 ) + 𝑧+3 − (𝑧+3) ∑𝑛=0 (𝑧+3)

𝒆𝒛
Example 7: Find Laurent series of 𝒇(𝒛) = 𝒛(𝟏−𝒛) about 𝒛 = 𝟏. Find region of convergence.

𝑒𝑧
Solution: 𝑓(𝑧) = 𝑧(1−𝑧)

1 𝑧−1 1 1
= ⋅𝑒 ⋅ ⋅
𝑒 (𝑧 − 1 + 1) (1 − 𝑧)

1 1 1
= 𝑒 𝑧−1 ⋅
𝑒𝑧−1 1 + (𝑧 − 1)

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Mathematics-IV COMPLEX INTEGRATION

∞ ∞
−1 (𝑧 − 1)𝑛
= [∑ ] [∑ (−1)𝑛 (𝑧 − 1)𝑛 ] 𝑖𝑓|𝑧 − 1| < 1
𝑒(𝑧 − 1) 𝑛!
𝑛=0 𝑛=0

1 1 (𝑧 − 1)2 (𝑧 − 1)3
=− [1 + (𝑧 − 1) + + + ⋯ ⋅]
𝑒 (𝑧 − 1) 2! 3!

1 1 3 1
=− [ ] [1 + (𝑧 − 1)2 − (𝑧 − 1)3 + ⋯ … ]
𝑒 𝑧−1 2 3
1 1 3 1
𝑓(𝑧) = [− − (𝑧 − 1) + (𝑧 − 1)2 + ⋯ … ]
𝑒 𝑧−1 2 3

Region of convergence is |𝑧 − 1| < 1.

𝟏
Example 8. Find Laurent's series for 𝒇(𝒛) = (𝒛 − 𝟑)𝐬𝐢𝐧 (𝒛+𝟐) about 𝒛 = −𝟐.
Solution: 𝑓(𝑧) is not analytic at 𝑧 = −2. Hence, put 𝑧 + 2 = 𝑢.

1
∴ 𝑓(𝑧) = (𝑢 − 5)sin
𝑢
𝑧3 𝑧5 𝑧7
But sin 𝑧 = 𝑧 − 3!
+ 5! − 7! + ⋯ ….

1 1 1 1 1
∴ 𝑓(𝑧) = (𝑢 − 5) [ − ⋅ 3 + ⋅ 5 − ⋯ … ]
𝑢 3! 𝑢 5! 𝑢
5 1 1 5 1
= 1 − − ⋅ 2 + ⋅ 3 + ⋯….
𝑢 3! 𝑢 3! 𝑢
5 1 1
=1− − ⋅ +⋯…
(𝑧 + 2) 3! (𝑧 + 2)2
𝟐𝒛−𝟑
Example 9. Obtain two distinct Laurent's series for 𝒇(𝒛) = 𝟐 in powers of (𝒛 − 𝟒) indicating the
𝒛 −𝟒𝒛−𝟑
regions of convergence.
2𝑧−3 𝑎 𝑏
Solution: Let 𝑓(𝑧) = 2 = +
𝑧 −4𝑧−3 (𝑧−1) (𝑧−3)

∴ 2𝑧 − 3 = 𝑎(𝑧 − 3) + 𝑏(𝑧 − 1)

when 𝑧 = 1, −1 = 𝑎(−2) ∴ 𝑎 = 1/2 ; When 𝑧 = 3,3 = 2𝑏 ∴ 𝑏 = 3/2

1 1 3 1 1 1 3
∴ 𝑓(𝑧) = ⋅ + ⋅ = ⋅ +
2 (𝑧 − 1) 2 (𝑧 − 3) 2 [(𝑧 − 4) + 3] 2[(𝑧 − 4) + 1]

Case 1: When |𝑧 − 4| < 1, we write (when |𝑧 − 4| < 1, clearly |𝑧 − 4| < 3 )

1 3
𝑓(𝑧) = + as
2[(𝑧 − 4) + 3] 2[(𝑧 − 4) + 1]
1 3
= +
2 ⋅ 3[1 + (𝑧 − 4)/3] 2[1 + (𝑧 − 4)]
1 𝑧 − 4 −1 3
= [1 + ( )] + [1 + (𝑧 − 4)]−1
6 3 2
1 𝑧−4 𝑧−4 2 𝑧−4 2
= [1 − ( )+( ) −( ) +⋯…]
6 3 3 3
3
+ [1 − (𝑧 − 4) + (𝑧 − 4)2 − (𝑧 − 4)3 + ⋯ … ]
2

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Mathematics-IV COMPLEX INTEGRATION

Case 2: When |𝑧 − 4| > 3, we write (when |𝑧 − 4| > 3, clearly |𝑧 − 4| > 1 )

1 3
𝑓(𝑧) = + as
2[(𝑧 − 4) + 3] 2[(𝑧 − 4) + 1]
1 3
= +
2(𝑧 − 4)[1 + 3/(𝑧 − 4)] 2(𝑧 − 4)[1 + 1/(𝑧 − 4)]
−1 −1
1 3 3 1
= [1 + ( )] + [1 + ( )]
2(𝑧 − 4) (𝑧 − 4) 2(𝑧 − 4) 𝑧−4
2
1 3 3
= [1 − ( )+( ) − ⋯…]
2(𝑧 − 4) (𝑧 − 4) (𝑧 − 4)
3 1 1 2
+ [1 − ( )+( ) ⋯⋯⋯ ]
2(𝑧 − 4) 𝑧−4 𝑧−4

The regions of convergence are shown below.

Problems
1. Expand 𝑓(𝑧) = 𝑒 2𝑧 about 𝑧 = 2𝑖 using taylor's series
𝜋
2. Expand 𝑓(𝑧) = cos 𝑧 about 𝑧 = using taylor's series
2

3. Show that for every finite value of 𝑧.

∑(𝑧 − 1)𝑛
𝑒𝑧 = 𝑒 + 𝑒
𝑛!
1−𝑧
4. Obtain taylor's expansion of 𝑓(𝑧) = 𝑧2
in powers of (𝑧 − 1)
sin 𝑧
5. Expand 𝑓(𝑧) = 𝑧−𝜋
about z = 𝜋
𝑒 3𝑧
6. Find Laurent's series for 𝑓(𝑧) = (𝑧−1)3 about z = 1.
1
7. Find Laurent's series for 𝑓(𝑧) = (𝑧 − 3)sin 𝑧+2
about 𝑧 = −2
1
8. Find Laurent's series for 𝑓(𝑧) = 𝑧 3 𝑒1/𝑧 about z = 0Expand𝑓(𝑧) = 𝑧 2 sin ℎ𝑧 about z = 0
2−𝑧 2
9. Find all possible laurent's expansion of the function 𝑓(𝑧) = about z = 0 indicating ROC.
𝑧(1−𝑧)(2−𝑧)
4𝑧+3
10. Find Laurent's series for 𝑓(𝑧) = 𝑧(𝑧−3)(𝑧+2) for 2 < |𝑧| < 3.
2
11. Find Laurent's series which represents the function 𝑓(𝑧) = (𝑧−1)(𝑧−2) when
(a) |𝑧| < 1
(b) 1 < |𝑧| < 2
(c) 1 < |𝑧| < 2
(d) |𝑧| > 2

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Mathematics-IV COMPLEX INTEGRATION

1
12. Expand 𝑓(𝑥) = in the regions
(𝑧−1)(𝑧−2)
(a) 0 < |𝑧 − 1| < 1
(b) 1 < |𝑧 − 3| < 2
(c) |𝑧| < 1
𝑧−1
13. Obtain taylor's and Laurent's expansions of 𝑓(𝑧) = 𝑧 2 −2𝑧−3 indicating ROC
𝑧 2−1
14. Expand 𝑓(𝑥) = about z = 0
𝑧 2+5𝑧+6
1
15. Obtain two distinct Laurent's series expansions of 𝑓(𝑧) = 𝑧 2 (2−𝑧)
2𝑧−3
16. Obtain two distinct Laurent's series for 𝑓(𝑧) = 𝑧 2 −4𝑧+3 in powers of (z-4) indicating ROC.
7𝑧−2
17. Expand 𝑓(𝑧) = about Z = −1
𝑧(𝑧−2)(𝑧+1)
4𝑧+3
18. Represent the function 𝑓(𝑧) = 𝑧(𝑧−3)(𝑧+2) in Laurent's series
(a) Within |𝑧| = 1
(b) In the annular region between |𝑧| = 2 and |𝑧| = 3.
(𝑧−2)(𝑧+2)
19. Obtain two Laurents series for: (𝑧+1)(𝑧+4)
1
20. Obtain Taylor's or Laurent's series for the function: 𝑓(𝑧) = (1+𝑧 2 )(𝑧+2) for
(a) 1 < |𝑧| < 2 and
(b) |𝑧| > 2

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Mathematics-IV COMPLEX INTEGRATION

Residues Solved Problem

𝟏
1. Find the residues of 𝒇(𝒛) = 𝒛−𝐬𝐢𝐧 𝒛 at its singularities using Laurent's series expansion.
1 1
Solution: We have 𝑓(𝑧) = 𝑧3 𝑧5
= 𝑧3 𝑧2
𝑧−[𝑧− + +⋯⋯ ] [1−3! +⋯ ]
3! 5! 3! 5!
Hence, 𝑧 = 0 is a pole of order 3 .
Now,
−1
1 1 2
𝑓(𝑧) = 3 [1 − 𝑧 + ⋯ ]
𝑧 /3! 20
6 𝑧2 6 3 1
= 3 [1 + +⋯⋯] = + ⋅ +⋯
𝑧 30 23 10 𝑧

1 3
∴ Residue ( at 𝑧 = 0) = 𝑏1 = Coefficient of 2 = 10 ⋯

2. Expand each of the following function in a Laurent series about 𝒛 = 𝟎, name the type of singularity in
each case. Find the residues at 𝒛 = 𝟎.
𝟐
𝟒 (𝟏−𝐜𝐨𝐬 𝒛) 𝒆𝒙
(a) 𝒛𝟐 𝒆−𝒙 , (b) 𝒛
, (c) 𝒛𝟑
, (d) 𝒛−𝟏 𝐜𝐨𝐬𝐡 𝒛−𝟏 .

Solution: (a)
∞ ∞
−𝑧 4
(−𝑧 4 )𝑛 (−1)𝑛 𝑧 4𝑛+2 𝑧10 𝑧14
𝑧2 𝑒 =𝑧 2∑
= ∑ 2 6
=𝑧 −𝑧 + − +⋯…
𝑛! 𝑛! 2! 3!
𝑛=0 𝑛=0

Laurent series contains only positive powers of 𝑧.

Thus 𝑧 = 0 is an ordinary point. Residue at 𝑧 = 0 is 0 .
(b)

(1 − cos 𝑧) 1 𝑧2 𝑧4 (−1)𝑛−1 𝑧 2𝑛−2

= [1 − (1 − + − ⋯ … … + ⋯ … .⋅)]
𝑧 𝑧 2! 4! (2𝑛 − 2)!
1 𝑧2 𝑧4 (−1)𝑛 𝑧 2𝑛−2 𝑧 𝑧3 𝑧5
= [ − + ⋯……+ + ⋯…] = − + + ⋯……
𝑧 2! 4! (2𝑛 − 2)! 2! 4! 6!

1−cos 𝑧 1−cos 𝑧
Although 𝑧
is not defined at 𝑧 = 0, lim 𝑧
=0
𝑧→0
So 𝑧 = 0 is a removable singularity. Residue is 0 .
(c)
2 ∞
𝑒𝑧 1 (𝑧 2 )𝑛 1 𝑧2 𝑧4 𝑧6
= ∑ = [1 + + + + ⋯……]
𝑧3 𝑧3 𝑛! 𝑧3 1! 2! 3!
𝑛=0
1 1 𝑧 𝑧3 𝑧5 𝑧7
= 3 + + + + + +⋯……
𝑧 𝑧 2! 3! 4! 5!
1
So the principal part contains finite number of terms with the highest power 3 Thus, 𝑧 = 0 is a pole of order 3 .
𝑧
Residue is 1 .
(d)
∞
−1 −1
1 1 2𝑛−2 1
𝑧 cosh 𝑧 = ∑ ( ) ⋅
𝑧 𝑧 (2𝑛 − 2)!
𝑛=1
∞
1 2𝑛−1 1 1 1 1 1 1 1 1
=∑ ( ) ⋅ = + 3
+ 5
+ + ⋯……
𝑧 (2𝑛 − 2)! 𝑧 2! 𝑧 4! 𝑧 6! 𝑧 7
𝑛=1

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Mathematics-IV COMPLEX INTEGRATION

Since the principal part contains infinite number of terms, so 𝑧 = 0 is an essential singularity. Residue is 1 .

𝟏
4. Show 𝒇(𝒛) = (𝒛−𝟏)𝟐(𝒛−𝟐)𝟑 has a pole of order 2 at 𝒛 = 𝟏 and a pole of order 3 at 𝒛 = 𝟐.

Solution: We can expand 𝑓(𝑧) around 𝑧 = 1, and 𝑧 = 2 as Laurent's series as follows:

1 1
𝑓(𝑧) = = −
(𝑧 − 1)2 (𝑧 − 1 − 1)3 (𝑧 − 1)2 [1 − (𝑧 − 1)]3
1
=− [1 − (𝑧 − 1)]−3
(𝑧 − 1)2
1
=− [1 + 3(𝑧 − 1) + 6(𝑧 − 1)2 + 10(𝑧 − 1)3 + ⋯ ⋯ ⋅]
(𝑧 − 1)2
3 1
= −6 − 10(𝑧 − 1) − ⋯ ⋯ − −
𝑧 − 1 (𝑧 − 1)2

It has two terms in the principal part, 𝑏1 ≠ 0, 𝑏2 ≠ 0, 𝑏3 = 𝑏4 = ⋯ … . . = 0.

Hence, 𝑧 = 1 is a pole order 2 .
Again

1 1
𝑓(𝑧) = =
(𝑧 − 1)2 (𝑧 − 2)3 (𝑧 − 2 + 1)2 (𝑧 − 2)3
1 1
= 3 2
= [1 + (𝑧 − 2)]−2
(𝑧 − 2) [1 + (𝑧 − 2)] (𝑧 − 2)3
1
= [1 − 2(𝑧 − 2) + 3(𝑧 − 2)2 − 4(𝑧 − 2)3 + 5(𝑧 − 2)4 − ⋯ … ⋅]
(𝑧 − 2)3
3 2 1
= −4 + 5(𝑧 − 2) + ⋯ … + − +
𝑧 − 2 (𝑧 − 2)2 (𝑧 − 2)3

It has 3 terms in the principal part, 𝑏1 ≠ 0, 𝑏2 ≠ 0, 𝑏3 ≠ 0, 𝑏4 = 𝑏5 = ⋯ … … = 0

Hence, 𝑧 = 2 is a pole of order 3 .

𝒛−𝟐 𝟏 𝒛𝟐 +𝟒
5. Determine the nature of singularities of (i) 𝒛𝟐
𝐬𝐢𝐧 (𝒛−𝟏), (ii) 𝒆𝒛

Solution: (i) Clearly 𝑧 = 0 is a pole of order 2 .

Now,

𝑧−2 1 𝑧−1−1 1 1
2
sin ( )=( 2
)[ − + ⋯……]
𝑧 𝑧−1 𝑧 (𝑧 − 1) 6(𝑧 − 1)3
(𝑧 − 1) 1 1 1 1 1
= 2
[ − 3
+ ⋯……]− 2 [ − −⋯…]
𝑧 (𝑧 − 1) 6(𝑧 − 1) 𝑧 (𝑧 − 1) 6(𝑧 − 1)3
1 1 1 1 1
= 2 [1 − + ⋯….]− 2 [ − + ⋯……]
𝑧 6(𝑧 − 1)2 𝑧 (𝑧 − 1) 6(𝑧 − 1)3

∴ 𝑧 = 1 is an essential singularity.
𝑧 2 +4
(ii) 𝑓(𝑧) = is analytic everywhere 𝑧 = −∞ is its singularity.
𝑒𝑧

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Mathematics-IV COMPLEX INTEGRATION

𝟏−𝒆𝟐𝒛
6. Find the residue of 𝒛𝟒
at its pole.

Solution: Clearly 𝑧 = 0 is a pole of order 4 .

∴ Residue of 𝑓(𝑧) at 𝑧 = 0
1 𝑑2 𝑧 4 ⋅ (1 − 𝑒 2𝑧 )
= lim [ ]
𝑧→∞ 3! 𝑑𝑧 2 𝑧4
1 𝑑3 1 1 𝑑3
= lim 3 (1 − 𝑒 2𝑧 ) = lim (−2𝑒 2𝑧 )
3! 𝑧→0 𝑑𝑧 3! 𝑧→0 3! 𝑑𝑧 3
1 𝑑 1 8 4
= lim (−4𝑒 2𝑧 ) = lim (−8𝑒 2𝑧 ) = − = −
3! 𝑧→0 𝑑𝑧 3! 𝑧→0 3! 3
𝒛
7.Find the residues of 𝒇(𝒛) = at its singularities, using Laurent's series expansion.
𝐜𝐨𝐬 𝒛−𝐜𝐨𝐬𝐡 𝒛
Solution: We have
𝑧
𝑓(𝑧) =
𝑧 2 𝑧 4 𝑧2 𝑧4
[1 − + − ⋯ … . ] − [1 + + + ⋯ … ]]
2! 4! 2! 4!
𝑧 1 1
= = =−
2 2 2
−𝑧 2 − 6! 𝑧 6 − ⋯ … 𝑧 + 6! 𝑧 5 + ⋯ … . 𝑧 [1 + 6! 𝑧 4 + ⋯ … . ]

Hence, 𝑧 = 0 is a simple pole.

Now,
−1
1 2
𝑓(𝑧) = − [1 + 𝑧 4 + ⋯ … ]
𝑧 6!
1 2 4 1 2
= − [1 − 𝑧 + ⋯ ⋯ ] = − + 𝑧 3 − ⋯ ⋯ .
𝑧 6! 𝑧 6!
1
∴ Residue (𝑧 = 0) = 𝑏1 = coefficient of = = −1.
𝑧

8.Evaluate ∫𝑪 𝐭𝐚𝐧 𝒛𝒅𝒛 where 𝑪 (i) is the circle |𝒛| = 𝟐, (ii) is the circle |𝒛| = 𝟏.
sin 𝑧 𝜋 3𝜋 5𝜋
Solution: The poles of tan 𝑧 = cos 𝑧 are given by cos 𝑧 = 0 i.e. 𝑧 = ± 2 , ± 2
,± 2
… ….
𝜋 𝜋
(i) Of the 𝑧 = + 2 and 𝑧 = − 2 lie inside the circle

𝜋 [𝑧 − (𝜋/2) ⋅ sin 𝑧]
∴ Residue at 𝑧 = = lim
2 𝑧→𝜋/2 cos 𝑧
[𝑧 − (𝜋/2)cos 𝑧 + sin 𝑧]
= lim [ L' ′ Hopital's Rule ]
𝑧→𝜋/2 −sin 𝑧
= −1
𝜋 [𝑥 + (𝑥/2) ⋅ sin 𝑧]
∴ Residue at 𝑧 = − = lim
2 𝑧→−𝜋/2 cos 𝑧
[𝑧 + (𝜋/2)cos 𝑧 + sin 𝑧] ′
= lim [𝐿 Hopital's Rule ]
𝑧→−𝜋/2 −sin 𝑧
= −1
∴ ∮ 𝐶 tan 𝑧𝑑𝑧 = 2𝜋𝑖(−1 − 1) = −4𝜋𝑖

Of these poles, none lies within the circle |𝑧| = 1.

Hence, by Cauchy's Integral Theorem ∮ 𝐶 tan 𝑧𝑑𝑧 = 0

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Mathematics-IV COMPLEX INTEGRATION

𝒛−𝟏
9. Evaluate ∫𝑪 𝒛𝟐 +𝟐𝒛+𝟓 𝒅𝒛 where 𝑪 is the circle (i) |𝒛| = 𝟏, (ii) |𝒛 + 𝟏 + 𝒊| = 𝟐, (iii) |𝒛 + 𝟏 − 𝒊| = 𝟐.
Solution: (𝑧 2 + 2𝑧 + 1) + 4 = 0

∴ 𝑧 + 1 + 2𝑖 = 0, 𝑧 + 1 − 2𝑖 = 0
∴ 𝑧 = −1 − 2𝑖, 𝑧 = −1 + 2𝑖 are simple poles.

(i) Since both pole lie outside the circle |𝑧| = 1

By Cauchy's Integral Theorem

𝑧−1
∮ 𝐶 𝑑𝑧 = 0 where 𝐶 is |𝑧| = 1
𝑧 2 + 2𝑧 + 5

(ii) The centre 𝐶 of the circle |𝑧 + 1 + 𝑖| = 2 is −1 − 𝑖 and radius is 2 .

If 𝐴 is 𝑧 = −1 − 2𝑖 then

𝐶𝐴 = |(−1 − 2𝑖) − (−1 − 𝑖)| = |𝑖| = 1 < 2

Hence, 𝐴 lies inside 𝐶 the circle.

∴ Residue at 𝑧 = −1 − 2𝑖
𝑧−1
= lim
𝑧→(−1−2𝑖) 𝑧+1−2𝑖
−1−2𝑖−1 −2−2𝑖 1+𝑖
= −1−2𝑖+1−2𝑖 = −4𝑖
= 2𝑖
𝑧−1 1+𝑖
∴∮ 𝑑𝑧 = 2𝜋𝑖 ( ) = 𝜋(1 + 𝑖)
𝑧 2 +2𝑧+5 2𝑖

(iii) The centre 𝐶 of the circle |𝑧 + 1 − 𝑖| = 2 is −1 + 𝑖 and radius is 2 .

If 𝐵 is 𝑧 = −1 + 2𝑖 then

𝐶𝐵 = | − 1 + 𝑧𝑖 + 1 − 𝑖| = |𝑖| = 1 < 2

Hence, 𝐵 lies inside the circle

∴ Residue at (𝑧 = −1 + 2𝑖)
𝑧−1
= lim
𝑧→(−1+2𝑖) 𝑧 + 1 + 2𝑖
−1 + 2𝑖 − 1 −2 + 2𝑖 −1 + 𝑖
= = =
−1 + 2𝑖 + 1 + 2𝑖 4𝑖 2𝑖
𝑧−1 −1 + 𝑖
∴∮ 𝐶 2 𝑑𝑧 = 2𝜋𝑖 ( ) = 𝜋(−1 + 𝑖)
𝑧 + 2𝑧 + 5 2𝑖

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Mathematics-IV COMPLEX INTEGRATION

𝐜𝐨𝐬 𝝅𝒛𝟐 +𝐬𝐢𝐧 𝝅𝒙𝟐

10.Using the residue theorem evaluate ∮𝒄 𝒛−𝒛𝟐
𝒅𝒛 where 𝑪 is |𝒛 − 𝟐| = 𝟒.

Solution: The poles are given by

−𝑧 2 = 0 i.e. 𝑧(1 − 𝑧) = 0

∴= 0,1

|𝑧 − 2| = 4 is a circle with centre at (2,0) and radius 4 . Hence, both the poles lie inside 𝐶. Residue at ( 𝑧 = 0 )

cos 𝜋𝑧 2 +sin 𝜋𝑧 2
= lim (𝑧 − 0) ⋅ (𝑧−0)(1−𝑧)
𝑧→0
cos 𝜋𝑧 2 +sin 𝜋𝑧 2
= lim 1−𝑧
=1
𝑧→0

Residue at ( 𝑧 = 1 )

cos 𝜋𝑧 2 + sin 𝜋𝑧 2
= lim (𝑧 − 1) ⋅
𝑧→1 𝑧(1 − 𝑧)
cos 𝜋𝑧 + sin 𝜋𝑧 2
2
= lim =1
𝑧→1 (−1)𝑧
∴ ∮ 𝑐 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖( Sum of the residues )
= 2𝜋𝑖(1 + 1) = 4𝜋𝑖

𝟏
11.Using residue theorem evaluate ∮ 𝑪 𝒆−𝟏/𝒛 𝐬𝐢𝐧 ( 𝒛 ) 𝒅𝒛 where 𝑪 is |𝒛| = 𝟏.

Solution: We expand 𝑓(𝑧) as Laurent's series.

1 1 1 1 1
𝑒 −1/𝑧 sin ( ) = [1 − + 2 − ⋯ ⋯ ] [ − 3 + ⋯ … ⋅]
𝑧 𝑧 2𝑧 𝑧 6𝑧
1 1 1
= − 2 + 3 − ⋯⋯⋅
𝑧 𝑧 3𝑧
1
𝑧 = 0 is an isolated essential singularity and Residue at (𝑧 = 0) = 𝑏1 = coefficient of 𝑧 = 1

1
∴ ∫ 𝑒 −1/𝑧 sin ( ) 𝑑𝑧 = 2𝜋𝑖( Residue ) = 2𝜋𝑖(1) = 2𝜋𝑖
𝐶 𝑧

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Mathematics-IV COMPLEX INTEGRATION

Problems
𝑧2
1. Determine the pole of the function 𝑓(𝑧) = (𝑧−1)2(𝑧−2) and also find the residue at each pole.
𝑧2 4 𝑧 2 +4𝑧 5
[ Ans: lim (𝑧−1)2 = 9 lim (𝑧+2)2 = 9 ]
→−2 →1

𝑧
2. Find the residues of 𝑓(𝑧) = cos 𝑧−cos ℎ𝑧 at its singularities, using Laurent's series expansion.
1
[ Ans: ∴ Residue (z = 0) = 𝑏1 = coefficient of = 𝑧 = −1]

𝑧 2 −𝑧
3. (𝑧+1)2(𝑧 2 +4)

11
[ Ans: 𝑧 = −1, 𝑧 = ±2𝑖; − , (11 ± 2𝑖)/50]
25
1
4. 𝑧 3 +𝑧 5
[Ans: (1/2, −1/2, −1 ]
𝑑𝑧 𝑑𝑧
5. Evaluate ∫𝑐 where C is 𝑥 2 + 𝑦 2 = 16. [Ans: ∫𝑐 = 2𝜋𝑖(1) = 2𝜋𝑖]
sin ℎ𝑧 sin ℎ𝑧
𝑒𝑧
6. Evaluate ∮ 𝑐 cos 𝜋𝑧 𝑑𝑧 where 𝐶 is the circle |𝑧| = 1.
𝑒 1/2 −𝑒 −1/2 1
[ Ans: − 4𝑖 ( ) = −4sinh ( )]
2 2

𝑧−1
7. Evaluate ∮ 𝑐𝑧 2 +2𝑧+5 𝑧2
𝑑𝑧 where C is the circle (𝑖)|𝑧| = 1. (ii) |𝑧 + 1 + 𝑖| = 2,

(iii) ∣ 𝑧 + 1 − 𝑖 ∣= 2.

z−1
[ Ans: (i) ∮ 𝑐 z2+22z+5 dz = 0 where c is |z| = 1]

𝑧−1 1+𝑖
(iii) ∮ 𝑐 𝑧 2 +22𝑧+5 𝑑𝑧 = 2𝜋𝑖 ( 2𝑖 ) = 𝜋(1 + 1)

z−1 −1+i
(iii) ∮ 𝑐 z2+22z+5 dz = 2𝜋i ( 2i
) = 𝜋(1 + 1)

𝑑𝑧 𝑑𝑧 𝜋𝑖
8. Evaluate ∫ 𝑧 3 (𝑧+4) where C is |𝑧| = 2. [ Ans: ∫𝑐 𝑧 3 (𝑧+4) = 2𝜋𝑖 32]

(𝑧+4)2
9. ∫𝐶 𝑑𝑧 where C is |𝑧| = 1 8 16𝜋𝑖
𝑧 4 +5𝑧 3 +6𝑧 2 [ Ans: 2𝜋𝐼 (− ) = − ]
9 9

𝑒 2𝑥
10. Using residue theorem evaluate ∮ 𝑐 (𝑧−𝑧𝑖)3 𝑑𝑧 where C is |𝑧 − 2𝑖| = 2

[ Ans: ∮ 𝑐 (𝑧)𝑑𝑧 = 2𝜋𝑖(2𝑒 2z𝑖 ) = 4𝜋𝑖(cos 2𝜋 + 𝑖sin 2𝜋) = 4𝜋𝑖]

11. ∮ 𝑐 𝑧 4 𝑒1/𝑧 𝑑𝑧 where 𝐶 is |𝑧| = 1

𝜋𝑙
[ 𝑎𝑛𝑠 = 60 ]

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Mathematics-IV COMPLEX INTEGRATION

4𝑧 2 +1
12. ∮ 𝐶 (2𝑧−3)(𝑧+1)2 Where C is the circle |𝑧| = 4

[Ans: . 4𝜋i ]

𝑧 2 +4
13. ∮ 𝐶 (𝑧−2)(𝑧+3!) 𝑑𝑧 Where C is (i) |𝑧 + 1| = 2; (ii) |𝑧 − 2| = 2

[Ans: . (i) 0, (ii) 16𝜋𝑖/2 + 3𝑖 ]

𝑧+3
14. ∮ 𝑐 2𝑧 3 +3𝑧−2 𝑑𝑧 Where C is circle with centre (0,1) and radius 2 .

[Ans: −7𝜋𝑖/5 ]
𝑧−1
15. ∮ 𝑐 (𝑧+1)2(𝑧−2) 𝑑𝑧 Where C is the circle |𝑧 − 𝑖| = 2.

[Ans: −2𝜋𝑖/9]
𝑧−3
16. ∮ 𝑐 𝑧 2 +2𝑧+5 𝑑𝑧 Where C is the circle (i) 𝑥 2 + 𝑦 2 = 1; (ii) |𝑧 + 1 + 𝑖| = 2; (iii) ∣ 𝑧 + 1 + 𝑖 ∣= 2

[Ans: (i) 0; (ii) 𝜋(−2 + 𝑖)(𝑖𝑖𝑖)𝜋(2 + 𝑖) ]

15𝑧+9
17. ∮ 𝑐 𝑧 3 −9𝑧 𝑑𝑧 Where C is |𝑧 − 1| = 3

[Ans: 7]

18. Evaluate the following using residue theorem

12𝑧−7
(a) ∮ 𝑐 𝑑𝑧 where c is |𝑧 + 𝑖| = √3
(𝑧−1)2 (2𝑧+3)

(b) ∮ 𝑐 tan 𝑧𝑑𝑧 where c is |𝑧| = 2.

19. state Cauchy's residue theorem and hence evaluate

𝑧−1
(a) 𝑐 ∫𝑐 𝑑𝑧, 𝐶: |𝑧| = 1.5
𝑧 2 +2𝑧+5

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 STATISTICAL TECHNIQUE

4.1. Curve Fitting

Introduction
We often come across problems in deflection of beams, electrical circuits and mechanical vibrations which
depends up on the value of 𝑥 and 𝑦 although we do not know the functional relationship between them. Fitting of
a curve to a given set of values means finding a functional relationship between 𝑥 and 𝑦. Such a curve for given
set of values is called curve fitting.
The relation in general is assumed to be a linear function 𝒚 = 𝒂 + 𝒃𝒙 or a parabolic function 𝑦 = 𝑎 + 𝑏𝑥 + 𝑐𝑥 2 or
even exponential or loganithmic.
The method used for fitting the curve is based on the 'Principle of least squares'
(a) To fit a straight line 𝒚 = 𝒂 + 𝒃𝒙

1. Substitute the observed set of 𝑛 values in this equation

2. From normal equation for each constant i.e.
Σ𝑦 = 𝑛𝑎 + 𝑏Σ𝑥, Σ𝑥𝑦 = 𝑎Σ𝑥 + 𝑏Σ𝑥 2

(The normal equation for the unknown 𝑎 is obtained by multiplying the equation by the coefficient of 𝑎 and
adding. The normal equation for 𝑏 is obtained by multiplying the equation by the coefficient of 𝑏 and
adding.)
3. Solve these normal equation as simultaneous equation for 𝑎 and 𝑏.
4. Substitute the value of 𝑎 and 𝑏 in 𝑦 = 𝑎 + 𝑏𝑥, which is the required line of best fit.

(b) To fit the parabola 𝑦 = 𝑎 + 𝑏𝑥 + 𝑐𝑥 2

1. From the normal equation

Σ𝑦 = 𝑛𝑎 + 𝑏 ∑ 𝑥 + 𝑐 ∑ 𝑥 2

∑ 𝑥𝑦 = 𝑎 ∑ 𝑥 + 𝑏 ∑ 𝑥 2 + 𝑐 ∑ 𝑥 3 &

∑ 𝑥2 𝑦 = 𝑎 ∑ 𝑥2 + 𝑏 ∑ 𝑥3 + 𝑐 ∑ 𝑥4

(The normal equation for 𝑐 has been obtained by multiplying the equation by the coefficient of 𝑐 & adding.)
2. Solve these as simultaneous equations for 𝑎, 𝑏 and 𝑐
3. Substitute the values of 𝑎, 𝑏, 𝑐 in 𝒚 = 𝒂 + 𝒃𝒙 + 𝒄𝒙𝟐 which is the required parabola of best fit.

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-1
 Solved Problems

Example: 1. Fit a straight line from the following data

𝒙 12 15 21 25

𝒚 50 70 100 120

Solution: To fit a straight line 𝒚 = 𝒂 + 𝒃𝒙. (1), then

Corresponding normal equations are

Σ𝑦 = 𝑛𝑎 + 𝑏Σ𝑥 …

Σ𝑥𝑦 = 𝑎Σ𝑥 + 𝑏Σ𝑥 2

𝒙 𝒚 𝒙2 𝑥𝑦

12 50 144 600

15 70 225 1050

21 100 441 2100

25 120 625 3000

Σ𝑥 = 73 Σ𝑦 = 340 ∑𝑥 2 = 1435 ∑𝑥𝑦 = 6750

From eq. (2) and (3) we have

340 = 4𝑎 + 𝑏(73)
6750 = 𝑎(73) + 𝑏(1435)
∴ 𝑎 = −11.8, 𝑏 = 5.3

From (1) the equation of line is 𝑦 = 𝑎 + 𝑏𝑥

𝑦 = −11.8 + 5.2𝑥

Example: 2. Fit a straight line from the following data with x-as independent variable.

𝑥 1965 1966 1967 1968 1969

𝑦 125 140 165 195 200

Solution: To fit a straight lime 𝑌 = 𝑎 + 𝑏𝑋 … … ... (1), then

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 Comerponding normal equations are

Σ𝑌 = 𝑛𝑎 + 𝑏Σ𝑋 … … … (2)
Σ𝑋𝑌 = 𝑎Σ𝑋 + 𝑏Σ𝑋 2 … … … (3)

𝒙 𝒚 𝑌=𝑦 𝑋 = 𝑥 − 1965 𝑋𝑌 𝒙2

1965 125 125 -2 -250 4

1966 140 140 -1 -140 𝐼

1967 165 165 0 0 0

1968 195 195 1 195 𝐼

1969 200 200 2 400 4

Σ𝑌 = 825 Σ𝑋 = 0 Σ𝑋𝑌 = 205 Σ𝑋 2 = 10

From eq. (2) and (3) wo have

825 = 5𝑎 + 𝑏(0)
205 = 𝑎(0) + 𝑏(10)
∴ 𝑎 = 165, 𝑏 = 20.5

From (1) the equation of lines is 𝑌 = 𝑎 + 𝑏𝑋

Y = 165 + 20.5𝑋 ∵ 𝑋 = 𝑋 − 165&𝑌 = 𝑦 we got

∴ 𝑦 = 20.5𝑥 − 40158.5

Example: 3. Fit a straight line from the following data.

𝑥 1 2 3 4 5 6

𝑦 49 54 60 73 80 86

Solution: To fit a straight line 𝑦 = 𝑎 + 𝑏𝑥. (1), then

Corresponding normal equations are

Σ𝑦 = 𝑛𝑎 + 𝑏 ∑ 𝑥 … …

∑ 𝑥𝑦 = 𝑎 ∑ 𝑥 + 𝑏 ∑ 𝑥 2

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 𝑥 𝑦 𝑥𝑦 𝑥2

1 49 49 1

2 54 108 4

3 60 180 9

4 73 292 16

5 80 400 25

6 86 516 36

∑𝑥 = 21 ∑𝑦 = 402 ∑𝑥𝑦 = 1545 ∑𝑥 2 = 91

From eq. (2) and (3) we have

402 = 6𝑎 + 𝑏(21)
1545 = 𝑎(21) + 𝑏(91)

Solving above simultaneously we get

∴ 𝑎 = 39.39, 𝑏 = 7.88

From (1) the equation of line is 𝑦 = 𝑎 + 𝑏𝑥

∴ 𝑦 = 7.88𝑥 + 39.39

Example 4: Fit a straight line from the following data.

𝑥 -1 1 2 3 4

𝑦 -5 1 4 7 10

Estimate 𝑦 when 𝑥 = 7.
Solution: To fit a straight line 𝒚 = 𝒂 + 𝒃𝒙…………. (1), then

Corresponding normal equations are

∑ 𝑦 = 𝑛𝑎 + 𝑏 ∑ 𝑥 … … … … . (2)

∑ 𝑥𝑦 = 𝑎 ∑ 𝑥 + 𝑏 ∑ 𝑥 2 … … … …

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 𝑥 𝑦 𝑥𝑦 𝑥2

- - 5 1

1 1 1 1

2 4 8 4

3 7 21 9

4 10 40 16

∑𝑥 = 9 ∑𝑦 = 17 ∑𝑥𝑦 = 75 ∑𝑥 2 = 31

From eq. (2) and (3) we have

17 = 5𝑎 + 𝑏(9)
75 = 𝑎(9) + 𝑏(31)

Solving above simultaneously we get

∴ 𝑎 = −2, 𝑏 = 3

From (1) the equation of line is 𝑦 = 𝑎 + 𝑏𝑥

∴ 𝑦 = 3𝑥 − 2 ∴ 𝑦|𝑥−7 = 19

Example 5: Fit a straight line from the following data and estimate the production in 1957.

year (x) 1951 1961 1971 1981 1991

Production (y) 10 12 8 10 13

Solution: To fit a straight line 𝒀 = 𝒂 + 𝒃𝑿…………(1), then

Corresponding normal equations are

Σ𝑌 = 𝑛𝑎 + 𝑏Σ𝑋 … … … … (2)
Σ𝑋𝑌 = 𝑎Σ𝑋 + 𝑏Σ𝑋 2 … … … … (3)

Where X = 𝑥 − 1971, & Y = 𝑦

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 𝑥 𝑋 = 𝑥 − 1971 𝑌=𝑦 𝑋2 𝑋𝑌

1951 -20 10 400 -200

1961 -10 12 100 -120

1971 0 8 0 0

1981 10 10 100 100

1991 20 13 400 260

∑𝑋 = 0 ∑𝑌 = 53 ∑𝑋 2 = 1000 ∑𝑋𝑌 = 40

From eq. (2) and (3) we have

53 = 5𝑎 + 𝑏(0) ∴ 𝑎 = 10.6&
40 = 𝑎(0) + 𝑏(1000) ∴ 𝑏 = 0.04

From (1) 𝑌 = 10.6 + 0.04X

∵ X = 𝑥 − 1971&Y = y, we have
y = 10.6 + 0.04(𝑥 − 1971)
y = 0.04𝑥 − 68.24

Expected production in 1957 is y = 10.04 Tones

Example 6. Fit a straight line from the following data in Tones

year (x) 1941 1951 1961 1971 1981

Production (y) 8 10 12 10 16

& find the expected production in 1986.

Solution: To fit a straight line 𝒀 = 𝒂 + 𝒃𝑿 … … … ….. (1), then

Corresponding normal equations are

∑ 𝑌 = 𝑛𝑎 + 𝑏 ∑ 𝑋 … … … … (2)

∑ 𝑋𝑌 = 𝑎 ∑ 𝑋 + 𝑏 ∑ 𝑋 2 … … … (3)

Where X = 𝑥 − 1961, & Y = 𝑦

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 𝑥 𝑋 = 𝑥 − 1961 𝑌=𝑦 𝑋2 𝑋𝐼 ∣

1941 -20 8 400 -160

1951 -10 10 100 -100

1961 0 12 0 0

1971 10 10 100 100

1981 20 16 400 320

∑𝑋 = 0 ∑𝑌 = 56 ∑𝑋 2 = 1000 ∑𝑋𝑌 = 160

From eq. (2) and (3) we have

56 = 5𝑎 + 𝑏(0) ∴ a = 11.2&

160 = 𝑎(0) + 𝑏(1000) ∴ 𝑏 = 0.16

From (1)𝑌 = 11.2 + 0.16𝑋

∵ 𝑋 = 𝑥 − 1961&𝑌 = 𝑦, we have

y = 11.2 + 0.16(𝑥 − 1961)

𝑦 = 0.16𝑥 − 302.56

Expected production in 1986 is y = 15.2 Tones

Example 7. Fit a second degree parabolic curve from the following data

𝑥 1 2 3 4 5 6 7 8 9

𝑦 2 6 7 8 10 11 11 10 9

To fit a parabola 𝑌 = 𝑎 + 𝑏𝑋 + 𝑐𝑋 2 … … … ..(1)

Then corresponding nominal equations are

∑ 𝑌 = 𝑛𝑎 + 𝑏 ∑ 𝑋 + 𝑐𝑋 2 … … … … … … … … … … … (2)

∑ 𝑋𝑌 = 𝑎 ∑ 𝑋 + 𝑏 ∑ 𝑋 2 + 𝑐 ∑ 𝑋 3 … … … … … . (3)

∑ 𝑋 2 𝑌 = 𝑎 ∑ 𝑋 2 + 𝑏 ∑ 𝑋 3 + 𝑐 ∑ 𝑋 4 … … … … . . (4)

Where X = 𝑥 − 5, and 𝑌 = 𝑦

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-7
𝒙 𝑿= 𝒙−𝟓 𝑿𝟐 𝑿𝟑 𝑿4 𝐘=𝐲 𝑿𝒀 𝑿𝟐 𝒀

1 -4 16 -64 256 2 -8 32

2 -3 9 -27 81 6 -18 54

3 -2 4 -8 16 7 -14 28

4 -1 1 -1 1 8 -8 8

5 0 0 0 0 0 0 0

6 1 1 1 1 11 11 11

7 2 4 8 16 11 22 44

8 3 9 27 81 10 30 90

9 4 16 64 256 9 36 144

∑𝑋 = 0 ∑𝑋 2 = 60 ∑𝑋 3 = 0 ∑𝑋 4 = 708 ∑𝑌 = 74 ∑𝑋𝑌 = 51 ∑𝑋 2 𝑌 = 411

From equation (2), (3) and (4) we have,

74 = 9𝑎 + 𝑏(0) + 𝑐(60)
51 = 𝑎(0) + 𝑏(60) + 𝑐(0)
411 = 𝑎(60) + 𝑏(0) + 𝑐(708)
∴ 𝑎 = 10, 𝑏 = 0.85 and 𝑐 = −0.27

From equation (l), Y = 10 + 0.85X − 0.27X 2

∵ X = 𝑥 − 5&Y = 𝑦, we have
𝑦 = 10 + 0.85(𝑥 − 5) − 0.27(𝑥 − 5)2
= 10 + 0.85𝑥 − 4.25 − 0.27𝑥 2 + 2.7𝑥 − 6.75
= −1 + 3.55𝑥 − 0.27𝑥 2

Example 8: Fit a curve 𝑦 = 𝑎𝑥 + 𝑏𝑥 2 for the following data.

𝑥 1 2 3 4 5 6

𝑦 2.51 5.82 9.93 14.84 20.55 27.06

Solution: To fit a curve 𝑦 = 𝑎𝑥 + 𝑏𝑥 2 .

Then corresponding nominal equations are

∑ 𝑥𝑦 = 𝑎 ∑ 𝑥 2 + 𝑏 ∑ 𝑥 3 …

∑ 𝑥2 𝑦 = 𝑎 ∑ 𝑥3 + 𝑏 ∑ 𝑥4 .

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 𝒙 𝒚 𝒙2 𝒙3 𝒙4 𝒙𝒚 𝒙2 𝒚

1 2.51 1 1 1 2.51 2.51

2 5.82 4 8 16 11.64 23.28

3 9.93 9 27 81 29.79 89.37

4 14.84 16 64 256 59.36 237.44

5 20.55 25 125 625 102.75 513.75

6 27.06 36 216 1296 162.36 974.16

Σ𝑥 = 21 Σ𝑦 = ∑𝑥 2 = 91 ∑𝑥 3 = 441 ∑𝑥 4 = 2275 ∑𝑥𝑦 = 368.41 ∑𝑥 2 𝑦 = 1840.51

From equation (2), and (3) we have,

368.41 = 91𝑎 + 441𝑏

1840.51 = 441𝑎 + 2275𝑏
∴ 𝑎 = 2.11, 𝑏 = 0.4

From equation (1), 𝑦 = 2.11𝑥 + 0.4𝑥 2

Example 9: Fit a second degree parabolic curve from the following data.

𝑥 1 2 3 4 5 6 7 8 9

𝑦 2 6 7 8 10 11 11 10 9

Solution: To fit a parabola 𝑌 = 𝑎 + 𝑏𝑋 + 𝑐𝑋 2 .

Then corresponding nominal equations are

∑ 𝑌 = 𝑛𝑎 + 𝑏 ∑ 𝑋 + 𝑐𝑋 2 …

∑ 𝑋𝑌 = 𝑎 ∑ 𝑋 + 𝑏 ∑ 𝑋 2 + 𝑐 ∑ 𝑋 3 …

∑ 𝑋2𝑌 = 𝑎 ∑ 𝑋2 + 𝑏 ∑ 𝑋3 + 𝑐 ∑ 𝑋4

Where X = 𝑥 − 5, and Y = y

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-9
𝒙 𝑿=𝒙−𝟓 𝑿𝟐 𝑿𝟑 𝑿𝟒 𝐘=𝐲 𝑿𝒀 𝑿𝟐 𝒀

1 -4 16 -64 256 2 -8 32

2 -3 9 -27 81 6 -18 54

3 -2 4 -8 16 7 -14 28

4 -1 1 -1 1 8 -8 8

5 0 0 0 0 0 0 0

6 1 1 1 1 11 11 11

7 2 4 8 16 11 22 44

8 3 9 27 81 10 30 90

9 4 16 64 256 9 36 144

∑𝑋 = 0 ∑𝑋 2 = 60 ∑𝑋 3 = 0 ∑𝑋 4 = 708 ∑𝑌 = 74 ∑𝑋𝑌 = 51 ∑𝑋 2 𝑌 = 411

From equation (2), (3) and (4) we have,

74 = 9𝑎 + 𝑏(0) + 𝑐(60)
51 = 𝑎(0) + 𝑏(60) + 𝑐(0)
411 = 𝑎(60) + 𝑏(0) + 𝑐(708)
∴ 𝑎 = 10, 𝑏 = 0.85 and 𝑐 = −0.27

From equation (l), Y = 10 + 0.85X − 0.27𝑋 2

∵ X = 𝑥 − 5&Y = 𝑦, we have
𝑦 = 10 + 0.85(𝑥 − 5) − 0.27(𝑥 − 5)2
= 10 + 0.85𝑥 − 4.25 − 0.27𝑥 2 + 2.7𝑥 − 6.75
= −1 + 3.55𝑥 − 0.27𝑥 2

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 UNSOLVED EXAMPLES

Ex. 1 - Fit a straight line 𝒚 = 𝒂 + 𝒃𝒙 from the following data by the method of least square.

𝑥 0 1 3 6 8

𝑦 1 3 2 5 4

[Ans: y = 1.6 + 0.38𝑥 ]

Ex. 2 - In some determinations of volume 𝒗 of carbon dioxide dissolve in a given volume of water at
different temperature 𝜽, the following pairs of values were obtained.

𝜃 0 5 10 15

𝑣 1.80 1.45 1.18 1.00

Obtained by the method of least square, a relation of the form 𝑣 = a + b𝜃 which best fits to these
observations.
[Ans: 𝑣 = 1.758 − 0.053𝜃 ]

Ex. 3 - Find the parabola of the form 𝒚 = 𝒂 + 𝒃𝒙 + 𝒄𝒙𝟐 which fits most closely with the observations.

𝒙 -3 -2 -1 0 1 2 3

𝒚 4.63 2.11 0.67 0.09 0.63 2.15 4.58

[Ans: 𝑦 = 1.243 − 0.004𝑥 + 0.22𝑥 2 ]

Ex. 4 - Fit a second degree parabolic curve from the following data

𝑥 1.0 1.5 2.0 2.5 3.0 3.5 4.0

𝑦 1.1 1.3 1.6 2.0 2.7 3.4 4.1

[Ans: 𝑦 = 1.04 − 0.198𝑥 + 0.244𝑥 2 ]

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Ex. 5 - Fit a second degree parabolic curve from the following data and estimate the value for 1979

Years 1973 1974 1975 1976 1977

Sales(in Thousands) 10 12 13 10 8

[Ans: y = −3341638.315 + 3384.55𝑥 − 0.857𝑥 2 , −3.802 ]

Ex. 6 - Fit a parabola 𝑦 = 𝑎 + 𝑏𝑥 + 𝑐𝑥 2 from the following data.

𝑥 -3 -2 -1 0 1 2 3

𝑦 4.63 2.11 0.67 0.09 0.63 2.15 4.58

[Ans: 𝑦 = 1.243 − 0.004𝑥 + 0.22𝑥 2 ]

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-12
4.2.Quadratic Form
An homogeneous polynomial of second degree, in 𝑛 number of unknown or variables is called a quadratics form (
𝑄𝐹 ) in 𝑛 variables.
For Example: 𝑄 = 𝑥12 + 2𝑥22 + 3𝑥32 + 2𝑥2 𝑥3 − 2𝑥3 𝑥1 + 4𝑥1 𝑥2 is a quadratic form in three variables 𝑥1 , 𝑥2 and 𝑥3 .
Quadratic form 𝑄 can be written as a product of three matrices 𝑋 ′ , 𝐴 and 𝑋 ie. 𝑄 = 𝑋 ′ 𝐴𝑋, where
(a) 𝑋 is a column matrix of unknowns or variables.
(b) 𝑋 ′ is the transpose of 𝑥.
(c) 𝐴 is a symmetric matrix of order equal to the number of variables in quadratic form.

Symmetric matrix 𝐴 is called the matrix of the quadratic form.

Note: (i) The diagonal elements of 𝐴 are the coefficients of square terms in 𝑄. (ii) Non diagonal elements of 𝐴 are
half the coefficients of product terms in 𝑄.

SOLVED EXAMPLE

1. Write the matrix of quadratic forms of the following:

(i) 𝑄 = 𝑥12 − 2𝑥22 + 3𝑥32 − 4𝑥1 𝑥2 + 5𝑥2 𝑥3 + 6𝑥1 𝑥3

Solution: The matrix 𝐴 of quadratic form is

1 −2 3
𝐴 = [−2 −2 5/2]
3 5/2 3

(ii) 𝑄 = 2𝑥12 + 4𝑥22 + 2𝑥1 𝑥3 + 8𝑥2 𝑥3

Solution: This can be written as

𝑄 = 2𝑥12 + 4𝑥22 + 0𝑥32 + 0𝑥1 𝑥2 + 2𝑥1 𝑥3 + 8𝑥2 𝑥3

Therefore the matrix 𝐴 of quadratic form is

2 0 1
𝐴 = [0 4 4]
1 4 0

(iii) 𝑄 = 3𝑥12 + 4𝑥22 + 5𝑥32

Solution: Therefore the matrix 𝐴 of quadratic form is

3 0 0
𝐴 = [0 4 0]
0 0 5

(iv) 𝑄 = 𝑎𝑥 2 + 2𝑏𝑥𝑦 + 𝑏𝑦 2

Solution: Therefore the matrix 𝐴 of quadratic form is

𝑎 ℎ
𝐴=[ ]
ℎ 𝑏

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 𝟏 𝟐 𝟑
2. Write the quadratic form where the matrix of quadratic form is 𝑨 = [𝟐 𝟒 𝟗]
𝟑 𝟗 −𝟑
Solution: The quadratic form is

𝑄 = 𝑥12 + 4𝑥22 − 3𝑥32 + 4𝑥1 𝑥2 + 18𝑥2 𝑥3 + 6𝑥3 𝑥1

Linear Transformations

Consider two sets of variables 𝑥1 , 𝑥2 , … … , 𝑥𝑛 and 𝑦1 , 𝑦2 , … … , 𝑦𝑛 .

Let these variables be related by the following linearly equations.

𝑥1 = 𝑝11 𝑦1 + 𝑝12 𝑦2 + ⋯ … + 𝑝1𝑛 𝑦𝑛

𝑥2 = 𝑝21 𝑦1 + 𝑝22 𝑦2 + ⋯ … + 𝑝2𝑛 𝑦𝑛
𝑥3 = 𝑝31 𝑦1 + 𝑝32 𝑦2 + ⋯ … + 𝑝3𝑛 𝑦𝑛

𝑥𝑛 = 𝑝𝑛1 𝑦1 + 𝑝𝑛2 𝑦2 + ⋯ … + 𝑝𝑛𝑛 𝑦𝑛

The above 𝑛 equations can be expressed as a single matrix equation 𝑋 = 𝑃𝑌,

𝑥1 𝑝11 𝑝12 ⋯ 𝑝1𝑛 𝑦1

𝑥2 𝑝21 𝑝22 ⋯ 𝑝2𝑛 𝑦2
where 𝑋 = [ ⋮ ] , 𝑃 = [ ⋮ ⋮ ⋮ ⋮ ],𝑌 = [ ⋮ ]
𝑥𝑛 𝑝𝑛1 𝑝𝑛2 ⋯ 𝑝𝑛𝑛 𝑦𝑛

The transformation from 𝑥 's to 𝑦 's by the above equations is called a linear transformation. The linear
transformation is singular or non singular according as the matrix 𝑃 is singular or non singular.
Linear Transformation of a Quadratic form
Consider a quadratic form 𝑄 = 𝑋 ′ 𝐴𝑋 and a non singular linear transformation given by 𝑋 = 𝑃𝑌

𝑄 = 𝑋 ′ 𝐴𝑋 = (𝑃𝑌)′ 𝐴(𝑃𝑌)
= 𝑌 ′ (𝑃′ 𝐴𝑃 )𝑌 = 𝑌 ′ 𝐷𝑌

where 𝐷 = 𝑃 ′ 𝐴𝑃
where 𝐴 is a matrix of rank 𝑟 then there exists a non singular linear transformation 𝑋 = 𝑃𝑌 which transforms the
given quadratic form to sum of 𝑟 square terms, i.e.

𝑏1 𝑦12 + 𝑏2 𝑦22 + ⋯ … + 𝑏𝑛 𝑦𝑛2

The Quadratic form 𝑌 ′ 𝐷𝑌 is called a linear transform of the quadratic form 𝑋 ′ 𝐴𝑋. This new form 𝑄 = 𝑌 ′ 𝐷𝑌 (i.e. the
linear transform of the quadratic form) has been expressed as the sum and difference of the squares of new
variables 𝑦 's. This form is called canonical form.
[Thus if by any non singular linear transformation a real quadratic form can be expressed as a sum and difference
of the squares of the new variables then this later expression is called the canonical form of the given form]

(a) Rank of a quadratic form: Rank of the diagonal matrix 𝐷 is called the rank of the quadratic form. It is also
equal to the number of non-zero terms in its canonical form. It is denoted by 𝑟.
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(b) Index of a quadratic form ( 𝒑 ): The number of positive squares in the canonical form is called the index of
the quadratic form. It is denoted by 𝑝.

(c) Signature of a quadratic form (s): It is the excess number of positive squares over negative squares in
canonical form. Since there are in all 𝑟 terms and 𝑝 of them are positive then there will be 𝑟 − 𝑝 negative terms and
hence the difference between the positive and negative terms is called signature of the quadratic form. Thus

𝑠 = 𝑝 − (𝑟 − 𝑝) = 2𝑝 − 𝑟

Classification of quadratic forms

Value class of a quadratic form 𝑄 = 𝑋 ′ 𝐴𝑋 = 𝑌 ′ 𝐷𝑌

(a) Positive definite: If 𝐫 = 𝐧 and 𝐩 = 𝐧

i.e. the number of positive squares is equal to the number of variables and also equal to the rank or in other words
if all the diagonal elements of matrix 𝐷 are +𝑣𝑒 (not zero) then the quadratic form is called positive definite. i.e.
quadratic form can be reduced to form

𝑄 = 𝑏1 𝑦12 + 𝑏2 𝑦22 + ⋯ … + 𝑏𝑛 𝑦𝑛2 (𝑏𝑛 > 0)

(b) Negative definite: If 𝒓 = 𝒏 and 𝒑 = 𝟎

i.e. the number of negative squares is equal to the number of variables and also equal to the rank or in other words
if all the diagonal elements of matrix 𝐷 are -ve then the quadratic form is called negative definite. i.e quadratic
form can be reduced to form

𝑄 = −𝑏1 𝑦12 − 𝑏2 𝑦22 − ⋯ … − 𝑏𝑛 𝑦𝑛2

(c) Positive semi definite: If 𝒓 < 𝒏 and 𝒑 = 𝒓

i.e. if the number of positive squares is equal to the rank of the matrix of the quadratic form which is less than the
number of variables 𝑛 or in other words if 𝑟 diagonal elements of the matrix 𝐷 are positive and remaining (𝑛 − 𝑟)
elements are zero i.e then the quadratic form is called positive semi definite. i.e. quadratic form can be reduced to
form

𝑄 = 𝑏1 𝑦12 + 𝑏2 𝑦22 + ⋯ … + 𝑏𝑟 𝑦𝑟2 (𝑏𝑟 > 0)

(d) Negative semi definite: If 𝒓 < 𝒏 and 𝒑 = 𝟎

i.e. if the number of negative squares is equal to the rank of the matrix of the quadratic form which is less than the
number of variables 𝑛 or in other words if 𝑟 diagonal elements of the matrix 𝐷 are negative and remaining (𝑛 − 𝑟)
elements are zero i.e. then the quadratic form is called negative semi definite. i.e. quadratic form can be reduced to
form

𝑄 = −𝑏1 𝑦12 − 𝑏2 𝑦22 − ⋯ … … − 𝑏𝑟 𝑦𝑟2 (𝑏𝑟 > 0)

(e) Indefinite: If the matrix 𝐷 has some diagonal elements +𝑣𝑒 and some diagonal elements - ve, or zero, the
quadratic form is called indefinite.

The above five classes of real quadratic forms are called value classes of real quadratic forms.

SOLVED EXAMPLE

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1. Reduce the quadratic form 𝟐𝒙𝟐𝟏 + 𝒙𝟐𝟐 − 𝟑𝒙𝟐𝟑 − 𝟖𝒙𝟐 𝒙𝟑 − 𝟒𝒙𝟑 𝒙𝟏 + 𝟏𝟐𝒙𝟏 𝒙𝟐 to normal form through congruent
transformations. Also find its rank, signature and value class.
Solution: The quadratic form can be written as

2 6 −2 𝑋1 2 6 −2
[𝑥1 𝑥2 𝑥3 ] [ 6 1 −4] [𝑋2 ] ∴ 𝐴 = [ 6 1 −4]
−2 −4 −3 𝑋3 −2 −4 −3

We write A = I A I

2 6 −2 1 0 0 1 0 0
[6 1 −4] = [0 1 0] 𝐴 [0 1 0]
−2 −4 −3 0 0 1 0 0 1
𝑅2 − 3𝑅1
By
𝐶2 − 3𝐶1 2 0 0 1 0 0 1 −3 1
𝑅3 + 𝑅1 [0 −17 2 ] = [−3 1 0] 𝐴 [0 1 0]
𝐶3 + 𝐶1 0 2 −5 1 0 1 0 0 1
11
2 0 0 1 0 0 1 −3
2 2 0 −17 0 −3 1 0 17
By 𝑅3 +17𝑅2 𝐶3 + 𝐶 [ 81] = [ 11 2 ]A 2
17 2 0 2 1 0 1
17 17 17 7
0 [0 1]
1 1 1 √17 √17
By 𝑅1 , 𝐶1 ; 𝐶2 ; 𝑅 , 𝐶
√2 √2 √17 9 3 9 3
1 1 3 11
0 0 −
√2 √2 √17 9√17
1 0 0 3 1 1 2
[0 −1 0] = − 0 𝐴 0
√17 √17 √17 9√17
0 0 1
11 2 √17 √17
[ 0 0
[ 9√17 9√17 9 ] 9 ]

Thus, 𝐵 = 𝑃 ′ 𝐴𝑃 where 𝐵 is diagonal matrix.

This means the quadratic form 𝑋 ′ 𝐴𝑋 = 2𝑥12 + 𝑥22 − 3𝑥32 − 8𝑥2 𝑥3 − 4𝑥3 𝑥1 + 12𝑥1 𝑥2 will be transformed to
𝑌 ′ 𝐵𝑌 = 𝑦12 − 𝑦22 + 𝑦32 by transformation X = PY.

1 1 11 1 2 √17
⇒ 𝑥1 = 𝑦1 − 𝑦2 + 𝑦3 ; 𝑥2 = 𝑦2 + 𝑦3 ; 𝑥3 = 𝑦
√2 √17 9√7 √17 9√17 9 3

∴ The rank = 3
Signature = Difference between positive squares and negative squares.

= 2−1= 1

Since some diagonal elements are positive, some are negative , the value class is indefinite.

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-16
2. Reduce the following quadratic form to real canonical form by congruent transformation. Also find
rank, index signature and value class. Find also non zero set of values for which the form assumes (i)
Positive value (ii) negative value (iii) zero value.
𝑄 = 𝑥12 + 2𝑥22 + 3𝑥32 + 2𝑥2 𝑥3 − 2𝑥3 𝑥1 + 2𝑥1 𝑥2

1 1 −1 𝑥1
Solution: We have 𝑄 = [𝑥1 𝑥2 𝑥3 ] [ 1 2 1 ] [𝑥2 ] the matrix of the quadratic form
−1 1 3 𝑥3

1 1 −1
𝐴=[ 1 2 1 ]
−1 1 3

Now 𝐴 = 𝐼3 𝐴𝐼3

1 1 −1 1 0 0 1 0 0
[ 1 2 1 ] = [0 1 0] 𝐴 [0 1 0]
−1 1 3 0 0 1 0 0 1

We shall reduce matrix 𝐴 to diagonal form by applying congruent transformations till matrix 𝐴 to the left is
reduced to diagonal matrix 𝐷.

1 0 −1 1 0 0 1 −1 0
𝑅2 − 𝑅1 and 𝐶2 − 𝐶1 gives [ 0 1 2 ] = [−1 1 0] 𝐴 [0 1 0]
−1 2 3 0 0 1 0 0 1
1 0 0 1 0 0 1 −1 1
𝑅3 + 𝑅1 and 𝐶3 + 𝐶1 gives [0 1 2] = [−1 1 0] 𝐴 [0 1 0]
0 2 2 1 0 1 0 0 1
1 0 0 1 0 0 1 −1 −1
𝑅3 − 2𝑅2 gives [0 1 2 ] = [−1 1 0] 𝐴 [0 1 0]
0 0 −2 3 2 1 0 0 1
1 0 0 1 0 0 1 −1 3
𝐶3 − 2𝐶2 gives [0 1 0 ] = [−1 1 0] 𝐴 [0 1 −2]
0 0 −2 3 −2 1 0 0 1
1 0 0
∴𝐷 = [0 1 0 ] = 𝑃 ′ 𝐴𝑃
0 0 −2
1 −1 3
and 𝑃 = 0 1 −2]
[
0 0 1
𝑄 = 𝑌 ′ 𝐷𝑌

1 0 0 𝑦1
[𝑦1 𝑦2 𝑦3 ] [0 1 0 ] [𝑦2 ]
0 0 −2 𝑦3

= 𝑦12 + 𝑦22 − 2𝑦32

This is now expressed as the sum and difference of the squares of new variables 𝑦1 , 𝑦2 , and 𝑦3. This is called
canonical form.

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-17
Now rank 𝑟 of the given quadratic form = no. of non zero terms in its canonical form = 3 Index 𝑝 = 𝑛𝑜. of
positive squares in canonical form = 2.

Signature of the given quadratic form = excess number of positive squares over number of negative squares in its
canonical form = 2𝑝 − 𝑟 = 4 − 3 = 1.

For value class,

𝑟=𝑛=3
𝑝=2

The value class of the given quadratic form is indefinite.

Now the linear transformation 𝑋 = 𝑃𝑌

𝑥1 1 −1 3 𝑦1
[𝑥2 ] = [0 1 −2] [𝑦2 ]
𝑥3 0 0 1 𝑦3
𝑥1 = 𝑦1 − 𝑦2 + 3𝑦3
𝑥2 = 0𝑦1 + 𝑦2 − 2𝑦3
𝑥3 = 0𝑦1 + 0𝑦2 + 𝑦3
𝑄 = 𝑦12 + 𝑦22 − 2𝑦32

(i) For 𝑸 positive: Take 𝑦1 = 2, 𝑦2 = 1, 𝑦3 = 1

∴ 𝑄 = 4+1−2 = 3
∴ 𝑥1 = 2 − 1 + 3 = 4
⇒ 𝑥2 = 1 − 2 = −1
⇒ 𝑥3 = 1 = 1

Therefore taking 𝑥1 = 4, 𝑥2 = −1, 𝑥3 = 1

𝑄 = (4)2 + 2(−1)2 + 3(1)2 + 2(−1)(1) − 2(1)(4) + 2(4)(−1)

= 16 + 2 + 3 − 2 − 8 − 8 = 3 which is a positive value.

(ii) For 𝑸 negative: Take 𝑦1 = 1, 𝑦2 = 1, 𝑦3 = 2

∴ 𝑄 = 1 + 1 − 8 = −6
⇒ 𝑥1 = 1 − 1 + 6 = 6
⇒ 𝑥2 = 1 − 4 = −3
⇒ 𝑥3 = 2
𝑄 = (6)2 + 2(−3)2 + 3(2)2 + 2(−3)(2) − 2(2)(6) + 2(6)(−3)
= 36 + 18 + 12 − 12 − 24 − 36
= −6

(iii) For 𝑸 zero value: Take 𝑦1 = 1, 𝑦2 = 1, 𝑦3 = 1

∴ 𝑄= 1+1−2= 0
⇒ 𝑥1 = 3
⇒ 𝑥2 = −1
⇒ 𝑥3 = 1
𝑄 = (3)2 + 2(−1)2 + 3(1)2 + 2(−1)(1) − 2(3)(1) + 2(3)(−1)
= 9+2+3−2−6−6
=0

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-18
 3. Reduce the following quadratic form 6𝑥12 + 3𝑥22 + 14𝑥32 + 4𝑥1 𝑥2 + 18𝑥1 𝑥2 + 4𝑥2 𝑥3 . To diagonal form
through congruent transformation.
6 2 9 𝑋1
Solution: The quadratic form can be written as [𝑥1 𝑥2 𝑥3 ] [2 3 2 ] [𝑋2 ]
9 2 14 𝑋3

6 2 9
∴ 𝐴 = [2 3 2 ]
9 2 14

We write 𝐴 = 𝐼𝐴𝐼

6 2 9 1 0 0 1 0 0
[2 3 2 ] = [0 1 0] 𝐴 [0 1 0]
9 2 14 0 0 1 0 0 1
1
𝑅2 − 𝑅1
3

3 6 0 1 00 0
𝑅3 − 𝑅1
2 7 1 1 3
0 −1 − 1 0 1 − −
=3 3 𝐴[ 3 2]
1 0 1 0
𝐶2 − 𝐶1 7 3
3
[0 −1 3 ] [− 2 0 1] 0 0 1
3
𝐶3 − 𝐶1
2

3 6 0 0 1 0 0 1 23
𝑅3 + 𝑅2 7 1 1 − −
7 0 0 − 1 0 3 14
3 = 3 𝐴 3
3 1 23 3 0 1
𝐶3 + 𝐶2 7
7 [0 0 −
14] [ 14 7
1] [
0 0 1 ]

Thus, B = P𝐴𝑃 where B is a diagonal matrix

This means the quadratic form 𝑋 ′ 𝐴𝑋 = 6𝑋12 + 3𝑋22 + 14𝑋32 + 4𝑥1 𝑥2 + 18𝑥1 𝑥3 + 4𝑥2 𝑥3 will be transformed to
7 1
𝑌 ′ 𝐵𝑌 = 6𝑦12 + 3 𝑦22 + 14 𝑦32 by transformation X = PY

1 23 3
⇒ 𝑥1 = 𝑦1 − 𝑦2 − 𝑦3 , 𝑥2 = 𝑦2 + 𝑦3 , 𝑥3 = 𝑦3
3 14 7

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-19
4. Show that the quadratic form 𝟔𝒙𝟐 + 𝟏𝟕𝒚𝟐 + 𝟑𝒛𝟐 − 𝟐𝟎𝒙𝒚 − 𝟏𝟒𝒚𝒛 + 𝟖𝒛𝒙 in three variables is positive

semi definite. Find a non zero set of values of 𝒙, 𝒚, 𝒛 for which the form assumes positive value.

6 −10 4 𝑥
Solution: We have quadratic form 𝑄 = [𝑥 𝑦 𝑧] [−10 17 −7] [𝑦]
4 −7 3 𝑧

6 −10 4
The matrix 𝐴 of the quadratic form is 𝐴 = [−10 17 −7]
4 −7 3

Let 𝐴 = 𝐼3 𝐴𝐼3

6 −10 4 1 0 0 1 0 0
⇒ [−10 17 −7] = [0 1 0] 𝐴 [0 1 0]
4 −7 3 0 0 1 0 0 1
6 −30 4 1 0 0 1 0 0
By 3𝑅2 and 3𝐶2 [−30 153 −21] = [0 3 0] 𝐴 [0 3 0]
4 −21 3 0 0 1 0 0 1
6 −30 12 1 0 0 1 0 0
By 3𝑅3 and 3𝐶3 [−30 153 −63] = [0 3 0] 𝐴 [0 3 0]
12 −63 27 0 0 3 0 0 3
6 −30 12 1 0 0 1 0 0
By 𝑅2 + 5𝑅1 [ 0 3 −3] = [5 3 0] 𝐴 [0 3 0]
12 −63 27 0 0 3 0 0 3
6 0 12 1 0 0 1 5 0
By 𝐶2 + 5𝐶1 [ 0 3 −3] = [5 3 0] 𝐴 [0 3 0]
12 −3 27 0 0 3 0 0 3
6 0 12 1 0 0 1 5 0
By 𝑅3 − 2𝑅1 [0 3 −3] = [ 5 3 0] 𝐴 [0 3 0]
0 −3 3 −2 0 3 0 0 3
6 0 0 1 0 0 1 5 −2
By 𝐶3 − 2𝐶1 [0 3 −3] = [ 5 3 0] 𝐴 [0 3 0 ]
0 −3 3 −2 0 3 0 0 3
6 0 0 1 0 0 1 5 −2
By 𝑅3 + 𝑅2 [0 3 −3] = [5 3 0] 𝐴 [0 3 0 ]
0 0 0 3 3 3 0 0 3
6 0 0 1 0 0 1 5 3
By 𝐶3 + 𝐶2 [0 3 0] = [5 3 0] 𝐴 [0 3 3]
0 0 0 3 3 3 0 0 3

= 𝑃 ′ 𝐴𝑃
1 5 3
∴ 𝑃 = [ 0 3 3]
0 0 3

6 0 0 𝑦1
𝑄 = 𝑌 𝐷𝑌 = [𝑦1
′ 𝑦2 𝑦3 ] [0 3 0] [𝑦2 ]
0 0 0 𝑦3
∴ 𝑄 = 6𝑦12 + 3𝑦22 + 0𝑦32

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-20
This is now expressed as sum and difference of the squares of new variable 𝑦1 , 𝑦2 , 𝑦3. This is called canonical form.
Now rank 𝑟 of the given quadratic form = no. of non zero terms in its canonical form = 2 index 𝑝 = no. of positive
squares in normal form = 2. Signature of the given quadratic form is the excess number of positive squares over
number of negative squares in its canonical form = 2𝑝 − 𝑟 = 4 − 2 = 2
The value class of the given quadratic form is positive semi definite.
Now 𝑄 = 6𝑦12 + 3𝑦22 + 0𝑦32
Now the linear transformation as 𝑋 = 𝑃𝑌

𝑥 1 5 3 𝑦1
[𝑦] [0 3 3] = [𝑦2 ]
𝑧 0 0 3 𝑦3
∴ 𝑥 = 𝑦1 + 5𝑦2 + 3𝑦3
𝑦 = 0𝑦1 + 3𝑦2 + 3𝑦3
𝑧 = 0𝑦1 + 0𝑦2 + 3𝑦3

For 𝑄 to be positive

𝑦1 = 1, 𝑦2 = 1, 𝑦3 = 0
𝑄 = 6(1)2 + 3(1)2 − 0 = 9
∴ 𝑥 = 6, 𝑦 = 3, 𝑧 = 0

Putting these values in the given quadratic form,

𝑄 = 6(6)2 + 17(3)2 − 24(6)(3)

= 9, [ Positive value ]

5. Reduce the following quadratic form to canonical form by

(a) congruent transformation
(b) orthogonal transformation

State the transformation matrix in each case. Also find the rank, index and signature of quadratic
form and class value.

𝑸 = 𝟔𝒙𝟐𝟏 + 𝟑𝒙𝟐𝟐 + 𝟑𝒙𝟐𝟑 − 𝟒𝒙𝟏𝒙𝟐 + 𝟒𝒙𝟏 𝒙𝟑 − 𝟐𝒙𝟐 𝒙𝟑

Solution: The quadratic form can be expressed as

6 −2 2 𝑥1
𝑄 = 𝑋 𝐴𝑋 = [𝑥1
′ 𝑥2 𝑥3 ] [−2 3 −1] [𝑥2 ]
2 −1 3 𝑥3

(a) Congruent transformation

𝐴 = 𝐼3 𝐴𝐼3
6 −2 2 1 0 0 1 0 0
[−2 3 −1] = [0 1 0] 𝐴 [0 1 0]
2 −1 3 0 0 1 0 0 1

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-21
 1 1 6 −2 2 1 0 0 1 1/3 −1/3
𝑅2 + 𝑅1 , 𝑅3 − 𝑅1 [ 0 7/3 −1/3]=[ 1/3 1 0] 𝐴 [0 1 0 ]
3 3 0 −1/3 7/3 −1/3 0 1 0 0 1

1 6 0 0 1 0 0 1 1/3 −2/7
𝐶3 + 𝐶2 [0 7/3 0 ] = [ 1/3 1 0] 𝐴 [0 1 1/7 ]
7 0 0 16/7 −2/7 1/7 1 0 0 1

Thus the transformation matrix is

1 1/3 −2/7
𝑃 = [0 1 1/7 ]
0 0 1

and the transformation is

1 1/3 −2/7 𝑦1
𝑋 = 𝑃𝑌 = [0 1 1/7 ] [𝑦2 ]
0 0 1 𝑦3
1 2
⇒𝑥1 = 𝑦1 + 𝑦2 − 𝑦3 ;
3 7
1
⇒𝑥2 = 0𝑦1 + 𝑦2 + 𝑦3 ;
7
⇒𝑥3 = 0𝑦1 + 0𝑦2 + 𝑦3

Thus the canonical form of quadratic form is

𝑄 = 𝑌 ′ 𝐷𝑌
6 0 0 𝑦1
= [𝑦1 𝑦2
𝑦3 ] [0 7/3 0 ] [𝑦2 ]
0 0 16/7 𝑦3
7 16
= 6𝑦12 + 𝑦22 + 𝑦32
3 7

Rank of quadratic form 𝑟 is the rank of matrix 𝐷 is 3 .

Index of quadratic form 𝑝 is the number of positive terms in quadratic form is 3 .
Signature of quadratic form is the excess of positive terms over negative terms i.e. ( 𝑟 − 𝑝 ) is known as signature
of quadratic form = 3 − 0 = 3.
Here rank of the quadratic form is equal to the index of quadratic form. Now the canonical form contains all
positive terms 𝐶𝑟 > 0. Hence quadratic form is called positive definite.

(b) Orthogonal Transformation

6−𝜆 −2 2
The characteristic equation for 𝐴 is | −2 3−𝜆 −1 | = 0
2 −1 3−𝜆

⇒ (−1)3 𝜆3 + (12)𝜆2 − 36𝜆 + 32 = 0

𝜆3 − 12𝜆2 + 36𝜆 − 32 = 0
(𝜆 − 2)(𝜆 − 2)(𝜆 − 8) = 0
𝜆1 = 2, 𝜆2 = 2, 𝜆3 = 8

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-22
 −2 −2 2 𝑥1 0
For 𝜆1 = 8, the eigen vectors given by [−2 −5 −1] [𝑥2 ] = [0]
2 −1 −5 𝑥3 0
Let us obtain the rank of the matrix

−2 −2 2
𝐴 − 𝜆𝐼 = [−2 −5 −1]
2 −1 −5
−2 −2 2
𝑅2 − 𝑅1 , 𝑅3 + 𝑅1 ∼ [ 0 −3 −3]
0 −3 −3
−2 −2 2
𝑅3 − 𝑅2 ∼ [ 0 −3 −3]
0 0 0
⇒ −2𝑥1 − 2𝑥2 + 2𝑥3 = 0
⇒ 0𝑥1 − 3𝑥2 − 3𝑥3 = 0
𝑥1 −𝑥2 𝑥3 2 −3 − 1
22 = = |= |
−2 −3 −2 0 −2
𝑥1 𝑥2 𝑥3
⇒ = =
12 −6 6
𝑥1 𝑥2 𝑥3
⇒ = =
2 −1 1
2
⇒ 𝑋1 = [−1]
1

For 𝜆2 = 2,
To find rank of matrix 𝐴 − 𝜆𝐼

(𝐴 − 𝜆𝐼)𝑋 = 0
4 −2 2 𝑥1 0
Gives [−2 1 −1] [𝑥2 ] = [0]
2 −1 1 𝑥3 0

4 −2 2
∴ rank of [−2 1 −1]
2 −1 1
4 −2 2
𝑅3 + 𝑅2 gives [−2 1 −1]
0 0 0
1 4 −2 2
𝑅2 + 𝑅1 gives [0 0 0]
2
0 0 0

Rank is 1.
∴ G.M. = no. of unknown rank = 3 − 1 = 2

4 −2 2 𝑥1 0
[0 0 0] [𝑥2 ] = [0]
0 0 0 𝑥3 0
∴ 4𝑥1 − 2𝑥2 + 2𝑥3 = 0
⇒ 2𝑥1 − 𝑥2 + 𝑥3 = 0

Putting 𝑥2 = 0, 𝑥1 = 1, 𝑥3 = −2

1
𝑋2 = [ 0 ]
−2

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-23
 𝑙
Now eigen vectors of 𝑋3 = [𝑚 ] so chosen that 𝑋2 + 𝑋3 , 𝑋1 + 𝑋3.
𝑛

∴ 𝑙 + 0𝑚 − 2𝑛 = 0
⇒ 2𝑙 − 𝑚 + 𝑛 = 0

By Cramer's rule,

𝑙 −𝑚 𝑛
= =
0 −2 1 −2 1 0
| | | | | |
−1 1 2 1 2 −1
𝑙 −𝑚 𝑛
⇒ = =
−2 −5 −1
−2 2
𝑋3 = [−5] = [5]
−1 1

The matrix of eigen vectors is

2 1 2
𝑀 = [−1 0 5]
1 −2 1

Normalizing the column of 𝑀 we get the orthogonal transformation matrix as

2/√6 1/√5 2/√30

𝑃 = [−1/√6 0 5/√30] Note (𝑃𝑃 ′ = 𝑙 ) ∴ 𝑃 −1 = 𝑃 ′
1/√6 −2/√5 1/√30

The orthogonal transformation 𝑋 = 𝑃𝑌 is

𝑥1 2/√6 1/√5 2/√30 𝑦1

[𝑥2 ] = [−1/√6 0 5/√30] [𝑦2 ]
𝑥3 𝑦
1/√6 −2/√5 1/√30 3
2 1 2
𝑥1 = 𝑦1 + 𝑦2 + 𝑦3
√6 √5 √30
1 5
𝑥2 = − 𝑦1 + 0𝑦2 + 𝑦3
6 √70
1 2 1
𝑥3 = 𝑦1 − 𝑦2 + 𝑦3
√6 √5 √30

The canonical form of quadratic form under orthogonal transformation is

𝐵 0 0 𝑦1
𝑄 = 𝑌 𝐷𝑌 = [𝑦1
′ 𝑦2 𝑦3 ] [0 2 0] [𝑦2 ] = 8𝑦12 + 2𝑦22 + 2𝑦32
0 0 2 𝑦3

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-24
 PROBLEMS

1. Reduce the following quadratic forms to diagonal form through congruent transformations.
(a) 𝑥 2 + 2𝑦 2 + 7𝑧 2 − 4𝑥𝑦 + 8𝑥𝑧
[Ans: 𝑢2 − 2𝑣 2 + 9𝑤 2 ]
(b) 𝑥 2 + 2𝑦 2 + 2𝑧 2 − 2𝑥𝑦 − 2𝑦𝑧 + 𝑧𝑥
1
[Ans: 𝑢2 + 𝑣 2 + 𝑤 2 ]
2

(c) 𝑥 + 2𝑦 − 3𝑧 2 + 5𝑤 2 − 4𝑥𝑦 + 8𝑦𝑧 + 2𝑦𝑤 − 2𝑧𝑥

2 2

11 2
|Ans: 𝑝2 − 2𝑞2 − 2𝑟 2 + 2
𝑠 ]

2. Reduce the quadratic form 5𝑥12 + 26𝑥22 + 10𝑥32 + 6𝑥1 𝑥2 + 4𝑥2 𝑥3 + 14𝑥3 𝑥1 to normal form Show that positive
semi-definite and find non zero set of values of 𝑋1 , 𝑋2 , 𝑋3 which will make the quadratic form zero.
3. Reduce the following quadratic forms to canonical form by congruent transformations. State also form of the
quadratic form.
(a) 𝑥 2 − 2𝑦 2 + 3𝑧 2 − 4𝑦𝑧 + 6𝑧𝑥
(b) 𝑥12 + 2𝑥22 + 3𝑥32 + 2𝑥1 𝑥2 − 2𝑥1 𝑥3 + 2𝑥2 𝑥3
1 2 3
4. Find the orthogonal matrix which will diagonalise the matrix 𝐴 = [2 4 6]
3 6 9
5. Reduce the quadratic form 𝑋 ′ 𝐴𝑋 = 3𝑥12 + 3𝑥32 + 4𝑥1 𝑥2 + 8𝑥1 𝑥3 + 4𝑥2 𝑥3 to the form 𝜆1 𝑦12 + 𝜆2 𝑦22 + 𝜆1 𝑦32
where 𝜆1 , 𝜆2 , 𝜆3 are cigen values of 𝐴. Hence, deduce that 𝑋 ′ 𝐴𝑋 is indefinite and find 𝑋 ≠ 0 such that 𝑋 ′ 𝐴𝑋 =
0
6. Reduce the quadratic form 2𝑥𝑦 + 2𝑦𝑧 + 2𝑧𝑥 by orthogonal reduction to diagonal form n

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-25
4.3. CORRELATION
1. Find rank coefficient of correlation

X: 12 17 22 27 32
Y: 113 119 117 115 121

Solution:
Sr no X R1 y R2 d=R1-R2 d2
1 12 5 113 5 0 0
2 17 4 119 2 2 4
3 22 3 117 3 0 0
4 27 2 115 4 -2 4
5 32 1 121 1 0 0
N=5 ∑ 𝑑2 =8

6 ∑ 𝑑2
R=1- 𝑛3 −𝑛
6×8
=1-53 −5
48
=1-120
=1-0.4
R=0.6 -1≤ 𝑅 ≤ 1

2.Find rank coefficient of correlation

X: 32 55 49 60 43 37 43 49 10 20
Y: 40 30 70 20 30 50 72 60 45 25

Solution:

Sr no x R1 y R2 d=R1-R2 d2
1 32 8 40 6 2 4
2 55 2 30 7.5 -5.5 30.25
3 49 3.5 70 2 1.5 2.25
4 60 1 20 10 -9 81
5 43 5.5 30 7.5 -2 4
6 37 7 50 4 3 9
7 43 5.5 72 1 45 20.25
8 49 3.5 60 3 0.5 0.25
9 10 10 45 5 5 25
10 20 9 25 9 0 0
N=10 ∑ 𝑑2 = 176

1 1 1
6[∑ 𝑑2 + (𝑚13 −𝑚1 )+ (𝑚23−𝑚2 )+ (𝑚33−𝑚3 )]
R=1- 12 12 12
𝑛3−𝑛
1 1 1
6[176+ (8−2)+ (8−2)+ (8−2)]
=1- 12 12
103 −10
12

6[177.5]
R = 1- 990
= 0.07

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3. Calculate the correlation coefficient from the following data

X: 68 64 75 50 64 80 75 40 55 64
Y: 62 58 68 45 81 60 68 48 50 70

Solution:

Sr.no X R1 Y R2 d=R1-R2 𝑑2
1 68 4 62 5 -1 1
2 64 6 58 7 -1 1
3 75 2.5 68 3.5 -1 1
4 50 9 45 10 -1 1
5 64 6 81 1 5 25
6 80 1 60 6 -5 25
7 75 2.5 68 3.5 -1 1
8 40 10 48 9 1 1
9 55 8 50 8 0 0
10 64 6 70 2 4 16
n=10 ∑ 𝑑2 = 72

1 1 1
6[∑ 𝑑2 + (𝑚13 −𝑚1 )+ (𝑚23−𝑚2 )+ (𝑚33−𝑚3 )]
R=1- 12 12 12
𝑛3−𝑛
1 1 1
6[72+ (8−2)+ (27−3)+ (8−2)]
=1- 12 12
103 −10
12

6×75
R = 1- 990 = 0.52

4. Calculate the correlation coefficient from the following data

𝑿: 𝟐𝟑 𝟐𝟕 𝟐𝟖 𝟐𝟗 𝟑𝟎 𝟑𝟏 𝟑𝟑 𝟑𝟓 𝟑𝟔 𝟑𝟗
𝒀: 𝟏𝟖 𝟐𝟐 𝟐𝟑 𝟐𝟒 𝟐𝟓 𝟐𝟔 𝟐𝟖 𝟐𝟗 𝟑𝟎 𝟑𝟐
Solution:

𝑥 𝑦 𝑥2 𝑦2 𝑥𝑦
23 18 529 324 414
27 22 729 484 594
28 23 784 529 644
29 24 841 576 696
30 25 900 625 750
31 26 961 676 806
33 28 1089 784 924
35 29 1225 841 1015
36 30 1296 900 1080
39 32 1521 1024 1248
Σ𝑥 = 311 Σ𝑦 = 257 Σ𝑥2 = 9875 Σ𝑦2 = 6763 Σ𝑥y = 8171

Now
This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-27
 𝑛Σ𝑥𝑦 − (Σ𝑥)(Σ𝑦)
𝑟=
√𝑛Σ𝑥 2 − (Σ𝑥)2 √𝑛Σ𝑦 2 − (Σ𝑦)2
10 × 8171 − 311 × 257
𝑟=
√10 × 9875 − (311)2 ⋅ √10 × 6763 − (257)2
81710 − 79927
𝑟=
√98750 − 96721√67630 − 66049
1783
𝑟= = 0.9954
1791.301

5. Calculate the correlation coefficient from the following data:

𝑿: 𝟏𝟎𝟎 𝟐𝟎𝟎 𝟑𝟎𝟎 𝟒𝟎𝟎 𝟓𝟎𝟎

𝒀: 𝟑𝟎 𝟒𝟎 𝟓𝟎 𝟔𝟎 𝟕𝟎

Solution: Karl Pearson’s correlation co-efficient:

𝑋 𝑌 𝑥 − 300 𝑦 − 50 𝑢2 𝑣2 𝑢𝑣
𝑢= 𝑣=
100 10
100 30 −2 −2 4 4 4
200 40 −1 −1 1 1 1
300 50 0 0 0 0 0
400 60 1 1 1 1
500 70 2 2 4 4 4
Total 0 0 10 10 10
n=5
𝑛 ∑ 𝑢𝑣 − ∑ 𝑢 ∑ 𝑣
𝑟𝑥.𝑣 = 𝑟𝑢.𝑣 =
√𝑛 ∑ 𝑢2 − (∑ 𝑢)2 √𝑛 ∑ 𝑣 2 − (∑ 𝑣)2

5(10) − (0)(0)
=
√5(10) − (10)2 √5(10) − (0)2

Correlation coefficient =1.

6. Compute spearman’s rank correlation coefficient from the following data.

X 18 20 34 52 12
y 39 23 35 18 46

Solution: Let R be the spearman’s rank correlation coefficient of 𝑥 and 𝑦. We have,

6 ∑ 𝑑2
𝑅 =1−
𝑁3 − 𝑁

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-28
 Where, N = Numbers of observations, Here N=5 Consider the following table

X Y 𝑅𝑥 𝑅𝑦 𝑑1 = 𝑅𝑥 − 𝑅𝑦 𝑑12

18 39 4 2 2 4

20 23 3 4 -1 1

34 35 2 3 -1 1

52 18 1 5 -4 16

15 46 5 1 4 16

38

We have,
6(38) 6(38) 228
𝑅 = 1− = 1 − = 1 −
53 − 5 125 − 5 120
𝑹 = −𝟎. 𝟗

7. Calculate R and r from the following data.

X: 12 17 22 27 32
Y: 113 119 117 115 121

Interpret your result.

Solution: The values of 𝑅 and 𝑟 come out to be equal.

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-29
4.4. REGRESSION

1. Definition: A method of estimating the value of one variable when that of other is known and when that
of other is known and the variables are correlated.
2. Types of line of Regression : There are of two type as follow
(a) Line of Regression of 𝑦 on 𝑥, which is given as,
𝑦 = 𝑎 + 𝑏𝑥
(b) Line of Regression of 𝑥 on 𝑦, which is given as
𝑦 = 𝑎 + 𝑏𝑦

3. Method of obtaining the Regression:

a) Method of scotter diagram: In this method, we plot a graph in which, one variable which is plotted on X –axis
and other variable is plotted on Y – axis and If they are correlated perfectly

Example: Given the following pair of variables x and y

X: 1 2 3 4
Y: 2 2 3 4

Plot the point on graph and draw line of Regression

b) Method of least square: This method is classified in two type As given follows :

i) By using summation: Consider we want to derive the regression of y on X then it

is given as.
𝑦 = 𝑎 + 𝑏𝑥
Now we have two following summation equation as follow,

∑ 𝑦 = 𝑎𝑛 + 𝑏 ∑ 𝑥
∑ 𝑥𝑦 = 𝑎 ∑ 𝑦 + 𝑏 ∑ x2

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-30
By using the given data we find the Reburied term and sub, by that we get the constant 𝑎 and 𝑏. Similarly, for
regression of 𝑥 on 𝑦 is given as
𝑥 = 𝑎 + 𝑏𝑦
And summation e𝑞𝑛 is given as

∑ 𝑥 = 𝑎𝑛 + 𝑏 ∑ 𝑦
∑ 𝑥𝑦 = 𝑎 ∑ 𝑦 + 𝑏 ∑ 𝑦2

ii) By using 𝒃𝒙𝒚 and 𝒃𝒚𝒙:

𝑏𝑥𝑦 = slope of line,

⟹ 𝑥 = 𝑎 + 𝑏𝑦
𝑏𝑦𝑥 = slope of line,

⟹ 𝑦 = 𝑎 + 𝑏𝑥
consider, 𝑏𝑦𝑥 given as
∑ 𝑥𝑦 ∑ 𝑥 ∑ 𝑦
𝜎𝑦 𝑛 − ( 𝑛 ) ( 𝑛 ) ∑ 𝑥𝑦
𝑏𝑦𝑥 =𝑟 = =
𝜎𝑥 ∑ 𝑥2 ∑ 𝑥 2 ∑ 𝑥2
−( )
𝑛 𝑛

Also,

∑ 𝑥𝑦 ∑ 𝑥 ∑ 𝑦
𝜎𝑥 −( )( ) ∑ 𝑥𝑦
𝑛 𝑛 𝑛
𝑏𝑥𝑦 =𝑟 = =
𝜎𝑦 ∑ 𝑦2 ∑ 𝑥 2 ∑ 𝑦2
𝑛 − ( 𝑛 )

where 𝑟 = coefficient of regression

𝜎x = S. D of x
𝜎y = S. D of 𝑦

Regression of Line by using 𝑏𝑥𝑦 and 𝑏𝑦𝑥 is given as,

(𝑥 − 𝑥‾) = 𝑏𝑥𝑦 (𝑦 − 𝑦‾)

(𝑥 − 𝑥‾) = 𝑏𝑥𝑦 (𝑦 − 𝑦‾)
(𝑦 − 𝑦‾) = 𝑏𝑥𝑦 (𝑥 − 𝑥‾)

Where 𝑋‾ = mean of 𝑥; 𝑦‾ = mean of 𝑦

4. Coefficient of Regression (r): It is given as,

𝑟 = √𝑏𝑥𝑦 × 𝑏𝑦𝑥

Case 1) when 𝑏𝑥𝑦 , 𝑏𝑦𝑥 > 0 then r, 0 < 𝑟 ≤ 1

Case 2) when 𝑏𝑥𝑦 , 𝑏𝑦𝑥 < 0 then r should be negative and 0 > 𝑟 > −1

5. Acute angle between the line of Regression:

Let 𝜃 be the angle between the regression Line then it is given as,

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-31
 1 − 𝑟2 𝜎𝑥 ⋅ 𝜎𝑦
tan 𝜃 = ( )( 2 )
𝑟 𝜎𝑥 + 𝜎𝑦 2

6.Choice of Regression Line: For estimating the value of one variable when other is known, we have to select
the line of regression suppose we have two line of Regression as follows.
𝑦 = 𝑎 + 𝑏𝑥, and 𝑥 = 𝑎 + 𝑏𝑦
And we want to estimate y for x = 20 The following
procedure to be followed.
Step (i) Find the sloppy of 1 equation and denote it as byx and similarly for 2nd equation denote as bxy
Step (ii) Find the r values
(a) If r value Line between 0 and 1; Both pair of line of Regression are original and to estimate are
original and estimate y we should uses equation 1
(b) If r value doesn’t Line between o and 1; Both pair of line is not original and to estimation y, we have
to reverse the equation.

SOLVED PROBLEMS

1. The following data gives the marks in two short examination obtained by 5 student in
mathematics
Marks in the 1st exam (x): 6 2 10 4 8
Marks in the 2nd exam(y): 9 11 5 8 7 Determine the
regression of line of y on x.

Solution: The regression of line of 𝑦 on 𝑥 is as follows

𝑦 = 𝑎 + 𝑏𝑥 … … … (1)
As we have summation equation as

∑ 𝑦 = 𝑎𝑛 + 𝑏 ∑ 𝑥 … … … (2)

∑ 𝑥𝑦 = 𝑎 ∑ 𝑥 + 𝑏 ∑ 𝑥2 … … … (3)

Form the above data; we draw the table as,

Sr no X Y 𝑋2 Xy
1 6 9 36 54
2 2 11 4 22
3 10 5 100 50
4 4 8 16 32
5 8 7 64 56

N=5 ∑ 𝑥 = 30 ∑ 𝑥 = 40 ∑ 𝑥2 = 220 ∑ 𝑥𝑦 = 214

Therefore equation 2 and 3 become,

40 = 5𝑎 + 30𝑏

214 = 30𝑎 + 220𝑏

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-32
 Solving above two equations we get
𝐴 = 11.9
𝐵 = −0.65
𝑌 = 11.9 − 0.65

2. The following data regarding the heights and weight of 100 college students are given as follow;
Also

Solution: The given data is

∑ 𝑋 = 15000; ∑ 𝑦 = 6800; ∑ 𝑥 2 = 2272500; ∑ 𝑦 2 = 463052

∑ 𝑋𝑦 = 1022250
∑ 𝑥𝑦 ∑ 𝑥 ∑ 𝑦 1022250 15000 6800
𝑛 − ( 𝑛 ) ( 𝑛 ) ( 100 ) − ( 100 ) ( 100 )
Now 𝑏𝑥𝑦 = =
∑ 𝑦2 ∑ 𝑦 2 (
463025
)−(
6800
)
𝑛 − ( 𝑛 ) 100 100 2
∴ 𝑏𝑥𝑦 = 3.6
∑ 𝑥𝑦 ∑ 𝑥 ∑ 𝑦 1022250 15000 6800
𝑛 − ( 𝑛 ) ( 𝑛 ) ( 100 ) − ( 100 ) ( 100 )
𝑏𝑦𝑥 = =
∑ 𝑥2 ∑ 𝑥 2 (
2272500
)−(
15000
)2
𝑛 − ( 𝑛 ) 100 100
𝑏𝑦𝑥 = 0.1

Solution: 𝑟 = √𝑏𝑥𝑦 ∗ 𝑏𝑦𝑥 = √3.6 ∗ 0.1 = 0.3

Now equation of line of Regression is,

(−𝑦‾) = byx (𝑥 − 𝑥‾)

∑ 𝑦 6800 ∑ 𝑥 15000
𝑦‾ = = = 68; 𝑥‾ = = = 150
𝑛 100 𝑛 100
(𝑦 − 68) = 0.1(𝑥 − 150)
𝑌 − 68 = 0.1𝑥 − 15
𝑌 = 0.1𝑥 + 53

3. Find the angle between the line of regression using the following data:

𝐍 = 𝟏𝟎, ∑ 𝒙 = 𝟐𝟕𝟎 ∑ 𝒚 = 𝟔𝟑𝟎𝝈𝒙 = 𝟒𝝈𝒚 = 𝟓, 𝐑𝐱𝐲 = 𝟎. 𝟔

Solution: let 𝜃 be the angle between the lines of Regression,

(1 − 𝑟 2 ) 𝜎𝑥 ⋅ 𝜎𝑦 1 − (0.6)2 4.5
tan 𝜃 = ( 2 2
) = ( )( )
𝑟 𝜎𝑥 + 𝜎𝑦 0.6 16 + 25
so
tan 𝜃 = 0.52
𝜃 = tan−1 (0.52)

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-33
 4. State true or false with justification. If the two line of regression are 𝒙 + 𝟑𝒚 − 𝟓 = 0 and 𝟒𝒙 + 𝟑𝒚 −
𝟖 = 𝟎 then the correlation coefficient is +0.5.
Solution: 𝑥 + 3𝑦 = 0

∴ 3𝑦 = 5 − 𝑥
1 5
∴𝑦=− 𝑥+
3 3

And 4𝑥 + 3𝑦 − 8 = 0

∴ 3𝑦 = −4𝑥 + 8
4 8
∴𝑦=− +
3𝑥 3

1 4
Let 𝑏1 = − and 𝑏2 = −
3 3
Since, |𝑏1 | < |𝑏2 |,

1
𝑏𝑦𝑥 = 𝑏1 = −
3
1 3
𝑏𝑥𝑦 = =−
𝑏2 4

Hence Equation (1) is regression equation of Y on X and Equation (2) is regression equation of X on Y .

−1 −3
∴ 𝑟 = ±√𝑏𝑦𝑥 𝑏𝑥𝑦 = ±√ ×
3 4

1 1
= ±√ = ±
4 2
= ±0.5

5. Obtain the equation of the line regression of cost on age from the following table giving the age of the
car of certain make and the annual maintenance cost. Also find maintenance cost if age of the car is 9
years.

Age of the car (in years): 𝒙 2 4 6 8

Maintenance cost (in Thousands): y 5 7 8.5 11

Solution: Let 𝑎 = 5, 𝑏 = 8, 𝐶 = 1
Here 𝑛 = −4

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-34
 𝑋 𝑌 𝑢 =𝑋−5 𝑉 = 𝑦−8 𝑢2 𝑢𝑣

2 5 -3 -3 9 9

4 7 -1 -1 1 1

6 8.5 1 0.5 1 0.5

8 11 3 3 9 9

Σ 0 -0.5 20 19.5

∑𝑢 0
𝑥̅ = 𝑎 + 𝑐𝑢̅ = 𝑎𝑐 =5+1× = 4
𝑛 4
∑𝑢 −0.5
𝑦̅ = 𝑏 + 𝑐𝑢̅ = 𝑏 + 𝑐 = 8+1× = 7.875
𝑛 4
𝑛 ∑ 𝑢𝑣 − ∑ 𝑢 ∑ 𝑣 4 (19.5 ) − 0 (−0.5)
𝑏𝑥𝑦 = 𝑏𝑣𝑢 = = = 0.975
𝑛 ∑ 𝑢2 4(20) − (0)2
∴ Regression Equation Y on X is

𝑦 − 𝑦 = 𝑏𝑦𝑥 (𝑥 − 𝑥)

∴ 𝑦 − 7.875 = 0.975(𝑥 − 5)
𝑦 = 0.975𝑥 + 3
When x is 9 years
∴ y = 0.975(9) + 3 = 11.775
∴ Maintenance cost for a car 9 years old is 11.775 × 1000 = 11775units.

6. It is given that the means of x and y are 5 and 10. If the line of regression of y on x is parallel to the
line 𝟐𝟎𝒚 = 𝟗𝒙 + 𝟒𝟎, estimate the value of y for 𝒙 = 𝟑𝟎.
Solution: Given means of x and y are 5 and 10.
∴ 𝑥 = 5; 𝑦 = 10
Given line is 20𝑦 = 9𝑥 + 40
𝟗 𝟒𝟎
∴𝒚= 𝒙+
𝟐𝟎 𝟐𝟎
𝟗
Slope of the above line (𝒎𝟏 ) = 𝟐𝟎
Slope of regression of y on x (𝑚2 ) = 𝑏𝑦𝑥
Since two lines are parallel (𝑚1) = (𝑚2)
𝟗
𝑏𝑏𝑏= 𝟐𝟎
∴ Regression equation of Y on X is 𝑦 − 𝑦 = 𝑏𝑦𝑥 (𝑥 − 𝑥)

𝟗
∴ 𝒚 − 𝟏𝟎 =(𝒙 − 𝟓)
𝟐𝟎
∴ 20𝑦 − 200 = 9𝑥 − 45
∴ 20𝑦 = 9𝑥 + 155
𝑊ℎ𝑒𝑛 x = 30

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-35
 ∴ 20𝑦 = 9(30) + 155
∴ 𝑦 = 21.25

Estimate value of y for x = 30 is 21.55

7. The regression lines of a sample are 𝒙 + 𝟔𝒚 = 𝟔 and 𝟑𝒙 + 𝟐𝒚 = 𝟏𝟎. Find (i) mean of 𝒙 and 𝒚 and
(ii) coefficient of correlation between 𝒙and 𝒚.
Solution: (i) Give regression lines are
𝑥 + 6𝑦 − 6 = 0 ; 3𝑥 + 2𝑦 − 10 = 0
They pass through the point 𝑥, 𝑦 we get
𝑥+6𝑦=6 … … … … (1)
3𝑥 + 2 𝑦 = 106 … … … … (2)
3 × 𝐸𝑞𝑢𝑎𝑡𝑖𝑜𝑛 1 – 𝐸𝑞𝑢𝑎𝑡𝑖𝑜 (2)
3𝑥 + 18 𝑦 = 18
3𝑥 + 2𝑦 = 10
− − −

16 𝑦 = 8
1
𝑦̅ = 8 − 16 = 2
1
Put 𝑦̅= 𝑖𝑛 equation (1)
2
1
𝑥̅ + 6 × = 6
2

𝑥+3=6
𝑥=3
1
Means of 𝑥 and 𝑦 are𝑥̅ = 3, 𝑦̅ =
2

(ii) 𝑥 = −6𝑦 + 6 ∴ 𝑏𝑥𝑦 = −6

2𝑦 = 10 – 3x
3
⟹ 𝑦 = 5 −2 𝑥
3
∴ 𝑏𝑦𝑥 = − 2

Coefficient of correlation between 𝑥and 𝑦 is,

−3
𝑟 = √𝑏𝑥𝑦 𝑏𝑦𝑥 = √−6 × = √9 = 3
2

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-36
 PROBLEMS

1. You are given the following data:

X Y
Arithmetic mean 36 85
Standard deviation 11 08

Correlation coefficient between X and Y = 0. 66

(a) Find the two regression equations.
(b) Estimate the value of 'X' when 'Y' = 75.

2. Prove that: 𝜎3𝑥 2 − 6𝑦 = 𝜎2𝑦 − 2𝛾𝜎𝑥 𝜎𝑦

3. If the tangent of the angle made by the line of regression of y on x is 0.6 and
𝜎𝑦 = 2𝜎 . Find the correlation between x and y
4. Fit a second degree parabolic curve to the following data:

X: 1 2 3 4 5 6 7 8 9

Y: 2 6 7 8 10 11 11 10 9

5. Given 6𝑌 = 5𝑋 + 90 , 15𝑋 = 8𝑌 + 130 , 𝜎2𝑥 = 16. Find (i) 𝑥 and 𝑦 (ii) 𝑟 and 𝜎𝑦 2.

6. If the tangent of the angle made by the line of regression of y on x is 0.6 and
𝜎𝑦 = 2𝜎 . Find the correlation between x and y.

7. Obtain the rank correlation coefficient from the following data:

X: 10, 12, 18, 18, 15, 40
Y : 12, 18, 25, 25, 50, 25
8. Out of consignment of 1, 00, 000 tennis balls, 400 were selected at random and examined. It was found
that 20 of these were defective. How many defective balls you can reasonably expect to have in the whole
consignment at 95% confidence level?

9. From the following data calculate Spearman's rank correlation between x and y:

X: 36, 56, 20, 42, 33, 33, 50, 15, 60

Y: 50, 35, 70, 58, 75, 60, 45, 80, 38

10. Fit a straight line to the following data:

Year (x) 1951 1961 1971 1981 1991

Production (y) (000 tons) 10 12 8 10 13

Also estimate the production in 1987.

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 4-37
11. The following marks have been obtained by a class of students in Stats (out of 100):

Paper I 45 55 56 58 60 65 68 70 75 80 85

Paper II 56 50 48 60 62 64 65 70 74 82 90
Find the equations of lines of regression.

12. Fit a straight line to the following data:

x 1 2 3 4 5 6
y 49 54 60 73 80 86

13. The following data gave the growth of employment in lakhs in organized sector in India between 1988
and 1995:

Year 1988 1989 1990 1991 1992 1993 1994 1995

Public Sector 98 101 104 107 113 120 125 128
Privat 65 65 67 68 68 69 68 68
e
Sector
Find the correlation coefficient between the employment in public sectors and private sectors and give
your comments.

14. Two Judges in a beauty contest gave the following marks out of 50 to 9 contestants:

Judge A 20 25 22 27 23 26 34 24 32
Judge B 30 42 45 46 33 34 40 35 39

Do the two Judges appear to agree in their standards? When will agreement complete?

15. Show that the second degree curve fitting the following data is given by 𝑣 = 3 + 0.85𝑢 − 0.27𝑢2 where
𝑢 = 𝑥 − 5, 𝑣 = 𝑦 − 7. Also find 𝑦 𝑤ℎ𝑒𝑛 𝑥 = 10.

x 1 2 3 4 5 6 7 8 9

y 2 6 7 8 10 11 11 10 9

16. From the following data find the equation of line of regression of y on x and estimate the most
probable value of y when x = 80.
x 89 86 74 65 64 64 66 67 72 79
y 92 91 84 75 73 72 71 75 78 84

17. While calculating correlation coefficient between x & y following constants are obtained. 𝑁 = 25, ∑ 𝑥
= 125 ∑ 𝑦 = 100, ∑ 𝑥2 = 650, ∑ 𝑦2 = 460, ∑ 𝑥𝑦 = 508. It was later discovered that it had recorded two
pairs x = 6, y = 14 and x =8 , y =6 while the correct values were x = 8, y = 12 and x = 6 , y = 8. Calculate
correct correlation coefficient

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18. The following table shows the height of a sample of 12 fathers and their sons. Find ranks correlation
coefficients

x 65 63 67 64 68 62 70 66 68 67 69 71
y 68 66 68 65 69 66 68 65 71 67 68 80

19. The following marks have been obtained by a class of students in stats (out of 100):

Paper I 45 55 56 58 60 65 68 70 75 80 85
Paper II 56 50 48 60 62 64 65 70 74 82 90

Compute the coefficient of correlation for the above data. Find also the equations of lines of
regression.
20. If 𝑥 = 𝑎𝑢 + 𝑏, 𝑦 = 𝑐𝑢 + 𝑑 𝑎, 𝑏, 𝑐, 𝑑 are constants then prove 𝑟𝑥𝑦 = 𝑟𝑢 . Where
𝑟𝑥𝑦 coefficient of correlation between x and y.

21. Fit a second degree curve for the following data:

x 1 2 3 4 5
y 1250 1400 1650 1950 2300

22. Find the coefficient of correlation for the following data:

x 2 4 5 6 8 11
Y 18 12 10 8 7 5

23. Show that 𝑅 = 𝑟 for the following data:

x 60 62 64 66 68 70 72 74
Y 92 83 101 110 128 119 137 146

24. Fit a second degree parabola to following data and estimate the value of y for x = 6

X: 1 2 3 4 5
Y: 25 28 33 39 46

25. The following data gives the age of or of certain make and the annual maintenance cost , obtain the
equation of line of regression of cost on age
Age (year): 2 4 6 8
Maintenance cost: 10 20 25 30

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26. Find the equation of line of regression foe the following data
X: 5 6 7 8 9 10 11

Y: 11 14 14 15 12 17 16
Also find r.

27. Find the two equation of line of regression and estimate the value of y for x = 7 form the following
data
X: 0 1 2 3 4 5 6
Y: 5 9 8 10 11 9 11

28. Given the following result of weight and height of 10000 student
𝑥 = 150𝑦 = 68 inch𝜎𝑥 = 𝜎𝑥𝜎𝑦 = 𝜎 r = 0.6

29. The following result regarding 100 college student are given as.

∑ 𝑥 = 15000; ∑ 𝑦 = 6800 ; ∑ 𝑥2 = 227250; ∑ 𝑥𝑦 = 1022250 ; ∑ 𝑦2 = 463025

30. The two line of Regression are 6y = 5 x + 90 and 15x =8y +130 estimate y for x = 60

31. The regression Line sample are x + 6y = 6 and 3x + 2y = 10 find y when x =12

32. Find the angle between the line of regression using the following data N=10 ∑ 𝑥 =270 ∑ 𝑦 = 630, 𝑦 =
5, 𝑟𝑥𝑦 = 0.

33. If 𝜎𝑥 = 𝜎𝑦 = 𝜎 and the angle between the equation of regression line is ta𝑛−1 .Find the coefficient of
Regression

34. The equation of two line of regression are x = 19.13 -0.874 and y = 11.64 – 0.5x

(a) Find mean of 𝑥 and 𝑦

(b) The coefficient of correlation between 𝑥 and 𝑦

35. Calculate the rank of correlation coefficient from the following data.

Rank in English ∶ 1, 3, 7, 5, 4, 6, 2, 10, 9, 8

Rank in Statistics: 3, 1, 4, 5, 6, 9, 7, 8, 10, 2

1 1
6[∑ 𝑑2 + (𝑚13−𝑚1 )+ (𝑚23−𝑚2 )+⋯]
[𝐴𝑛𝑠: 𝑅 = 1 − 12 12
]
𝑛3 −𝑛

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36. Obtain the rank correlation coefficient from the following data.

X ∶ 10, 12, 18, 18, 15, 40.

Y: 12, 18, 25, 25, 50, 25.

[Ans: 1 − 0.4571 = 0.5429]

37. (a) Let 𝑟𝑥𝑦 = 0.4, 𝑐𝑜𝑣 (𝑥, 𝑦) = 1.6, 𝜎𝑦 2 = 25. Find r.
(b) If 𝑅𝑥𝑦 = 0.143 and the sum of the squares of the differences between the ranks in 48 find R.

[Ans: 𝑁 = 7, Other roots of N are imaginary.]

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 5.VECTOR SPACES
Notation: Vectors are denoted in various ways. In 2-space we can denote a vector by the
coordinates (x,y) of its end point or by using matrix notation by a row matrix [𝑥, 𝑦] or by a
𝑥
column matrix [𝑦]. We may also denote it by a single letter v or by the directed line segment

In 3-space, in the same manner, we denote a vector by coordinates (x, y, z) or by a row matrix
𝑥
[𝑥, 𝑦, 𝑧] or by a column matrix [𝑦]. All these notations have the same meaning and hence
𝑧
𝑥
̅̅̅̅ = (𝑥, 𝑦, 𝑧) = [𝑥, 𝑦, 𝑧] = [𝑦]
𝑣 = 𝑂𝑝
𝑧

In the same way a vector in 𝑅𝑛 can be denoted by

𝑢1
, 𝑢2
𝑢 = (𝑢1 , 𝑢2 , … … … , 𝑢𝑛 ) = [𝑢1 , 𝑢2 , … … … , 𝑢𝑛 ] = [ ⋮ ]
𝑢𝑛

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 Vector Arithmetic
Addition, subtraction, the scalar multiplication of vectors in 2 and 3 space follow the following rules. If u,
v, w, are vectors and 𝑘, 𝑙 are scalars then
1. 𝑢+𝑣 =𝑣+𝑢

2. u + (v + w) = (u + v) + w

3. 𝑢+0=0+𝑢=𝑢

4. 𝑢 + (−𝑢) = 0

5. 𝑘(𝑢 + 𝑣) = 𝑘𝑢 + 𝑘𝑣

6. (𝑘 + 𝑙)𝑢 = 𝑘𝑢 + 𝑙𝑢

7. 𝑘(𝑙𝑢) = (𝑘𝑙)𝑢

8. 1. 𝑢 = 𝑢

Equality of Vectors

Definition: If 𝑢 = (u1 , u2 , … … … , un ) and v = (v1 , v2 , … … … , vn )are two vectors in 𝑅𝑛 then they are said to
be equal if their components
Are equal i.e.,
u = v if 𝑢1 , 𝑢2 = 𝑢2 … … , 𝑢𝑛 = 𝑣𝑛

Zero vector: A vector whose all n-components are zero is called a zero vector and is denoted by 0. Thus,

𝑂 = (0, 0, … ..., 0)
Scalar Multiple

If k is any scalar and u is vector then scalar multiple of u, denoted by ku, is given by

k𝑢 = ( ku1 , ku2 … … ku𝑛 )

Sum of Two Vectors

If u and v are two vectors then their difference, denoted by u-v is defined by

𝑢 + 𝑣 = (𝑢1 + 𝑣1 , 𝑢2 + 𝑣2 … … , 𝑢𝑛 + 𝑣𝑛 )
Difference of Two Vectors

If u and are two vectors then their difference, denoted by u-v is defined by

𝑢− 𝑣 = (𝑢1 − 𝑣1 , 𝑢2 − 𝑣2 … … , 𝑢𝑛 − 𝑣𝑛 )

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-2
 PROBLEMS

1. If 𝑢 = (−3, 2, 1, 0) and 𝑣 = (4, 7, −3, 2), find (𝑖)− 𝑣, (𝑖𝑖)2u + 7v.

Ans∶ (𝑖) (−7, −5,4, −2), ( 𝑖𝑖), (53, −19,14)

2. If 𝑣 = (4,7, −3,2) and w = (5, −2, 8, 1), find another vector 𝑥, such that 5𝑥 − 2𝑣 = 2(w − 5𝑥).

Ans: (6/5, 2/3, 2/3,

2/5)

Norm of a Vector
Definition: The length of vector u (𝑢1 , 𝑢2 ) or the magnitude of the vector 𝑢 (𝑢1 , 𝑢2 ) is called norm of
the vector 𝑢 and the vector 𝑢 and norm is denoted by ||𝑢||.

By Pythagorean Theorem in 𝑅2,

||𝑢||= √𝑢12 + 𝑢22

In 𝑅𝑛, the length of the vector 𝑢 (𝑢1 , 𝑢2 , 𝑢3 ) or the magnitude of the vector i.e., the norm of
𝑢 (𝑢1 , 𝑢2 , 𝑢3 ) is given by

||𝑢|| =√𝑢12 + 𝑢22 + 𝑢32

Generalizing the above result, we define the norm of a vector 𝑢 = in 𝑅𝑛 as

||𝑢|| = √𝑢12 + 𝑢22 … … + 𝑢𝑛2

Dot product (Inner Product)

Definition: If u and v are any two non-zero vectors in 2 and 3 space and if 𝜃 is angle between (0 ≥ 𝜃 ≥
𝜋) them, the dot product or the (Euclidean) inner product of u and v denoted by 𝑢. V or by < 𝑢, 𝑣 >is
given by
𝑢· 𝑣 = ||𝑢||||𝑣|| cos 𝜃

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 Angle between Two Vectors
If 𝜃 (0 ≤ 𝜃 ≤ 𝜋) is the angle between two vectors u, v then the angle is given by
𝑢. 𝑣
cos 𝜃 =
‖𝑢‖. ‖𝑣‖
Relation Between norm and Inner Product
If u, v are two vectors then

1 1
𝑢. 𝑣 = ‖𝑢 + 𝑣‖2 − ‖𝑢 + 𝑣‖2
4 4
Proof: By definition
||𝑢 + 𝑣||2 = (𝑢 + 𝑣). (𝑢 + 𝑣)
= ||𝑢||2 + 2 (𝑢 + 𝑣) + || 𝑣 ||2 … … … … (1)
and || 𝑢 - 𝑣||2 = (𝑢 - 𝑣). (𝑢− 𝑣)
= ||𝑢|| 2 - 2 (𝑢. 𝑣) + ||𝑣 ||2 … … … … (2 )

By subtraction (2) from (1), we get.

||𝑢 + 𝑣|| 2 − ||𝑢 - 𝑣|| 2 = 4 (𝑢 + 𝑣)
Hence, the result.
By adding (1) and (2), we get another result
||𝑢 + 𝑣||2 + ||𝑢− 𝑣||2 = 2 [||𝑢||2 + ||𝑣2||]

Orthogonality
Definition: Two vectors 𝑢, 𝑣 are said to be orthogonal if
𝑢. 𝑣 = 0
Euclidean [Inner product]
We can generalise the above concept to 𝑅∩.

Definition: if u = (𝑢1 , 𝑢2 , 𝑢3 ) a n d v = (𝑣1 , 𝑣2 … …, 𝑣𝑛 ) are any two vectors in Rn then the

(Euclidean) Inner product of u, v denoted by u . v is defined by
u. v = u1 v1 + u2v2 +……+ un vn

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 1. Let R3 have the Euclidean inner product. Find the values of K for which u = (k, k) And v
= (k, 5,6) are orthogonal.
[Ans∶ k = −2 or − 3].

Properties of Euclidean inner product

If u = (𝑢1 , 𝑢2 … …, 𝑢𝑛 ), v = (𝑣1 , 𝑣2 … …, 𝑣𝑛 ) and w = (𝑤1 , 𝑤2 … …, 𝑤𝑛 ) are vectors in Rn and k is a scalar, then

1. 𝑢. 𝑣 = 𝑣. 𝑢
2. (𝑢 + 𝑣). w = 𝑢. w + 𝑣. w
3. (𝑘 𝑢). 𝑣 = 𝐾(𝑢. 𝑣 )
4. 𝑣. 𝑣 ≥ 0 if 𝑣 G 0 and only if 𝑣 = 0

Euclidean Norm (or Euclidean length)

If u = (𝑢1 , 𝑢2 … …, 𝑢𝑛 ) is a vector in Rn then the Euclidean norm (or Euclidean length) of u is defined by

||𝑢|| = (𝑢. 𝑢)1|2 = √(𝑢1 , 𝑢2 … … , 𝑢𝑛 )(𝑣1 , 𝑣2 … … , 𝑣𝑛 )

||𝑢|| = √𝑢12 + 𝑢22 … … + 𝑢𝑛2

For example, if u= (2, 1, 3, 0, 1),then
||𝑢|| = √4 + 1 + 9 + 0 + 1 = √15

Properties of Norm in 𝑅𝑛
If u and v are any two vectors in 𝑅𝑛 and k is a scalar, then
1. ||𝑢|| ≥ 0
2. ||𝑢|| = 0 if and only if 𝑢 = 0
3. ||𝑘|| = |𝑘|||𝑢||
4. ||𝑢 + 𝑣|| ≤ ||𝑢|| + ||𝑣|| [triangular Inequality]

Unit Vector
A vector whose norm is equal to one is called a unit vector. It is denoted by 𝑢^ .It is easy that a unit vector
is in the direction of the vector u and is obtained by dividing the vector u by its norm ||𝑢||. Thus, unit vector
in the direction u is
𝟏
̂ = ‖𝒖‖ 𝒖
𝒖

Euclidean Distance in 𝑅𝑛

Definition: The Euclidean distance between two points 𝑢 = (𝑢1 , 𝑢2 … …, 𝑢𝑛 ) and 𝑣 = (𝑣1 , 𝑣2 … …, 𝑣𝑛 )
is defined by
𝑑(𝑢, 𝑣) = ‖𝑢 − 𝑣‖ = √ (𝑢1 − 𝑣1 )2 + (𝑢2 − 𝑣2 )2 … … + (𝑢𝑛 − 𝑣𝑛 )2

Properties of Distance in 𝑹𝒏
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 If u, v, w are three vectors in 𝑅𝑛 and k is a scalar then

1. 𝑑(𝑢, 𝑣) ≥ 0
2. 𝑑(𝑢, 𝑣) = 𝑑(𝑣, 𝑢)
3. 𝑑(𝑢, 𝑣) = 0 if and only if 𝑢 = 𝑣
4. 𝑑(𝑢, 𝑣) ≤ 𝑑(𝑢, 𝑤) + 𝑑(𝑤, 𝑣) [Triangular Inequality]

PROBLEMS

1. If 𝑢 = (3,4, −2), 𝑣 = (4, −2,1) and 𝑤 = (1, −3,4) find (a) (b) 3𝑣 + 4𝑤||

1
[𝐴𝑛𝑠: (𝑎)‖𝑢‖ = √29; (𝑏) 𝑣 = √21; (𝑐)‖2𝑢 − 3𝑢 + 4𝑤‖ = √89]
‖𝑣‖

1
2. If 𝑢 = (2,3, −1,4) and 𝑣 = (−1,2,1,5), find ‖𝑢‖, ‖𝑣‖‖, 𝑣 and 𝑑(𝑢, 𝑣).
‖𝑣‖‖

1
[𝐴𝑛𝑠: 𝑢 ⋅ 𝑣 = [36 − 16] = 5] .
4

3. Find the Euclidean norms of the following vectors (i) (1, −2,2); (ii) (3, −4,0,12)

[Ans.: (i) 3; (ii) 13]

Find the norms of

1. (𝑎)𝑢 = (4,3), (𝑏)𝑢 = (2,3,5), (𝑐)𝑢 = (3,3,3), (𝑑)𝑢 = (5,0,0).

[Ans.: (a)5, (b) √38, (𝑐)√27, (𝑑)5]

2. Find the distance between the points (𝑎)(5,6), (2, −3)(𝑏)(2,3, −1), (6, −3, −2)

[Ans.: (a) 3√10, (𝑏)√53 ]

1 1
3. If 𝑢 = (2,2, −3), 𝑣 = (4,2, −1),find (a) ∣𝑣‖𝑢 𝑢, (b) ||2𝑢 + 3𝑣||. (c) ∣𝑤−𝑣‖ (𝑢 − 𝑣).

2 2 −3 16 15 −9 2 1 2
[Ans: (a) ( , , ); (b) ( , , ); (c) (− , − , − ) ]
3 3 3
√17 √17 √17 √406 √406 √406

4. If ||𝑢 + 𝑣|| = 7 and ||𝑢 − 𝑣|| = 3, find 𝑢′ 𝑣.

[Ans 10]

Vector Space
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 Loosely Speaking by space, we mean the set of all points which are represented in the same way. The set of
the single point 0 is called the zero space, the set of all points on a line (with origin and a ‘scale’) is called 1-
space. the set of points on a plane (with coordinate system defined) is called a 2-space, the set of points in
three-dimensional space (what coordinate system) is called a 3-space. Although we are not familiar with
spaces of higher dimension, examples of spaces of higher dimensions are not rare. Theory of relativity uses
time as the fourth dimension. We can give another example as follows.
Suppose we want to discuss the expenses of constructing a building. We can then denote the cement used
in the construction of the building by 𝑥1 and by 𝑥2 , rubble by 𝑥3 , bricks by 𝑥4 , steel by 𝑥5 , labour by 𝑥6 ,
Supervision by 𝑥7 , other expenses by 𝑥8 , then we are dealing with 8- space. Total expenditure then can be
expressed in terms of these 8 variables.
Definition: Let V be a non-empty set of elements called Vectors and K, m be scalars. If the set V satisfies the
following axioms it is called a vector space.

Axioms of Vector Space

(a) Closure Axioms

𝐶1∶ If u and v are in V then u+v is in V (V is closed under addition).
𝐶2∶ If k is any scalar then ku is in V.(V is closed under scalar multiplication).

(b) Addition Axioms

𝐴1∶ 𝑢 + 𝑣 = 𝑣 + 𝑢 [Commutativity]
𝐴2 ∶ (𝑢 + 𝑣) + w = 𝑢 + (𝑣 + w) [Associativity]
𝐴3∶ There is an element called Zero in V such that every 𝑢 + 0 = 𝑢 for every u iv V.
[Existence of additive identity]
𝐴4∶ There is an element-u in V called negative of u corresponding to every in V such that
𝑢 + (−𝑢) = 0 [Existence of additive inverse]

c) Scalar Multiplication Axioms

Axioms 𝑀1 , 𝑀2 , 𝑀3 can be similarly verified

1 0
Axiom 𝑀4 : We define 𝐼 = [ ]
0 1
𝑢11 𝑢12 1 0 𝑢11 𝑢12
Then, 𝑙 ⋅ 𝑢 = [𝑢 𝑢22 ] [0 1] = [𝑢21 𝑢22 ] for every 𝑢 in 𝑉
21

Hence, all the axioms are satisfied

This space of 2 × 2 matrices is denoted by 𝑀22 . The above concept can be generalised. The set of all 𝑚 × 𝑛
matrices also satisfy the above axioms. This space is denoted by 𝑀𝑚𝑛 .

Uniqueness Theorem: If V is a vector space then show that

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 (1) Additive identity 0 is unique.
(2) Additive inverse of a vector u is unique.

Proof: (1) If possible let there be two distinct additive identities 0 and 0′
Then 𝑢 +0 = 𝑢 𝑎𝑛𝑑 𝑢 + 0′ = 𝑢
Putting 𝑢 = 0′ in the first 0′ + 0 = 0′ and putting 𝑢 = 0 in the second 0 + 0′ = 0
Hence, 0′ = 0 i.e. the additive identity is unique.
(2) If possible let 𝑢1 𝑎𝑛𝑑 𝑢2 be two additive inverses of u. Then by
definition of the inverses
𝑢 + 𝑢1 = 0 … … (1) 𝑛𝑑 𝑢 + 𝑢1 = 0 … … (2)
Addition 𝑢2to both sides of the first equation, we get
∴ 𝑢2 + (𝑢 + 𝑢1 ) = 𝑢2 + 0 ∴ 𝑢2 + (𝑢 + 𝑢1 ) = 𝑢2 [By (𝐴3)]
∴ (𝑢2 + 𝑢) + 𝑢1 = 𝑢2 ∴ 0 + 𝑢1 = 𝑢2 [By (2)]
∴ 𝑢1 = 𝑢2 [By(𝐴3)]

SOLVED PROBLEMS

1. Show that the set of real numbers (x, 𝑦) with operation

(i) (x1, 𝑦1) + (x2, 𝑦2) = (x1 + x2, 𝑦1 + 𝑦2) and k (x, 𝑦) = (2kx, 2k𝑦)
(ii) (x1 , 𝑦1, 𝑧1 ) + (x2, 𝑦2, 𝑧2 ) = (𝑧1 + 𝑧2, 𝑦1 + 𝑦2, x1 + x2) and k (x, 𝑦, 𝑧) = (kx, k𝑦, k𝑧)
are not vector spaces in 𝑅2 and 𝑅3 respectively.

Solution: (i) Here we have if 𝑢 = (2, 3), 𝑣 = (6, 9) then,

𝑢 + 𝑣 = (2, 3) + (6, 9) = (2 + 6, 3 + 9) = (8, 12) and,

5𝑢 = 5(2, 3) = (20, 30)
We shall consider the axiom 𝑀3
(𝑢) = 𝑚 (𝑥, 𝑦) = (2𝑚𝑥, 2𝑚𝑦)
(𝑚𝑢) = 𝑘 (2𝑚𝑥, 2𝑚𝑦) = (4𝑘𝑚𝑥, 4𝑘𝑚𝑦)
But (𝑘𝑚)(𝑢) = 𝑘𝑚 (𝑥, 𝑦) = (2𝑘𝑚𝑥, 2𝑘𝑚𝑦).
Thus, (𝑚𝑢) G 𝑘𝑚 𝑢
Further, we see that, 1(𝑥, 𝑦) = (2𝑥, 2𝑦) G (𝑥, 𝑦)
∴ There is no multiplicative identity
Hence, this set is not a vector space

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-8
 (ii) For second space consider the axiom 𝐴1
Here, we have if 𝑢 = (2, 3, 5), 𝑣 = (6, 9, 12) then,
𝑢 + 𝑣 = (2, 3, 5) + (6, 9, 12) = (5 + 12,3 + 9,2 + 6)
= (17, 12, 8)
We, have 𝑢 + 𝑣 = (𝑥1, 𝑦1 , 𝑧1) + (𝑥2, 𝑦2 , 𝑧2)
= (𝑧1 + 𝑧2, 𝑦1 + 𝑦2, 𝑥1 + 𝑥2)
∴ (𝑢 + 𝑣) + w = (𝑧1 + 𝑧2 , 𝑦1 + 𝑦2, 𝑥1 + 𝑥2) + (𝑥3, 𝑦3, 𝑧3)
= (𝑥1 + 𝑥2 + 𝑧3, 𝑦1 + 𝑦2 + 𝑦3, 𝑧1 + 𝑧2 + 𝑥3)
= (𝑥1 + 𝑦1 + 𝑦2 + 𝑦3, 𝑧1 + 𝑧2 + 𝑧3)
And 𝑣 + w = (𝑥2, 𝑦2 , 𝑧2 ) + (𝑥3, 𝑦3 , 𝑧3)
= (𝑧2 + 𝑧3, 𝑦2 + 𝑦3, 𝑥2 + 𝑥3)
𝑢 + (𝑣 + w) = (𝑥1, 𝑦1, 𝑧1) + (𝑧2 + 𝑧3, 𝑦2 + 𝑦3, 𝑥2 + 𝑥3)
= (𝑧1 + 𝑥2 + 𝑥3, 𝑦1 + 𝑦2 + 𝑦3, 𝑥1 + 𝑧2 + 𝑧3)
Thus, 𝑢 + (𝑣 + w) G (𝑢 + 𝑣) + w
Hence, this set is not a vector space
For example, if (2, 3, 6), 𝑣 = (3, −1, 2) and w = (−2, 1, 0), then
𝑢 + 𝑣 = (2, 3, 5) + (3, −1, 2)
= (5 + 2, 3 − 1, 2 + 3) = (7, 2, 5)
(𝑢 + 𝑣) + w = (7, 2, 5) + (−2, 1, 0)
= (5 + 0, 2 + 1, 7 − 2) = (5, 3, 5)
Now consider, 𝑣 + w = (3, −1, 2) + (−2, 1, 0)
= (2 + 0, −1 + 1, 3 − 2) = (2, 0, 1) and,
𝑢 + (𝑣 + w) = (2, 3, 5) + (2, 0, 1)
= (5 + 1, 3 + 0, 2 + 2) = (6, 3, 4)
Thus, (𝑢 + 𝑣) + w G 𝑢 + (𝑣 + w)

2. Check whether 𝑉 = 𝑅3 is a vector space with respect to the operations (𝑢1, 𝑢2) +
(𝑣1, 𝑣2) = (𝑢1 + 𝑣1 − 2, 𝑢2 + 𝑣2 − 3) and k (𝑢1, 𝑢2) = (k𝑢1 + 2k − 2, k𝑢2 − 3k + 3).

Solution: Here, we have (2, 5) + (6, 7) = (2 + 6 − 2, 5 + 7 − 3) = (6, 9)

and 𝑘 (2, 5) = (𝑘 · 2 + 2𝑘 − 2, 𝑘 · 5 − 3𝑘 + 3)
= (4𝑘 − 2, 2𝑘 + 3)
We leave it to you to verify all axioms except the distributivity of scalar multiplication i.e. 𝑀2
if 𝑢 = (𝑢1, 𝑢2), then
𝑘𝑢 = (𝑘𝑢1 + 2𝑘 − 2, 𝑘𝑢2 − 3𝑘 + 3)
and 𝑙𝑢 = (𝑙𝑢1 + 2𝑙 − 2, 𝑙𝑢2 − 3𝑙 + 3)
∴ 𝑘𝑢 + 𝑙𝑢 = [(𝑘 + 𝑙)1 + (2𝑘 + 2𝑙) − 2 − 2, (𝑘 + 𝑙) 𝑢2 − 3(𝑘 + 𝑙) + 3 + 3]
= [(𝑘 + 𝑙)1 + 2(𝑘 + 𝑙) − 4, (𝑘 + 𝑙) 𝑢2 − 3(𝑘 + 𝑙) + 6]

and (𝑘 + 𝑙) 𝑢 = (𝑘 + 𝑙) (𝑢1, 𝑢2)

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-9
 = [(𝑘 + 𝑙)1 + 2(𝑘 + 𝑙) − 2, (𝑘 + 𝑙) 𝑢2 − 3(𝑘 + 𝑙) + 3]
∴ (𝑘 + 𝑙) G 𝑘𝑢 + 𝑙𝑢
The axiom fails. Hence, 𝑉 is not a vector space.

3. Let V=F (−∞, ∞) be the set of all real valued functions defined on (−∞, ∞). For any f and g and for
any scalar k, we define
(i) 𝑓 = 𝑔 if and only if 𝑓(x) = 𝑔(x) for all x
(ii) (𝑓 + 𝑔) (x) = 𝑓(x) + 𝑔(x)
(iii) (k𝑓) (x) = k𝑓(x)
Then 𝑉 is a vector space.
Solution: (a) Closure
𝐶1∶ If 𝑓 and 𝑔 are real valued functions then 𝑓 + 𝑔 is also a real valued function
𝐶2∶ if 𝑘 is any scalar then 𝑘𝑓 also is a real valued function
(b) Addition
𝐴1∶ (𝑓 + 𝑔) (𝑥) = 𝑓(𝑥) + 𝑔(𝑥)
= 𝑔(𝑥) + 𝑓(𝑥)
= (𝑔 + 𝑓)(𝑥)
∴ 𝑓+𝑔=𝑔+𝑓

𝐴2∶ (𝑓 + 𝑔) (𝑥) + ℎ(𝑥) = 𝑓(𝑥) + 𝑔(𝑥) + ℎ(𝑥)

= 𝑓(𝑥) + (𝑔 + ℎ) (𝑥)
∴ (𝑓 + 𝑔) + ℎ = 𝑓 + (𝑔 + ℎ)

𝐴3∶ We define 0 as 0(𝑥) = 0. Then

(𝑓 + 0) 𝑥 = (𝑥) + 0(𝑥) = 𝑓(𝑥)

𝐴4∶ We define (−𝑓) (𝑥) = −𝑓(𝑥)

Now, (𝑥) + (−𝑓(𝑥)) = 𝑓(𝑥) − 𝑓(𝑥) = 0
∴ For every 𝑓 there is - 𝑓
(c) Scalar Multiplication
𝑀1∶ [𝑓(𝑥) + 𝑔(𝑥)] = 𝑘𝑓(𝑥) + 𝑘𝑔(𝑥)
∴ 𝑘(𝑓 + 𝑔) = 𝑘𝑓 + 𝑘𝑔
𝑀2∶ 𝑘 + 𝑙 (𝑥) = 𝑘𝑓(𝑥) + 𝑙 𝑓(𝑥)
∴ (𝑘 + 𝑙)𝑓 = 𝑘𝑓 + 𝑙𝑓
𝑀3∶ (𝑘𝑙)(𝑥) = 𝑘 [𝑙 𝑓(𝑥)]
∴ (𝑘𝑙)𝑓 = 𝑘(𝑙𝑓)
𝑀4∶ For any function (𝑥), we define 1 such that 1𝑓(𝑥) = 𝑓(𝑥)
∴ 1·𝑓= 𝑓
Thus, all axioms are satisfied

4. Prove that the set of 2 × 2 matrices is a vector space with usual, addition of matrices and
usual scalar multiplication
This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-10
 𝑢11 𝑢12 𝑣11 𝑣12
Solution: a) Closure 𝐶1 : if 𝑢 = [𝑢 𝑢22 ] and 𝑣 = [𝑣21 𝑣22 ], then
21

𝑢11 𝑢12 𝑣11 𝑣12

𝑢 + 𝑣 = [𝑢 𝑢 ] + [𝑣 ]
21 22 21 𝑣22
𝑢 + 𝑣11 𝑢12 + 𝑣12
= [ 11 ]
𝑢21 + 𝑣21 𝑢22 + 𝑣22

Since 𝑢 + 𝑣 is a 2 × 2 matrix, 𝑢 + 𝑣 is also is in 𝑉 𝐶2 : if 𝑘 is any scalar then

𝑘𝑢11 𝑘𝑢12
𝑘𝑢 = [ ] ∴ 𝑘𝑢 is in 𝑉
𝑘𝑢21 𝑘𝑢22

PROBLEMS

1. Check whether the set of all pairs of real numbers of the form (1,x) with operations (1,y)+(1,𝑦′ ) =
(1, 𝑦 + 𝑦′ ) and k(1,y+𝑦′ ) and k(1,y) =(1,ky) is a vector space.
Ans.: [(1, x) =u]

2. Let V be a set of positive real numbers with addition and scalar multiplication defined as x+y=xy and cx=
𝑋, show that V is vector space under this addition and scalar multiplication.

Ans.: [1.X=X for every x. Hence, 𝑉 is vector space.]

3. Let 𝑉 = {(𝑥, 𝑦)}, 𝑦 ∈ 𝑅, 𝑦 > 0}. Let (𝑎, 𝑏), (𝑐, 𝑑) ∈ V and 𝛼 ∈ 𝑅 Define (𝑎, 𝑏) + (𝑐, 𝑑) = (𝑎 + 𝑐, 𝑏. 𝑑)
and ∝ (𝑎, 𝑏) = (∝ 𝑎, 𝑏 ∝ ).Examine whether V is a vector space.

4. Consider the set V of all pairs of real numbers (𝑥1, 𝑥2) and (𝑦1, 𝑦2) such that their sum and scalar
multiplication are defined as follows. x + y = (𝑥1 + 𝑦1, 𝑥2 + 𝑦2) and kx= (kx,0). Examine whether
V is a space.
[Ans.: We have 1.X = (X, 0) G 𝑋]
5. Show that the set of real numbers (x, y) with operation
i) (𝑥1 ∙ 𝑦1 ) + (𝑥2 , 𝑦2 ) = (𝑥1 + 𝑥2 , 𝑦1 + 𝑦2 )and k (x, y) =(2kx,2ky)
ii) (𝑥1 , 𝑦1 , 𝑧1 ) + (𝑥2, 𝑦2, 𝑧2 ) = (𝑧1 + 𝑧2 , 𝑦1 + 𝑦2 , 𝑥1 + 𝑥2 ) and k (x, y, z) = (kx, ky, kz)are not vector
spaces in 𝑅2 and 𝑅3 respectively.
[Ans.: Thus, (u + v) + w G 𝑢+ (𝑣 + w)]

6. Let V =𝑅2 and define addition and scalar multiplication as follows. Let u = (𝑢1, 𝑢2) and v
= (𝑣1, 𝑣2), then u+ v= (𝑢1 + 𝑣1, 𝑢2 + 𝑣2) and ku (𝑘𝑢1 , 𝑢2) prove that it is not a vector space.

[Ans.: (2 + 4) 𝑢 G 2𝑢 + 4𝑢]
7. Check whether V = 𝑅3 is a vector space with respect to the operations.
[Ans: [k + 𝑙] u G ku + 𝑙𝑢. The axiom fails. Hence, V is not a vector space.]

8. Let V = F (−∞, ∞) be the set of all real valued functions defined on (−∞, ∞). For any f and g and any
scalar k, we define. (i) f = g if and only if f(x) = g(x) for all x, (ii) (f + g) (x)
= f(x) +g(x), (iii) (k f) (x) = k f(x). Then V is a vector space.
[Ans: 1.f = f Thus, all axioms are satisfied.]

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-11
 9. Prove that the set of 2 X 2 matrices is a vector space with usual addition of matrices and usual scalar
multiplication.
𝑢11 𝑢12 1 0 𝑢11 𝑢12
[Ans: Then Lu = [𝑢 𝑢 ][ ] = [𝑢 ] for every u in V]
21 22 0 1 21 𝑢22

10. Show that any plane through the origin is a sub-space of 𝑅3

∴ (𝐾𝑋1, 𝑘𝑦1, 𝑘𝑧1) also lies on the plane

[Ans: Any plane passing through the origin is a subspace of 𝑅3]

11. Show that the set of solution vectors of the equations 𝑥 − 2𝑦 + 4𝑧 = 0, 2𝑥 − 4𝑦 + 8𝑧 = 0,

3𝑥 − 6𝑦 + 12𝑧 = 0 is a subspace of 𝑅3.
[Ans: 𝑥 − 2𝑦 + 4 = 0]
12. Check whether the following are subspace of 𝑅3
(i) W={(a,0,0) /𝑎 ∈ 𝑅}
[Ans: V is not closed under scalar multiplication and hence not a subspace of 𝑅3]
𝑎 0
13. Let W be the set of 2 x 2 matrices of the form [ ] Show that W is a subspace of space
0 𝑏
V of all 2 x 2 matrices.
[Ans: kp is in W. ∴ W is a subspace of 𝑉]

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-12
 Linear Combination of Vectors
Definition: A vector 𝑊 is called a linear combination of the vectors 𝑣1 , 𝑣2 , … . 𝑣𝑛 if it can be expressed in
the form
W = 𝑘1 𝑣1 + 𝑘2 𝑣2 + ⋯ + 𝑘𝑛 𝑣𝑛 where 𝑘1 , 𝑘2 , … . 𝑘𝑛 are scalars not all zero.

SOLVED PROBLEMS
1. If 𝒖 = (𝟏, 𝟐, 𝟐), 𝒗 = (𝟑, 𝟒, 𝟔), then prove that 𝒘 = (𝟓, 𝟖, 𝟏𝟎) is a linear combination of 𝒖 and 𝒗 but
𝒘 = (𝟔, 𝟕, −𝟒) is not a linear combination of 𝒖 and 𝒗

Solution: (i) If 𝑤 is a linear combination of 𝑢 and 𝑣, we should have 𝒘 = 𝑘1 𝑢 + 𝑘2 𝑣 for some 𝑘1 , 𝑘2

Now, (5,8,10) = 𝑘1 (1,2,2) + 𝑘2 (3,4,6) … …. (1)
gives (5,8,10) = (𝑘1 + 3𝑘2 , 2𝑘1 + 4𝑘2 , 2𝑘1 + 6𝑘2 )
∴ 5 = 𝑘1 + 3𝑘2 , 8 = 2𝑘1 + 4𝑘2 , 10 = 2𝑘1 + 6𝑘2

We solve these equations for 𝑘1 and 𝑘2

1 3 𝑘 5
∴ [2 4] [ 1 ] = [ 8 ]
𝑘
2 6 2 10
𝑅 − 2𝑅1 1 3 𝑘 5
By 2 [0 −2] [ 1 ] = [−2]
𝑅3 − 𝑅2 𝑘2
0 2 2
𝑅 + 𝑅2 1 3 𝑘 5
By 3 [0 2] [ 1 ] = [2]
−𝑅2 𝑘
0 0 2 0
∴ 𝑘1 + 3𝑘2 = 5 and 2𝑘2 = 2;
∴ 𝑘2 = 1, 𝑘1 = 2

Hence, from (1), we get (5,8,10) = 2(1,2,2) + 1(3,4,6)

∴ 𝑊 is a linear combination of 𝑢 and 𝑣
(ii) If 𝑤 = (6,7, −4) is a linear combination of 𝑣1 , 𝑣2 we should have,

𝑤 = 𝑘1 𝑣1 + 𝑘2 𝑣2
(6,7, −4) = 𝑘1 (1,2,2) + 𝑘2 (3,4,6)
= (𝑘1 + 3𝑘2 , 2𝑘1 + 4𝑘2 , 2𝑘1 + 6𝑘2 )
6 = 𝑘1 + 3𝑘2 , 7 = 2𝑘1 + 4𝑘2 , −4 = 2𝑘1 + 6𝑘2

We solve these equations for 𝑘1 and 𝑘2

1 3 𝑘 6
[2 4] [ 1 ] = [ 7 ]
𝑘
2 6 2 −4

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-13
 1 3 𝑘 6
𝑅 −𝑅2
By𝑅23 [0 −2] [ 1 ] = [ −5 ]
𝑘2
0 2 −11
1 3 𝑘 6
By𝑅3+𝑅2 − [0 2] [ 1 ] = [ 5 ]
𝑘
0 0 2 −16
∴ 𝑘1 + 3𝑘2 = 6,2𝑘2 = 5 and 0 = −16

The last equality gives an absurd result 0 = −16

Hence, the equations are inconsistent
The vector (6,7, −4) cannot be expressed as a linear combination of 𝑣1 , 𝑣2.

2. Express the following as a linear combination of 𝒗𝟏 = (𝟐, 𝟏, 𝟒), 𝒗𝟐 = (𝟏, −𝟏, 𝟑) and 𝒗𝟑 = (𝟑, 𝟐, 𝟓)
(i) (−𝟗, −𝟕, −𝟏𝟓) (ii) (𝟔, 𝟏𝟏, 𝟔) (iii) (𝟎, 𝟎, 𝟎) (iv) (𝟕, 𝟖, 𝟗)

Solution: (i) Let 𝑤 = (−9, −7, −15)

We have to find 𝑘1 , 𝑘2 , 𝑘3 such that

𝑤 = 𝑘1 𝑣1 + 𝑘2 𝑣2 + 𝑘3 𝑣3 … … … … (1)
∴ (−9, −7, −15) = 𝑘1 (2,1,4) + 𝑘2 (1, −1,3) + 𝑘3 (3,2,5)
2 1 3 𝑘1 −9
𝑘
∴ [1 −1 2] [ 2 ] = [ −7 ]
4 3 5 𝑘3 −15
1 −1 2 1 𝑘 −7
By 𝑅21 [2 1 3] [𝑘2 ] = [ −9 ]
4 3 5 𝑘3 −15
1 −1 2 𝑘1 −7
By 2 − 2𝑅1 [𝑅3 − 2𝑅2 3 −1] [𝑘2 ] = [ 5 ]
0 1 −1 𝑘3 3
1 −1 2 𝑘1 −7
By 𝑅3 − 𝑅2 [0 3 −1] [𝑘2 ] = [ 5 ] ∴ 𝑘1 − 𝑘2 + 2𝑘3 = −7, 3𝑘2 − 𝑘3 = 5
0 −2 0 𝑘3 −2
∴ 𝑘1 = −2𝑘2 = −2,
∴ 𝑘1 = 1 + 4 − 7 = −2
∴ 𝑤 = −2𝑣1 + 𝑣2 − 2𝑣3
∴ 𝑘3 = −2
(−9, −7, −15) = −2(2,1,4) + (1, −1,3) − 2(3,2,5)

3. Express 𝒑(𝒙) = 𝟔 + 𝟏𝟏𝒙 + 𝟔𝒙𝟐, as a linear combination of the following 𝒑𝟏 = 𝟐 + 𝒙 + 𝟒𝒙𝟐, 𝒑𝟐 =

𝟏 − 𝒙 + 𝟑𝒙𝟐 , 𝒑𝟑 = 𝟑 + 𝟐𝒙 + 𝟓𝒙𝟐

Solution: Let 𝑝 = 𝑘1 𝑝1 + 𝑘2 𝑝2 + 𝑘3 𝑝3
∴ 6 + 11𝑥 + 6𝑥 2 = 𝑘1 (2 + 𝑥 + 4𝑥 2 ) + 𝑘2 (1 − 𝑥 + 3𝑥 2 ) + 𝑘3 (3 + 2𝑥 + 5𝑥 2 ) … … (1
= (2𝑘1 + 𝑘2 + 3𝑘3 ) + (𝑘1 − 𝑘2 + 2𝑘3 )𝑥 + (4𝑘1 + 3𝑘2 + 5𝑘3 )𝑥 2

We have to solve the equations

∴ 2𝑘1 + 𝑘2 + 3𝑘3 = 6
𝑘1 − 𝑘2 + 2𝑘3 = 11
4𝑘1 + 3𝑘2 + 5𝑘3 = 6

Taking the second equation first, which amounts to interchange of two rows, we solve the following
system

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-14
 1 −1 2 𝑘1 11
∴ [2 1 3] [𝑘2 ] = [ 6 ]
4 3 5 𝑘3 6
1 −1 2 𝑘1 11
𝑅2 −4𝑅1
𝑘
By𝑅2 −2𝑅1 [0 3 −1] [ 2 ] = [−16]
0 7 −3 𝑘3 −38 = 10, 𝑘1 = 4,
1 −1 2 𝑘1 11
By 𝑅3 − 3𝑅2 [0 3 −1] [𝑘2 ] = [−16]
0 −2 0 𝑘3 10
∴ 𝑘1 − 𝑘2 + 2𝑘3 = 11,
3𝑘2 − 𝑘3 = −16 and − 2𝑘2

Putting these values in (1), we get

6 + 11𝑥 + 6𝑥 2 = 4(2 + 𝑥 + 4𝑥 2 ) − 5(1 − 𝑥 + 3𝑥 2 ) + (3 + 2𝑥 + 5𝑥 2 )

4. Express 𝒑(𝒙) = 𝟕 + 𝟖𝒙 + 𝟗𝒙𝟐 as linear combination of 𝒑𝟏 = 𝟐 + 𝒙 + 𝟒𝒙𝟐, 𝒑𝟐 = 𝟏 − 𝒙 + 𝟑𝒙𝟐 , 𝒑𝟑 =

𝟐 + 𝒙 + 𝟓𝒙𝟐

Solution: Let 𝑝 = 𝑘1 𝑝1 + 𝑘2 𝑝2 + 𝑘3 𝑝3
∴ 7 + 8𝑥 + 9𝑥 2 = 𝑘1 (2 + 𝑥 + 4𝑥 2 ) + 𝑘2 (1 − 𝑥 + 3𝑥 2 ) + 𝑘3 (2 + 𝑥 + 5𝑥 2 ) … … (1)

= (2𝑘1 + 𝑘2 + 2𝑘3 ) + (𝑘1 − 𝑘2 + 𝑘3 )𝑥 + (4𝑘1 + 3𝑘2 + 5𝑘3 )𝑥 2

We have to solve the equations

∴ 2𝑘1 + 𝑘2 + 2𝑘3 = 7

𝑘1 − 𝑘2 + 𝑘3 = 8

4𝑘1 + 3𝑘2 + 5𝑘3 = 9

Taking the second equation first, we solve the following system

1 −1 1 𝑘1 8
∴ [2 1 2] [𝑘2 ] = [7]
4 3 5 𝑘3 9

1 −1 1 𝑘1 8
𝑅 −2𝑅
buy𝑅32−2𝑅21 [0 3 0] [𝑘2 ] = [−9]
0 1 1 𝑘3 −5

1 −1 1 𝑘1 8
By 𝑅23 [0 1 1] [𝑘2 ] = [−5]
0 3 0 𝑘3 −9

∴ 𝑘1 − 𝑘2 + 𝑘3 = 8, 𝑘2 + 𝑘3 = −5

3𝑘2 = −9 ∴ 𝑘2 = −3

∴ 𝑘3 = −2, ∴ 𝑘1 = 8 + 𝑘2 − 𝑘3 ∴ 𝑘1 = 7

Hence, we get, from (1)

7 + 8𝑥 + 9𝑥 2 = 7(2 + 𝑥 + 4𝑥 2 ) − 3(1 − 𝑥 + 3𝑥 2 ) − 2(2 + 𝑥 + 5𝑥 2 )

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-15
 PROBLEMS

1. If 𝑢 = (1,2,2), 𝑣 = (3,4,6), then prove that 𝑤 = (5,8,10) is a linear combination of 𝑢 and 𝑣 but 𝑤 =
(6,7, −4) is not a linear combination of 𝑢 and 𝑣

[Ans: The vector (6,7-4) cannot be expressed as a linear combination of 𝑣1 , 𝑣2 ]

2. Which of the following is a linear combination of 𝑉1 = (0, −2,2), 𝑉2 (1,3, −1) ?

(a) (2,2,2) (b) (3,1,5) (c) (0,4,5) (d) (0,0,0).

[Ans: (𝑎)(2,2,2) = 2(0 − 2,2) + 2(1,3, −1)(𝑏), (c) (d) is left to you]

3. Express the following as a liner combination of 𝑣1 = (2,1,4), 𝑣2 = (1, −1,3) and 𝑣3 = (3,2,5)
(a) (−9, −7 − 15),
[Ans: - 2]

4. Determine the linear dependence or independence of vectors (2, −1,3,2)(1,3,4,2) and (3,5,2,2) Find
the relation between them if dependent.

[Ans: Since 𝐾1 , 𝐾2 , 𝐾3 are not all zero, the vectors are linearly dependent and 2𝑣1 = 𝑣2 + 𝑣3 ]

5. Show that the vectors 𝑉1 , 𝑉2 , 𝑉3 are linearly independent and vectors 𝑋4 Depends upon them where
𝑉1 = (1,2,4), 𝑉2 = (2, −1,3), 𝑉3 = (0,1,2), 𝑉4 = (−3,7,2)

9 12
[Ans: 𝑉4 = 5 𝑉1 − 5
𝑉2 + 𝑉3 ]

6. Express p(x) = 6 + 11x + 6𝑥 2 , as a liner combination of the following 𝑝1 = 2 + 𝑥 + 4𝑥 2 , 𝑝2 = 1 −

𝑥 + 3𝑥 2 , 𝑝3 = 3 + 2𝑥 + 5𝑥 2

[Ans: 6 + 11x + 6𝑥 2 = 4(2 + 𝑥 + 4𝑥 2 ) − 5(1 − 𝑥 + 3𝑥 2 ) + (3 + 2𝑥 + 5𝑥 2 ) ]

1 0 −5 6
3 −2 1 2
7. Show that the rows of the matrix [ ] are linearly dependent and express any row as a
5 −2 −9 14
4 −2 −4 8
linear combination of other rows.
[Ans: 𝑆𝑣3 = (2𝑠 + 𝑡)𝑣1 + (𝑠 + 𝑡)𝑣2 − 𝑡𝑣4 This expresses 𝑣3 in terms of 𝑣1 , 𝑣2 , 𝑣4.]

8. Which of the following is a linear combination of 𝑣1 = (−2,1,0), 𝑣2 = (1,2,4)

(i) w = (−1,3,4); (ii) w = (−1,8,12); (iii) w = (5,5,12)

[Ans: (i) w = 𝑣1 + 𝑣2 , (ii) w = 2𝑣1 + 3𝑣2 (iii) w = −𝑣 + 3𝑣2 ]

9. Express the following as linear combination of 𝜌1 = 2 + 𝑥 + 4𝑥 2 , 𝜌2 = 1 − 𝑥 + 3𝑥 2 , 𝜌3 = 3 + 2𝑥 +

5𝑥 2 (𝑖) − 9 − 7𝑥 − 15𝑥 2 (𝑖𝑖)7 + 8𝑥 + 9𝑥 2

[Ans: (i) −9 − 7𝑥 − 15𝑥 2 = −2𝜌1 + 𝜌2 − 2𝜌3 (𝑖𝑖)7 + 8𝑥 + 9𝑥 2 = 0𝜌1 − 2𝜌2 + 3𝜌3 ]

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-16
 1 1 2 0 1 1
10. Which of the following are linear combinations of 𝐴 = [ ],𝐵 = [ ],𝐶 = [ ]
0 2 1 −1 −1 1
4 2 0 2 −2 0
(i) 𝐷 = [ ]; (ii) 𝐷 = [ ];(iii) 𝐷 = [ ]
0 2 −2 4 0 2

[Ans: (𝑖)𝐷 = 𝐴 + 𝐵 + 𝐶, (𝑖𝑖)𝐷 = 𝐴 − 𝐵 + 𝐶(𝑖𝑖𝑖)𝐷 = 𝐴 − 𝐵 − 𝐶]

Space Spanned by A vector

Definition: Let V be a given vector space and 𝑠 = {𝑣1 , 𝑣2 … , 𝑣𝑟 } be a set of vectors of V. Let W be the
subspace of V consisting of all linear combinations of 𝑣1 , 𝑣2 … , 𝑣𝑟 of S . Then W is called the Space
Spanned by S. We also say that the vectors 𝑣1 , 𝑣2 … , 𝑣𝑛 span W. (Loosely speaking to span means to
generate, to create). This is denoted by
𝑊 = span(𝑠) or 𝑊 = span(𝑣1 , 𝑣2 … , 𝑣𝑛 )

SOLVED PROBLEMS

1. Determine whether
(i) 𝑣1 = (2, −1,3), 𝑣2 = (4,1,2), 𝑣3 = (1, −1,8)
(ii) 𝑣1 = (2,2,2), 𝑣2 = (0,0,3), 𝑣3 = (0,1,1)

span vector space 𝑹𝟑

Solution: (i) To determine whether 𝑣1 , 𝑣2 , 𝑣3 span vector space 𝑅3 or not, we have to check whether
any vector in 𝑅3 can be expressed as a linear combination of 𝑣1 , 𝑣2 , 𝑣3
Let 𝑤 = (𝑤1 , 𝑤2 , 𝑤3 ) be any vector in 𝑅3
We try to find 𝑘1 , 𝑘2 , 𝑘3 such that
𝑤 = 𝑘1 𝑣1 + 𝑘2 𝑣2 + 𝑘3 𝑣3 … … … (1)
∴ (𝑤1 , 𝑤2 , 𝑤3 ) = 𝑘1 (2, −1,3) + 𝑘2 (4,1,2) + 𝑘3 (8, −1,8)
= (2𝑘1 + 4𝑘2 + 8𝑘3 , −𝑘1 + 𝑘2 − 𝑘3 , 3𝑘1 + 2𝑘2 + 8𝑘3 )

∴ 𝑤1 = 2𝑘1 + 4𝑘2 + 8𝑘3

𝑤2 = −𝑘1 + 𝑘2 − 𝑘3
𝑤3 = 3𝑘1 + 2𝑘2 + 8𝑘3

2 4 8
The system is consistent if [−1 1 −1] ≠ 0
3 2 8

Now, Δ = 2(8 + 2) − 4(−8 + 3) + 8(−2 − 3)

= 20 + 20 − 40 = 0

Hence, the system is not consistent. There are no constants 𝑘1 , 𝑘2 , 𝑘3 satisfying (1).
Hence, 𝑣1 , 𝑣2 , 𝑣3 do not span𝑅3

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-17
 (ii) Let 𝑤 = (𝑤1 , 𝑤2 , 𝑤3 ) be any vector in 𝑅3

We try to find 𝑘1 , 𝑘2 , 𝑘3 such that 𝑤 = 𝑘1 𝑣1 + 𝑘2 𝑣2 + 𝑘3 𝑣3

∴ (𝑤1 , 𝑤2 , 𝑤3 ) = 𝑘1 (2,2,2) + 𝑘2 (0,0,3) + 𝑘3 (0,1,1)

= (2𝑘1 + 0 + 0,2𝑘1 + 0 + 𝑘3 , 2𝑘1 + 3𝑘2 + 𝑘3 )
∴ 𝑤1 = 2𝑘1 + 0𝑘2 + 0𝑘3
𝑤2 = 2𝑘1 + 0𝑘2 + 𝑘3
𝑤3 = 2𝑘1 + 3𝑘2 + 𝑘3

2 0 0
The system is consistent if 2 0
[ 1] ≠ 0
2 3 1

But, Δ = 2(0, −3) = −6 ≠ 0

∴ The system is consistent

Hence, 𝑣1 , 𝑣2 , 𝑣3 span𝑅3

2. Show that the vectors 𝑣1 = (1,0,1), 𝑣2 = (2,1,4) and 𝑣3 = (1,1,3) do not span vector space 𝑅3

Solution: If 𝑣1 , 𝑣2 , 𝑣3 span vector space 𝑅3 , then any vector in 𝑅3 should be expressible in terms
of 𝑣1 , 𝑣2 , 𝑣3
Let 𝑤 = (𝑤1 , 𝑤2 , 𝑤3 ) be a vector in 𝑅3 .
We must be able to find 𝑘1 , 𝑘2 , 𝑘3 such that

𝑤 = 𝑘1 𝑣1 + 𝑘2 𝑣2 + 𝑘3 𝑣3 … … … (1)
∴ (𝑤1 , 𝑤2 , 𝑤3 ) = 𝑘1 (1,0,1) + 𝑘2 (2,1,4) + 𝑘3 (1,1,3)
= (𝑘1 + 2𝑘2 + 𝑘3 , 0 + 𝑘2 + 𝑘3 , 𝑘1 + 4𝑘2 + 3𝑘3 )
∴ 𝑤1 = 𝑘1 + 2𝑘2 + 𝑘3

𝑤2 = 0𝑘1 + 𝑘2 + 𝑘3
𝑤3 = 𝑘1 + 4𝑘2 + 4𝑘3

1 2 1
The system is consistent if [0 1 1] ≠ 0
1 4 3

But, Δ = (3 − 4) − 2(0 − 1) + 1(0 − 1)

= −1 + 2 − 1 = 0

The equations are not consistent. This means there do not exist 𝑘1 , 𝑘2 , 𝑘3 satisfying ( 1 ) which means
no vector in 𝑅3 can be expressed as a linear combination of 𝑣1 , 𝑣2 , 𝑣3
Hence, 𝑣1 , 𝑣2 , 𝑣3 do not span 𝑅3

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-18
 3. Determine whether the following vectors span 𝑃2. ( 𝑃2 means vector space consisting of all
polynomials of second order)

𝑃1 = 1 − 𝑥 + 2𝑥 2 , 𝑝2 = 5 − 𝑥 + 4𝑥 2 , 𝑝3 = −2 − 2𝑥 + 2𝑥 2

Solution: If 𝑝1 , 𝑝2 , 𝑝3 span the entire vector space 𝑝2 then any vector in 𝑃2 must be expressible in
terms of 𝑝1 , 𝑝2 , 𝑝3
If 𝑝1 = 𝑏1 + 𝑏2 𝑥 + 𝑏3 𝑥 3 is any vector in 𝑃2 , we must be able to find 𝑘1 , 𝑘2 , 𝑘3 such that

𝑝 = 𝑘1 𝑝1 + 𝑘2 𝑝2 + 𝑘3 𝑝3
i.e (𝑏1 , 𝑏2 , 𝑏3 ) = 𝑘1 (1, −1,2) + 𝑘2 (5, −1,4) + 𝑘3 (−2, −2,2)
= (𝑘1 + 5𝑘2 − 2𝑘3 , −𝑘1 − 𝑘2 − 2𝑘3 , 2𝑘1 + 4𝑘2 + 2𝑘3 )
∴ 𝑏1 = 𝑘1 + 5𝑘2 − 2𝑘3
𝑏2 = −𝑘1 − 𝑘2 − 2𝑘3
𝑏3 = 2𝑘1 + 4𝑘2 + 2𝑘3

1 5 −2
The system is consistent if [−1 −1 −2] ≠ 0
2 4 2
But, Δ = 1(−2 + 8) − 5(−2 + 4) − 2(−4 + 2)

= 6 − 10 + 4 = 0

Hence, the equations are not consistent. This means 𝑝1 , 𝑝2 , 𝑝3 do not span 𝑃2

PROBLEMS

1. Determine Whether 𝑣1 = (2, −1,3), 𝑣2 = (4,1,2), 𝑣3 = (8, −1,8); Hence, 𝑣1 , 𝑣2 , 𝑣3 be not span 𝑅3

2. Check whether the given set of vectors span𝑅3

(i) (3,1,4), (2, −3,5), (5, −2,9), (1,4, −1) [Ans: No ]

(ii) (1,2,6), (3,4,1), (4,3,1), (3,3,1) [Ans: No ]

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-19
 Linear Independence of Vectors
Linear Dependence

A set or r -vectors 𝑣1 , 𝑣2 , 𝑣3 … 𝑣𝑟 is said to be Linearly dependent if there exist r numbers

𝑘1 , 𝑘2 , 𝑘3 , … 𝑘𝑟 not all zero such that

𝑘1 𝑣1 + 𝑘2 𝑣2 + 𝑘3 𝑣3 + ⋯ + 𝑘𝑟 𝑣𝑟 = 0

Linear Independence

A set or 𝑟-vectors 𝑣1 , 𝑣2 , 𝑣3 … . 𝑣𝑟 is said to be Linearly independent if every relation of the type

𝑘1 𝑣1 + 𝑘2 𝑣2 + 𝑘3 𝑣3 + ⋯ + 𝑘𝑟 𝑣𝑟 = 0

Implies that 𝑘1 = 𝑘2 = 𝑘3 = ⋯ = 𝑘𝑟 = 0

SOLVED PROBLEMS

1. Examine whether the vectors 𝒗𝟏 = [𝟑, 𝟏, 𝟏], 𝒗𝟐 = [𝟐, 𝟎, −𝟏], 𝒗𝟑 = [𝟒, 𝟐, 𝟏] are linearly
independent.
Solution: Consider the matrix equation

𝑘1 𝑣1 + 𝑘2 𝑣2 + 𝑘3 𝑣3 = 0
∴ 𝑘1 [3,1,1] + 𝑘2 [2,0, −1] + 𝑘3 [4,2,1] = [0,0,0]
∴ 3𝑘1 + 2𝑘2 + 4𝑘3 = 0, 𝑘1 + 0𝑘2 + 2𝑘3 = 0, 𝑘1 − 𝑘2 + 𝑘3 = 0

which can be written as

3 2 4 𝑘1 0
∴ [1 0 2] [𝑘2 ] = [0]
1 −1 1 𝑘3 0
1 −1 1 𝑘1 0
By 𝑅13 [1 0 2] [𝑘2 ] = [0]
3 2 4 𝑘3 0
1 −1 1 𝑘1 0
𝑅 − 𝑅1
By 2 [0 1 1] [𝑘2 ] = [0]
𝑅3 − 3𝑅1
0 5 1 𝑘3 0
1 −1 1 𝑘1 0
By 𝑅3 − 𝑅2 [0 1 1] [𝑘2 ] = [0]
0 4 0 𝑘3 0
∴ 𝑘1 − 𝑘2 + 𝑘3 = 0, 𝑘2 + 𝑘3 = 0, 4𝑘2 = 0
∴ 𝑘2 = 0, 𝑘3 = 0, 𝑘1 = 0

Since all 𝑘1 , 𝑘2 , 𝑘3 are zero, the vectors are linearly independent.

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-20
2. Show that 𝑺 = (𝟏 − 𝒕 − 𝒕𝟐 , −𝟐 + 𝟑𝒕 + 𝟐𝒕𝟑 , 𝟏 + 𝒕 + 𝟓𝒕𝟑 ) is linearly independent in 𝑷𝟑. (𝑷𝟑 means
the set of all polynomials of degree 3 i.e., of the 3 form 𝒂𝟎 + 𝒂𝟏 𝒙 + 𝒂𝟐 𝒙𝟐 + 𝒂𝟑 𝒙𝟑 )
Solution: Let 𝑣1 = 1 − 𝑡 − 𝑡 2 + 0𝑡 3

𝑣2 = −2 + 3𝑡 + 0𝑡 2 + 2𝑡 3
𝑣3 = 1 + 𝑡 + 0𝑡 2 + 5𝑡 3

Consider the matrix equation

𝑘1 𝑣1 + 𝑘2 𝑣2 + 𝑘3 𝑣3 = 0
∴ 𝑘1 [1, −1, −1,0] + 𝑘2 [−2,3,0,2] + 𝑘3 [1,1,0,5] = 0
∴ 𝑘1 − 2𝑘2 + 𝑘3 = 0
−𝑘1 + 3𝑘2 + 𝑘3 = 0
−𝑘1 + 0𝑘2 + 0𝑘3 = 0
0𝑘1 + 2𝑘2 + 5𝑘3 = 0
1 −2 1 𝑘 0
1
−1 3 1 𝑘 0
∴[ ] [ 2] = [ ]
−1 0 0 0
𝑘3
0 2 5 0
1 −2 1 𝑘 0
1
0 1 2 𝑘 0
By 𝑅2 + 𝑅1 [ ] [ 2] = [ ]
−1 0 0 0
𝑘3
0 2 5 0
1 −2 1 𝑘 0
1
0 1 2 𝑘 0
By 𝑅4 − 2𝑅2 [ ] [ 2] = [ ]
−1 0 0 0
𝑘3
0 0 1 0
∴ 𝑘1 − 2𝑘2 + 𝑘3 = 0, 𝑘2 + 2𝑘3 = 0
∴ −𝑘1 = 0, 𝑘3 = 0, ∴ 𝑘2 = 0

Hence, 𝑆 is linearly independent in 𝑃3 .

𝟒 𝟎 𝟏 −𝟏 𝟎 𝟐
3. Determine whether 𝑨 = [ ],𝑩 = [ ] and 𝑪 = [ ] are linearly independent in
−𝟐 −𝟐 𝟐 𝟑 𝟏 𝟒
𝑴𝟐𝟐

Solution: Consider the equation

𝑘1 𝐴 + 𝑘2 𝐵 + 𝑘3 𝐶 = 0
4 0 1 −1 0 2 0 0
∴𝑘1 [ ] + 𝑘2 [ ] + 𝑘3 [ ]=[ ]
−2 −2 2 3 1 4 0 0
4𝑘 + 𝑘2 + 0𝑘3 0𝑘1 − 𝑘2 + 2𝑘3 0 0
∴[ 1 ]=[ ]
−2𝑘1 + 2𝑘2 + 𝑘3 −2𝑘1 + 3𝑘2 + 4𝑘3 0 0

Equating the corresponding elements, we get,

4𝑘1 + 𝑘2 + 0𝑘3 = 0
0𝑘1 − 𝑘2 + 2𝑘3 = 0

−2𝑘1 + 2𝑘2 + 𝑘3 = 0

−2𝑘1 + 3𝑘2 + 4𝑘3 = 0

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-21
 4 1 0 𝑘 0
1
0 −1 2 𝑘 0
[ ] [ 2] = [ ]
−2 2 1 0
𝑘3
−2 3 4 0

−2 3 4 𝑘 0
1
0 −1 2 0
By 𝑅1,4 [ ] [𝑘2 ] = [ ]
−2 2 1 0
𝑘3
4 1 0 0

1 −3/2 −2 𝑘 0
1 1
0 −1 2 ] [𝑘 ] [0]
By − 𝑅1 [ 2 =
2 −2 2 1 0
𝑘3
4 1 0 0

1 −3/2 −2 𝑘 0
1
𝑅3 + 2𝑅1 0 −1 2 ] [𝑘 ] = [0]
By [ 2
𝑅4 + 2𝑅3 0 −1 −3 0
𝑘3
0 5 2 0

1 −3/2 −2 𝑘 0
1
𝑅3 − 𝑅2 0
By [ −1 2 ] [𝑘2 ] = [0]
𝑅4 + 5𝑅3 0 0 −5 0
𝑘3
0 0 −13 0
3
∴ 𝑘1 − 𝑘2 − 2𝑘3 = 0, −𝑘2 + 2𝑘3 = 0
2
∴ −5𝑘3 = 0, −13𝑘3 = 0
∴ 𝑘3 = 0, 𝑘2 = 0, 𝑘1 = 0

∴ The matrices 𝐴, 𝐵, 𝐶 are linearly independent.

4. If 𝒗𝟏 = (𝟐, −𝟐, 𝟎), 𝒗𝟐 (𝟒, 𝟑, 𝟎) and 𝒗𝟑 = (𝟔, 𝟏, 𝟑) are three vectors with initial points at the origin,
find whether the vectors lie in the same plane.

Solution: (i) Analytical: Consider

𝑘1 𝑣1 + 𝑘2 𝑣2 + 𝑘3 𝑣3 = 0 … … … … . . … (1)
∴𝑘1 (2, −2,0) + 𝑘2 (4,3,0) + 𝑘3 (6,1,3) = (0,0,0)
2 4 6 𝑘1 0
∴[−2 3 1] [𝑘2 ] = [0]
0 0 3 𝑘3 0

2 4 6 𝑘1 0
By 𝑅2 + 𝑅1 [0 7 7] [𝑘2 ] = [0]
0 0 3 𝑘3 0
∴ 2𝑘1 + 4𝑘2 + 6𝑘3 = 0
7𝑘2 + 7𝑘3 = 0,3𝑘3 = 0
∴ 𝑘3 = 0, 𝑘2 = 0, ∴ 𝑘1 = 0

∴ The vectors are linearly independent.

(ii) Geometrical: We see that the 𝑧-ordinates of 𝑣1 , 𝑣2 are zero. The points lie on the 𝑥𝑦-plane. The 𝑧-
coordinate of 𝑣3 is 4 . Hence, the point is not in the plane of 𝑣1 and 𝑣2 , 𝑣3 lies above the 𝑥𝑦-plane.

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-22
 ∴ The vectors are linearly independent.

[Since the vectors 𝑣1 and 𝑣2 have 𝑧-coordinate zero, they lie in the 𝑥𝑦-plane whose equation is 𝑧 = 0.
But this equation is not satisfied by the point (6,1,3). Hence, 𝑣3 does not lie in the plane of 𝑣1 , 𝑣2 ; ∴
𝑣1 , 𝑣2 , 𝑣3 do not lie in the same plane]

5. Check whether 𝑺 = {𝐬𝐢𝐧 (𝒙 + 𝟏), 𝐬𝐢𝐧 𝒙, 𝐜𝐨𝐬 𝒙} is linearly independent in 𝑪(𝟎, ∞)

Solution: The Wronskian is

sin (𝑥 + 1) sin 𝑥 cos 𝑥

𝑊(𝑥) = | cos (𝑥 + 1) cos 𝑥 −sin 𝑥 |
−sin (𝑥 + 1) −sin 𝑥 −cos 𝑥
sin (𝑥 + 1) sin 𝑥 cos 𝑥
By 𝑅3 + 𝑅1 = |cos (𝑥 + 1) cos 𝑥 −sin 𝑥 |
0 0 0
∴ 𝑊(𝑥) = 0 for all 𝑥 in (0, ∞)
∴ 𝑊(𝑥) does not help us.

Now, sin (𝑥 + 1) = sin 𝑥cos 1 + cos 𝑥sin 1

∴ 𝑓1 = cos 1 ⋅ 𝑓2 + sin 1 ⋅ 𝑓3

∴ The functions are not linearly independent.

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-23
 PROBLEMS

1. Show by inspection that the set of vectors 𝑢1 = (−1,3,5), 𝑢2 = (4, −12,20) is linearly dependent.

[Ans: 𝑢1 and 𝑢2 are linearly dependent.]

2. Show that 𝑆 = {1 − 𝑡 − 𝑡 2 , −2 + 3𝑡 + 2𝑡 3 , 1 + 𝑡 + 5𝑡 3 } is linearly independent in 𝑃3 (𝑃3 means the set

of all polynomials of degree 3 i.e. of the 3 form 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 ).

[Ans: 𝑆 is linearly independent in 𝑃3 ]

4 0 1 −1 0 2
3. Determine whether 𝐴 = [ ],𝐵 = [ ] and 𝐶 = [ ] are linearly independent in 𝑀2×2 .
−2 −2 2 3 1 4

[Ans: The matrices 𝐴, 𝐵, 𝐶 are linearly independent]

4. Verify whether the following vectors are linearly independent

𝑣1 = (4,5,1), 𝑣2 = (0, −1, −1), 𝑣3 = (3,9,4), 𝑣4 = (−4,4,4).

5 3
[ Ans: 𝑣1 = 𝑣2 + 2𝑣3 − 𝑣4 ]
2 2

5. Show that the following vectors are linearly dependent and find the relation between them
(−1,1,2,0), (3,4, −1,2), (1,6,3,2)
[ Ans: 2𝑣1 + 𝑣2 = 𝑣3 ]

6. Verify whether the following vectors are linearly independent

𝑣1 = (4,5,1), 𝑣2 = (0, −1, −1), 𝑣3 = (3,9,4), 𝑣4 = (−4,4,4)
[Ans: Not Independent]

7. Is the following set of vectors linearly independent in 𝑅3 ?

𝑣1 = (1,4, −2), 𝑣2 = (2,4, −6), 𝑣3 = (3, −6,2), 𝑣4 = (4,3,2)

[Ans: No Since 𝑟 = 4 > 𝑛 = 3 ]

8. If the vectors 𝑣1 = (1,2,3), 𝑣2 = (−2, −4, −6) and 𝑣3 = (3,6,9) have the initial points at the origin,
do they lie on the same line.

[Ans: Yes]

9. Verify whether the following vectors with initial points at the origin lie on the same line
(1,2), (2,4), (−1, −2), (3,6)

[Ans: Yes]

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-24
10. Assume that 𝑣1 , 𝑣2 , 𝑣3 are three vectors in 𝑅3 which have the initial points at the origin.
Determine whether the three vectors lie in the same line.
(a) 𝑣1 = (−1,2,3), 𝑣2 = (−3,6,0), 𝑣3 = (2, −4,3)
(b) 𝑣1 = (2, −1,4), 𝑣2 = (2,7, −6), 𝑣3 = (4,2,3)
(c) 𝑣1 = (2, −1,0), 𝑣2 = (1,2,5), 𝑣3 = (7, −1,5)
(d) 𝑣1 = (1,3, −1), 𝑣2 = (5,7, −3), 𝑣3 = (1, −1,0)
[Ans: (a) Yes, (b) No, (c) Yes; 3𝑣1 + 𝑣2 = 𝑣3 , (d) Yes; 3𝑣1 + 2𝑣2 = 𝑣2 ]

11. Check whether the following sets of matrices are linearly independent

1 1 1 0 1 1
(a) [ ],[ ],[ ]
1 1 0 1 0 0

3 −1 1 2 1 −5
(b) [ ],[ ],[ ]
2 2 3 1 −4 0

2 3 1 −1 3 5
(c) [ ],[ ],[ ]
−4 1 0 2 −4 0

1 2 4 2 0 1 0 7
(d) [−1 1] , [−6 1] , [1 −1] , [ 5 2]
3 0 0 1 2 2 −1 6

[Ans: (a)Yes, (b) No, 𝑣1 − 2𝑣2 = 𝑣3 (𝑐) No; 𝑣1 + 𝑣2 = 𝑣3 (d)Yes]

Linear Independence of Functions of 𝒙

Theorem: If the 𝑛 functions 𝑓1 , 𝑓2 … 𝑓𝑛 have ( 𝑛 − 1 ) continuous derivatives in (−∞, ∞) and if the

determinant, called Wronskian is not identically zero in (−∞, ∞) then these functions are linearly
independent in 𝐶 𝑛−1 (−∞, ∞), where Wronskian denoted by 𝑊(𝑥) is defined by

𝑓1 𝑓2 … 𝑓𝑛
𝑓 𝑓2′ … 𝑓𝑛′
𝑊(𝑥) = | 1 |
… ⋯ … …
𝑓1𝑛−1 𝑓2𝑛−1 … 𝑓𝑛𝑛−1

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-25
 PROBLEMS

1. Use suitable algebraic or trigonometric relations to show that the following sets of functions are not
linearly independent. If not find the relations between them.
(a) 1,1 + 𝑥, 1 − 𝑥, 𝑥 2
(b) 1, sin2 𝑥, cos2 𝑥
(c) 1, sin2 𝑥, cos 2𝑥
(d) 1,1 + 2𝑥, 2 − 3𝑥, 𝑥 2

2. Is the following set of functions linearly independent 6 − 𝑥 2 , 1 + 𝑥 + 𝑥 2 ?

[Ans: Hence, the set is independent]

3. Check whether the following sets are linearly independent 1 + 𝑥 2 , 𝑥 + 𝑥 2 , −1 + 𝑥 2

[Ans: Yes]
4. Is the following sets of polynomials linearly independent in 𝑃3
3 − 2𝑥 + 4𝑥 2 + 𝑥 3 , 4 − 𝑥 + 6𝑥 2 + 𝑥 3 , 7 − 8𝑥 + 10𝑥 2 + 2𝑥 3

5. Determine whether the following sets of vectors are linearly dependent in 𝐹(−∞, ∞)
cos 2𝑥, cos2 𝑥, −sin2 𝑥
[Ans: All linearly dependent]

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-26
Inner Product Spaces

1. General Inner Product: Instead of denoting the inner product (or the dot product) of two vectors
𝑢, 𝑣 as 𝑢. 𝑣, we shall now denote the inner product by ( 𝑢, 𝑣 ) Thus, we have
⟨𝑢, 𝑣⟩ = 𝑢. 𝑣

Definition: An inner product on a real vector space V is function that associates a real number ( 𝑢, 𝑣 )
with each pair of 𝑢, 𝑣 in V such that the following axioms are satisfied for all vectors u, v, z in V and for all
scalars K .
(a) ⟨𝑢, 𝑣⟩ = ⟨𝑣, 𝑢⟩ [Axiom of Symmetry]
(b) ⟨𝑢 + 𝑣, 𝑧⟩ = ⟨𝑢, 𝑧⟩ + ⟨𝑣, 𝑧⟩ [Axiom of Additivity]
(c) ⟨𝑘𝑢, 𝑣⟩ = 𝑘⟨𝑢, 𝑣⟩ [Axiom of Homogeneity]
(d) ⟨𝑣, 𝑣⟩ ≥ 0 and ⟨𝑣, 𝑣⟩ = 0 [Positivity Axiom]
If and only if 𝑣 = 0.

2. Matrix From of Inner Product

𝑢1 𝑣1
𝑢2 𝑣2
If u = [ ⋮ ] and v = [ ⋮ ] then the inner product (𝑢, 𝑣) = (𝑢1 , 𝑢2 … 𝑢𝑛 ). (𝑣1 , 𝑣2 , … , 𝑣𝑛 )
𝑢𝑛 𝑣𝑛

= 𝑢1 𝑉1 + 𝑢2 𝑣2 + ⋯ 𝑢𝑛 𝑉𝑛

𝑉1
𝑉
Can be written as a matrix product (𝑢, 𝑣) = [𝑉1 , 𝑉2 , … , 𝑉𝑛 ] [ 2 ] = [𝑉 ′ 𝑢]
⋮
𝑉𝑛
3. Weighted Euclidean Inner Product

Definition: If 𝑢 = (𝑢1 , 𝑢2 , … , 𝑢𝑛 ) and 𝑣 = (𝑣1 , 𝑣2 , … . , 𝑣𝑛 ) are vectors in 𝑅𝑛 and if 𝑤1 , 𝑤2 , … , 𝑤𝑛 are

positive real numbers called weights then {𝑢, 𝑣} = 𝑤1 𝑢1 𝑣1 + 𝑤2 𝑢2 𝑣2 + … + 𝑤𝑛 𝑢𝑛 𝑣𝑛 define an inner
product on 𝑅𝑛 called Weighted Euclidean inner product with weights 𝑤1 , 𝑤2 , … , 𝑤𝑛 .

PROBLEMS

1. If 𝒖 = (𝟑, 𝟐), 𝒗 = (𝟒, 𝟓), find ‖𝒖‖, 𝒅(𝒖, 𝒗) using

(a) Euclidean inner product
(b) Weighted Euclidean inner product ⟨𝒖, 𝒗⟩ = 𝟑𝒖𝟏 𝒖𝟐 + 𝟐𝒗𝟏𝒗𝟐

Solution: (a) Using Euclidean inner product

(i) ‖𝑢‖ = ⟨𝑢, 𝑢⟩1/2 = (𝑢 − 𝑢)1/2

∴ ‖𝑢‖ = √(𝑢12 + 𝑢22 ) = √(9 + 4) = √13

(ii) 𝑑(𝑢, 𝑣) = ‖𝑢 − 𝑣‖ = √(𝑢1 − 𝑢2 )2 + (𝑣1 − 𝑣2 )2 = √1 + 9 = √10

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-27
 (b) Using weighted Euclidean inner product

(i) ‖𝑢‖ = ⟨𝑢, 𝑢⟩1/2 = (𝑢 ⋅ 𝑢)1/2

= √3𝑢12 + 2𝑢22 = √3 ⋅ (3)2 + 2(2)2

= √27 + 8 = √35
(ii) 𝑑(𝑢, 𝑣) = ‖𝑢 − 𝑣‖
= √3(𝑢1 − 𝑢2 )2 + 2(𝑣1 − 𝑣2 )2
= √3(−1)2 + 2(−3)2 = √21

𝟏 𝟑
2. Find the inner product ⟨𝒖, 𝒗⟩ generated by [ ] where 𝒖 = (𝟐𝒖𝟏 , 𝒖𝟐 ) and 𝒗 = (𝒗𝟏 , 𝟑𝒗𝟐 )
𝟐 𝟒
Solution: By definition ⟨𝑢, 𝑣⟩ = 𝑣 ′ 𝐴′ 𝐴𝑢

1 2 1 3 [2𝑢1 ]
= [𝑣1 , 3𝑣2 ] [ ][ ]
3 4 2 4 𝑢2
1 2 [2𝑢1 + 3𝑢2 ]
= [𝑣1 , 3𝑣2 ] [ ]
3 4 4𝑢1 + 4𝑢2
2𝑢1 + 3𝑢2 + 8𝑢1 + 8𝑢2
= [𝑣1 , 3𝑣2 ] [ ]
6𝑢1 + 9𝑢2 + 16𝑢1 + 16𝑢2
10𝑢1 + 11𝑢2
= [𝑣1 , 3𝑣2 ] [ ]
22𝑢1 + 25𝑢2
= 10𝑢1 𝑣1 + 11𝑢2 𝑣1 + 66𝑢1 𝑣2 + 75𝑢2 𝑣2
= 10𝑢1 𝑣1 + 66𝑢1 𝑣2 + 11𝑢2 𝑣1 + 75𝑢2 𝑣2

𝟑 𝟒 𝟏 −𝟐
3. Find the inner product 𝒖 = [ ] and 𝒗 = [ ] also find the 𝒏 norm of 𝑼
𝟏 𝟐 𝟎 𝟑
Solution: As seen above, ⟨𝑢, 𝑣⟩ = 𝑢1 𝑣1 + 𝑢2 𝑣2 + 𝑢3 𝑣3 + 𝑢4 𝑣4

= 3 × 1 + 4 × −2 + 1 × 0 + 2 × (−3)
= 3 − 8 − 6 = −11, and
‖𝑢‖ = √𝑢12 + 𝑢22 + 𝑢32 + 𝑢42

= √32 + 42 + 12 + 22 = √30

4. If 𝒑 = −𝟏 + 𝟐𝒙 − 𝒙𝟐 and 𝒒 = 𝟐𝒙 − 𝟒𝒙𝟐, then find (𝒑, 𝒒) and ‖𝒑‖ on 𝑷𝟐

Solution: By definition, since 𝑝 = −1 + 2𝑥 − 𝑥 2 and 𝑞 = 0 + 2𝑥 − 4𝑥 2

⟨𝑝, 𝑞⟩ = 𝑎0 𝑏0 + 𝑎1 𝑏1 + 𝑎2 𝑏2

= (−1)(0) + (2)(2) + (−1)(−4) = 4 + 4 = 8

Also ‖𝑝‖ = √𝑎02 + 𝑎12 + 𝑎22 = √1 + 4 + 1 = √6

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-28
 𝟏
5. If 𝒇(𝒙) = 𝐜𝐨𝐬 𝟐𝝅𝒙, 𝒈(𝒙) = 𝐬𝐢𝐧 𝟐𝝅𝒙, compute 𝒅(𝒇, 𝒈) using the inner product (𝒇, 𝒈) = ∫𝟎 𝒇(𝒙)𝒈(𝒙)𝒅𝒙
Solution: By definition:

𝑑(𝑓, 𝑔) = √(𝑓 − 𝑔) ⋅ (𝑓 − 𝑔)
1
= √∫ (cos 2𝜋𝑥 − sin 2𝜋𝑥) ⋅ (cos 2𝜋𝑥 − sin 2𝜋𝑥)𝑑𝑥
0

1
= √∫ (cos2 2𝜋𝑥 − 2cos 2𝜋𝑥sin 2𝜋𝑥 + sin2 2𝜋𝑥)𝑑𝑥
0

1
= √∫ (1 − 2cos 2𝜋𝑥sin 2𝜋𝑥)𝑑𝑥
0

1
cos 4𝜋𝑥 1
= √∫ (1 − sin 4𝜋𝑥)𝑑𝑥 = [𝑥 + ]
0 4 0

1 1
= √(1 + ) − (0 + )
4 4
= √1 = 1

6. Let 𝑹𝟒 have Euclidean inner product. Find the cosine of the angle between vectors 𝒖 = (𝟒, 𝟑, 𝟏, −𝟐)
and 𝒗 = (−𝟐, 𝟏, 𝟐, 𝟑)

Solution: We have
⟨𝑢, 𝑣⟩ = (4,3,1, −2) ⋅ (−2,1,2,3)
= (4)(−2) + (3)(1) + (1)(2) + (−2)(3)
= −8 + 3 + 2 − 6 = −9
‖𝑢‖ = √16 + 9 + 1 + 4 = √30
‖𝑣‖ = √4 + 1 + 4 + 9 = √18
⟨𝑢, 𝑣⟩ −9 9
∴ cos 𝜃 = = =−
‖𝑢‖‖𝑣‖ √30√18 √3 ⋅ 5 ⋅ 2√9 ⋅ 2
9 3
=− =−
3 × 2√15 2√15

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-29
 PROBLEMS

1. Let 𝐮 = (𝒖𝟏 , 𝒖𝟐 ) and 𝐕 = (𝒗𝟏 , 𝒗𝟐 ); Prove that {𝒖, 𝒗} = 𝟑𝒖𝟏 𝒗𝟏 + 𝟐𝒖𝟐𝒗𝟐 is an inner product on 𝑹𝟐

Sol: (i) Since {𝑢, 𝑣} = 3𝑢1 𝑣1 + 2𝑢2 𝑣2 and {𝑣, 𝑢} = 3𝑣1 𝑢1 + 2𝑣2 𝑢2

∴ {𝑢, 𝑣} = {𝑣, 𝑢}

(ii) If 𝑧 = (𝑧1 , 𝑧2 ) then {𝑢 + 𝑣, 𝑧} = 3(𝑢1 + 𝑣1 )𝑧1 + 2(𝑢2 + 𝑣2 )𝑧2

= (3𝑢1 𝑧1 + 3𝑣1 𝑧1 ) + (2𝑢2 𝑣2 + 2𝑣2 𝑧2 )

= (3𝑢1 𝑧1 + 2𝑢2 𝑧2 ) + (3𝑣1 𝑧1 + 2𝑣2 𝑧2 )
∴ {𝑢 + 𝑣, 𝑧} = {𝑢, 𝑧} + {𝑣, 𝑧}

(iii) Now, {𝑘𝑢, 𝑣} = 3(𝑘𝑢1 )𝑣1 + 2(𝑘𝑢2 )𝑣2

= 𝑘 (3𝑢1 𝑣1 + 2𝑢2 𝑣2 ) = 𝑘{𝑢, 𝑣}

(iv) Lastly, {𝑣, 𝑣} = 3𝑣1 𝑣1 + 2𝑣2 𝑣2

= 3𝑣12 + 2𝑣22

Clearly 3𝑣12 + 2𝑣22 ≥ 0 and (𝑣, 𝑣) = 0 if and only 𝑉1 = 0 and 𝑉2 = 0 Thus, all the four axioms of the
inner product are satisfied Hence, {𝑢, 𝑣} is an inner product in 𝑅2

2. If 𝒖 = (𝒖𝟏 , 𝒖𝟐 , 𝒖𝟑 ) and (𝒖𝟏 , 𝒖𝟐 ) = 𝟏, (𝒖𝟏 , 𝒖𝟐 ) = 𝟏(𝒖𝟐 , 𝒖𝟑 ) = 𝟐, (𝒖𝟑 , 𝒖𝟏 ) = −𝟑 and ‖𝒖𝟐 ‖ = 𝟏,

Calculate (i) {𝒖𝟐 , 𝟐𝒖𝟏 − 𝟓𝒖𝟑 } (ii) {𝒖𝟏 + 𝟐𝒖𝟐 , 𝒖𝟐 + 𝒖𝟑 }

Sol: (i) {𝑢2 , 2𝑢1 − 5𝑢3 } = {𝑢2 , 2𝑢1 } + {𝑢2 , −5𝑢3 }

= {2𝑢1 , 𝑢2 } + {−5𝑢3 , 𝑢2 } = 2{𝑢1 , 𝑢2 } − 5{𝑢3 , 𝑢2 }

= 2 − 5(2) = −8

(ii) {𝑢1 + 2𝑢2 , 𝑢2 + 𝑢3 } = {𝑢1 + 2𝑢2 , 𝑢2 } + {𝑢1 + 2𝑢2 , 𝑢3 }

= {𝑢1 , 𝑢2 } + {2𝑢2 , 𝑢2 } + {𝑢1 , 𝑢3 } + {2𝑢2 , 𝑢3 }
= {𝑢1 , 𝑢2 } + 2{𝑢2 , 𝑢2 } + {𝑢1 , 𝑢3 } + 2{𝑢2 , 𝑢3 }
= 1 + 2.1 + (−3) + 2(2) = 4

3. Inner Product Generated by matrices

𝑢1 𝑉1
𝑢2 𝑉
If u = [ ⋮ ] 𝑉 = [ 2 ] and 𝐴 is an 𝑛 × 𝑛 invertible matrix (i.e |𝐴| ≠ 0 ) then the inner product given by
⋮
𝑢𝑛 𝑉𝑛

{𝑢, 𝑣} = 𝐴𝑢 ⋅ 𝐴𝑣

Is called the inner product generated by 𝑨.

As we have seen above the inner product.

{𝑢, 𝑣} = 𝑢, 𝑣 = 𝑣 ′ uin matrix form.

Using the matrix form, we can write

{𝑢, 𝑣} = 𝐴𝑢 ⋅ 𝐴𝑣 = (𝐴𝑉)′ 𝐴𝑢
⟨𝑢, v⟩ = 𝐴′ 𝐴𝑢

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-30
 PROBLEMS

1. Show that {𝒖, 𝒗} = 𝟗𝒖𝟏 𝒗𝟏 + 𝟒𝒖𝟐 𝒗𝟐 is the inner product of 𝒖 = (𝒖𝟏 , 𝒗𝟏 ) and 𝑽 = (𝒖𝟐 , 𝒗𝟐 )
𝟑 𝟎
generated by 𝑨 = [ ]
𝟎 𝟐

Soln: By definition, the inner product generated by the matrix A is given by {u, v} = 𝑉 ′ 𝐴′ Au
3 0
Since |𝐴| = | |=6≠0
0 2

A is invertible, hence, we can write

{𝑢, 𝑣} = 𝑉 ′ 𝐴′ 𝐴𝑢
3 0 3 0 𝑢1 ( ′
= [𝑉1 , 𝑉2 ] [ ][ ] [ ] ∵ 𝐴 = 𝐴)
0 2 0 2 𝑢2
3 0 3𝑢1
= [𝑉1 , 𝑉2 ] [ ][ ]
0 2 2𝑢2
9𝑢
= [𝑉1 , 𝑉2 ] [ 1 ]
4𝑢2
= 9𝑢1 𝑉1 + 4𝑢2 𝑉2

Hence, the result

𝟏 𝟑
2. Find the inner product {𝒖, 𝒗} generated by [ ] where 𝐮 = (𝟐𝒖𝟏 , 𝒖𝟐 ) and 𝑽 = (𝒗𝟏 , 𝟑𝒗𝟐 )
𝟐 𝟒

Inner Product on 𝑴𝟐𝟐

𝑢1 𝑢2 𝑣1 𝑣2
Definition: If 𝑈 = [𝑢 𝑢4 ] and 𝑉 = [𝑣3 𝑣4 ], Then the inner product of 𝑈, 𝑉 is defined as the trace
3
of 𝑉 ′ 𝑈. (The sum of the diagonal elements of a square matrix is called its trace)

∴ {𝑈, 𝑉} = tr{𝑈′ 𝑉} = tr(𝑉 ′ 𝑈)

𝑢1 𝑢3 𝑣1 𝑣2
= tr [𝑢 𝑢 ] [𝑣 𝑣 ]
2 4 3 4
𝑢1 𝑣1 + 𝑢3 𝑣3 𝑢1 𝑣2 + 𝑢3 𝑣4
= tr [𝑢 𝑣 + 𝑢 𝑣 𝑢 𝑣 + 𝑢 𝑣 ]
2 1 4 3 2 2 4 4

= 𝑢1 𝑣1 + 𝑢2 𝑣2 + 𝑢3 𝑣3 + 𝑢4 𝑣4

Similarly, we can see that trace of [𝑉 ′ 𝑈] gives the same result .

Thus,

{𝑈, 𝑉} = 𝑢1 𝑣1 + 𝑢2 𝑣2 + 𝑢3 𝑣3 + 𝑢4 𝑣4
= tr𝑈 ′ 𝑉 = tr𝑉 ′ 𝑈

Inner Product On 𝐶(𝒂. 𝒃)

If 𝑓(𝑥) and 𝑔(𝑥) are any two functions defined on 𝐶[𝑎, 𝑏] and if we define
𝑏
{𝑓 ⋅ 𝑔} = ∫ 𝑓(𝑥)𝑔(𝑥)𝑑𝑥
𝑎

Then {𝑓 ⋅ 𝑔} defines an inner product on 𝐶[𝑎, 𝑏].

If 𝐶[𝑎, 𝑏] has the inner product defined as above then the norm of a function 𝑓 = 𝑓(𝑥) is given by

𝑏
‖𝑓‖ = {𝑓, 𝑓} = {𝑓, 𝑓} = √∫ 𝑓 2 (𝑥)𝑑𝑥
𝑎

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-31
 PROBLEMS

1
1. If 𝑝 = 𝑥, find ‖𝑝‖ if {𝑝, 𝑞} = ∫−1 𝑝(𝑥)𝑞(𝑥)𝑑𝑥 on 𝐶(−1,1)

2. Find 𝑑(𝑝, 𝑞) if 𝑝 = 1 and 𝑞 = 𝑥; {𝑝, 𝑞} defined as above in Ex. 1

1
3. If 𝑓(𝑥)cos 2𝜋𝑥, 𝑔(𝑥) = sin 2𝜋𝑥 compute 𝑑(𝑓, 𝑔) using the inner product ⟨f, g⟩ = ∫0 𝑓(𝑥)𝑔(𝑥)𝑑𝑥

1
4. Using the inner product {𝑓, 𝑔} = ∫−1 𝑓(𝑥) ⋅ 𝑔(𝑥)𝑑𝑥 in 𝐶(−1,1), find (𝑓 ⋅ 𝑔) where
(i) 𝑓(𝑥) = 2 + 𝑥, 𝑔(𝑥) = 1 + 𝑥 2
(ii) 𝑓(𝑥) = 𝑥, 𝑔(𝑥) = 1 + 2𝑥 + 3𝑥 2
Soln: (i) By definition

1
{𝑓. 𝑔} = ∫ (2 + 𝑥)(1 + 𝑥 2 )𝑑𝑥
−1
1
= ∫ (2 + 2𝑥 2 + 𝑥 + 𝑥 3 )𝑑𝑥
−1
1 1
= 2 ∫ 2(1 + 𝑥 2 )𝑑𝑥 [∵ ∫ Odd function = 0]
0 −1
𝑥3 1 16
= 4 [𝑥 + ] = 4 [1 + ] =
3 3 3
1
(ii){𝑓 ⋅ 𝑔} = ∫ 𝑋(1 + 2𝑥 + 3𝑥 2 )𝑑𝑥
−1
1
= ∫ (𝑥 + 2𝑥 2 + 3𝑥 3 )𝑑𝑥
−1
1 1
= 2 ∫ 2𝑥 2 𝑑𝑥 [∫ Odd function = 0]
0 −1
1
𝑥3 1 4
= 4[ ] = 4[ ] =
3 0 3 3

1
5. Use the inner product {𝑝, 𝑞} = ∫−1 𝑝(𝑥)𝑞(𝑥)𝑑𝑥 to compute {𝑝, 𝑞} for vectors 𝑝(𝑥) = 1 − 𝑥 + 𝑥 2 + 5𝑥 3
and 𝑞(𝑥) = 𝑥 − 3𝑥 2 in 𝑃3
1
Soln: {𝑝, 𝑞} = ∫−1 𝑝(𝑥) ⋅ 𝑞(𝑥)𝑑𝑥
1
= ∫ (1 − 𝑥 + 𝑥 2 + 5𝑥 3 )(𝑥 − 3𝑥 2 )𝑑𝑥
−1
1
= ∫ (𝑥 − 3𝑥 2 − 𝑥 2 + 3𝑥 2 + 𝑥 3 − 3𝑥 4 + 5𝑥 4 − 15𝑥 5 )𝑑𝑥
−1
1
= ∫ (𝑥 − 4𝑥 2 + 4𝑥 3 + 2𝑥 4 − 15𝑥 5 )𝑑𝑥
−1
1 1
= 2 ∫ (−4𝑥 2 + 2𝑥 4 )𝑑𝑥 [∵ ∫ ( odd function 𝑑𝑥 = 0]
0 −1
3 5 1
4𝑥 2𝑥 4 2
= 2 [− + ] = 2 [− + ]
3 5 0 3 5
14 28
= 2[ ] =
15 15

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-32
6. Let 𝑢 = (𝑢1 , 𝑢2 , 𝑢3 )𝑣 = (𝑉1 , 𝑉2 , 𝑉3 ) be any two vectors in 𝑅3 . Let {𝑢, 𝑣} be defined as follows. Check
whether {𝑢, 𝑣} is an inner product.
(a) {𝑢, 𝑣} = 𝑢1 𝑉1 + 𝑢2 𝑉2 + 𝑢3 𝑉3
(b) {𝑢, 𝑣} = 2𝑢1 𝑉1 + 𝑢2 𝑉2 + 4𝑢3 𝑉3
(c) {𝑢, 𝑣} = 𝑢1 𝑉1 + 𝑢3 𝑉3

7. Let u = (𝑢1 𝑢2 ), 𝑉 = (𝑉1 𝑉2 ) Prove that

(a) {u, v} = 4𝑢1 𝑉1 + 9𝑢2 𝑉2
(b) {u, v} = 3𝑢1 𝑉1 + 6𝑢2 𝑉2

Is an inner product space on 𝑅2 Find a matrix that generates it.

8. Find the inner product of

3 1 4 −2
(a) 𝑢 = [ ],𝑣 = [ ]
4 2 1 3
1 2 4 6
(b) 𝑢 = [ ]𝑉 = [ ]
−3 5 0 8
3 0
9. Find the inner product {𝑢, 𝑣} generated by A if 𝑢 = (−3,2); 𝑉 = (1,7) and A = [ ]
0 2
10. If 𝑢 = (−1,2), 𝑣 = (2,7), find 𝑑(𝑢, 𝑣) using
(a) Euclidean inner product of 𝑢, 𝑣
(b) Weighted Euclidean inner product {𝑢, 𝑣} = 3𝑢1 𝑣1 + 2𝑢2 𝑣2
1 2
(c) Inner product generated by the matrix [ ]
−1 3
1
11. Using the inner product {𝑓, 𝑔} = ∫0 𝑓(𝑥)𝑔(𝑥)𝑑𝑥, find {𝑓, 𝑔} if
(a) 𝑓 = 𝑥, 𝑔 = 𝑒 𝑥
𝜋
(b) 𝑓 = tan ( ) 𝑥, 𝑔 =
4

Angle and Orthogonality

We have seen that the angle 𝜃 between any two vectors u, v in 𝑅2 and 𝑅3 is given by
𝑢⋅𝑣
cos 𝜃 =
‖𝑣‖

Since cos 𝜃 ≤ 1 to apply this definition to 𝑅𝑛 , we must have |𝑢, 𝑣| ≤ ‖𝑢‖‖𝑉‖.

This is assured by Cauchy-Schwartz inequality.
Definition: We define angle 𝜃 between two vectors 𝑢 and 𝑣 as

{𝑢, 𝑣}
cos 𝜃 =
‖𝑢‖‖𝑣‖

Condition of Orthogonality
Two vectors are said to be orthogonal if 𝜃 = 𝜋/2. From the above relation we get the following
condition of orthogonality. 𝑢 and 𝑣 are orthogonal if

{𝑢, 𝑣} = 0

Cauchy-Schewartz Inequality
If 𝑢, 𝑣 are vectors in a real inner product space then

|{𝑢, 𝑣}| ≤ ‖𝑢‖‖𝑣‖

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-33
 PROBLEMS

1. Let 𝑅4 have Euclidean inner product. Find the cosine of the angle between vectors 𝑢 = (4,3,1, −2)
and 𝑣 = (−2,1,2,3)
Soln: We have {𝑢, 𝑣} = (4,3,1, −2). (−2,1,2,3)

= (4)(−2) + (3)(1) + (1)(2) + (−2)(3)

= −8 + 3 + 2 − 6 = −9
‖𝑢‖ = √16 + 9 + 1 + 4 = √30
‖𝑣‖ = √4 + 1 + 4 + 9 = √18
⟨𝑢, 𝑣⟩ −9
∴ cos 𝜃 = =
‖𝑢‖‖𝑣‖ √30√18
9 9 3
=− =− =−
√3.5.2√9.2 3 × 2√15 2√15

2. If 𝑅3 has the Euclidean inner product, find 𝑘 such that 𝑢, 𝑣 are orthogonal where
(a) u = (k, k, l), v = (k, 5,6)
(b) u = (2,1,3), v = (1,7, k)

Sol: Since 𝑢, 𝑣 are orthogonal {𝑢, 𝑣} = 0

(a) {𝑢, 𝑣} = {𝑘, 𝑘, 1} ⋅ {𝑘, 5,6} = 𝑘(𝑘) + 𝑘(5) + (1)6 = 0

∴ 𝑘 2 + 5𝑘 + 6 = 0 ⇒ (𝑘 + 3)(𝑘 + 2) = 0
∴ 𝑘 = −3, −2

(b) {𝑢, 𝑣} = (2,1,3) ⋅ (1,7, 𝑘) = 2(1) + 1(7) + (𝑘) = 0

∴ 3𝑘 + 9 = 0
∴ 𝑘 = −3

3. Find two unit vectors which are orthogonal to (2,1 − 4,0), (1, −1,2,2), (3,2,5,4) in the Euclidean space
in 𝑅4
Orthogonal Vectors In 𝑴𝟐𝟐
𝑢1 𝑢2 𝑣1 𝑣2
We have defined the inner product of two matrices [𝑢 𝑢4 ] , [𝑣3 𝑣4 ] as
3

{𝑢, 𝑣} = 𝑢1 𝑣1 + 𝑢2 𝑣2 + 𝑢3 𝑣3 + 𝑢4 𝑣4

Then the cosine of the angle 𝜃 between these matrices as vectors is given by

⟨𝑢, 𝑣⟩
cos 𝜃 =
‖𝑢‖‖𝑉‖

The matrices (as vectors) are orthogonal if ⟨𝑢, 𝑉⟩ = 0 i.e if

𝑢1 𝑣1 + 𝑢2 𝑣2 + 𝑢3 𝑣3 + 𝑢4 𝑣4 = 0

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-34
 PROBLEMS

𝑢1 𝑢2 𝑣1 𝑣2
1. For U = [𝑢 𝑢4 ] , 𝑉 = [ 𝑣3 𝑣4 ] in 𝑀22 define {U, V} = 𝑢1 𝑣1 + 𝑢2 𝑣2 + 𝑢3 𝑣3 + 𝑢4 𝑣4. For matrices A
3

and B Verify Cauchy-Schwartz inequality and find then cosine of the angle between them where
2 6 3 2
𝐴=[ ],𝐵 = [ ]
1 −3 1 0

Angle Between the vectors in (−𝟏, 𝟏)

1
Let 𝑃2 have the inner product {𝑝, 𝑞} = ∫−1 𝑝(𝑥)𝑞(𝑥)𝑑𝑥, then the angle between two (vectors) 𝑝, 𝑞 is

⟨𝑝, 𝑞⟩
cos 𝜃 =
‖𝑝‖‖𝑞‖

The vectors are perpendicular if cos 𝜃 = 0𝑖. 𝜀 if {𝑝, 𝑞} = 0

PROBLEMS

1
1. Let 𝐶(−1,1) have an inner product {𝑓, 𝑔} = ∫−1 𝑓(𝑥) ⋅ 𝑔(𝑥)𝑑𝑥. Prove that 𝑓1 (𝑥) = 1 𝑓2 (𝑥) = 𝑥 and
3𝑥 2 −1
𝑓3 (𝑥) = 2
are orthogonal with respect to the given inner product.

Sol: We have
1 1
(i) ∫−1 𝑓1 (𝑥) ⋅ 𝑓2 (𝑥)𝑑𝑥 = ∫−1 1 ⋅ 𝑥𝑑𝑥 = 0 [∵ Odd function ]
1 1 1
(ii) ∫−1 𝑓1 (𝑥) ⋅ 𝑓3 (𝑥)𝑑𝑥 = ∫−1 1 ⋅ (3𝑥 2 − 1)𝑑𝑥
2

1
= ∫ (3𝑥 2 − 1)𝑑𝑥 [∵ Even function ]
0
= [𝑥 3 − 𝑥]𝑑 = 0

1 1 1
(iii) ∫−1 𝑓2 (𝑥) ⋅ 𝑓3 (𝑥)𝑑𝑥 = 2 ∫−1 𝑋(3𝑥 2 − 1)𝑑𝑥 = 0 [∵ ODD function ]

∴ 𝑓1 , 𝑓2 , 𝑓3 are orthogonal

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-35
 Orthonormal Bases
Definition: A set of vectors in an inner product space is called an orthogonal set if each vector in the
set is orthogonal to every other vector in the set. It the norm of each vector in this set is unit then the
set is called Orthonormal

PROBLEMS

1. An orthogonal set in 𝑅3 Let 𝑢1 = (1,0,1), 𝑢2 = (0,1,0), 𝑢3 = (1,0, −1) have the Euclidean inner
product Prove that the vectors are orthogonal
1
2. Check whether p = x, q = 𝑥 2 are orthogonal relative to the inner product {p, q} = ∫−1 𝑝(𝑥)𝑞(𝑥)𝑑𝑥 on
𝐶(−1,1) and if so venify the Pythagoras theorem.
3. Find a basis for the orthogonal complement of the subspace in 𝑅3 spanned by the vectors 𝑣1 =
(1, −1,3), 𝑣2 = (5, −4, −4), 𝑣3 = (7, −6,2)
Sol: The space spanned by 𝑉1 , 𝑉2 , 𝑉3 is the same as the space spanned by the row vectors of the
matrix.
1 −1 3
𝐴 = 5 −4 −4]
[
7 −6 2

By the above theorem the null-space of A is the orthogonal complement of W

We first reduce 𝐴 to row echelon form.

𝑅2 − 2𝑅1 1 4 5 2
𝐵𝑦 [0 −7 −7 −4]
𝑅3 − 𝑅1
0 7 7 4
𝑅 + 𝑅2 1 4 5 2
𝐵𝑦 3 [0 1 1 4/7]
−𝑅2 /7
0 0 0 0
∴ 𝑋1 + 4𝑥2 + 5𝑋3 + 2𝑋3 = 0
4
𝑋2 + 𝑋3 + 𝑋4 = 0
7
4
Putting 𝑋3 = 𝑠, 𝑋4 = 𝑡, 𝑋2 = −𝑠 − 7 𝑡
But 𝑋1 = −4𝑋2 − 5𝑋3 − 2𝑋4

16 2
∴ 𝑋1 = 4𝑠 +𝑡 − 5𝑠 − 2𝑡 = −𝑠 + 𝑡
7 7
𝑋1 −𝑠 + (2/7)𝑡 −1 2/7
𝑋2 −𝑠 − (4/7)𝑡 −1 −4/7
∴[ ]=[ ] = 𝑠[ ]+𝑡[ ]
𝑋3 𝑠+0 1 0
𝑋4 0+𝑡 0 1

The bases for the full-space are

−1 2/7
−1 −4/7]
𝑢1 = [ ] , 𝑢2 = [
1 0
0 1

Since this is the null -space of A it forms the orthogonal complement of W

[You can verify that 𝑢1 , 𝑢2 are orthogonal to 𝑤1 , 𝑤2 , 𝑤3 , 𝑤4 .

For {𝑢1 , 𝑤1 } = (−1, −1,1,0). (1,4,5,2) = (−1, −4, +5 + 0) = 0

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 5-36
 {𝑢1 , 𝑤2 } = (−1, −1,1,0) ⋅ (2,1,3,0) = (−2 − 1 + 3 + 0) = 0
{𝑢1 , 𝑤3 } = (−1, −1,1,0) ⋅ (−1,3,2,2) = (1, −3 + 2 + 0) = 0

We leave to you verify that 𝑢2 is orthogonal to [ 𝑤1 , 𝑤2 , 𝑤3 , 𝑤4 ]

4. Determine whether the following vectors are orthogonal

(a) u = (1,2,3) v = (4,1, −2)

(b) u = (−2, −2, −2) v = (3,3, −3)

(c) u = (𝑢1 , 0, 𝑢3 ) v = (0, 𝑉2 , 0)

(d) u = (0,3, −2,4) v = (1, −2,3,0)

2 4 3 −1
5. Find the cosine of the angle between 𝐴 = [ ],𝐵 = [ ]
−1 3 4 2
6. Verify Cauchy-Schwartz inequality for
1 2 2 1
(a) u [ ],𝑣 = [ ] using inner product {u, v} = 𝑢1 𝑣1 + 𝑢2 𝑣2 + 𝑢3 𝑣3 + 𝑢4 𝑣4
3 −4 4 −3
(b) p = 1 − 2x + 𝑥 2 and q = 2 − 4𝑥 2 using in inner product {p, q} = 𝑎0 , 𝑏0 + 𝑎1 , 𝑏1 + 𝑎2 , 𝑏2

2 3 1 0
7. Verify Cauchy-Schwartz inequality for 𝑢 = [ ],𝑣 = [ ] with respect to the inner product
6 1 4 5
{𝑢, 𝑣} = 𝑢1 𝑣1 + 𝑢2 𝑣2 + 𝑢3 𝑣3 + 𝑢4 𝑣4

8. Find a basis for the orthogonal complement of the sub-space of 𝑅𝑛 spanned by the vectors
(a) 𝑣1 = (2,0, −1), 𝑣2 = (4,0, −2)
(b) 𝑣1 = (2,2, −1,0,1), 𝑣2 = (−1, −1,2, −3,1)𝑣3 = (1,1, −2,0, −1), 𝑣4 = (0,0,1,1,1)

9. Let 𝑅4 have the Euclidean inner product and let u = (−1,1,0,2) Determine whether the vector 𝑢 is
orthogonal to the subspace spanned by the vectors 𝑤1 = (0,0,0,0), 𝑤2 = (2, −2,4,0), 𝑤3 = (6,0,0, −3)

10. Find the cosine of the angle between the following vectors.
(a) (−2,5,11)(4,6, −2)
(c) (1,1,0,0), (3,3,3,3)
(b) (2,1,7, −1)(4,0,0,0)

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Orthonormal Basis

Definition: A set of vectors in an inner product space is called an orthogonal set if all the distinct vectors
are orthogonal. If the norm of each vector in the orthogonal set is 1 , then it is called orthonormal set.

PROBLEMS

1. Check whether the following sets of vectors in 𝑅3 are orthogonal with respect to the Euclidean inner
product.
2. Check whether the above vectors are orthonormal.
3. Check whether the following sets of vectors in 𝑅3 are orthogonal with respect to the Euclidean inner
product.
4. Check whether the following sets of polynomials is orthonormal with respect to the inner product in
𝑃2 .
1 1
1, 𝑥+ 𝑥2 , 𝑥2
√2 √2
3 4 4 3
5. Verify that the vectors 𝑣1 = (− 5 , 5 , 0) , 𝑣2 = (5 , 5 , 0) , 𝑣3 = (0,0,1).

From an orthonormal basis in 𝑅3 with respect to the Euclidean inner product. Express the vecto
( 3, −7,4 ) as a liner combination of 𝑣1 , 𝑣2 , 𝑣3.

4 3 3 4
6. If 𝑣1 = (0,1,0), 𝑣2 = (− 5 , 0, 5) , 𝑣3 = (5 , 0, 5), Show that the vectors are orthonormal.
Express u = (1,1,1) as a linear combination of 𝑣1 , 𝑣2 , 𝑣3 and find the coordinate vectors of u with
respect to 𝑆 = {𝑣1 , 𝑣2 , 𝑣3 }.

Projection Theorem

If W is a finite dimension subspace of an inner product space V , then every vector u in C can be
expressed uniquely as

u = w1 + w2

Where 𝑤1 is in 𝑊 and 𝑤2 is in 𝑊 ⊥ .

PROBLEMS

4 3
1. Let W = span {(0,1,0), (− 5 , 0, 5)}. Express, w = (1,1,1) in the form 𝑤 = 𝑤1 + 𝑤2 where 𝑤1 ∈ 𝑊 and
𝑤2 ∈ 𝑊 ⊥.

4 3
2. Let 𝑊 = span {(0,1,0), (− 5 , 0, 5)}. Express 𝑊 = (1,2,3) in the form of 𝑤 = 𝑤1 + 𝑤2 , where 𝑤1 ∈ 𝑊
and 𝑤2 ∈ 𝑊 ⊥.

4 3
Sol: Let 𝑉1 = (0,1,0), 𝑉2 = (− 5 , 0, 5).
Then the projection of 𝑤 on 𝑊.
proj𝑤 𝑤 = (𝑤, 𝑣1 )𝑣1 + (𝑤, 𝑣2 )𝑣2

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 4 3
= [(1,2,3) ⋅ (0,1,0)]𝑉1 + [(1,2,3) ⋅ (− , 0, )] 𝑉2
5 5
4 3
= 2𝑉1 + 1 ⋅ 𝑉2 = 2(0,1,0) + 1 ⋅ (− , 0, )
5 5
4 3
𝑊1 = (− , 2, )
5 5

This is the component of 𝑤 in 𝑊.

The component of w orthogonal to W is
𝜔
proj𝑤11 = 𝑤 − proj𝑤 𝑤
4 3
= proj𝑊 1 𝑤 = (1,2,3) − (− , 2, )
5 5
9 12
𝑊2 = ( , 0, )
5 5

This is the component of 𝑤 in 𝑊 ⊥ .

𝑤 = 𝑤1 + 𝑤2 (𝑤ℎ𝑒𝑟𝑒
𝑤1 ∈ 𝑊 and 𝑤2 ∈ 𝑊 ⊥ )
Hence,
4 3 9 12
= (− , 2, ) + ( , 0, )
2 5 5 5

3. Let 𝑅4 have the Euclidean inner product. Express W = (−1,2,6,0) in the form 𝑤 = 𝑤1 + 𝑤2 where
𝑤1 ∈ 𝑊 and 𝑤2 ∈ 𝑊 ⊥ where 𝑤 is spanned by 𝑉1 = (−1,0,2,)𝑎𝑛𝑑𝑉2 = ( 0,1,0,1 ).
Solution: The project of 𝑢 on 𝑊
proj𝑤 𝑤 = ⟨𝑤, 𝑣1 ⟩𝑣1 + ⟨𝑤, 𝑣2 )𝑣2
= [(−1,2,6,0) ⋅ (−1,0,1,2)]𝑣1 + [(−1,2,6,0) ⋅ (0,1,0,1)]𝑣2
= 7(−1,0,1,2) + 2(0,1,0,1)
∴ 𝑤1 = (−7,2,7,16)

The component of 𝑤 orthogonal to 𝑊 is

proj1𝑤 𝑤 = 𝑤 − proj𝑤 𝑤
= (−1,2,6,0) − (−7,2,7,16)
𝑤2 = (6,0, −1, −16)
∴ 𝑤 = 𝑤1 + 𝑤2 where 𝑤1 ∈ 𝑊 and 𝑤2 ∈ 𝑊 ⊥ = (−7,2,7,16) + (6,0, −1, −16)

4. Let 𝑅3 have the Euclidean inner product. Use Gram-Schmidt process to transform the basis
{𝑢1 , 𝑢2 , 𝑢3 } into orthonormal basis where 𝑢1 = (1,1,1), 𝑢2 = (0,1,1), 𝑢3 = (0,0,1).

5. Let 𝑅3 have the Euclidean inner product Use Gram-Schmidt process to transform the basis
{𝑢1 , 𝑢2 , 𝑢3 } into orthonormal basis where 𝑢1 = (1,1,1), 𝑢2 = (−1,1,0), 𝑢3 = (1, 2, 1).

Soln: Step - 1: 𝑣1 = 𝑢1 = (1,1,1)

(𝑢 ,𝑢 )
Step - 2: 𝑣2 = 𝑢2 − proj 𝑢2 = 𝑢2 − ‖𝑣2 ‖1 , 𝑣1
1
Now, = −1 + 1 − 0 = 0 and ‖𝜈1 ‖2 = 1 + 1 + 1 = 3

0 2 2 4
∴ 𝑣2 = (−1,1,0) − (1,1,1) = (−1,1,0) = (− , 0, − , )
3 3 3 3
(𝑢3 , 𝑣1 ) (𝑢3 , 𝑣2 )
Step - 3: 𝑣3 = 𝑢3 − proj 𝑢3 = 𝑢3 − , 𝑣1 − ,𝑣
‖𝑣1 ‖ 2 ‖𝑣2 ‖2 2

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 Now, ⟨𝑢3 , 𝑣1 ⟩ = 0 + 0 + 1 + 1 = 2

2 2 4
⟨𝑢3 , 𝑣2 ⟩ = (0, −1,1,1) ⋅ (− , 0, − , )
3 3 3
2 4 2
= 0+0− + =
3 3 3

‖𝑣1 ‖2 = 3 as before.

4 4 16 24 8
‖𝑣2 ‖2 = +0+ + = =
9 9 9 9 3
2 2/3 2 2 4
∴ 𝑣3 = (0, −1,1,1) − (1,0,1,1) − (− , 0, − , )
3 8/3 3 3 3
2 1 2 2 4
= (0, −1,1,1) − (1,0,1,1) − (− , 0, − , )
3 4 3 3 3
2 2 2 1 1 1
= (0, −1,1,1) + (− , 0, − , − ) + ( , 0, , − )
3 3 3 6 6 3
1 1
= ( , −1, , 0)
2 2

Hence, the required orthogonal set is

2 2 4
𝑣1 = (1,0,1,1), 𝑣2 = (− , 0, − , )
3 3 3
1 1
𝑣3 = ( , −1, , 0)
2 2

6. Let the vector space 𝑃2 have the inner product defined by

1
(𝑝, 𝑞) = ∫ 𝑝(𝑥) ⋅ 𝑞(𝑥)𝑑𝑥
−1

Use Gram - Schmidt process to transform the standard basis 𝑆 = {1, 𝑥, 𝑥 2 } into an orthonormal to
basis.

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 PROBABILITY DISTRIBUTION
Poisson Distribution
1. Find probability that at most 4 defective bulbs will be found in a box of 200 bulbs. if it is
known that 2% of its bulbs are defective
Solution: P.D(m)
2
P = 2% = 100 = 0.02

n = 200
m = n× p = 200 × 0.02
m=4
e−m mx
P(X = x) =
x!
e−4 4x
P(X = x) =
x!
P(X ≤ 4) = P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3) + P(X = 4)
e−4 40 e−4 41 e−4 42 e−4 43 e−4 44
= + + + +
0! 1! 2! 3! 4!
1 4 16 64 256
= e−4 [ + + + + ]
1 1 2 6 24
= 0.6288
2. A transmission channel has a per-digit error probability p = 0.01 calculate the
probability of more than 1 error in 10 received digital using P.D
Solution: P.D(m)
P = 0.01
n = 10
m = n× p = 10 × 0.01
m = 0.1
e−m mx
P(X = x) =
x!
e−0 0.1x
P(X = x) =
x!
P(X > 1) = 1 − [P(X = 0)P(X = 1)]
e−0 0.10 e−0 0.11
= 1−[ + ]
0! 1!

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 = 0.0047
3. A car hire firm has two cars which they hire out day by day. The number of demands for
a car on each day is distributed as Poisson variate with mean 15 calculate the proportion
of day on which
i)Neither car is used ii) Same demand is refuse

Solution: P.D(m)
X ⟶ Demand of car
Mean=1.5

m = 1.5
e−m mx
P(X = x) =
x!
e−1.5 1.5x
P(X = x) =
x!
a) P (neither car is used)
e−1.5 1.50
P(X=0) =
0!

=
b) P (Same is refused) P+Q=1
P(X > 2) = 1 − [P(x = 0) − 1P(x = 1) − 1P(x = 2)]
e−1.5 1.50 e−1.5 1.51 e−1.5 1.52
=[ + + ]
0! 1! 2!
= 0.8088
4. An insurance company found that only 0.01% of the Population is involved in a
certain type of accident each year. If its 1000 policy holders use randomly
selected form probability, what is the probability that no more than two of clients
are involved in such accident next Year?
Solution: P.D(m)
0.01
P = 0.01% = = 0.0001
100

n = 1000
m = n× p = 1000 × 0.0001
m = 0.1
e−m mx e−0.1 0.1x
P(X = x) = =
x! x!
P(X > 2) = 1 − [P(x = 0) − 1P(x = 1) − 1P(x = 2)]
e−0.1 0.10 e−0.1 0.11 e−0.1 0.12
=[ + + ]
0! 1! 2!

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 = 0.9998

5. The number of accidents in a year attributed to taxi drivers in a city follows P.D
with mean 3. Out of 1000 taxi drivers, Find number of taxi driver with
i) No accidents ii) More than 3 accidents
Solution: P.D(m)
mean = 3

m=3
N = 1000
e−m mx
P(X = x) =
x!
e−3 3x
=
x!
i) P (no accidents)
e−3 30
P(X = 0) =
0!
Number of T.D = N × P(x)
= 1000 × 0.0498
= 49.8
≅ 50
ii) P(X > 3) = 1 − [P(x = 0) + P(x = 1) + P(x = 2) + P(x = 3)]
e−3 30 e−3 31 e−3 32 e−3 33
=[ + + + ]
0! 1! 2! 3!
= 0.3528
Number of T.D = N × P(x)

= 1000 × 0.3528
= 352.8
≅ 353

This document is property of RKDEMY and cannot be used, disclosed or duplicated without the prior written consent of RKDEMY pg. 1-3
 6. Fit a Poisson Distribution to Following data
X: 0 1 2 3 4 5 total
f: 142 156 69 27 5 1 400

Solution:
∑ f.X
i) Mean =
N
0+156+138+81+20+5
=
400
m=1
e−m mx
P (X = x) =
x!
ii) Probability
P(X=0) = 0.3679
P(X=1) = 0.3679
P(X=2) = 0.1839
P(X=3) = 0.0613
P(X=4) = 0.0153
P(X=5) = 0.0031
iii)

X: 0 1 2 3 4 5 total
f: 142 156 69 27 5 1 400
7. A random variable X follows P.D with variance 3. Calculate P(X=2) &P(X≥ 4)
Solution:X → P. D(m)
Variance = 3

m=3
e−m mx
P(X = x) =
x!
e−3 3x
P(X = x) =
x!
a) P(X = 2)
e−3 32
P(X = 2) = = 0.2240
2!
b) P(X ≥ 4)
P(X ≥ 4) = −1[P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3)]
e−3 30 e−3 31 e−3 32 e−3 33
= −1 [ ]
0! 1! 2! 3!

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 1 3 9 27
= 1 − e3 [1 + 1 + 2 + 6
]

= 1 − (0.0497)(13)

= 0.3539
8. Assume that the Probability of an individual coal miner being injured in a mine accident
1
during a year is . Calculate the probability that in a mine employing 200 miners there
2400
will be at least one fatal accident in a year.

Solution:
n = 200
1
P = 2400

m=n×p
1
= 20 ×
2400

m = 0.083
e−m mx
P = (X = x) =
x!
e−0.083 0.083x
P = (X = x) =
x!
P(X ≥ 1) = 1 − P(x = 0)

e−0.083 0.0830
= 1−
0!
1 − e−0.083
= 0.0795

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 9. Fit a P.D to the following data
No. of deaths: 0 1 2 3 4 Total
Frequency: 123 59 14 3 1 200
Solution:
∑ f.x
a) Mean = N
0 + 59 + 28 + 9 + 4
=
200
m = 0.5
e−m mx
P = (X = x) =
x!
e−0.5 0.5x
P = (X = x) =
x!

b) Probability
P(X=0) = 0.6055
P(X=1) = 0.3033
P(X=2) = 0.0758
P(X=3) = 0.0126
P(X=4) = 0.0016

c) Table [ N × P(x)]
X 0 1 2 3 4 Total
f 121 61 15 3 0 200

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2.2Normal Form
1. If sizes of 10000 items are normally Distributed with mean 20 cms & S.D.4 cms find the
probability that an item selected at random will have size
i) Between 18 cm & 23cm ii) Above 26 cm
Solution: N.D. (μ, δ)
n=10000=N
Mean:μ = 20
S.D. δ = 4
a) P(18<x<23)
18 − μ x − μ 23 − μ
= P( < < )
δ δ δ
18 − 20 23 − 20
= P( <z< )
4 4
P = (−0.5 < z < 0.75)

A(z = 0 to z = 0.75)
A(z = 0 to z = −0.5)
= 0.2734 + 0.1915
b) P(X>26)

X − μ 26 − μ
= P( > )
δ δ
26 − 20
= P (z > )
4
P = (z > 1.5)

0.5-A (z=0 to z=1.5)

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 =0.5-0.4332
2. The weekly payments of 1000 workmen are N.D with mean of Rs 70 & S.D of Rs5.
Estimate the number of workers whose weekly wages will be i) Between 69 & 72 ii)
more than 75
Solution: N.D. (μ, δ)
N=1000
Mean:μ = 70
δ=5
X−μ
z=
δ

a)p(69< x < 72 )
69−μ X−μ 70−μ
=P( < < )
δ δ δ
69−70 X−μ 70−72
=P( < < )
5 δ 5

=P(-0.2<Ƶ<0.4)
=A(Ƶ=0.4)+ A(Ƶ= -0.2)
=0.1554 + 0.0793
Number of workman =Nxp(x)=1000x
(b) p(X>75)
X−μ 75−μ
=P( δ
> δ
)
75−70
=P(Ƶ > 5
)

=p ( Ƶ > 1)
=0.5-A(Ƶ = 1)
=0.5-0.3413
Number of workman =N x p (x)
=1000x
=159

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 3. The incomes of 10000 person were N. D with mean Rs 520 & S. D Rs60.Find i)
Number of people having income between Rs400 & Rs500.ii) Lowest income of
richest 500 persons

Solution: a) (400< x < 500 )

400−μ 500−μ
=P( δ < c < δ )
400−520 500−520
=p ( <Ƶ< )
60 60

= P(-2<Ƶ<-0.33)

=A(Ƶ=-2) -A(Ƶ = -0.33)

=0.4712- 0.1293
Number of persons = N x p (x)
= 1000 x 0.3479
= 3479

(b) Lowest income of Richest 500

A=0.45
Ƶ=1.64

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 X−μ
δ
=1.64
X−520
60
=1.64

X-520=1.64 x 60

X=619

4. If a normal distribution 7% of items are below 35 and 89% of items are below 63.
Find mean & S.D
Sol: N.D
a)7% of items are below 35

Z=-148
X−μ
δ
=-1.48

When X=35
35−μ
=-1.48
δ

3-μ=-1.48 δ

35= μ − 1.48 δ

c) 89 %of items are below 63

Z=1.23
X−μ
δ
=-1.23

When X=63
63−μ
=-1.23
δ

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 63- μ = 1.23δ
63= μ + 1.23 δ

μ = 50

δ = 10

5) In an exam marks obtained by students in math, physics & chem are N.D with mean
51,53,46 & S.D 15,12,16 resp Find probability of securing total marks i) 180 or above ii) 90
or below
Solu; N.D
Maths physics Chemistry
Mean 𝜇𝑚 =51 𝜇𝑝 =53 𝜇𝑐 =46
S,D 𝛿𝑚 =15 𝛿𝑝 =15 𝛿𝑐 =16
a) Total mean (𝜇𝑡 )
𝜇𝑡 =𝜇𝑚 +𝜇𝑝 +𝜇𝑐
=51+53+46

𝜇𝑡 =150

b) Total variance (𝛿𝑇 2 )

𝛿𝑇 2 =𝛿𝑚 2+𝛿𝑝 2 +𝛿𝑐 2
= 225 + 144 + 256
𝛿𝑇 2 =625
Total S.T (𝛿𝑡 )
𝛿𝑡 =√𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒 =√625
=25
a) P(X≥180)
X−μ 180−μ
=P( δ
> σ
)
=p(Ƶ>1.2)
=0.5-A(Ƶ=1.2)
=0.5-0.9849
=0.1151
b)p(X≤90)
X−μ 90−150
=P( ≤ )
δ 25
=0.5-A(Ƶ=-2.4)
=0.5-0.4918
=0.0082

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 Problems

1. A random variable X follows N.D with mean 14 & S. D 2.5 Find i) P(X<8) ii) P(X>18)
iii) P(12<X<18) [A(Z=2.4) =0.4918, A(Z=1.6) =0.4452, A(Z=0.8) =0.2882 & A(Z=0.4)
=0.1554]

2. In sampling of 1000 cases, the mean of certain test is 14 and S.D. 2.5. Assuming N-D.
find
i) How many students score between 12 & 15.
ii) How many score above 18

3. In a ND. 7% of items are below 35 & 89% of its items are below 63. Find mean &S. D

4. In N.D 30% of students scored below 35 marks & 10 % scored above 60 marks. Find
means & S.D

5. In a normal distribution 17% of items are below 30 & 17% of items are above 60
Find mean & S.D
6. If sixes of 10000 items are normally Distributed with mean 20 cms & S.D 4 cms find
the probability that an item selected at random will have size i) between 18 cms & 23
cms ii) above 26 cms
7. . Fit a Poisson Distribution to the following data :

x: 0 1 2 3 4 5 6 7 8

f(x) : 56 156 132 92 37 22 4 0 1

9.In a normal distribution 7% of the items are under 35 and 89% are under 63. Find its mean
and
standard deviation.
10 . For a Poisson distribution 𝑃(𝑥 = 2) = 9𝑃(𝑥 = 4) + 90𝑃(𝑥 = 6), then find means
and variance of distribution.

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 Calculus Of Variations
Euler’ s Differential Equation

If 𝑦(𝑥) is a curve joining the two points (𝑥1, 𝑦1) and (𝑥2, 𝑦2 ), if 𝑦(𝑥) = 𝑌(𝑥)+ ∈. 𝑛 (𝑥2 ) = 0 is a
𝑥2
neighbouring curve, and if y(x) makes 𝐼 = ∫𝑥1 𝐹 (𝑥, 𝑦, 𝑦 ′ )𝑑𝑥 an extremum then
𝜕𝐹 𝑑 𝜕𝐹
− ( ) = 0 … … … … . . (1)
𝜕𝑦 𝑑𝑥 𝜕𝑦 ′

This equation is known as Euler’s Equation or Euler-Lagrange Equation.

𝑥2
Proof: We put 𝑦 = 𝑌(𝑥) = 𝑦(𝑥) + c. 𝑛(𝑥)and 𝑦′ = 𝑦′(𝑥)+ ∈. 𝑛′ (𝑥) in 𝐼 = ∫𝑥1 𝐹 (𝑥, 𝑦, 𝑦 ′ )𝑑𝑥
The value of the integral along the neighbouring curve i.e. for Y(x) is

𝑥2
𝐼 (𝜖) = ∫ 𝐹{𝑥, 𝑦(𝑥) + 𝜖. 𝑛(𝑥), 𝑦 ′ (𝑥) + 𝜖. 𝑛(𝑥), 𝑑𝑥} … … … . . (2)
𝑥1

But this is a function of ∈ and has a maxima or a minima for the curve

𝑑𝐼
𝑌 = 𝑦(𝑥)if𝑑∈ = 0 𝑎𝑡 ∈= 0.
Denoting the intergrand in (2) by 𝐹∈ to avoid confusion and differentiating it under the intergral sign w.r.t
∈,
𝑥2
𝑑𝐼(∈) 𝜕𝐹∈ 𝜕𝐹∈ 𝜕𝑧 𝜕𝑧 𝜕𝑢 𝜕𝑧 𝜕𝑣
= ∫[ . 𝑛(𝑥) + ′ . 𝑛′ (𝑥)𝑑𝑥 [∴ = . + . ]
𝑑∈ 𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑣 𝜕𝑥
𝑥1

𝑑𝐼(∈)
At ∈ = 0 we should have 𝑑∈
= 0.
(Putting back 𝐹 for 𝐹∈ )
𝑥2
𝜕𝐹 𝜕𝐹
∫[ . 𝑛(𝑥) + ′ . 𝑛′ (𝑥)] 𝑑𝑥 = 0
𝜕𝑦 𝜕𝑦
𝑥1

Integrating the second term w. r. t. 𝑥 by parts, we get

𝑥2 𝑥2
𝑥2
𝜕𝑓 𝜕𝑓 𝑑 𝜕𝑓
∫ . 𝑛(𝑥)𝑑𝑥 + [ 𝑛(𝑥)] − ∫ 𝑛(𝑥) ( )𝑑𝑥 = 0
𝜕𝑦 𝜕𝑦 𝑥
𝑑𝑥 𝜕𝑦
𝑥1 1 𝑥1

Since, n(𝑥1)=0 and n(𝑥2)=0, the middle term is zero and we get
𝑥2
𝜕𝑓 𝑑 𝜕𝑓
∫[ − ( )] n(x)dx = 0 … … … … (3)
𝜕𝑦 𝑑𝑥 𝜕𝑦
𝑥1

Since 𝑛(𝑥) is an arbitrary function of 𝑥, the equation (3) implies that the intergrandis also zero

𝜕𝐹 𝑑 𝜕𝐹
∴ − ( )=0
𝜕𝑦 𝑑𝑥 𝜕𝑦 ′

c
Another Form of Euler’s equation

The above stated Euler’ s equation can also be written as

𝝏𝑭 𝒅 𝝏𝑭
− [𝑭 − 𝒚′ ′ ] = 𝟎
𝝏𝒙 𝒅𝒙 𝝏𝒚
This is second form of Euler’s equation.
Proof: Since 𝐹 is a function of 𝑥, 𝑦, 𝑧 ′ , we have

𝑑𝐹 𝜕𝐹 𝜕𝐹 𝜕𝑦 𝜕𝐹 𝜕𝑦 ′ 𝜕𝐹 𝜕𝐹 ′ 𝜕𝐹 ′′
= + ⋅ + ⋅ = + 𝑦 + ⋅𝑦
𝑑𝑥 𝜕𝑥 𝜕𝑦 𝑑𝑥 𝜕𝑦 𝑑𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦

Also

𝑑 ′ 𝜕𝐹 ′
𝑑 𝜕𝐹 𝜕𝐹 𝜕𝑦 ′ 𝑑 𝜕𝐹 𝜕𝐹 𝜕𝐹
[𝑦 ⋅ ] = 𝑦 ⋅ ( )+ ⋅ = 𝑦′ ( ) + ) + ′ ⋅ 𝑦 ′′
𝑑𝑥 𝜕𝑦 𝑑𝑥 𝜕𝑦 𝜕𝑦 𝑑𝑥 𝑑𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑦

By subtraction, we get,

𝑑 𝜕𝐹 𝜕𝐹 𝜕𝐹 𝑑 𝜕𝐹
∴ [𝐹 − 𝑦 ′ ′ ] = + 𝑦′ [ − ( )]
𝑑𝑥 𝜕𝑦 𝜕𝑋 𝜕𝑦 𝑑𝑥 𝜕𝑦 ′

But by Euler's equation (1) above the second term on the r. h. s. is zero

𝜕𝐹 𝑑 𝜕𝑣
∴ − [𝐹 − 𝑦 𝑑𝑦 ] = 0 as required.
𝜕𝑋 𝑑𝑋

Corollary - 2: If F does not contain x explicitly then Euler's equation reduces to

ar
F − y′ =𝑐
𝜕𝑦
𝑎𝐹
Proof: If 𝐹 does not contain x explicitly then = 0 and the equation reduces to
𝑑𝑥

𝑑 𝜕𝑃
(𝐹 − 𝑦 𝜕𝑦 ) = 0
𝑑𝑥
𝑎𝑣
i.e., F ⋅ 𝑦 ′ 𝑑𝑦 = 𝑐, where 𝑐 is in arbitrary constant.

𝜕𝐹
Corollary - 3: If F does not contain 𝑦 ∗ then 𝜕𝑦 = 0

𝜕𝐹
Proof: If F is independent of y ′ , then 𝜕𝑦′ = 0.

𝜕𝑟 𝜕𝑓
Putting 𝜕𝑦 = 0 in the Euler's equation (1), we get 𝜕𝑦 = 0.

c
Third form of Euler's Equation

The Euler's equation can also be written as

𝝏𝑭 𝝏𝟐 𝑭 𝝏𝟐 𝑭 𝝏𝟐 𝑭
− − 𝒚′ − 𝒚′′
=𝟎
𝝏𝒚 𝝏𝑿𝝏𝒚 𝝏𝒚𝝏𝒚′ 𝝏𝒚′𝟐

𝑑𝑓
Proof: Since 𝑑𝑦′ also is a function of 𝑥, 𝑦, 𝑦 ′ .

𝑑 𝜕𝐹 𝜕 𝜕𝐹 𝑑𝑥 𝜕 𝜕𝐹 𝑑𝑦 𝜕 𝜕𝐹 𝑑𝑦 ′
( )= ( ) + ( ) + ( )⋅
𝑑𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦 𝑑𝑥 𝜕𝑦 𝜕𝑦 ′ 𝜕𝑑𝑥 𝜕𝑦 ′ 𝜕𝑦 ′ 𝑑𝑥
𝜕2𝐹 𝜕 2 𝐹 𝑑𝑦 𝜕 2 𝐹 𝑑𝑦 ′
= + ⋅ + ⋅
𝜕𝑥𝜕𝑦 ′ 𝜕𝑣𝜕𝑦 ′ 𝑑𝑥 𝜕𝑣 ′2 𝑑𝑥

𝜕2𝐹 ′
𝜕2𝐹 ′
𝜕2𝐹
= + 𝑦 + 𝑦
𝜕𝑥𝜕𝑦 ′ 𝜕𝑦𝜕𝑦 ′ 𝜕𝑦 ′2
Note: It should be clearly understood that the function y = f (x), which extremises
𝑥2
I = ∫ 𝐹 (𝑋, 𝑌, 𝑌 ′ )𝑑𝑥
𝑥1

Is obtained by solving the differential equation

𝝏𝑭 𝒅 𝝏𝑭
− ( )=0
𝝏𝒚 𝒅𝒙 𝝏𝒚′

known as Euler’s equation

SOLVED EXAMPLES

Use Rayleigh Ritz Method find an approximate value for extremal of function
𝟏 𝟏 𝟏 𝟏 𝟐
∫𝟎 [𝐱𝐲 + 𝟐 𝐲 𝟐 ]𝐝𝐱 I=∫𝟎 [𝒙𝒚 + 𝟐 𝒀𝑰 ]dx
𝟏 𝟏 𝟐
Solution : Assume solution ∫𝟎 ቄ𝒙ൣ𝑪𝟏 𝒙 − 𝑪𝟏 𝒙𝟐 ൧ + 𝟐 ൣ𝑪𝟏 − 𝟐𝒙𝑪𝟏 ൧ ቅ 𝒅𝒙
𝟏 𝟐 𝟐 𝟏 𝟐
y =𝑪𝟎 + 𝑪𝟏 𝒙 + ∫𝟎 ቄ𝐂𝟏 𝐱 𝟐 − 𝐂𝟏 𝐱 𝟑 + 𝟐 ቂ𝐂𝟏 − 𝟒𝐂𝟏 𝒙 + 𝟒𝐱 𝟐 𝐂𝟏 ቃቅ dx
𝑪𝟐 𝒙 𝟐
1 1 2
Y(0)=0 ∫0 ቄC1 x 2 − C1 x 3 + 2 C1 2 − 2C1 2 𝑥 + 2x 2 C1 ቅ 𝑑𝑥

1
𝑥3 𝑥4 1 𝑥2 𝑥3
X=0 ,y= 0 ቂC1 3
− C1 4
+ 2 C1 2 𝑥−2C1 2 2
+ 2C1 2 3
ቃ
0

C1 C1 C1 2 2C1 2
0=𝐶0 +0+0 − + − C1 2 + −0
3 4 2 3
1 1 1 2
𝐶0 = 0 I= (3 − 4) C1 + (2 − 1 + 3) C1 2

c
 𝐂𝟏 𝐂𝟏 𝐂𝟏 𝟐 𝟐𝐂𝟏 𝟐
0=𝑪𝟎 +0+0 𝟑
− 𝟒
+ 2
− 𝐂𝟏 𝟐 + 3
−0
1 1 1 2
𝐶0 = 0 I= (3 − 4) 𝐂𝟏 + (2 − 1 + 3) 𝐂𝟏 𝟐
𝑑𝐼
=0
𝐝𝐂𝟏
Y (1 ) =0
𝑑𝐼 1 𝑑𝐂 1
X=1, y= 0 𝐝𝐂𝟏
= 12 𝐝𝐂 + 6 𝟐𝐂𝟏
𝟏
1 1
0=𝐶0 + 𝐶1 + 𝐶2 0= 12 + 3 𝐂𝟏
1 1
0=0 + 𝐶1 + 𝐶2 𝐂𝟏 = −
3 12

𝐶1 + 𝐶2 = 0
1
𝐶2 = −𝐶1 𝐂𝟏 = −
4

1
Y= 𝐶1 𝑥 − 𝐶1 𝑥 2 𝐂𝟐 = − 4

𝑌 I = 𝐶1 − 2𝑥𝐶1 y= 𝑐0 + 𝐂𝟏 𝒙 + 𝐂𝟐 𝒙𝟐
1 1
Y=− 4 𝑥 + − 4 𝑥 2

2.Use Rayleigh Ritz Method find an approximate value for extremal of function

1 2
∫0 ൣ𝑌 ′ − 2𝑦 − 2𝑥𝑦൧𝑑𝑥 subject to Y(0)=2 & Y(1)=1
Solution : Assume solution

y =𝑪𝟎 + 𝑪𝟏 𝒙 + 𝑪𝟐 𝒙𝟐

y (0) =2

X=0, y= 2

2=𝐂𝟎 +0+0

𝐶0 = 2
Y (1) = 1

X=1, y= 1

1=C0 + C1 + C2

1=2 + C1 + C2
C1 + C2 = −1

C2 = −1 − C1

Y=2+ C1 𝑥 + (−𝟏 − C1 )𝑥 2

𝑦 ′ = C1 + 2(−𝟏 − C1 )𝑥
1 2
I= ∫0 ൣ𝑌 ′ − 2𝑦 − 2𝑥𝑦൧𝑑𝑥

c
 1
=∫0 {[C1 − 2(1 + C1 )𝑥 ]2 − 2ൣ2 + C1 𝑥 − (1 + C1 )𝑥 2 ൧ − 2𝑥ൣ2 + C1 𝑥 − (1 + C1 )𝑥 2 ൧}𝑑𝑥
1 2 2
= ∫0 {𝐶1 − 4C1 𝑥 (1 + C1 ) + 4𝑥 2 ൫1 + 2C1 + 𝐶1 ൯ − 2ൣ2 + C1 𝑥 − 𝑥 2 − C1 𝑥 2 ൧ − 2𝑥ൣ2 + C1 𝑥 − 𝑥 2 − C1 𝑥 2 ൧} dx
1 2 2
= ∫0 {𝐶1 − 4C1 𝑥 − 4C1 𝑥 2 + 4𝑥 2 + 8C1 𝑥 2 + 4𝐶1 𝑥 2 − 4 − 2C1 𝑥 + 2𝑥 2 + 2C1 𝑥 2 − 4𝑥 − 2C1 𝑥 2 + 2𝑥 3 + 2C1 𝑥 3 }dx

4C1𝑥 2 4𝐶1 2𝑥 2 4𝑥 3 8C1 𝑥 3 4𝐶1 2𝑥 3 𝑥2 2𝑥 3 𝑥3 4𝑥 2 𝑥3 2𝑥 4 𝑥4 1

=[C1 𝑥 2 − − + + + − 4𝑥 − 2C1 + + 2C1 − − 2C1 + + 2C1 ]
2 2 3 3 3 2 3 3 2 3 4 4 0

4 8C1 4𝐶1 2 2 2C1 2C1 1 C

=𝐶1 2 − 2C1 − 2𝐶1 2 + 3 + 3
+ 3
− 4 − C1 + 3 + 3
−2− 3
+ 2+ 21

4 2 1 8 2 2 2 1 4
=(3 − 4 + 3 − 2 + 2)+(−2 + 3 − 1 + 3 − 3 + 2) C1 + (1 − 2 + 3) 𝐶1

−7 1C1 1
I= 2 + 6
+3

𝑑𝐼
=0
d

𝑑𝐼 1𝑑 1 𝑑
=0+6 +3
d 𝑑 𝑑
1 1
0=6 + 3 2C1
2 1
3
=-6
1 3
=6 × 2
1
=-
4
1
C2 = −1 − =-1+ 4 −3
=
4

Y=𝐶0+ 𝐶1 𝑥 + 𝐶2 𝑥 2
1 3
Y=2 − 4
𝑥 − 4 𝑥2

3. Use Rayleigh Ritz Method find an approximate value for extremal of function
1 2
∫0 ൣ2𝑥𝑦 + 𝑦 2 − 𝑦 ′ ൧𝑑𝑥 subject to y(0)=y(1)=0

Solution : Assume solution

y =𝑪𝟎 + 𝑪𝟏 𝒙 +
𝑪𝟐 𝒙 𝟐

Y (0) = 0
X= 0, y= 0
0=𝑪𝟎 +0+0

c
 𝐶0 = 0

Y (1) = 0
X=1, y= 0
0= C0 + C1 + C2
0= + =-

Y= x -C1 𝑥 2

𝑦′ = −2 x
1 2
I=∫0 ൣ2𝑥𝑦 + 𝑦 2 − 𝑦 ′ ൧𝑑𝑥

1 2 2
=∫0 {2𝑥 ቂ 𝑥 − 𝐶1 𝑥 2 ቃ + ቂ 𝑥 − 𝐶1 𝑥 2 ቃ − ቂ −2 𝑥ቃ } 𝑑𝑥

1
=∫0 {2𝐶1 𝑥 2 − 2𝐶1 𝑥 3 + 𝐶1 2 𝑥 2 − 2𝐶1 2 𝑥 3 + 𝐶1 2 𝑥 4 − 𝐶1 2 + 4𝐶1 2 𝑥 − 4𝐶1 2 𝑥 2 }

𝑥3 𝑥4 2 𝑥3 𝑥4 𝑥3 𝑥2 𝑥3
=[2 3
−2 4
+ 𝐶1 3
−2 4 3
− 𝑥+4 2
−4 3
]

24 𝐶 4
=3 −2+ 3
− 2
− 5
− +2 − 3
−0

2 1 1 1 1 4
=( − ) +( − + −1+2− )
3 2 3 2 5 3

1 3
I= −
6 10

𝑑𝐼
=0
𝑑

𝑑𝐼
=0
𝑑
𝑑𝐼 1 3
=6−5
𝑑
3 1
5
=6

1 5 5
𝐶1 =6 × 3=18

5
𝐶2 = −𝐶1 = −
18
Y=𝐶0 + 𝐶1 x+𝐶2 𝑥 2

5 5
Y=18 𝑥 − 18 𝑥 2

c
 Types Examples on Higher order Derivatives [y”/Y’”]

Euler’s Equation 1st term

𝑑𝑓 𝑑 𝑑𝑓
− ( )=0
𝑑𝑥 𝑑𝑥 𝑑𝑦
𝑑𝑓 𝑑 𝜕𝑓 𝑑2 𝜕𝑓 𝑑3 𝜕𝑓
− ( ′) + 2 ( )− 3( )=0
𝑑𝑦 𝑑𝑥 𝜕𝑦 𝑑𝑥 𝜕𝑦" 𝑑𝑥 𝜕𝑦′"

𝒙
Q.1. Find Extremals of ∫𝒙 𝟐 ൫𝒚"𝟐 − 𝒚𝟐 + 𝒙𝟐 ൯𝒅𝒙
𝟏

Solution: F=𝑦”2 − 𝑦 2 + 𝑥 2

𝜕𝑓 𝑑 𝜕𝑓 𝑑2 𝜕𝑓
𝜕𝑦
− 𝑑𝑥 (𝜕𝑦′ ) + 𝑑𝑥 2 (𝜕𝑦") = 0 -(1)

𝜕𝑓 𝜕𝑓 𝜕𝑓
= −2𝑦, = 0, = 2𝑦"
𝜕𝑦 𝜕𝑦 ′ 𝜕𝑦"

𝑑2 𝑑2𝑦
2y-2+ ( )=0
𝑑𝑥 2 𝑑𝑥 2

𝑑4 𝑦
2 − 2𝑦 = 0
𝑑𝑥 4

Divide by 2

𝑑4 𝑦
−𝑦 = 0
𝑑𝑥 4

𝐷4 𝑦 − 𝑦 = 0
(𝐷4 − 1)𝑦 = 0

F(D)y=x

F(D)=0

𝐷4 − 1 = 0

(𝐷2 )2 − (12 )2 = 0

𝐴2 − 𝐵2 =(𝐴 − 𝐵)(𝐴 + 𝐵)

(𝐷2 − 12 )(𝐷2 + 12 )=0

𝐷2 − 1 = 0 & + 1 = 0

𝐷2 = 1, 𝐷2 = −1 = 𝑖 2

D=±1 D=±𝑖

c
 D=1,-1 0±𝑖

𝐶1 , 𝐶2 𝐶3 𝐶4

CF=𝐶1 𝑒1𝑥 + 𝐶2 𝑒 −1𝑥 + 𝑒 0𝑥 [𝐶3 𝑐𝑜𝑠1𝑥 + 𝐶4 𝑠𝑖𝑛1𝑥]

pI
1
PI=𝑓(𝐷) 𝑋

X=0

PI=0

Y=CF+PI

Y=𝐶1 𝑒 𝑥 + 𝐶2 𝑒 𝑥 + 𝐶3 𝑐𝑜𝑠𝑥 + 𝐶4 𝑠𝑖𝑛𝑥

𝒙
Q.2. Find extremals of ∫𝒙 𝟐൫𝟐𝒙𝒚 − 𝒚"𝟐 ൯ 𝒅𝒙
𝟏

Solution: F=2xy-𝑦”2
𝜕𝑓 𝑑 𝜕𝑓 𝑑2 𝜕𝑓
𝜕𝑦
− 𝑑𝑥 (𝜕𝑦′ ) + 𝑑𝑥 2 (𝜕𝑦") = 0 ( 1)
𝑓 (𝐷) = 𝑋
𝜕𝑓 𝜕𝑓 𝜕𝑓
𝜕𝑦
= 2𝑥 𝜕𝑦′ = 0 𝜕𝑦” = 2𝑦 ′′

(1) Becomes
𝑑2
2x-0+ 2 (−2𝑦”) = 0
𝑑𝑥
𝑑2 𝑑2𝑦
2x-2 ( )=0
𝑑𝑥 2 𝑑𝑥 2
𝑑4 𝑦
-2 𝑑𝑥 2 + 2𝑥 = 0
Divide by -2
𝑑4 𝑦
= 𝑥′
𝑑𝑥 4

Integrating wrt x
𝑑3 𝑦 𝑥2
= 2+ 𝑑𝑥 3
Integration
𝑑2 𝑦 1 𝑥3
= . + 𝑥 + 𝐶2
𝑑𝑥 2 2 3
Integration
𝑑𝑦 1 𝑥 4 𝑥2
= + 𝐶1 + 𝐶2 𝑥 + 𝐶3
𝑑𝑥 6 4 2
Integration
1 𝑥5 𝐶1 𝑥 3 𝑥2
Y=24 5
+ 2 3
+ 2
+ 𝐶3 𝑥 + 𝐶1

Types Examples an euler’s Equation

𝝅
𝟐 𝝅
1. Find extremals of ∫𝟎𝟐 ൫𝒚′ − 𝒚𝟐 + 𝟐𝒙𝒚൯ 𝒅𝒙 with y(0)=0 & y( 𝟐 ) = 𝟎

Solution: F= 𝑦’2 -𝑦 2 + 2𝑥𝑦

c
 𝜕𝐹 𝑑 𝑑𝑓
− ( )=0 (1)
𝜕𝑦 𝑑𝑥 𝑑𝑦 ′

𝜕𝑓 𝜕𝑓
𝜕𝑦
= 0 − 2𝑦 + 2𝑥 , 𝜕𝑦 = 2𝑦 ′

(1) becomes
𝑑
-2y+2x-𝑑𝑥 (2𝑦′) = 0

𝑑 𝑑𝑦
-2y+2x-2𝑑𝑥 (𝑑𝑥 ) = 0

Divide by 2

𝑑2 𝑦
-y + x-𝑑𝑥 2 = 0

𝑑2 𝑦
−𝑦 = 𝑥
𝑑𝑥 2

Multiply by (-1)

𝑑2 𝑦
+𝑦 = 𝑥
𝑑𝑥 2

𝐷2 𝑦 + 𝑦 = 𝑥

(𝐷2 + 1)𝑦 = 𝑥
F(D)y=x

F(D)=0

𝐷2 = −1 = 𝑖 2

D=0±𝑖

C.F=𝑒 0𝑥 [ 𝐶1 𝑐𝑜𝑠1𝑥 + 𝐶2 𝑠𝑖𝑛1𝑥]

CF=𝐶1 𝑐𝑜𝑠𝑥 + 𝐶2 𝑠𝑖𝑛𝑥

𝐷2 𝑥 = 𝐷(1) = 0

PI=x-𝐷2 𝑥

PI=x
Y=𝐶1 𝑐𝑜𝑠𝑥 + 𝐶2 𝑠𝑖𝑛𝑥 + 𝑥

Y (0) = 0

X=0, y=0
𝑦 = 𝐶1 𝑐𝑜𝑠0 + 𝐶2 𝑠𝑖𝑛0 + 0

0=𝐶1 +0

C1 = 0

c
 𝜋
Y( 2 ) = 0

𝜋
x= 2 y=0

𝜋 𝜋 𝜋
0=𝐶1 𝑐𝑜𝑠 2 + 𝐶2 𝑠𝑖𝑛 2 + 2

𝜋
0=0+ (1) + 2

𝜋
=- 2

𝜋
Y=- 2 𝑠𝑖𝑛𝑥 + 𝑥

𝟏 𝟐
2. Find extremals of ∫𝟎 ൫𝐲 ′ + 𝟏𝟐𝐱𝐲൯𝐝𝐱 𝐰𝐢𝐭𝐡 𝐲(𝟎) = 𝟎 & 𝐲(𝟏) = 𝟏
𝟐
Solution: 𝐲 ′ + 𝟏𝟐𝐱𝐲

𝜕𝑓 𝑑 𝜕𝑓
− ( ) = 2𝑦 ′
𝜕𝑥 𝑑𝑥 𝜕𝑦 ′

(1) becomes
𝑑
12x-𝑑𝑥 (2y’)=0

𝑑
12x-2 𝑦′ = 0
𝑑𝑥

Divide by 2
𝑑 𝑑𝑦
6x-𝑑𝑥 (𝑑𝑥 ) = 0

𝑑2 𝑦
- = −6𝑥
𝑑𝑥 2

Multiply by (- 1)

𝑑2 𝑦 𝑥2
=6 +
𝑑𝑥 2 2
𝑑𝑦
= 3𝑥 2 +
𝑑𝑥

Integration

𝑥3
Y=3 3 + 𝑥+

Y=𝑥 3 + 𝐶1 𝑥 + 𝐶2
Y (0) = 0

X=0, y=0

0=0+0+𝐶2

𝐶2 = 0

Y (1) = 1

c
 X=1, y=1

1=1+𝐶1 + 0

𝐶1 = 0

Y=𝑥 3

𝒙 𝟏+𝒚𝟐
3. find extremals of ∫𝑿 𝟐 𝒚′𝟐
dx
𝟏

1+𝑦 2
solution: f= 𝑦′2
= (1 + 𝑦 2 )𝑦′−2

𝜕𝑓 𝑑 𝜕𝑓
− (𝑓 − 𝑦 ′ ) = 0 − (1)
𝜕𝑥 𝑑𝑥 𝜕𝑦′
𝜕𝑓 𝜕𝑓
=0 = (1 + 𝑦 2 )(−2)𝑦′−2−1
𝜕𝑥 𝜕𝑦′
−2(1 + 𝑦 2 )
𝑦′3
(1) Becomes
𝑑 1+𝑦 2 𝑦 ′ (−2)(1+𝑦 2 )
0-𝑑𝑥 ቂ 𝑦′2
− 𝑦′3
ቃ=0
Multiply by (-1)

𝑑 1 + 𝑦 2 2(1 + 𝑦 2 )
[ + ]=0
𝑑𝑥 𝑦′2 𝑦′3
𝑑 3(1+𝑦 2 )
𝑑𝑥 𝑦′2
=0

Divide by 3
𝑑 1 + 𝑦2
=0
𝑑𝑥 𝑦 ′ 2
Integration
1 + 𝑦2
= 0+𝑐
𝑦′2

1 + 𝑦2 1
′2
=
𝑦 𝑐

2
1 + 𝑦2
𝑦′ =
𝑐

Square root
√1+𝑦 2
Y’=
√𝑐
𝑑𝑦 √1 + 𝑦 2
=
𝑑𝑥 √𝑐
1 1
𝑑𝑦 = 𝑑𝑥
√1 + 𝑦2 √𝑐

1
Assume =𝑘
√𝑐

c
 1
∫ 𝑑𝑦 = ∫ 𝑘 𝑑𝑥
√1 + 𝑦 2

Log(y+√1 + 𝑦 2 )=kx +𝐶1

antilog

y+√1 + 𝑦 2=𝑒 𝑘𝑥+𝐶1

y=-√1 + 𝑦 2 + 𝑒 𝑘𝑥+𝐶1

Isoperimetric problem

𝒙 𝒙
Q1. Find the extremal of the isoperimetric problem I[y(x)]=∫𝒙 𝟐 𝒚′𝟐 𝒅𝒙 𝐬𝐮𝐛𝐣𝐞𝐜𝐭 to condition∫𝒙 𝟐 𝒚𝒅𝒙 =
𝟏 𝟏
𝒌
Solution: F=𝑦’2

H=f+𝜆𝐺
H=𝑦’2 + 𝜆𝑦
𝜕𝐻 𝑑 𝜕𝐻
- ቂ𝐻 − 𝑦′ ቃ=0 (1)
𝜕𝑥 𝑑𝑥 𝜕𝑦′
𝜕𝐻 𝜕𝐻
=0 = 2𝑦′
𝜕𝑥 𝜕𝑥

(1) Beomes

𝑑
0- [𝑦′2 + 𝜆𝑦 − 𝑦′2𝑦′]=0
𝑑𝑥

Multiply by (-1)

𝑑
[−𝑦 2 + 𝜆𝑦]=0+c
𝑑𝑥
Integrating

−y’2 + 𝜆𝑦 = 0 + 𝑐
-y’=c- 𝜆𝑦
Multiply by (-1)

-y’= 𝜆𝑦 − 𝑐
Square root
Y’=√𝜆𝑦 − 𝑐
𝑑𝑦
= √𝜆𝑦 − 𝑐
𝑑𝑥
1
∫ 𝑑𝑦 = ∫ 𝑑𝑥
√𝜆𝑦 − 𝑐
2√𝜆𝑦−𝑐
=x+𝐶1
𝜆
𝜆
√𝜆𝑦 − 𝑐 = (𝑥 + 𝑐1 )
2
Squaring

c
 𝜆2
𝜆𝑦 − 𝑐 = (𝑥 + 𝑐1 )2
4
𝜆2
𝜆𝑦 = (𝑥 + 𝑐1 )2 + 𝑐
4
𝜆 𝐶
Y= 4 (𝑥 + 𝑐1 )2 + 𝜆

1
Q2. Test for an extremum of the functional 𝐼[𝑦(x)] = ∫ (x𝑦 + 𝑦 2 − 2𝑦 2𝑦′ ) 𝑑x , with
𝑦 (0) = 1, 𝑦 (1) = 2.
Solution: Here 𝑓 = 𝑥𝑦 + 𝑦2 − 2𝑦2𝑦′ . Differentiating partially W.R.T and 𝑦 and 𝑦′ , we have
𝜕𝑓 𝜕𝑓
= 𝑥 + 2𝑦 − 4𝑦𝑦 ′ 𝑎𝑛𝑑 = −2𝑦 2
𝜕𝑦 𝜕𝑦 ′

Substituting these in the Euler’s equation

𝜕𝑓 𝑑 𝜕𝑓 𝑑
− ( ′ ) = (𝑥 + 2𝑦 − 4𝑦𝑦 ′ ) − (−2𝑦 2 ) = 0 = 𝑥 + 2𝑦 − 4𝑦𝑦 ′ + 4𝑦𝑦 ′ = 0
𝜕𝑦 𝑑𝑥 𝜕𝑦 𝑑𝑥
𝑥
or 𝑥 + 2𝑦 = 0 i.e., 𝑦 = − .
2

However, this function 𝑦 = 𝑓(𝑥) does not satisfy the given boundary conditions 𝑦 (0) = 1 and
1
𝑦 (1) = 2 i.e., 1 = 𝑦 (0) G 0 and 2 = 𝑦 (1) ≠= − 2. Thus an extremum cannot be achieved on the class of
continuous functions.

PROBLEMS

𝑥2
1. Find the extremals of ∫𝑥1 (1 + 𝑥 2 𝑦 ′ )𝑦′𝑑𝑥.
𝑐1
ቂ𝐴𝑛𝑠: 𝑌 = 𝑥
+ 𝑐2. ቃ

𝑥2 𝑦′2
2. Find the extremals of ∫𝑥1 𝑥2
𝑑𝑥.

[𝐴𝑛𝑠: 𝑌 = 𝑐1 𝑥 3 + 𝑐2. ]
𝑥 𝑦′2
3. Find the extremals of the functional ∫𝑥 2 𝑥2
𝑑𝑥 = 0.
1

[Ans∶ 𝑌 = 𝑐1 𝑥4 + 𝑐2]
1 2 + 12xy)dx with y (0) =0 and y (1) =1 I extremal.
4. Find the curve on which the functional ∫0 (y′

[Ans∶ 𝑌 = 𝑥3]

𝜋 2
5. Find the extremals∫0 (y′ − y2) dx given that when 𝑥 = 0, 𝑦 = 0 and when 𝑥 = 𝜋, 𝑦 = 0

[𝐴𝑛𝑠∶ 𝑦 = 𝑎𝑛 sin 𝑛𝑥 wℎ𝑒𝑟𝑒 n = 1, 2, 3, … …]

c
 (y′ 2 − y2 + 2xy)dy with y (0) =0, y(𝜋/2) = 0.
𝜋/2
6. Find the extremal of the ∫0

𝜋
[Ans∶ 𝑌 = x- 2 sin x.]
𝑥2 2
7. Find the extremal of ∫𝑥1 [y ′ − y2 − 2y 𝑐𝑜𝑠ℎ𝑥]𝑑𝑥.

[𝐴𝑛𝑠∶ Y = 𝑐1 cos x + 𝑐2 sin x + cos

hx]
1 2
8. Find the curve on which the functional ∫0 [y ′ + 12xy]𝑑𝑥 with 𝑦 (0) = 0 and 𝑦 (1) = 1 can
be extremised.

[Ans∶ y = 𝑥3]
1 2 2
9. Find the extremals of the following ∫0 (xy + y − 2y y′) dx

𝑥
[Ans∶ y = -2.]
2 2 2
10. Solve the variational problem 𝛿 ∫1 [𝑥 y ′ + 2y(𝑥 + 𝑦)]𝑑𝑥 = 0 given y(1) = y(2)=0.

8 8 1 𝑥
Ans ∴ y = − 𝑙𝑜𝑔2. 𝑥 + 𝑙𝑜𝑔2. + 𝑙𝑜𝑔𝑥
21 21 𝑥2 3

1 1
= − 21 ቂ8𝑙𝑜𝑔2 (𝑥 2 − 𝑥 + 7𝑥𝑙𝑜𝑔𝑥)ቃ

Find the extremals of the following

𝑥2 √1+𝑦′2
1. ∫𝑥1 𝑦
𝑑𝑥 [𝐴𝑛𝑠: 𝑦 = 𝑐1 cos ℎ(𝑥+𝑐2 ) ]
𝑐1

𝑥2
2. ∫𝑥1 (𝑥𝑦 ′ + 𝑦′2 )𝑑𝑥 [𝐴𝑛𝑠: 4𝑦 = 𝑐1 + 𝑐2 𝑥 − 𝑥 2 ]

𝑥2 1+𝑦 2
3. ∫𝑥1 𝑦′2
𝑑𝑥 [𝐴𝑛𝑠: 𝑦 = sin ℎ (𝑐1 𝑥 + 𝑐2 ), ]

𝑥2 1
4. ∫𝑥1 (𝑦 2 + 𝑦′2 − 2𝑦 𝑠𝑖𝑛𝑥 )𝑑𝑥 − sin 𝑥 ቂ𝐴𝑛𝑠: 𝑦 = 𝑐1 𝑒 𝑥 − 𝑐 2 𝑒 −𝑥 + 2 sin 𝑥ቃ

𝑥2 1
5. ∫𝑥1 (𝑦 2 + 𝑦′2 + 2𝑦𝑒 𝑥 )𝑑𝑥 ቂ𝐴𝑛𝑠: 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐 2 𝑒 −𝑥 + 2 𝑥 𝑒 𝑥 . ቃ

𝑥2 √1+𝑦′2
6. ∫𝑥1 𝑑𝑥 [𝐴𝑛𝑠: (𝑥 + 𝑐1 )2 + 𝑦 2 = 𝑐2 ]
𝑦

𝑥2 1 (𝑥+𝑐2 )2
7. ∫𝑥1 √𝑦(1 + 𝑦′2 ). 𝑑𝑥 ቂ𝐴𝑛𝑠: 𝑦 − 𝑐1 = 4 . 𝑐1
ቃ

Geodesics

Definition: A curve on a surface along which the distance between any two points is minimum is called
a geodesic.
Isoperimetric Problems (constraints)

In some problems we are required to make the given integral

c
 𝑥2
∫ 𝐹(𝑥, 𝑦, 𝑦′)𝑑𝑥 ........................... (10)
𝑥1
Maximum or minimum under a condition that another integral, say
𝑥2
∫ 𝐺(𝑥, 𝑦, 𝑦′)𝑑𝑥 ........................... (11)
𝑥1
is equal to a constant.
For example, we may want to find a curve which will enclose maximum area when its perimeter is
constant. Such problems with constraints are also sometimes called isoperimetric problems.

Corollary: Parametric form: To find the extremal of the functional

𝑡2
𝐼 = ∫ 𝑓(𝑥, 𝑦, 𝑥̇ , 𝑦̇ , 𝑡)𝑑𝑡
𝑡1
subject to the constraint
𝑡2
𝐼 = ∫ 𝑔(𝑥, 𝑦, 𝑥̇ , 𝑦̇ , 𝑡)𝑑𝑡 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
𝑡1

Solve the system of two Euler equations given by

𝜕𝐻 𝑑 𝜕𝐻 𝜕𝐻 𝑑 𝜕𝐻
𝜕𝑥
− 𝑑𝑡 ( 𝜕𝑥̇ ) = 0 𝑎𝑛𝑑 𝜕𝑦
− 𝑑𝑡 ( 𝜕𝑦̇ ) = 0

resulting in the solution 𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡), which is the parametric representation of the required function
𝑦 = 𝑓(𝑥) which is obtained by elimination of 𝑡.
𝑑𝑥 𝑑𝑦
Here 𝑥̇ = 𝑑𝑡
𝑎𝑛𝑑 𝑦̇ = 𝑑𝑡
𝑎𝑛𝑑 𝐻(𝑥, 𝑦, 𝑥˙, 𝑦˙, 𝑡) = 𝑓(𝑥, 𝑦, 𝑥˙, 𝑦˙, 𝑡) + 𝜆𝑔(𝑥, 𝑦, 𝑥˙, 𝑦˙, 𝑡)
The two arbitrary constants 𝑐1, 𝑐2 and 𝜆 are determined using the end conditions and the constraint.

Lagrange’s Method
The problems with constants can be solved by using the method of Lagrange’s Multipliers. We multiply the
constraint integral (11) by 𝜆 and add the result to the given integral (10).
Thus, we get
𝑥2
∫ (F + λG) dx … … … … … … … (12)
𝑥1

Where 𝜆 is the Lagrange’s multiplier.

Now, the integral (11) must be an extremum.
To solve this problem we use Euler’s equation (1) or (4)
𝜕𝐻 𝑑 𝜕𝐻
𝜕𝑦
− 𝑑𝑥 (𝜕𝑦′ ) = 0; 𝑤ℎ𝑒𝑟𝑒 𝐻 = 𝐹 + λG

or equivalently.
𝜕𝐻
𝐻 − 𝑦′𝜕𝑦′ =c if H does not contain 𝑥 explicitly.

1. Find the geodesics on a sphere of radius ′𝑎′.

Solution: In spherical coordinates 𝑟, 𝜃, 𝜙, the differential of arc length on a sphere is given by

(𝑑𝑠)2 = (𝑑𝑟)2 + (𝑟𝑑𝜃)2 + (𝑟 sin 𝜃 𝑑𝜙)2

c
Since 𝑟 = 𝑎 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡, 𝑑𝑟 = 0. So

𝑑𝑠 2 𝑑𝜙 2
( ) = 𝑎2 + 𝑎2 𝑠𝑖𝑛2 𝜃 ( )
𝑑𝜃 𝑑𝜃

Integrating w.r.t. 𝜃 between 𝜃1 and 𝜃2,

𝜃 𝑎 dϕ 2
S= ∫𝜃 2 √1 + 𝑠𝑖𝑛2 𝜃 ( dθ ) 𝑑𝜃
1

𝑎 𝑑𝜙 2 𝑑𝜙 𝑑𝜙
Here f √1 + 𝑠𝑖𝑛2 𝜃 ( 𝑑𝜃 ) is independent of 𝜙, but is a function of 𝜃 and 𝑑𝜃 . Denoting 𝑑𝜃 = ∅′ , the Euler’s
equation reduces to

𝑑 𝜕𝑓 𝜕𝑓
( ) = 0 𝑜𝑟 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
𝑑𝜃 𝜕∅′ 𝜕∅′
1 1
i.e; a. . 2. 𝑠𝑖𝑛2 𝜃. ∅, = 𝑘 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
√1+ 𝑠𝑖𝑛2 𝜃 ∅′2 2

Squaring 𝑎2 sin 4 𝜃 · 𝜙′ 2 = 𝑘2(1 + sin2 𝜃 · 𝜙′ 2)

𝑑∅ 𝑘 𝑘
⟹ = ∅′ = =
𝑑θ sin θ.√𝑠𝑖𝑛 2 𝜃−𝑘 2 √1−𝑐 2 𝑐𝑜𝑠𝑒𝑐 2 𝜃

Integrating, we get
𝑘 𝑐𝑜𝑠𝑒𝑐 2 𝜃 𝑑𝜃
∅𝜃 = ∫ + 𝑐2
√(1−𝑘 2)−(𝑘 cot 𝜃)2

𝑘 𝑐𝑜𝑠𝑒𝑐 𝜃
∅𝜃 = { } + 𝑐2
√(1 − 𝑘 2 )

where 𝑐2 is constant of integration. Rewriting

𝑘 𝑐𝑜𝑠𝑒𝑐 𝜃
= cos(∅ − 𝑐2 ) = 𝑐𝑜𝑠∅. cos 𝑐2 + 𝑠𝑖𝑛∅ . 𝑠𝑖𝑛 𝑐2
√(1−𝑘 2)
⇒ 𝑐𝑜𝑡 𝜃 = 𝐴 𝑐𝑜𝑠 ∅ + 𝐵 sin ∅

(cos 𝑐2)൫√1−𝑘 2 ൯
where 𝐴 = 𝑘

(√(1−𝑘 2))
𝐵 = (sin 𝑐2 ) 𝑘

Multiplying by a sin 𝜃, we have

𝑎 cos 𝜃 = 𝐴· 𝑎 · sin 𝜃 · cos 𝜙 + 𝐵 · 𝑎 · sin 𝜃 · sin 𝜙
since 𝑟 = 𝑎, the spherical coordinates are 𝑥 = 𝑎 sin 𝜃 cos 𝜙 , 𝑦 = 𝑎 sin 𝜃 sin 𝜙 , 𝑧 = 𝑎 cos 𝜃, so
𝑧 = 𝐴𝑥 + 𝐵𝑦
which is the equation of plane, passing through origin (0, 0, 0) (since no constant term) the Centre of
sphere. This plane cuts the sphere along a great circle. Hence the great circle is the geodesic on the sphere.

2. Determine the equation of the geodesics on a right circular cylinder of radius ′𝑎′.
Solution: In cylindrical co-ordinates (𝑟, 𝜃, 𝑧), the differential of arc 𝑑𝑠 on a cylinder is given by
(𝑑𝑠)2 = (𝑑𝑟)2 + (𝑟𝑑𝜃)2 + (𝑑𝑧)2
Since radius 𝑟 = 𝑎 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡, 𝑑𝑟 = 0.

c
 Then
𝑑𝑠 2 𝑑𝑧 2 𝑑𝑠 𝑑𝑧 2
(
𝑑𝜃
) = 𝑎2 + ( ) 𝑜𝑟
𝑑𝜃 𝑑𝜃
= √ 𝑎 2 + (𝑑𝜃 )

𝜃2 𝑑𝑧 2
Integrating 𝑠 = ∫𝜃1 √ 𝑎2 + ( ) 𝑑𝜃
𝑑𝜃

Since geodesic is curve with minimum length, we have to find minimum of 𝑠.

𝑑𝑧 2
Here 𝑓 = √ 𝑎2 + ( ) which is independent of the variable 𝑧.
𝑑𝜃

Now the Euler’s equation is

𝑑 𝜕𝑓 𝜕𝑓
( ) = 0 𝑜𝑟 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 = 𝑘
𝑑𝜃 𝜕𝑧 ′ 𝜕𝑧 ′
𝜕𝑓 𝑑𝑧 2 1 2 ∙ 𝑧′
∴ = {√𝑎2 + ( ) } = =𝑘
𝜕𝑧′ 𝑑𝜃 2 √ 𝑎 2 + 𝑧′2
⇒ 𝑧′2 = 𝑘 2 ( 𝑎2 + 𝑧′2 )
𝑘 2 𝑎2
𝑧′2 = 1−𝑘 2

𝑑𝑧 𝑘𝑎
⇒ 𝑧′2 = 𝑑𝜃 = √1−𝑘 2
𝑘𝑎𝜃
Integrating 𝑧(𝜃) = + 𝑐1
√1−𝑘 2

Thus the equation of the geodesics which is a circular helix is

𝑧 = 𝑘*𝜃 + 𝑐1 𝑎𝑛𝑑 𝑟 = 𝑎
𝑘𝑎
where 𝑘*= √1−𝑘 2

3. Find the geodesics on a right circular cone of semi vertical angle 𝛼.

Solution: In spherical co-ordinates (𝑟, 𝜃, 𝜙) the differential of an arc 𝑑𝑠 on a right circular cone is given by
(𝑑𝑠)2 = (𝑑𝑟)2 + (𝑟𝑑𝜃)2 + (𝑟 sin 𝛼 𝑑𝜙)2
With vertex of the cone at the origin and z-axis as the axis of the cone, the polar equation of cone is
𝜃 = 𝛼 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 so 𝑑𝜃 = 0.
Then

𝑑𝑠 2 𝑑𝑟 2
( ) = ( ) + 𝑟 2 𝑠𝑖𝑛2 𝑎
𝑑∅ 𝑑∅

Integrating w.r.t. ∅

∅2
𝑑𝑟 2
|𝑠 = ∫ √( ) + 𝑟 2 𝑠𝑖𝑛2 𝑎. 𝑑∅
∅1 𝑑∅

𝑑𝑟 2
The arc length 𝑠 of the curve is to be minimized. Here 𝑓 = √(𝑑∅) + 𝑟 2 𝑠𝑖𝑛2 𝑎 is independent of 𝜙. Then the
integral of Euler’s equation is
𝜕𝑓
𝑓 − 𝑟′
= 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 = 𝑘
𝜕𝑟 ′
′
1 2𝑟 ′
√ 2 2 2
⇒ 𝑟′ + 𝑟 𝑠𝑖𝑛 𝑎 − 𝑟 ∙ =𝑘
2 √𝑟 ′ 2 + 𝑟 2 𝑠𝑖𝑛2 𝑎

c
 2
𝑟′2 + 𝑟 2 𝑠𝑖𝑛2 𝑎 − 𝑟 ′ = 𝑘 √𝑟 ′ 2 + 𝑟 2 𝑠𝑖𝑛2 𝑎
squaring, 𝑟4 sin 4 𝛼 = 𝑘2(𝑟′ 2 + 𝑟2 sin 2 𝛼)
2 r2 sin2 α ൫r2 sin2 α – k2 ൯
𝑟′ = 𝑘2

𝑑𝑟 𝑟 sin 𝑎
⇒ = ∙ √r 2 sin2 α – k 2
𝑑∅ 𝑘

𝑘𝑑𝑟
⇒ 𝑟 = sin 𝑎 ∙ 𝑑∅
√r 2 sin2 α – k 2
𝑑𝑟
Integrating 𝑘 ∙ ∫ 𝑟 = sin 𝑎 ∙ ∅ + 𝑐1
√r2 sin2 α – k2

c
 1 1 1
where 𝑐1 is the constant of integration. Introducing 𝑟 = 𝑡 , 𝑑𝑟 = − 𝑡 2 𝑑𝑡, 𝑡 𝑟 , the L.H.S. integral
transforms to

1 𝑑𝑡 𝑑𝑡
𝑘⋅∫ 𝑡 ⋅ (− ) = −𝑘 ∫
2 𝑡2 √sin2 𝑎 − 𝑘 2 𝑡 2
√sin 2 𝑎 − 𝑘 2
𝑡
𝑘𝑡
= cos −1 ( )
sin 𝑎
𝑘𝑡
Than cos−1 (sin 𝛼) = 𝜙sin 𝛼 + 𝑐1

𝑘𝑡
⇒ = cos (𝜙sin 𝛼 + 𝑐1 )
sin 𝑎
𝑘
Thus 𝑟sin 𝛼
= cos (𝜙sin 𝛼 + 𝑐1 ), and 𝜃 = 𝑎 are the equations of the geodesics

4. Isoperimetric problem is to determine a closed curve 𝐶 of given (fired) length (perimeter) which
encloses manimum area.
Solution: Let the parametric equation of the curve 𝐶 be

𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡)
where 𝑡 is the parametar. The area anclosed by curve 𝐶 is given by the integral

1 𝑡2
𝐼 = ∫ (𝑥𝑦˙ − 𝑥˙𝑦)𝑑𝑡
2 𝑡1

𝑑𝑥 𝑑𝑦
whare 𝑥˙ = 𝑑
, 𝑦ˆ = 𝑑𝑡
.

We have 𝑥 (𝑡1 ) = 𝑥 (𝑡2 ) = 𝑥0 and 𝑦(𝑡1 ) = 𝑦(𝑡2 ) = 𝑦0 , since the curve is closed. Now the total langth of the
curve 𝐶 is given by
𝑡2
𝐽 = ∫ √𝑥 2 + 𝑦 2 𝑑𝑡
𝑡1

1
Form 𝐻 = (𝑥𝑦˙ − 𝑥˙𝑦) + 𝜆√𝑥 2 + 𝑦 2 .
2

Here 𝜆 is the unknown Lagrangion multilier. Problem is to find a curve with givan perimeter for which area
(2) is maximum. Euler equations are

𝜕𝐻 𝑑 𝜕𝐻
− ( )= 0
𝜕𝑥 𝑑𝑡 𝜕𝑥˙
𝜕𝐻 𝑑 𝜕𝐻
and − ( )= 0
𝜕𝑦 𝑑𝑡 𝜕𝑦˙

Differantiating 𝐻 in (4) w.r.t 𝑥, 𝑥˙, 𝑦, 𝑦˙ and subatituting them in (5) and (6), wo got

1 𝑑 1 𝜆𝑥˙
𝑦˙ − (− 𝑦 + ) = 0.
2 𝑑𝑡 2 √𝑥 + 𝑦 2
2

c
 1 𝑑 1 𝜆𝑦˙
− 𝑥˙ − ( 𝑥 + ) = 0.
2 𝑑𝑡 2 √𝑥 + 𝑦 2
2

Integrating (7) and (B) wr.t. 't', we get

𝜆𝑥˙
𝑦− = 𝑐1 .
√𝑥 2 + 𝑦 2
𝜆𝑦˙
and 𝑥 + = 𝑐2 .
√𝑥 2 + 𝑦 2

where 𝑐1 and 𝑐2 are arbitrary comstants.

From (9) and (10) aquaring (𝑦 − 𝑐1 ) and (𝑥 − 𝑐2 ) and adding, we gat
2 2
−𝜆𝑦‾ 𝜆𝑥˙
(𝑥 − 𝑐2 )2 + (𝑦 − 𝑐1 )2 = ( ) +( )
√𝑥 2 + 𝑦 2 √𝑥 2 + 𝑦 2
(𝑥 2 + 𝑦 2 )
= 𝜆2 2 = 𝜆2
(𝑥 + 𝑦 2 )
⇒ (𝑥 − 𝑐2 )2 + (𝑦 − 𝑐1 )2 = 𝜆2

which is the equation of circle. Thus we have obtained the wall-known result that the closed curve of given
perimeter for which the enclosed area is a maximum is a circle.

5. Determine the shape an absolutely flexible, inexteusible homogeneous and heavy rope of given length 𝐿
suspended at the point 𝐴 and 𝐵

Solution: The rope in equilibrium takes a shape such that its center of gravity occupies the lowest position.
Thus to find minimum of 𝑦-co-ordinate of the centre of gravity of the string given by

𝑥
∫𝑥 2 𝑦√1 + 𝑦 𝛾2 𝑑𝑥
1
⌈[𝑦(𝑥)] = 𝑥 …− ⋯…
∫𝑥 2 √1 + 𝑦 𝛾2 𝑑𝑥
1

subject to the constraint

𝑥2
∫ 𝑦(𝑥)] = ∫ √1 + 𝑦 ′2 𝑑𝑥 = 𝐿 = constant
𝑥1

Thus to minimize the numerator in R.H.S. of (1) subject to (2). Form

c
 𝐻 = 𝑦√1 + 𝑦 ′2 + 𝜆√1 + 𝑦 ′2 = (𝑦 + 𝜆)√1 + 𝑦 ′2

where 𝜆 is Lagrangian multipliar. Here 𝐻 is indepandant of 𝑥. so the Euler equation is

𝜕𝐻
𝐻 − 𝑦′ = constant = 𝑘1
𝜕𝑦
′
1 2𝑦 ′
⇒ (𝑦 + 𝜆) (√1 + 𝑦 ′2 ) − 𝑦 (𝑦 + 𝜆) ⋅ = 𝑘1
2 √1 + 𝑦 ′2
⇒ (𝑦 + 𝜆){(1 + 𝑦 ′2 ) − 𝑦 ′2 } = 𝑘1 (√1 + 𝑦 ′2 )
⇒𝑦 + 𝜆 = 𝑘1 √1 + 𝑦 ′2 … … … … . . (4)

Put 𝑦 ′ = sinh 𝑡, where 𝑡 is a parametar, in (4)

Than 𝑦 + 𝜆 = 𝑘1 √1 + sin2 ℎ𝑡 = 𝑘1 cosh 𝑡 … … … … … (5)

𝑑𝑦 𝑘1 sinh tadt
Now 𝑑𝑥 = 𝑦′
= sinh 𝑡
= 𝑘1 𝑑𝑡

Intograting 𝑥 = 𝑘1 𝑡 + 𝑘2 … … … … … . . (6)

Eliminating ' 𝑡 ' batwean (5) and (6), we have

𝑥 − 𝑘2
𝑦 + 𝜆 = 𝑘1 cosh 𝑡 = 𝑘1 cosh ( )
𝑘1

Equation (7) in the desired curve which is a catenary

Note: The three unknown 𝜆, 𝑘1 , 𝑘2 will be datarmined from the two boundary conditioms (curve passing
through 𝐴 and 𝐵 ) and the constraint (2).

𝜋
6. Find the extremal of the function 𝐼[𝑦(𝑥)] = ∫0 (𝑦 ′2 − 𝑦 2 )𝑑𝑥 with boundary conditions 𝑦(0) = 0, 𝑦(𝜋) =
1
𝜋
and subject to the constraint ∫0 𝑦𝑑𝑥 = 1.
Solution: Here 𝑓 = 𝑦 ′2 − 𝑦 2 and 𝑔 = 𝑦. so choose 𝐻 = 𝑓 + 𝜆𝑔 = (𝑦 ′2 − 𝑦 2 ) + 𝜆𝑦 whare 𝜆 is the
umknown
Lagrange's multiplier.
The Euler's equation for 𝐻 is

𝜕𝐻 𝑑 𝜕𝐻
− ( )=0
𝜕𝑦 𝑑𝑥 𝜕𝑦 ′

Using derivatives of 𝐻 w.s.t. 𝑦 and 𝑦 ′ , we get

𝑑
(−2𝑦 + 𝜆) − (2𝑦 ′ ) = 0
𝑑𝑥
⇒ 𝑦′ + 𝑦 = 𝜆

whose general solution is

𝑦(𝑥) = 𝐶𝐹 + 𝑃𝐼 = (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 ) + (𝜆) … … … … (1)

c
The three unknowns 𝑐1 , 𝑐2 , 𝜆 in (1) will be datermined waing the tro boundary conditions and the given
constraint. From (1)

0 = 𝑦(0) = 𝑐1 + 𝑐2 ⋅ 0 + 𝜆 or 𝑐1 + 𝜆 = 0
1 = 𝑦(𝜋) = −𝑐1 + 𝑐2 ⋅ 0 + 𝜆 or − 𝑐1 + 𝜆 = 1

1 1
Solving 𝜆 = 2 , 𝑐1 = −𝜆 = − 2
Now from the given constraint
𝜋
∫ 𝑦𝑑𝑥 = 1
0

𝜋
we have ∫0 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 + 𝜆)𝑑𝑥 = 1

𝑐1 sin 𝑥 − 𝑐2 cos 𝑥 + 𝜆𝑥|𝜋5 = 1

(0 + 𝑐2 + 𝜆𝜋) − (0 − 𝑐2 + 0) = 1
𝜋
⇒2𝑐2 = 1 − 𝜋𝜆 = (1 − )
2

Thus the required extremal function 𝑦(𝑥) is

1 1 𝜋 1
𝑦(𝑥) = − cos 𝑥 + ( − ) sin 𝑥 +
2 2 4 2

𝑥
7. Show that the extremal of the isoperimetric problem 𝐼[𝑦(𝑥)] = ∫𝑥 2 𝑦 ′2 𝑑𝑥 subject to the comditiom.
1

𝑥
𝐽[𝑦(𝑥)] = ∫𝑥 2 𝑦𝑑𝑦 ′ = constant = 𝑘 is a parabola. Determine the equatiom of the parabola passing through
1

the points 𝑃1 (1,3) and 𝑃2 (4,24) and 𝑘 = 36.

Solution: Hare 𝑓 = 𝑦 ′2 and 𝑔 = 𝑦

So form 𝐻 = 𝑓 + 𝜆𝑔 = 𝑦 ′2 + 𝜆𝑦

The Euler equation for 𝐻 is

𝜕𝐻 𝑑 𝜕𝐻
− ( )=0
𝜕𝑦 𝑑𝑥 𝜕𝑦 ′
𝑑
𝜆− (2𝑦 ′ ) = 0
𝑑𝑥
𝜆
⇒ 𝑦 ′′ − = 0
2

Intagrating twice,

𝜆𝑥 2
𝑦(𝑥) = + 𝑐1 𝑥 + 𝑐2 .
22

which is a parabola.

Here 𝑐1 and 𝑐2 are constants of intogration.

c
To determine the particular parabola, use B.C's 𝑦(1) = 3 and 𝑦(4) = 24 (i.e., passing through pounts 𝑃1 and
𝑃2 ) and the given constraint.

From (1)

𝜆
3 = 𝑦(1) = + 𝑐1 + 𝑐2 … ⋯ ⋯ (2)
4
24 = 𝑦(4) = 4𝜆 + 4𝑐1 + 𝑐2 … …

Now from the constraint

𝑥2 =4
∫ 𝑦(𝑥)𝑑𝑥 = 36
𝑥1 =1

4
𝜆
⇒ ∫ ( 𝑥 2 + 𝑐1 𝑥 + 𝑐2 ) 𝑑𝑥 = 36
1 4

𝜆 𝑥3 𝑥2
⇒ ⋅ + 𝑐1 + 𝑐2 𝑥|14 = 36
4 3 2

⇒ 42𝜆 + 60𝑐1 + 24𝑐2 = 288 … … … (4)

From (2) and (3):

𝜆 − 𝑐2 = 12

and from (3) and (4)

2𝜆 − 𝑐2 = 8

Solving 𝜆 = −4, 𝑐2 = −16, 𝑐1 = 20. Thus the specific parabola satisfying the given B.C 's (passing through
𝑃1 and 𝑃2 ) is

4
𝑦 = − 𝑥 2 + 20𝑥 − 16
4
⇒ 𝑦 = −𝑥 2 + 20𝑥 − 16

PROBLEMS

1. Find the curve 𝐶 of given length 𝑙 which encloses a maximum area.

[Ans: (𝑥 − 𝑐1 )2 + (𝑦 − 𝑐2 )2 = 𝜆2 which is a circle.]

2. Find the solid of revolution which for a given surface area has maximum volume.
[Ans: (𝑥 − 2𝜆)2 + 𝑦 2 = 4𝜆2 ]
𝑥
3. Find the curve 𝑦 = 𝑓(𝑥) for which ∫𝑥 2 𝑦√1 + 𝑦 ′2 ⋅ d𝑥 is minimum subject to the constraint
1
𝑥2
∫𝑥 √1 + 𝑦 ′2 ⋅ 𝑑𝑥 = 𝑙.
1

𝑥+𝑐 ′
ቂ Ans: 𝑦 = 𝑐cos ℎ ( 𝑐
) − 𝜆ቃ

c
 𝑥
4. Show that the extremal of the isoperimetric problem 𝐼[𝑦(𝑥)] = ∫𝑥 2 𝑦 ′2 𝑑𝑥 subject to the condition
1
𝑥
∫𝑥 2 𝑦𝑑𝑥 = 𝑘 is a parabola.
1

𝜆 𝑐2 𝜆 𝑐1 𝜆
[ Ans: 𝑦 = 𝑥 2 + 𝑥 + ( 𝑐22 − ) = 𝑥 2 + 𝑐 ′ 𝑥 + 𝑐 ′′ ]
4 2 4 𝜆 4

𝜋 𝜋
5. Find the curve 𝑦 = 𝑓(𝑥) for which ∫0 (𝑦 ′2 − 𝑦 2 )𝑑𝑥 is extremum if ∫0 𝑦𝑑𝑥 = 1 and 𝑦 = 0 when 𝑥 =
0; 𝑦 = 1 when 𝑥 = 𝜋.

1 1
[ Ans: = (1 − cos 𝑥) + (2 − 𝜋)sin 𝑥. ]
2 4

Several Dependent variables

A necessary condition for

𝑥2
𝐼=∫ 𝑓 (𝑥, 𝑦1 , 𝑦2 , 𝑦3 , … … . 𝑦𝑛 , 𝑦1′ , 𝑦2′ , 𝑦3′ … . . 𝑦𝑛′ )𝑑𝑥
𝑥1

To be an extremum is that

𝜕𝑓 𝑑 𝜕𝑓
− ( ) = 0; 𝑖 = 1,2, … … , 𝑛
𝜕𝑦𝑖 𝑑𝑥 𝜕𝑦𝑖 ′

We shall accept the result without proof.

SOLVED PROBLEMS

𝜋
1. Find the extremals of the functional ∫02 (𝑦 ′2 + 𝑧 ′2 + 2𝑦𝑧)𝑑𝑥
𝜋 𝜋
𝑦(0) = 0, 𝑦 ( ) = 1, 𝑧(0) = 0, 𝑧 ( ) = −1
2 2

Solution: The Euler's equation are

𝑦 ′′ − 𝑧 = 0
𝑧 ′′ − 𝑦 = 0

Solving, we get

𝑦 = 𝐴𝑒 𝑥 + 𝐵𝑒 −𝑥 + 𝐶cos 𝑥 + 𝐷sin 𝑥
𝑧 = 𝑦 ′′ = 𝐴𝑒 𝑥 + 𝐵𝑒 −𝑥 − 𝐶cos 𝑥 − 𝐷sin 𝑥

Using the boundary conditions, we find

𝐴 = 𝐵 = 𝐶 = 0, 𝐷 = 1
∴ 𝑦 = sin 𝑥, 𝑧 = −sin 𝑥

2
2. Find the extremals of ∫1 (𝑦 ′2 + 𝑧 2 + 𝑧 ′2 )𝑑𝑥
𝑦(1) = 1, 𝑦(2) = 2, 𝑧(1) = 0, 𝑧(2) = 1

Solution: The Euler's equations become

c
 𝑦 ′′ = 0
𝑧 ′′ − 𝑧 = 0

Solving, we find

𝑦 = 𝑐1 𝑥 + 𝑐2
𝑧 = 𝑐3 𝑒 𝑥 + 𝑐4 𝑒 −𝑥

Using the boundary conditions, we have

𝑐1 = 1, 𝑐2 = 0

1 𝑒2
𝑐3 = , 𝑐 = −
𝑒2 − 1 4 𝑒2 − 1
sinh (𝑥 − 1)
∴ 𝑦 = 𝑥, 𝑧 =
sinh 1
𝜋
3. Find the extremals of the functional ∫0 (2𝑦𝑧 − 2𝑦 2 + 𝑦 ′2 − 𝑧 ′2 )𝑑𝑥
𝑦(0) = 0, 𝑦(𝜋) = 1, 𝑧(0) = 0, 𝑧(𝜋) = −1

Solution: The Euler's equations are

𝑦 ′′ + 2𝑦 − 𝑧 = 0
𝑧 ′′ + 𝑦 = 0

Solving, we get

𝑦(𝑥) = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 + 𝑥(𝑐3 cos 𝑥 + 𝑐4 sin 𝑥)

1
𝑧(𝑥) = 𝑐2 sin 𝑥 + 𝑐4 (2cos 𝑥 + 𝑥sin 𝑥) + [2sin 𝑥 − 𝑥cos 𝑥]
𝜋

Using the boundary conditions, we get

𝑥
𝑦 = 𝑐2 sin 𝑥 − cos 𝑥
𝜋
1
𝑧 = 𝑐2 sin 𝑥 + [2sin 𝑥 − 𝑥cos 𝑥]
𝑥

PROBLEMS

𝜋𝑙2 𝑑𝑥 2 𝑑𝑦 2 𝜋 𝜋
1. Show that the functional ∫0 {2𝑥𝑦 + ( ) + ( ) } 𝑑𝑡 such that 𝑥(0) = 0, 𝑥 ( ) = −1, 𝑦(0) = 0 ( ) =
𝑑𝑡 𝑑𝑡 2 2
1 is stationary if 𝑥 = −sin 𝑡, 𝑦 = sin 𝑡.
[Ans: 𝑥 = −sin 𝑡, 𝑦 = sin 𝑡.]
𝑡 1
2. Find the extremal of the functional 𝐴 = ∫𝑡 2 2 (𝑥𝑦 ∗ − 𝑦𝑥 ′ )𝑑𝑡 Subject to the integral constraint
1
𝑡
∫𝑡 2 √𝑥˙ 2 − 𝑦˙ 2 𝑑𝑡 = 𝑙.
1
𝜆2൫𝑥˙ 2+𝑦˙ 2 ൯
[Ans: (𝑥 − 𝑐2 )2 + (𝑦 − 𝑐1 )2 = 𝑥˙ 2+𝑦˙ 2
= 𝜆2 ]

c
Lagrangian Equations
𝑡
Since the integrand L in 𝐼 = ∫𝑡 2 𝐿𝑑𝑡 is stationary we shall have a system of 𝑛 Euler's equations of the form
1
[see equation (1) of 5 2]

𝜕𝐿 𝑑 𝜕𝐿
− ( )=0
𝜕𝑞𝑘 𝑑𝑡 𝜕𝑞˙𝑘
here 𝑘 = 1,2,3, … 𝑛
𝑡2
∵ 𝐿 = 𝑇 − 𝑉, 𝐼 = ∫ (𝑇 − 𝑉)𝑑𝑡
𝑡1

we shall have

𝜕𝑇 𝜕𝑉 𝑑 𝜕𝑇
− − ( ) = 0 𝑘 = 1,2, … … , 𝑛
𝜕𝑞𝑘 𝜕𝑞𝑘 𝑑𝑡 𝜕𝑞˙𝑘

( V is a function of 𝑞1 , 𝑞2 , … … , 𝑞𝑛 ).

These equations are known as Lagrange's Equations of motion of a system.

Principle of Least action

If a system is conservative than the sum of potential and kinetic energy of the system is constant C.

∴ 𝑇+𝑉 =𝐶

Hence, 𝑇 − 𝑉 = 𝑇 − (𝐶 − 𝑇) = 2𝑇 − 𝐶.
Now, by Hamilton's principle
𝑡2 𝑡2
𝛿𝐼 = 𝛿 ∫ (𝑇 − 𝑉)𝑑𝑡 = 𝛿 ∫ (2𝑇 − 𝐶)𝑑𝑡
𝑡1 𝑡1
𝑡2
= 𝛿 ∫ 2𝑇𝑑𝑡 = 𝐶
𝑡1

Since the variation of the constant 𝐶 is zero.

The last integrand is denoted by A and is called action

𝑡2
∴ 𝐴 = ∫ 2𝑇𝑑𝑡
𝑡1

𝑡
Since 𝛿 ∫𝑡 2 2𝑇𝑑𝑡 = 0, we have in the above notation
1

𝛿𝐴 = 0

This is called the principle of least action.

c
 EXAMPLE

1. A mass 𝑚, suspended at the end of a vertical spring having spring constant 𝑘 and negligible mass 𝑚 is
set into vertical vibrations. Find its equation of motion using Lagrange's equation.
[Ans: 𝑚𝑥¨ + 𝑘𝑥 = 0].
2𝑥0
2. A particle of mass 𝑚 falls through a given distance 𝑥0 in time 𝑡0 = √( 𝑔
). The distance travelled in
time 𝑡 is given by 𝑥 = 𝑎𝑡 + 𝑏𝑡 2 where a and 𝑏 are constants such that 𝑡0 is always the same. Use
Lagrangian equation to Find the equations of motion and also determine the constants.
𝑔
ቂ Ans: 𝑥 = 𝑔𝑡 i.e., by 𝑥 = 𝑡 2 ቃ.
2

3. A mass m slides along a wire in the shape of a cycloid 𝑥 = 𝑎(𝜃 − sin 𝜃), 𝑦 = 𝑎(1 − cos 𝜃) where 0 ≤
𝜃 ≤ 2𝜋. Find the equation of motion neglecting friction.
1 𝑔
[ Ans: (1 − cos 𝜃)𝜃¨ + sin 𝜃 ⋅ 𝜃˙ 2 − sin 𝜃 = 0]
2 2𝑎

4. An electrical circuit consists of an inductance 𝐿 and capacitance 𝐶. the condenser is charged with 𝑞
coulombs and the current flowing in the circuit is 𝑖 amperes. Using Lagrangian equation, find the
equations of motion of the charge 𝑞.
𝑞 𝑑 𝑞
[ Ans: ∴ − − (𝐿𝑞˙) = 0; ∴ 𝐿𝑞¨ + = 0]
𝑐 𝑑𝑡 𝑐

5. A particle of mass 𝑚 is projected with initial velocity 𝑢 at an angle 𝛼 with the horizontal. Derive the
equation of its path by using Lagrangian equations. (Neglect the resistance of air.)
1 𝑥2
[ Ans: 𝑦 = 𝑥tan 𝛼 − 𝑔 ⋅ 2 2 which is a parabola. ]
2 𝑢 cos 𝛼
1
6. A particle of mass 𝑚 is constrained to move on a straight line. It 𝑉 = 2 𝑘𝑥 2 where 𝑘 is a positive
constant and 𝑥 is displacement from a fixed point on a line, find the equation of motion of the particle
using Lagrangian equations.
[𝐴𝑛𝑠: 𝑚𝑥¨ + 𝑘𝑥 = 0]

7. In a simple pendulum a mass 𝑚 is suspended by a string of negligible mass and length 𝑙. If the system
vibrates, find the equation of motion of the pendulum using Lagrange's equations.
𝑞
ቂ Ans: 𝜃¨ + sin 𝜃 = 0ቃ
𝑙

8. Two masses 𝑚1 and 𝑚2 are suspended in a plane vertically from an inextensible string of length 𝑙
whose mass can be neglected. The string passes over a smooth pulley so that there is no friction. Use
Lagrange's equation to find the acceleration of either mass.
(𝑚1 − 𝑚2 )
[ Ans: 𝑥¨ = ⋅ 𝑔, numerically ]
(𝑚1 + 𝑚2 )

9. A particle of mass 𝑚 moving in a plane is always attracted towards the origin with a force
proportional to the square of its distance from it. Derive the equations of its motion using Lagrangian
equations.
𝑘
[ Ans: 𝑚𝑟¨ − 𝑚𝑟𝜃˙ 2 + = 0 and 2𝑟˙𝜃˙ = 0]
𝑟2

c
Functional of Second Order Derivatives
Consider functional involving higher order derivatives

𝑥2
∫ 𝑓(𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ )𝑑𝑥
𝑥1

The necessary condition for this functional to be extremum is

𝜕𝐹 𝑑 𝜕𝐹 𝑑2 𝜕𝐹
− ( ′ ) + 2 ( ′′ ) = 0
𝜕𝑦 𝑑𝑥 𝜕𝑦 𝑑𝑥 𝜕𝑦

Solved Problems

1
1. Find the extremal of the functional ∫0 (1 + 𝑦 ′′2 )𝑑𝑥
𝑦(0) = 0, 𝑦 ′ (0) = 1, 𝑦(1) = 1, 𝑦 ′ (1) = 1

Solution: Here 𝐹 = 1 + 𝑦 ′′2.

𝜕𝐹 𝑑 𝜕𝐹 𝑑2 𝜕𝐹
The Euler's equation, 𝜕𝑦 − 𝑑𝑥 (𝜕𝑦′ ) + 𝑑𝑥 2 (𝜕𝑦′ ) = 0, gives

𝑑4 𝑦
=0
𝑑𝑥 4
∴ 𝑦 = 𝐴 + 𝐵𝑥 + 𝐶𝑥 2 + 𝐷𝑥 3

Using the boundary conditions, we find

𝐴 = 𝐶 = 𝐷 = 0 and 𝐵 = 1

∴ the extremal is 𝑦 = 𝑥
𝜋
2. Find the extremal of ∫02 (𝑦 ′′2 − 𝑦 2 + 𝑥 2 )𝑑𝑥

𝑑4 𝑦
Solution: The Euler's equation becomes −𝑦 = 0
𝑑𝑥 4

whose general solution is

𝑦 = 𝐴𝑒 𝑥 + 𝐵𝑒 −𝑥 + 𝐶cos 𝑥 + 𝐷sin 𝑥

Using the boundary conditions, we get

𝐴 = 𝐵 = 𝐷 = 0 and 𝐶 = 1

∴ 𝑦 = cos 𝑥 is the extremal

1
3. Find the extremal of ∫−1 (𝑦 ′′2 + 𝑦)𝑑𝑥

𝑦(±1) = 0, 𝑦 ′ (±1) = 0

c
 𝑑4 𝑦
Solution: The Euler's equation becomes 𝑑𝑥 4 = −1
𝑥4
Solving, 𝑦 = 24 + 𝐴 + 𝐵𝑥 + 𝐶𝑥 2 + 𝐷𝑥 3
1
Using the boundary conditions, we get 𝑦 = − 24 (𝑥 2 − 1)2

Note: If 𝐹 involves 𝑦 ′′ , then the Euler's equation is

𝜕𝐹 𝑑 𝜕𝐹 𝑑2 𝜕𝐹 𝑑3 𝜕𝐹
− ( ) + 2 ( ′′ ) − 3 ( ′′ ) = 0
𝜕𝑦 𝑑𝑥 𝜕𝑦 ′ 𝑑𝑥 𝜕𝑦 𝑑𝑥 𝜕𝑦

PROBLEMS

𝑥
1. Find the extremal of ∫𝑥 1 (𝑦 ′′2 − 𝑦 2 + 𝑥 2 )𝑑𝑥.
0

Ans: 𝑦 = 𝑐1 + 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 + 𝑐3 cos 𝑥 + 𝑐4 sin 𝑥

𝑥
2. Find the extremal of ∫𝑥 1 (16𝑦 2 − 𝑦 ′′2 + 𝑥 2 )𝑑𝑥.
0

Ans: 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −2𝑥 + 𝑐3 cos .2𝑥 + 𝑐4 sin 2𝑥

𝑥
3. Find the extremals of ∫𝑥 1 (2𝑥𝑦 + 𝑦 ′′2 )𝑑𝑥.
0

𝑥7
Ans: 𝑦 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3 + 𝑐4 𝑥 4 + 𝑐4 𝑥 5 +
7!

4. Solve by Rayleigh-Ritz method the boundary value problem

𝑦 ′′ − 𝑦 + 𝑥 = 0; (0 ≤ 𝑥 < 1), 𝑦(0) = 0 and 𝑦(1) = 0

𝑒 𝑥 − 𝑒 −𝑥
Ans: = 𝑥 −
𝑒 − 𝑒 −1

5. Solve the boundary value problem

𝑦 ′′ + 𝑦 + 𝑥 = 0,0 ≤ 𝑥 ≤ 1, 𝑦(0) = 𝑦(1) = 0 by Rayleigh-Ritz method

5
Ans: 𝑦‾(𝑥) = 𝑥(1 − 𝑥)
18

1.3.2 RAYLEIGH-RITZ METHOD

𝑥 𝜕𝐹 𝑑 𝜕𝐹
We know 𝐼 = ∫𝑥 2 𝐹 (𝑥, 𝑦, 𝑦 ′ )𝑑𝑥 is extremised by solving the Euler's differential equation − ( ) = 0.
1 𝜕𝑦 𝑑𝑥 𝜕𝑦 ′
Using this technique, given a differential equation we obtain from it an integrand satisfying Euler's equation
and extremise this integral using an approximate solution.

Rayleigh-Ritz Method

1. From the given differential equation obtain 𝐹 (𝑥, 𝑦, 𝑦 ′ ) = 0 which satisfies the Euler's equation.
2. Assume a trial solution
𝑦‾(𝑥) = 𝑦0 (𝑥) + 𝑐1 𝜑1 (𝑥) + 𝑐2 𝜙2 (𝑥) + ⋯ …

c
 𝑏
3. Using 𝑦‾(𝑥) in ∫𝑎 𝐹 (𝑥, 𝑦, 𝑦 ′ )𝑑𝑥 and the given conditions, we find the constants 𝑐1 , 𝑐2 , ….. Thus, we get
the required solution.

Solved Examples

1. Solve Poisson's equation in a square 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = −1, |𝑥| ≤ 1, |𝑦| ≤ 1

𝑢 = 0 at 𝑥 = ±1 and at 𝑦 = ±1

Solution: Choosing 𝑢(𝑥, 𝑦) = 𝑐 (1 − 𝑥 2 )(1 − 𝑦 2 ), the functional

𝐼 = ∬ ൫𝑢𝑥2 + 𝑢𝑦2 − 2𝑢൯𝑑𝑥𝑑𝑦

𝑅
1 1
= ∫ ∫ [4𝑐 2 𝑥 2 (1 − 𝑦 2 )2 + 4𝑐 2 𝑦 2 (1 − 𝑥 2 )2 − 2𝑐 (1 − 𝑥 2 )(1 − 𝑦 2 )]𝑑𝑥𝑑𝑦
−1 −1
32
= (8𝑐 2 − 5𝑐)
45
𝑑𝐼 5
=0⇒𝑐=
𝑑𝑐 16

The approximate solution is

5
𝑢(𝑥, 𝑦) = (1 − 𝑥 2 )(1 − 𝑦 2 )
16

from which we obtain

5
𝑢(0,0) = = 0.31
16

The exact value is 0.29

2. Solve Laplace equation in a square 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0, |𝑥| ≤ 1, |𝑦| ≤ 1

𝑢 = 0 on |𝑥| = 1
𝑢 = 1 − 𝑥 2 on |𝑦| = 1

Solution: Trial solution in this case is

𝑢 = (1 − 𝑥 2 )[1 + 𝑐(1 − 𝑦 2 )]

The required functional is

c
 1 1
𝐼 = ∫ ∫ ൫𝑢𝑥2 + 𝑢𝑦2 ൯𝑑𝑥
−1 −1
1 1
= ∫ ∫ [4𝑐 2 𝑦 2 (1 − 2𝑥 2 + 𝑥 4 )] + 4𝑥 2 [1 + 2𝑐 (1 − 𝑦 2 ) + 𝑐 2 (1 − 2𝑦 2 + 𝑦 4 )]𝑑𝑥𝑑𝑦
−1 −1
𝑑𝐼
=0
𝑑𝑐
1 1
⇒ 0 = ∫ ∫ [8𝑐𝑦 2 (1 − 2𝑥 2 + 𝑥 4 ) + 4𝑥 2 {2(1 − 𝑦 2 ) + 2𝑐 (1 − 2𝑦 2 + 𝑦 4 )}]𝑑𝑥𝑑𝑦
−1 −1

Evaluating the integral, we find

5
𝑐=−
8
5
and 𝑢(𝑥, 𝑦) = 1 − 𝑥 2 − 8 (1 − 𝑥 2 )(1 − 𝑦 2 ) as the desired solution.
3
We also get 𝑢(0,0) = 8 = 0.375

whereas the exact value is 0.411

3. Find the smallest eigen value of 𝑢𝑥𝑥 + 𝑢𝑦𝑦 + 𝜆𝑢 = 0, |𝑥| ≤ 1, |𝑦| ≤ 1

𝑢 = 0 at 𝑥 = ±1 and at 𝑦 = ±1
1 1
Solution: Here 𝐽 = ∫−1 ∫−1 ൫𝑢𝑥2 + 𝑢𝑦2 − 𝜆𝑢2 ൯𝑑𝑥𝑑𝑦
Taking 𝑢(𝑥, 𝑦) = 𝑐 (1 − 𝑥 2 )(1 − 𝑦 2 )
1 1
𝐽 = ∫ ∫ 4𝑥 2 𝑐 2 (1 − 𝑦 2 )2 + 4𝑦 2 𝑐 2 (1 − 𝑥 2 ) − 𝜆𝑐 2 (1 − 𝑥 2 )2 (1 − 𝑦 2 )2 𝑑𝑥𝑑𝑦
−1 −1
256 256𝜆 2
=( − )𝑐
45 225
𝑑𝐽
=0⇒𝜆=5
𝑑𝑐

∴ 𝜆 = 5 is the least eigen value.

𝜋2
The exact value = 2
= 4.93

4. Solve Poisson's equation in a circle 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = −1, 𝑥 2 + 𝑦 2 ≤ 1

𝑢 = 0 on 𝑥 2 + 𝑦 2 = 1

Solution: Here 𝐽 = ∬𝑅 ൫𝑢𝑥2 + 𝑢𝑦2 − 2𝑢൯𝑑𝑥𝑑𝑦

where 𝑅 is the region 𝑥 2 + 𝑦 2 ≤ 1
Choosing 𝑢(𝑥, 𝑦) = 𝑐(1 − 𝑥 2 − 𝑦 2 ), we find

𝐽 = ∬ [4𝑐 2 (𝑥 2 + 𝑦 2 ) − 2𝑐 (1 − 𝑥 2 − 𝑦 2 )]𝑑𝑥𝑑𝑦
𝑅
1 1
𝐽
= ∫ 4𝑐 2 𝑟 2 𝑑𝑟 − ∫ 2𝑐(1 − 𝑟 2 )𝑟𝑑𝑟
2𝜋 0 0
2
𝑐
=𝑐 −
2
𝑑𝐽 1
=0⇒𝑐=
𝑑𝑐 4
1 − 𝑥 − 𝑦2
2
𝑢(𝑥, 𝑦) = , exact solution
4