Math 2.0

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Positive semidefinite matrix

A positive semidefinite matrix is a Hermitian matrix AA with x∗Ax≥0x^* A x \ge 0 for every vector xx.

Cauchy's integral theorem

Let U⊆ℂU \subseteq \mathbb{C} be a simply connected open set. This means that UU is connected, and each closed path in UU can be continuously deformed in UU to a constant path. Let f:U→ℂf : U \to \mathbb{C} be holomorphic on UU. Let γ:[a,b]→U\gamma : [a, b] \to U be a closed path that is continuous and piecewise continuously differentiable. Then the contour integral of ff along γ\gamma is ∮γf(z) dz=0.\oint_\gamma f(z) \, dz = 0.

Builds on Holomorphic function, Contour integral, Domain in the complex plane

Nondegenerate bilinear form

A nondegenerate bilinear form is a bilinear form for which no nonzero vector gives zero with every vector.

Function with unequal mixed partial derivatives

One could guess that the mixed partial derivatives fxyf_{xy} and fyxf_{yx} are equal at each point where both exist. This is false. Let f ⁣:ℝ2→ℝf \colon \mathbb{R}^2 \to \mathbb{R} be given by f(x,y)=xy(x2−y2)x2+y2 for (x,y)≠(0,0),f(0,0)=0.f(x, y) = \frac{x y (x^2 - y^2)}{x^2 + y^2} \text{ for } (x, y) \ne (0, 0), \qquad f(0, 0) = 0. Both mixed second partial derivatives of ff exist at (0,0)(0, 0), but ∂∂y(∂f∂x)(0,0)=−1\dfrac{\partial}{\partial y}\left(\dfrac{\partial f}{\partial x}\right)(0, 0) = -1 and ∂∂x(∂f∂y)(0,0)=1\dfrac{\partial}{\partial x}\left(\dfrac{\partial f}{\partial y}\right)(0, 0) = 1.

Builds on Schwarz's theorem for C^2 functions, Higher partial derivatives

Hyperbolic functions

The hyperbolic functions are analogues of the trigonometric functions defined from the exponential function. The main ones are the hyperbolic sine, cosine and tangent. The node hyperbolic functions gives the precise definition.

Spherical coordinates

Spherical coordinates describe a point of space by three numbers. They are its distance from the origin, the angle between its position vector and the positive zz-axis, and an azimuth angle around the zz-axis. They simplify problems with symmetry about a point, such as integrals over balls.

Builds on Euclidean space, Polar coordinates

Tangent line

Let ff be differentiable at aa. The tangent line to the graph of ff at (a,f(a))(a, f(a)) is the line y=f(a)+f′(a)(x−a)y = f(a) + f'(a)(x - a). It is the line through this point that best fits the graph near it.

Builds on Derivative

Definite and indefinite quadratic forms

Let AA be a symmetric n×nn \times n matrix, and let Q(x)=x𝖳AxQ(x) = x^{\mathsf{T}} A x be its real quadratic form on ℝn\mathbb{R}^n. The form QQ is positive definite if Q(x)>0Q(x) > 0 for all x≠0x \ne 0. It is negative definite if Q(x)<0Q(x) < 0 for all x≠0x \ne 0. It is positive or negative semidefinite if Q(x)≥0Q(x) \ge 0 or Q(x)≤0Q(x) \le 0 for all xx, and indefinite if it takes both positive and negative values.

Elementary matrix

An elementary matrix is a matrix that we get from the identity matrix by one elementary row operation. Multiplying a matrix on the left by an elementary matrix performs that row operation.

Lyapunov function

A Lyapunov function for an equilibrium of a differential equation is a scalar function with three properties. It is zero at the equilibrium, positive away from it, and non-increasing along solutions. Its existence proves stability without solving the equation. It is named after Aleksandr Lyapunov. See the definition.

Surjective function

A function is surjective when each element of the codomain is a value of the function.

Diffie–Hellman key exchange

The Diffie–Hellman key exchange is an example of public-key cryptography. Two parties, Alice and Bob, use it to agree on a secret key over a public channel. They agree in public on a prime pp and an integer gg, often a primitive root modulo pp. Alice chooses a secret integer aa and sends A=ga mod pA = g^a \bmod p. Bob chooses a secret integer bb and sends B=gb mod pB = g^b \bmod p. Alice computes Ba mod pB^a \bmod p, and Bob computes Ab mod pA^b \bmod p. Both are equal to gab mod pg^{ab} \bmod p, the shared secret. A small case: p=11p = 11, g=2g = 2, a=3a = 3 and b=4b = 4. Then A=8A = 8, B=16 mod 11=5B = 16 \bmod 11 = 5, and 53≡84≡4(mod11)5^3 \equiv 8^4 \equiv 4 \pmod{11}.

Builds on Primitive root modulo n, Discrete logarithm, Modular exponentiation

Hyperbolic equilibrium point

A hyperbolic equilibrium point of a vector field is an equilibrium point at which the Jacobian matrix has no eigenvalue with real part zero. Such a point has no centre manifold. See the definition.

Countable set

A countable set is a set whose elements can be listed in a finite or infinite sequence. It is finite or equinumerous with the natural numbers.

Orthogonal family for a bilinear form

A family of vectors is orthogonal for a bilinear form when the form is zero on each pair of distinct members of the family.

Symmetry of second derivatives

Let U⊆ℝnU \subseteq \mathbb{R}^n be open, let f ⁣:U→ℝmf \colon U \to \mathbb{R}^m, and let a∈Ua \in U. Suppose that ff is differentiable at each point of UU, and that the derivative Df ⁣:U→L(ℝn,ℝm)Df \colon U \to L(\mathbb{R}^n, \mathbb{R}^m) is differentiable at aa. Then the second derivative D2f(a)D^2 f(a) is a symmetric bilinear map: D2f(a)(u,v)=D2f(a)(v,u)D^2 f(a)(u, v) = D^2 f(a)(v, u) for all u,v∈ℝnu, v \in \mathbb{R}^n. In particular, ∂2f∂xi ∂xj(a)=∂2f∂xj ∂xi(a)\dfrac{\partial^2 f}{\partial x_i \, \partial x_j}(a) = \dfrac{\partial^2 f}{\partial x_j \, \partial x_i}(a) for all i,ji, j.

Builds on Iterated derivative, Higher partial derivatives, Differentiable function of several variables

Prime element

A prime element of a commutative ring is a nonzero nonunit pp with the following property. If pp divides a product, then pp divides one of the factors. The definition of a prime element gives the conditions.

Legendre's formula

Let pp be a prime number and let nn be a natural number. Let νp\nu_p be the p-adic valuation. Then νp(n!)=∑i=1∞⌊npi⌋.\nu_p(n!) = \sum_{i=1}^{\infty} \left\lfloor \frac{n}{p^i} \right\rfloor. The sum is finite, because ⌊n/pi⌋=0\lfloor n / p^i \rfloor = 0 when pi>np^i > n.

Builds on P-adic valuation

Geometric series

Let aa and rr be real numbers with ∣r∣<1|r| < 1. The geometric series ∑n=0∞arn\sum_{n=0}^{\infty} a r^n converges, and ∑n=0∞arn=a1−r.\sum_{n=0}^{\infty} a r^n = \frac{a}{1 - r}. The sum of a finite geometric series gives the partial sums sN=a(1−rN+1)/(1−r)s_N = a (1 - r^{N+1})/(1 - r). Since rN+1→0r^{N+1} \to 0, the partial sums tend to a/(1−r)a/(1 - r).

Builds on Geometric sequence, Sum of a series, Sum of a finite geometric series, The sequence r^n tends to zero for |r| < 1

Moment

The moments of a random variable are the expected values of its powers. The first moment is the mean. The node moment gives the precise definition for random variables.

Limit at infinity

The limit of a function at infinity is the value that the function approaches as its argument grows without bound. It describes horizontal asymptotes of graphs. The node limit at infinity gives the precise definition.

Law of the unconscious statistician

Let XX be a random variable on (Ω,ℱ,P)(\Omega, \mathcal{F}, P) with values in (E,ℰ)(E, \mathcal{E}) and with law μX\mu_X. Let g ⁣:E→ℝg \colon E \to \mathbb{R} be measurable. Then g(X)g(X) is integrable if and only if ∫E∣g∣ dμX<∞\int_E |g| \, d\mu_X < \infty. In that case, E[g(X)]=∫Eg(x) μX(dx).E[g(X)] = \int_E g(x) \, \mu_X(dx). In particular, if XX is discrete with mass function pp, then E[g(X)]=∑xg(x) p(x)E[g(X)] = \sum_x g(x) \, p(x). If XX is real with density ff, then E[g(X)]=∫−∞∞g(x)f(x) dxE[g(X)] = \int_{-\infty}^{\infty} g(x) f(x) \, dx.

Builds on Expected value, Law of a random variable, Probability mass function, Probability density function

Carathéodory's theorem

Let PP be a subset of ℝd\mathbb{R}^d, and let xx be a point of its convex hull conv⁡(P)\operatorname{conv}(P). Then there are at most d+1d + 1 points p1,…,pkp_1, \dots, p_k of PP, with k≤d+1k \leq d + 1, such that x∈conv⁡{p1,…,pk}x \in \operatorname{conv}\{p_1, \dots, p_k\}. Equivalently, xx is a convex combination of at most d+1d + 1 points of PP.

Builds on Convex hull, Affine combination

Matrix exponential

The exponential of a real or complex square matrix AA is the sum of the convergent power series I+A+A2/2!+A3/3!+⋯I + A + A^2/2! + A^3/3! + \cdots.

Totally bounded set

A subset of a metric space is totally bounded when, for each size, it can be covered by finitely many pieces of that size. Compact sets are exactly the totally bounded sets that are complete.

Order of cardinals

The order of cardinals compares the sizes of sets by injections.