Handbook Math Functions
Handbook Math Functions
ISBN 978-81-323-2072-2
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Table of Contents
Introduction to Function
Both the domain and the range in the picture are the set of real numbers between -1 and
1.5.
The mathematical concept of a function expresses the intuitive idea that one quantity (the
argument of the function, also known as the input) completely determines another
quantity (the value, or the output). A function assigns a unique value to each input of a
specified type. The argument and the value may be real numbers, but they can also be
elements from any given sets: the domain and the codomain of the function. An example
of a function with the real numbers as both its domain and codomain is the function f(x) =
2x, which assigns to every real number the real number with twice its value. In this case,
it is written that f(5) = 10.
In a setting where they have numerical outputs, functions may be added and multiplied,
yielding new functions. Collections of functions with certain properties, such as
continuous functions and differentiable functions, usually required to be closed under
certain operations, are called function spaces and are studied as objects in their own right,
in such disciplines as real analysis and complex analysis. An important operation on
functions, which distinguishes them from numbers, is the composition of functions.
Overview
Because functions are so widely used, many traditions have grown up around their use.
The symbol for the input to a function is often called the independent variable or
argument and is often represented by the letter x or, if the input is a particular time, by
the letter t. The symbol for the output is called the dependent variable or value and is
often represented by the letter y. The function itself is most often called f, and thus the
notation y = f(x) indicates that a function named f has an input named x and an output
named y.
A function takes an input, x, and returns an output (x). One metaphor describes the
function as a "machine" or "black box" that converts the input into the output.
The set of all permitted inputs to a given function is called the domain of the function.
The set of all resulting outputs is called the image or range of the function. The image is
often a subset of some larger set, called the codomain of a function. Thus, for example,
the function f(x) = x2 could take as its domain the set of all real numbers, as its image the
set of all non-negative real numbers, and as its codomain the set of all real numbers. In
that case, we would describe f as a real-valued function of a real variable. Sometimes,
especially in computer science, the term "range" refers to the codomain rather than the
image, so care needs to be taken when using the word.
Functions need not act on numbers: the domain and codomain of a function may be
arbitrary sets. One example of a function that acts on non-numeric inputs takes English
words as inputs and returns the first letter of the input word as output. Furthermore,
functions need not be described by any expression, rule or algorithm: indeed, in some
cases it may be impossible to define such a rule. For example, the association between
inputs and outputs in a choice function often lacks any fixed rule, although each input
element is still associated to one and only one output.
Dually, a surjective function partitions its domain into disjoint sets indexed by the
codomain. This partition is known as the kernel of the function, and the parts are called
the fibers or level sets of the function at each element of the codomain. (A non-surjective
function divides its domain into disjoint and possibly-empty subsets).
Definition
One precise definition of a function is that it consists of an ordered triple of sets, which
may be written as (X, Y, F). X is the domain of the function, Y is the codomain, and F is a
set of ordered pairs. In each of these ordered pairs (a, b), the first element a is from the
domain, the second element b is from the codomain, and every element in the domain is
the first element in one and only one ordered pair. The set of all b is known as the image
of the function. Some authors use the term "range" to mean the image, others to mean the
codomain.
The notation :XY indicates that is a function with domain X and codomain Y.
In most practical situations, the domain and codomain are understood from context, and
only the relationship between the input and output is given. Thus
is usually written as
The graph of a function is its set of ordered pairs. Such a set can be plotted on a pair of
coordinate axes; for example, (3, 9) is the point of intersection of the lines x = 3 and
y = 9.
A function is a special case of a more general mathematical concept, the relation, for
which the restriction that each element of the domain appear as the first element in one
and only one ordered pair is removed (or, in other words, the restriction that each input be
associated to exactly one output). A relation is "single-valued" or "functional" when for
each element of the domain set, the graph contains at most one ordered pair (and possibly
none) with it as a first element. A relation is called "left-total" or simply "total" when for
each element of the domain, the graph contains at least one ordered pair with it as a first
element (and possibly more than one). A relation that is both left-total and single-valued
is a function.
Some authors (especially in set theory) define a function as simply its graph f, with the
restriction that the graph should not contain two distinct ordered pairs with the same first
element. Indeed, given such a graph, one can construct a suitable triple by taking the set
of all first elements as the domain and the set of all second elements as the codomain: this
automatically causes the function to be total and surjective . However, most authors in
advanced mathematics outside of set theory prefer the greater power of expression
afforded by defining a function as an ordered triple of sets.
Many operations in set theorysuch as the power sethave the class of all sets as their
domain, therefore, although they are informally described as functions, they do not fit the
set-theoretical definition above outlined.
Vocabulary
A specific input in a function is called an argument of the function. For each argument
value x, the corresponding unique y in the codomain is called the function value at x,
output of for an argument x, or the image of x under . The image of x may be written
as (x) or as y.
The graph of a function is the set of all ordered pairs (x, (x)), for all x in the domain X.
If X and Y are subsets of R, the real numbers, then this definition coincides with the
familiar sense of "graph" as a picture or plot of the function, with the ordered pairs being
the Cartesian coordinates of points.
A function can also be called a map or a mapping. Some authors, however, use the terms
"function" and "map" to refer to different types of functions. Other specific types of
functions include functionals and operators.
Notation
Formal description of a function typically involves the function's name, its domain, its
codomain, and a rule of correspondence. Thus we frequently see a two-part notation, an
example being
" is a function from N to R" (one often writes informally "Let : X Y" to mean
"Let be a function from X to Y"), or
" is a function on N into R", or
" is an R-valued function of an N-valued variable",
maps to
Here the function named "" has the natural numbers as domain, the real numbers as
codomain, and maps n to itself divided by . Less formally, this long form might be
abbreviated
where f(n) is read as "f as function of n" or "f of n". There is some loss of information: we
no longer are explicitly given the domain N and codomain R.
It is common to omit the parentheses around the argument when there is little chance of
confusion, thus: sin x; this is known as prefix notation. Writing the function after its
argument, as in x , is known as postfix notation; for example, the factorial function is
customarily written n!, even though its generalization, the gamma function, is written
(n). Parentheses are still used to resolve ambiguities and denote precedence, though in
some formal settings the consistent use of either prefix or postfix notation eliminates the
need for any parentheses.
The concept of function can be extended to an object that takes a combination of two (or
more) argument values to a single result. This intuitive concept is formalized by a
function whose domain is the Cartesian product of two or more sets.
For example, consider the function that associates two integers to their product: (x, y) =
xy. This function can be defined formally as having domain ZZ, the set of all integer
pairs; codomain Z; and, for graph, the set of all pairs ((x,y), xy). Note that the first
component of any such pair is itself a pair (of integers), while the second component is a
single integer.
The function value of the pair (x,y) is ((x,y)). However, it is customary to drop one set of
parentheses and consider (x,y) a function of two variables, x and y. Functions of two
variables may be plotted on the three-dimensional Cartesian as ordered triples of the form
(x,y,f(x,y)).
The concept can still further be extended by considering a function that also produces
output that is expressed as several variables. For example, consider the function swap(x,
y) = (y, x) with domain RR and codomain RR as well. The pair (y, x) is a single value
in the codomain seen as a Cartesian product.
Currying
When working with curried functions it is customary to use prefix notation with function
application considered left-associative, since juxtaposition of multiple argumentsas in
( x y)naturally maps to evaluation of a curried function.
Binary operations
The familiar binary operations of arithmetic, addition and multiplication, can be viewed
as functions from RR to R. This view is generalized in abstract algebra, where n-ary
functions are used to model the operations of arbitrary algebraic structures. For example,
an abstract group is defined as a set X and a function from XX to X that satisfies
certain properties.
Traditionally, addition and multiplication are written in the infix notation: x+y and xy
instead of +(x, y) and (x, y).
Three important kinds of function are the injections (or one-to-one functions), which
have the property that if (a) = (b) then a must equal b; the surjections (or onto
functions), which have the property that for every y in the codomain there is an x in the
domain such that (x) = y; and the bijections, which are both one-to-one and onto. This
nomenclature was introduced by the Bourbaki group.
When the definition of a function by its graph only is used, since the codomain is not
defined, the "surjection" must be accompanied with a statement about the set the function
maps onto. For example, we might say maps onto the set of all real numbers.
Function composition
The function composition of two or more functions takes the output of one or more
functions as the input of others. The functions : X Y and g: Y Z can be composed
by first applying to an argument x to obtain y = (x) and then applying g to y to obtain z
= g(y). The composite function formed in this way from general and g may be written
The function on the right acts first and the function on the left acts second, reversing
English reading order. We remember the order by reading the notation as "g of ". The
order is important, because rarely do we get the same result both ways. For example,
suppose (x) = x2 and g(x) = x+1. Then g((x)) = x2+1, while (g(x)) = (x+1)2, which is
x2+2x+1, a different function.
In a similar way, the function given above by the formula y = 5x20x3+16x5 can be
obtained by composing several functions, namely the addition, negation, and
multiplication of real numbers.
An alternative to the colon notation, convenient when functions are being composed,
writes the function name above the arrow. For example, if is followed by g, where g
produces the complex number eix, we may write
Identity function
The unique function over a set X that maps each element to itself is called the identity
function for X, and typically denoted by idX. Each set has its own identity function, so the
subscript cannot be omitted unless the set can be inferred from context. Under
composition, an identity function is "neutral": if is any function from X to Y, then
Image of a set
The concept of the image can be extended from the image of a point to the image of a set.
If A is any subset of the domain, then (A) is the subset of im consisting of all images
of elements of A. We say the (A) is the image of A under f.
Use of (A) to denote the image of a subset AX is consistent so long as no subset of the
domain is also an element of the domain. In some fields (e.g., in set theory, where
ordinals are also sets of ordinals) it is convenient or even necessary to distinguish the two
concepts; the customary notation is [A] for the set { (x): x A }; some authors write
`x instead of (x), and ``A instead of [A].
Notice that the image of is the image (X) of its domain, and that the image of is a
subset of its codomain.
Inverse image
The inverse image (or preimage, or more precisely, complete inverse image) of a
subset B of the codomain Y under a function is the subset of the domain X defined by
So, for example, the preimage of {4, 9} under the squaring function is the set
{3,2,2,3}.
In general, the preimage of a singleton set (a set with exactly one element) may contain
any number of elements. For example, if (x) = 7, then the preimage of {5} is the empty
set but the preimage of {7} is the entire domain. Thus the preimage of an element in the
codomain is a subset of the domain. The usual convention about the preimage of an
element is that 1(b) means 1({b}), i.e
In the same way as for the image, some authors use square brackets to avoid confusion
between the inverse image and the inverse function. Thus they would write 1[B] and
1[b] for the preimage of a set and a singleton.
The preimage of a singleton set is sometimes called a fiber. The term kernel can refer to a
number of related concepts.
Specifying a function
A function can be defined by any mathematical condition relating each argument to the
corresponding output value. If the domain is finite, a function may be defined by
simply tabulating all the arguments x and their corresponding function values (x). More
commonly, a function is defined by a formula, or (more generally) an algorithm a
recipe that tells how to compute the value of (x) given any x in the domain.
There are many other ways of defining functions. Examples include piecewise
definitions, induction or recursion, algebraic or analytic closure, limits, analytic
continuation, infinite series, and as solutions to integral and differential equations. The
lambda calculus provides a powerful and flexible syntax for defining and combining
functions of several variables.
Computability
Functions that send integers to integers, or finite strings to finite strings, can sometimes
be defined by an algorithm, which gives a precise description of a set of steps for
computing the output of the function from its input. Functions definable by an algorithm
are called computable functions. For example, the Euclidean algorithm gives a precise
process to compute the greatest common divisor of two positive integers. Many of the
functions studied in the context of number theory are computable.
Fundamental results of computability theory show that there are functions that can be
precisely defined but are not computable. Moreover, in the sense of cardinality, almost all
functions from the integers to integers are not computable. The number of computable
functions from integers to integers is countable, because the number of possible
algorithms is. The number of all functions from integers to integers is higher: the same as
the cardinality of the real numbers. Thus most functions from integers to integers are not
computable. Specific examples of uncomputable functions are known, including the busy
beaver function and functions related to the halting problem and other undecidable
problems.
Function spaces
The set of all functions from a set X to a set Y is denoted by X Y, by [X Y], or by YX.
The latter notation is motivated by the fact that, when X and Y are finite and of size |X|
and |Y|, then the number of functions X Y is |YX| = |Y||X|. This is an example of the
convention from enumerative combinatorics that provides notations for sets based on
their cardinalities. Other examples are the multiplication sign XY used for the Cartesian
product, where |XY| = |X||Y|; the factorial sign X!, used for the set of permutations where
|X!| = |X|!; and the binomial coefficient sign , used for the set of n-element subsets
where
Pointwise operations
This turns the set of all such functions into a ring. The binary operations in that ring have
as domain ordered pairs of functions, and as codomain functions. This is an example of
climbing up in abstraction, to functions of more complex types.
By taking some other algebraic structure A in the place of R, we can turn the set of all
functions from X to A into an algebraic structure of the same type in an analogous way.
Other properties
There are many other special classes of functions that are important to particular branches
of mathematics, or particular applications. Here is a partial list:
History
Functions prior to Leibniz
Historically, some mathematicians can be regarded as having foreseen and come close to
a modern formulation of the concept of function. Among them is Oresme (1323-1382) . . .
In his theory, some general ideas about independent and dependent variable quantities
seem to be present.
Johann Bernoulli "by 1718, had come to regard a function as any expression made up of a
variable and some constants", and Leonhard Euler during the mid-18th century used the
word to describe an expression or formula involving variables and constants e.g.,
x2+3x+2.
Alexis Claude Clairaut (in approximately 1734) and Euler introduced the familiar
notation " f(x) ".
At first, the idea of a function was rather limited. Joseph Fourier, for example, claimed
that every function had a Fourier series, something no mathematician would claim today.
By broadening the definition of functions, mathematicians were able to study "strange"
mathematical objects such as continuous functions that are nowhere differentiable. These
functions were first thought to be only theoretical curiosities, and they were collectively
called "monsters" as late as the turn of the 20th century. However, powerful techniques
from functional analysis have shown that these functions are, in a precise sense, more
common than differentiable functions. Such functions have since been applied to the
modeling of physical phenomena such as Brownian motion.
During the 19th century, mathematicians started to formalize all the different branches of
mathematics. Weierstrass advocated building calculus on arithmetic rather than on
geometry, which favoured Euler's definition over Leibniz's.
Dirichlet and Lobachevsky are traditionally credited with independently giving the
modern "formal" definition of a function as a relation in which every first element has a
unique second element. Eves asserts that "the student of mathematics usually meets the
Dirichlet definition of function in his introductory course in calculus, but Dirichlet's
claim to this formalization is disputed by Imre Lakatos:
There is no such definition in Dirichlet's works at all. But there is ample evidence that he
had no idea of this concept. In his [1837], for instance, when he discusses piecewise
continuous functions, he says that at points of discontinuity the function has two values:
...
(Proofs and Refutations, 151, Cambridge University Press 1976.)
In the context of "the Differential Calculus" George Boole defined (circa 1849) the notion
of a function as follows:
"That quantity whose variation is uniform . . . is called the independent variable. That
quantity whose variation is referred to the variation of the former is said to be a function
of it. The Differential calculus enables us in every case to pass from the function to the
limit. This it does by a certain Operation. But in the very Idea of an Operation is . . . the
idea of an inverse operation. To effect that inverse operation in the present instance is the
business of the Int[egral] Calculus."
Logicians of this time were primarily involved with analyzing syllogisms (the 2000 year-
old Aristotelian forms and otherwise), or as Augustus De Morgan (1847) stated it: "the
examination of that part of reasoning which depends upon the manner in which
inferences are formed, and the investigation of general maxims and rules for constructing
arguments". At this time the notion of (logical) "function" is not explicit, but at least in
the work of De Morgan and George Boole it is implied: we see abstraction of the
argument forms, the introduction of variables, the introduction of a symbolic algebra with
respect to these variables, and some of the notions of set theory.
De Morgan's 1847 "FORMAL LOGIC OR, The Calculus of Inference, Necessary and
Probable" observes that "[a] logical truth depends upon the structure of the statement, and
not upon the particular matters spoken of"; he wastes no time (preface page i) abstracting:
"In the form of the proposition, the copula is made as absract as the terms". He
immediately (p. 1) casts what he calls "the proposition" (present-day propositional
function or relation) into a form such as "X is Y", where the symbols X, "is", and Y
represent, respectively, the subject, copula, and predicate. While the word "function"
does not appear, the notion of "abstraction" is there, "variables" are there, the notion of
inclusion in his symbolism all of the is in the (p. 9) is there, and lastly a new
symbolism for logical analysis of the notion of "relation" (he uses the word with respect
to this example " X)Y " (p. 75)) is there:
In his 1848 The Nature of Logic Boole asserts that "logic . . . is in a more especial sense
the science of reasoning by signs", and he briefly discusses the notions of "belonging to"
and "class": "An individual may possess a great variety of attributes and thus belonging
to a great variety of different classes" . Like De Morgan he uses the notion of "variable"
drawn from analysis; he gives an example of "represent[ing] the class oxen by x and that
of horses by y and the conjunction and by the sign + . . . we might represent the aggregate
class oxen and horses by x + y".
The logicians' "function" 1850-1950
Eves observes "that logicians have endeavored to push down further the starting level of
the definitional development of mathematics and to derive the theory of sets, or classes,
from a foundation in the logic of propositions and propositional functions". But by the
late 19th century the logicians' research into the foundations of mathematics was
undergoing a major split. The direction of the first group, the Logicists, can probably be
summed up best by Bertrand Russell 1903:9 -- "to fulfil two objects, first, to show that all
mathematics follows from symbolic logic, and secondly to discover, as far as possible,
what are the principles of symbolic logic itself."
The second group of logicians, the set-theorists, emerged with Georg Cantor's "set
theory" (18701890) but were driven forward partly as a result of Russell's discovery of a
paradox that could be derived from Frege's conception of "function", but also as a
reaction against Russell's proposed solution. Zermelo's set-theoretic response was his
1908 Investigations in the foundations of set theory I -- the first axiomatic set theory; here
too the notion of "propositional function" plays a role.
George Boole's The Laws of Thought 1854; John Venn's Symbolic Logic 1881
In his An Investigation into the laws of thought Boole now defined a function in terms of
a symbol x as follows:
Boole then used algebraic expressions to define both algebraic and logical notions, e.g.,
1x is logical NOT(x), xy is the logical AND(x,y), x + y is the logical OR(x, y), x(x+y) is
xx+xy, and "the special law" xx = x2 = x.
In his 1881 Symbolic Logic Venn was using the words "logical function" and the
contemporary symbolism (x = f(y), y = f1(x), cf page xxi) plus the circle-diagrams
historically associated with Venn to describe "class relations", the notions "'quantifying'
our predicate", "propositions in respect of their extension", "the relation of inclusion and
exclusion of two classes to one another", and "propositional function" (all on p. 10), the
bar over a variable to indicate not-x (page 43), etc. Indeed he equated unequivocally the
notion of "logical function" with "class" [modern "set"]: "... on the view adopted in this
book, f(x) never stands for anything but a logical class. It may be a compound class
aggregated of many simple classes; it may be a class indicated by certain inverse logical
operations, it may be composed of two groups of classes equal to one another, or what is
the same thing, their difference declared equal to zero, that is, a logical equation. But
however composed or derived, f(x) with us will never be anything else than a general
expression for such logical classes of things as may fairly find a place in ordinary Logic".
Frege's Begriffsschrift 1879
Gottlob Frege's Begriffsschrift (1879) preceded Giuseppe Peano (1889), but Peano had
no knowledge of Frege 1879 until after he had published his 1889. Both writers strongly
influenced Bertrand Russell (1903). Russell in turn influenced much of 20th-century
mathematics and logic through his Principia Mathematica (1913) jointly authored with
Alfred North Whitehead.
At the outset Frege abandons the traditional "concepts subject and predicate", replacing
them with argument and function respectively, which he believes "will stand the test of
time. It is easy to see how regarding a content as a function of an argument leads to the
formation of concepts. Furthermore, the demonstration of the connection between the
meanings of the words if, and, not, or, there is, some, all, and so forth, deserves
attention".
Frege begins his discussion of "function" with an example: Begin with the expression
"Hydrogen is lighter than carbon dioxide". Now remove the sign for hydrogen (i.e., the
word "hydrogen") and replace it with the sign for oxygen (i.e., the word "oxygen"); this
makes a second statement. Do this again (using either statement) and substitute the sign
for nitrogen (i.e., the word "nitrogen") and note that "This changes the meaning in such a
way that "oxygen" or "nitrogen" enters into the relations in which "hydrogen" stood
before". There are three statements:
Now observe in all three a "stable component, representing the totality of [the] relations";
call this the function, i.e.,
Frege calls the argument of the function "[t]he sign [e.g., hydrogen, oxygen, or
nitrogen], regarded as replaceable by others that denotes the object standing in these
relations". He notes that we could have derived the function as "Hydrogen is lighter than .
. .." as well, with an argument position on the right; the exact observation is made by
Peano. Finally, Frege allows for the case of two (or more arguments). For example,
remove "carbon dioxide" to yield the invariant part (the function) as:
The one-argument function Frege generalizes into the form (A) where A is the
argument and ( ) represents the function, whereas the two-argument function he
symbolizes as (A, B) with A and B the arguments and ( , ) the function and cautions
that "in general (A, B) differs from (B, A)". Using his unique symbolism he translates
for the reader the following symbolism:
"We can read |--- (A) as "A has the property . |--- (A, B) can be translated by "B
stands in the relation to A" or "B is a result of an application of the procedure to the
object A".
Peano defined the notion of "function" in a manner somewhat similar to Frege, but
without the precision. First Peano defines the sign "K means class, or aggregate of
objects", the objects of which satisfy three simple equality-conditions, a = a, (a = b) = (b
= a), IF ((a = b) AND (b = c)) THEN (a = c). He then introduces , "a sign or an
aggregate of signs such that if x is an object of the class s, the expression x denotes a
new object". Peano adds two conditions on these new objects: First, that the three
equality-conditions hold for the objects x; secondly, that "if x and y are objects of class s
and if x = y, we assume it is possible to deduce x = y". Given all these conditions are
met, is a "function presign". Likewise he identifies a "function postsign". For example
if is the function presign a+, then x yields a+x, or if is the function postsign +a then
x yields x+a.
While the influence of Cantor and Peano was paramount, in Appendix A "The Logical
and Arithmetical Doctrines of Frege" of The Principles of Mathematics, Russell arrives at
a discussion of Frege's notion of function, "...a point in which Frege's work is very
important, and requires careful examination". In response to his 1902 exchange of letters
with Frege about the contradiction he discovered in Frege's Begriffsschrift Russell tacked
this section on at the last moment.
For Russell the bedeviling notion is that of "variable": "6. Mathematical propositions are
not only characterized by the fact that they assert implications, but also by the fact that
they contain variables. The notion of the variable is one of the most difficult with which
logic has to deal. For the present, I openly wish to make it plain that there are variables in
all mathematical propositions, even where at first sight they might seem to be absent. . . .
We shall find always, in all mathematical propositions, that the words any or some occur;
and these words are the marks of a variable and a formal implication".
Russell would carry his ideas forward in his 1908 Mathematical logical as based on the
theory of types and into his and Whitehead's 1910-1913 Principia Mathematica. By the
time of Principia Mathematica Russell, like Frege, considered the propositional function
fundamental: "Propositional functions are the fundamental kind from which the more
usual kinds of function, such as sin x or log x or "the father of x" are derived. These
derivative functions . . . are called descriptive functions". The functions of propositions .
. . are a particular case of propositional functions".
To continue the example: Suppose (from outside the mathematics/logic) one determines
that the propositions "Bob is hurt" has a truth value of "falsity", "This bird is hurt" has a
truth value of "truth", "Emily the rabbit is hurt" has an indeterminate truth value because
"Emily the rabbit" doesn't exist, and "y is hurt" is ambiguous as to its truth value because
the argument y itself is ambiguous. While the two propositions "Bob is hurt" and "This
bird is hurt" are significant (both have truth values), only the value "This bird" of the
variable satisfies' the propositional function : " is hurt". When one goes to form the
class : : " is hurt", only "This bird" is included, given the four values "Bob", "This
bird", "Emily the rabbit" and "y" for variable and their respective truth-values: falsity,
truth, indeterminate, ambiguous.
The notion of a "many-one" functional relation": Russell first discusses the notion of
"identity", then defines a descriptive function (pages 30ff) as the unique value x that
satisfies the (2-variable) propositional function (i.e., "relation") .
N.B. The reader should be warned here that the order of the variables are reversed! y is
the independent variable and x is the dependent variable, e.g., x = sin(y).
Russell symbolizes the descriptive function as "the object standing in relation to y": R'y
=DEF (x)(x R y). Russell repeats that "R'y is a function of y, but not a propositional
function [sic]; we shall call it a descriptive function. All the ordinary functions of
mathematics are of this kind. Thus in our notation "sin y" would be written " sin 'y ", and
"sin" would stand for the relation sin 'y has to y".
Hardy 1908
Hardy 1908, pp. 2628 defined a function as a relation between two variables x and y
such that "to some values of x at any rate correspond values of y." He neither required the
function to be defined for all values of x nor to associate each value of x to a single value
of y. This broad definition of a function encompasses more relations than are ordinarily
considered functions in contemporary mathematics.
David Hilbert set himself the goal of "formalizing" classical mathematics "as a formal
axiomatic theory, and this theory shall be proved to be consistent, i.e., free from
contradiction" . In his 1927 The Foundations of Mathematics Hilbert frames the notion of
function in terms of the existence of an "object":
13. A(a) --> A((A)) Here (A) stands for an object of which the proposition A(a)
certainly holds if it holds of any object at all; let us call the logical -function". [The
arrow indicates implies.]
Hilbert then illustrates the three ways how the -function is to be used, firstly as the "for
all" and "there exists" notions, secondly to represent the "object of which [a proposition]
holds", and lastly how to cast it into the choice function.
Recursion theory and computability: But the unexpected outcome of Hilbert's and his
student Bernays's effort was failure. At about the same time, in an effort to solve Hilbert's
Entscheidungsproblem, mathematicians set about to define what was meant by an
"effectively calculable function" (Alonzo Church 1936), i.e., "effective method" or
"algorithm", that is, an explicit, step-by-step procedure that would succeed in computing
a function. Various models for algorithms appeared, in rapid succession, including
Church's lambda calculus (1936), Stephen Kleene's -recursive functions(1936) and
Allan Turing's (1936-7) notion of replacing human "computers" with utterly-mechanical
"computing machines". It was shown that all of these models could compute the same
class of computable functions. Church's thesis holds that this class of functions exhausts
all the number-theoretic functions that can be calculated by an algorithm. The outcomes
of these efforts were vivid demonstrations that, in Turing's words, "there can be no
general process for determining whether a given formula U of the functional calculus K
[Principia Mathematica] is provable".
Set theory began with the work of the logicians with the notion of "class" (modern "set")
for example De Morgan (1847), Jevons (1880), Venn 1881, Frege 1879 and Peano
(1889). It was given a push by Georg Cantor's attempt to define the infinite in set-
theoretic treatment(18701890) and a subsequent discovery of an antinomy
(contradiction, paradox) in this treatment (Cantor's paradox), by Russell's discovery
(1902) of an antinomy in Frege's 1879 (Russell's paradox), by the discovery of more
antinomies in the early 20th century (e.g., the 1897 Burali-Forti paradox and the 1905
Richard paradox), and by resistance to Russell's complex treatment of logic and dislike of
his axiom of reducibility (1908, 19101913) that he proposed as a means to evade the
antinomies.
In 1902 Russell sent a letter to Frege pointing out that Frege's 1879 Begriffsschrift
allowed a function to be an argument of itself: "On the other hand, it may also be that the
argument is determinate and the function indeterminate . . .." From this unconstrained
situation Russell was able to form a paradox:
"You state ... that a function, too, can act as the indeterminate element. This I formerly
believed, but now this view seems doubtful to me because of the following contradiction.
Let w be the predicate: to be a predicate that cannot be predicated of itself. Can w be
predicated of itself?"
Frege responded promptly that "Your discovery of the contradiction caused me the
greatest surprise and, I would almost say, consternation, since it has shaken the basis on
which I intended to build arithmetic".
"AXIOM III. (Axiom of separation). Whenever the propositional function (x) is definite
for all elements of a set M, M possesses a subset M containing as elements precisely
those elements x of M for which (x) is true".
In fact Skolem in his 1922 referred to this "definite criterion" or "property" as a "definite
proposition":
In this quote the reader may observe a shift in terminology: nowhere is mentioned the
notion of "propositional function", but rather one sees the words "formula", "predicate
calculus", "predicate", and "logical calculus." This shift in terminology is discussed more
in the section that covers "function" in contemporary set theory.
The history of the notion of "ordered pair" is not clear. As noted above, Frege (1879)
proposed an intuitive ordering in his definition of a two-argument function (A, B).
Norbert Wiener in his 1914 (see below) observes that his own treatment essentially
"revert(s) to Schrder's treatment of a relation as a class of ordered couples". Russell
(1903) considered the definition of a relation (such as (A, B)) as a "class of couples"
but rejected it:
By 1910-1913 and Principia Mathematica Russell had given up on the requirement for
an intensional definition of a relation, stating that "mathematics is always concerned with
extensions rather than intensions" and "Relations, like classes, are to be taken in
extension". To demonstrate the notion of a relation in extension Russell now embraced
the notion of ordered couple: "We may regard a relation ... as a class of couples ... the
relation determined by (x, y) is the class of couples (x, y) for which (x, y) is true". In a
footnote he clarified his notion and arrived at this definition:
"Such a couple has a sense, i.e., the couple (x, y) is different from the couple (y, x) unless
x = y. We shall call it a "couple with sense," ... it may also be called an ordered couple.
But he goes on to say that he would not introduce the ordered couples further into his
"symbolic treatment"; he proposes his "matrix" and his unpopular axiom of reducibility
in their place.
An attempt to solve the problem of the antinomies led Russell to propose his "doctrine of
types" in an appendix B of his 1903 The Principles of Mathematics. In a few years he
would refine this notion and propose in his 1908 The Theory of Types two axioms of
reducibility, the purpose of which were to reduce (single-variable) propositional
functions and (dual-variable) relations to a "lower" form (and ultimately into a
completely extensional form); he and Alfred North Whitehead would carry this treatment
over to Principia Mathematica 1910-1913 with a further refinement called "a matrix".
The first axiom is *12.1; the second is *12.11. To quote Wiener the second axiom *12.11
"is involved only in the theory of relations". Both axioms, however, were met with
skepticism and resistance. By 1914 Norbert Wiener, using Whitehead and Russell's
symbolism, eliminated axiom *12.11 (the "two-variable" (relational) version of the axiom
of reducibility) by expressing a relation as an ordered pair "using the null set. At
approximately the same time, Hausdorff (1914, p. 32) gave the definition of the ordered
pair (a, b) as { {a,1}, {b, 2} }. A few years later Kuratowski (1921) offered a definition
that has been widely used ever since, namely { {a, b}, {a} }". As noted by Suppes (1960)
"This definition . . . was historically important in reducing the theory of relations to the
theory of sets.
Observe that while Wiener "reduced" the relational *12.11 form of the axiom of
reducibility he did not reduce nor otherwise change the propositional-function form
*12.1; indeed he declared this "essential to the treatment of identity, descriptions, classes
and relations".
Schnfinkel's notion of "function" as a many-one "correspondence" 1924
Where exactly the general notion of "function" as a many-one relationship derives from
is unclear. Russell in his 1920 Introduction to Mathematical Philosophy states that "It
should be observed that all mathematical functions result form one-many [sic --
contemporary usage is many-one] relations . . . Functions in this sense are descriptive
functions". A reasonable possibility is the Principia Mathematica notion of "descriptive
function" -- R 'y =DEF (x)(x R y): "the singular object that has a relation R to y". Whatever
the case, by 1924, Moses Schonfinkel expressed the notion, claiming it to be "well
known":
"As is well known, by function we mean in the simplest case a correspondence between
the elements of some domain of quantities, the argument domain, and those of a domain
of function values ... such that to each argument value there corresponds at most one
function value".
According to Willard Quine, Schnfinkel's 1924 "provide[s] for ... the whole sweep of
abstract set theory. The crux of the matter is that Schnfinkel lets functions stand as
arguments. For Schnfinkel, substantially as for Frege, classes are special sorts of
functions. They are propositional functions, functions whose values are truth values. All
functions, propositional and otherwise, are for Schnfinkel one-place functions".
Remarkably, Schnfinkel reduces all mathematics to an extremely compact functional
calculus consisting of only three functions: Constancy, fusion (i.e., composition), and
mutual exclusivity. Quine notes that Haskell Curry (1958) carried this work forward
"under the head of combinatory logic".
By 1925 Abraham Fraenkel (1922) and Thoralf Skolem (1922) had amended Zermelo's
set theory of 1908. But von Neumann was not convinced that this axiomatization could
not lead to the antinomies. So he proposed his own theory, his 1925 An axiomatization of
set theory. It explicitly contains a "contemporary", set-theoretic version of the notion of
"function":
"[Unlike Zermelo's set theory] [w]e prefer, however, to axiomatize not "set" but
"function". The latter notion certainly includes the former. (More precisely, the two
notions are completely equivalent, since a function can be regarded as a set of pairs, and a
set as a function that can take two values.)".
His axiomatization creates two "domains of objects" called "arguments" (I-objects) and
"functions" (II-objects); where they overlap are the "argument functions" (I-II objects).
He introduces two "universal two-variable operations" -- (i) the operation [x, y]: ". . . read
'the value of the function x for the argument y) and (ii) the operation (x, y): ". . . (read 'the
ordered pair x, y'") whose variables x and y must both be arguments and that itself
produces an argument (x,y)". To clarify the function pair he notes that "Instead of f(x) we
write [f,x] to indicate that f, just like x, is to be regarded as a variable in this procedure".
And to avoid the "antinomies of naive set theory, in Russell's first of all . . . we must
forgo treating certain functions as arguments". He adopts a notion from Zermelo to
restrict these "certain functions"
Since 1950
Both axiomatic and naive forms of Zermelo's set theory as modified by Fraenkel (1922)
and Skolem (1922) define "function" as a relation, define a relation as a set of ordered
pairs, and define an ordered pair as a set of two "dissymetric" sets.
While the reader of Suppes (1960) Axiomatic Set Theory or Halmos (1970) Naive Set
Theory observes the use of function-symbolism in the axiom of separation, e.g., (x) (in
Suppes) and S(x) (in Halmos), they will see no mention of "proposition" or even "first
order predicate calculus". In their place are "expressions of the object language", "atomic
formulae", "primitive formulae", and "atomic sentences".
Kleene 1952 defines the words as follows: "In word languages, a proposition is expressed
by a sentence. Then a 'predicate' is expressed by an incomplete sentence or sentence
skeleton containing an open place. For example, "___ is a man" expresses a predicate ...
The predicate is a propositional function of one variable. Predicates are often called
'properties' ... The predicate calculus will treat of the logic of predicates in this general
sense of 'predicate', i.e., as propositional function".
The reason for the disappearance of the words "propositional function" e.g., in Suppes
(1960), and Halmos (1970), is explained by Alfred Tarski 1946 together with further
explanation of the terminology:
For his part Tarski calls the relational form of function a "FUNCTIONAL RELATION or
simply a FUNCTION" . After a discussion of this "functional relation" he asserts that:
"The concept of a function which we are considering now differs essentially from the
concepts of a sentential [propositional] and of a designatory function .... Strictly speaking
... [these] do not belong to the domain of logic or mathematics; they denote certain
categories of expressions which serve to compose logical and mathematical statements,
but they do not denote things treated of in those statements... . The term "function" in its
new sense, on the other hand, is an expression of a purely logical character; it designates
a certain type of things dealt with in logic and mathematics."
Further developments
Inverse Function
A function and its inverse 1. Because maps a to 3, the inverse 1 maps 3 back to a.
Definitions
Let be a function whose domain is the set X, and whose codomain is the set Y. Then, if
it exists, the inverse of is the function 1 with domain Y and codomain X, with the
property:
Stated otherwise, a function is invertible if and only if its inverse relation is a function, in
which case the inverse relation is the inverse function.
Not all functions have an inverse. For this rule to be applicable, each element y Y must
correspond to exactly one element x X. This is generally stated as two conditions:
A function with both of these properties is called a bijection, so the above is often stated
as "a function is bijective if and only if it has an inverse function".
In elementary mathematics, the domain is often assumed to be the real numbers, if not
otherwise specified, and the codomain is assumed to be the image. Most functions
encountered in elementary calculus do not have an inverse.
Example: squaring and square root functions
The function (x) = x2 may or may not be invertible, depending on the domain and
codomain.
If the domain is the real numbers, then each element in Y would correspond to two
different elements in X (x), and therefore would not be invertible. More precisely, the
square of x is not invertible because it is impossible to deduce from its output the sign of
its input. Such a function is called non-injective or information-losing. Notice that neither
the square root nor the principal square root function is the inverse of x2 because the first
is not single-valued, and the second returns -x when x is negative.
If the domain and codomain are both the non-negative numbers, or if the domain is the
negative numbers, then the function is invertible (by the principal square root) and
injective.
The definition given above is commonly adopted in calculus. In higher mathematics, the
notation
means " is a function mapping elements of a set X to elements of a set Y". The source, X,
is called the domain of , and the target, Y, is called the codomain. The codomain
contains the range of as a subset, and is considered part of the definition of .
This statement is equivalent to the first of the above-given definitions of the inverse, and
it becomes equivalent to the second definition if Y coincides with the codomain of .
Using the composition of functions we can rewrite this statement as follows:
where idX is the identity function on the set X. In category theory, this statement is used
as the definition of an inverse morphism.
Note on notation
The superscript notation for inverses can sometimes be confused with other uses of
superscripts, especially when dealing with trigonometric and hyperbolic functions. To
avoid this confusion, the notations [1] or with the "-1" above the are sometimes
used/needed.
It is important to realize that 1(x) is not the same as (x)1. In 1(x), the superscript
"1" is not an exponent. A similar notation is used in dynamical systems for iterated
functions. For example, 2 denotes two iterations of the function ; if (x) = x + 1, then
2(x) = (x + 1) + 1, or x + 2. In symbols:
In calculus, (n), with parentheses, denotes the nth derivative of a function . For instance:
In trigonometry, for historical reasons, sin2(x) usually does mean the square of sin(x):
However, the expression sin1(x) does not always represent the multiplicative inverse to
sin(x). If that is the case then:
Then it denotes the inverse function for sin(x) (actually a partial inverse; see below). To
avoid confusion, an inverse trigonometric function is often indicated by the prefix "arc".
For instance the inverse sine is typically called the arcsine:
The function (sin x)1 is the multiplicative inverse to the sine, and is called the cosecant.
It is usually denoted csc x:
Hyperbolic functions behave similarly, using the prefix "ar", as in arsinh(x), for the
inverse function of sinh(x), and csch(x) for the multiplicative inverse of sinh(x).
Properties
Uniqueness
If an inverse function exists for a given function , it is unique: it must be the inverse
relation.
Symmetry
There is a symmetry between a function and its inverse. Specifically, if the inverse of is
1, then the inverse of 1 is the original function . In symbols:
Notice that the order of and g have been reversed; to undo g followed by , we must
first undo and then undo g.
For example, let (x) = x + 5, and let g(x) = 3x. Then the composition o g is the function
that first multiplies by three and then adds five:
To reverse this process, we must first subtract five, and then divide by three:
Self-inverses
More generally, a function : X X is equal to its own inverse if and only if the
composition o is equal to idx. Such a function is called an involution.
Inverses in calculus
Single-variable calculus is primarily concerned with functions that map real numbers to
real numbers. Such functions are often defined through formulas, such as:
A function from the real numbers to the real numbers possesses an inverse as long as it
is one-to-one, i.e. as long as the graph of the function passes the horizontal line test.
The following table shows several standard functions and their inverses:
One approach to finding a formula for 1, if it exists, is to solve the equation y = (x) for
x. For example, if is the function
Real-world examples
For example, let be the function that converts a temperature in degrees Celsius to a
temperature in degrees Fahrenheit:
Generalizations
Partial inverses
(If we instead restrict to the domain x 0, then the inverse is the negative of the square
root of x.) Alternatively, there is no need to restrict the domain if we are content with the
inverse being a multivalued function:
Sometimes this multivalued inverse is called the full inverse of , and the portions (such
as x and x) are called branches. The most important branch of a multivalued function
(e.g. the positive square root) is called the principal branch, and its value at y is called
the principal value of 1(y).
For a continuous function on the real line, one branch is required between each pair of
local extrema. For example, the inverse of a cubic function with a local maximum and a
local minimum has three branches (see the picture above).
The arcsine is a partial inverse of the sine function.
These considerations are particularly important for defining the inverses of trigonometric
functions. For example, the sine function is not one-to-one, since
for every real x (and more generally sin(x + 2n) = sin(x) for every integer n). However,
the sine is one-to-one on the interval [2, 2], and the corresponding partial inverse is
called the arcsine. This is considered the principal branch of the inverse sine, so the
principal value of the inverse sine is always between 2 and 2. The following table
describes the principal branch of each inverse trigonometric function:
Thus, g must equal the inverse of on the range of , but may take any values for
elements of Y not in the range. A function has a left inverse if and only if it is injective.
Thus, h(y) may be any of the elements of x that map to y under . A function has a right
inverse if and only if it is surjective (though constructing such an inverse in general
requires the axiom of choice).
An inverse which is both a left and right inverse must be unique; otherwise not. Likewise,
if g is a left inverse for , then g may or may not be a right inverse for ; and if g is a
right inverse for , then g is not necessarily a left inverse for . For example let
:R[0,) denote the squaring map, such that (x)=x2 for all x in R, and let g:[0,)R
denote the square root map, such that g(x)=x for all x0. Then (g(x))=x for all x in
[0,); that is, g is a right inverse to . However, g is not a left inverse to , since, e.g.,
g((-1))=1-1.
Preimages
If : X Y is any function (not necessarily invertible), the preimage (or inverse image)
of an element y Y is the set of all elements of X that map to y:
The preimage of y can be thought of as the image of y under the (multivalued) full
inverse of the function f.
Similarly, if S is any subset of Y, the preimage of S is the set of all elements of X that map
to S:
For example, take a function : R R, where : x x2. This function is not invertible
for reasons discussed above. Yet preimages may be defined for subsets of the codomain:
The preimage of a single element y Y a singleton set {y} is sometimes called the
fiber of y. When Y is the set of real numbers, it is common to refer to 1(y) as a level set.
Chapter 3
Special functions
Special functions are particular mathematical functions which have more or less
established names and notations due to their importance in mathematical analysis,
functional analysis, physics, or other applications.
There is no general formal definition, but the list of mathematical functions contains
functions which are commonly accepted as special. In particular, elementary functions
are also considered as special functions.
Symbolic computation engines usually recognize the majority of special functions. Not
all such systems have efficient algorithms for the evaluation, especially in the complex
plane.
In most cases, the standard notation is used for indication of a special function: the name
of function, subscripts, if any, open parenthesis, then arguments, separated with comma,
and then close parenthesis. Such a notation allows easy translation of the expressions to
algorithmic languages avoiding ambiguities. Functions with established international
notations are sin, cos, exp, erf, and erfc.
Sometimes, a special function has several names. The natural logarithm can be called as
Log, log or ln, depending on the context. For example, the tangent function may be
denoted Tan, tan or tg (especially in Russian literature); arctangent may be called atan,
arctg, or tan 1. Bessel functions may be written ; usually, ,
, refer to the same function.
Subscripts are often used to indicate arguments, typically integers. In a few cases, the
semicolon (;) or even backslash (\) is used as a separator. In this case, the translation to
algorithmic languages admits ambiguity and may lead to confusion.
usually indicates
is typically , but never
usually means , and not ; this one typically
causes the most confusion, as it is inconsistent with the others.
Most special functions are considered as a function of a complex variable. They are
analytic; the singularities and cuts are described; the differential and integral
representations are known and the expansion to the Taylor or asymptotic series are
available. In addition, sometimes there exist relations with other special functions; a
complicated special function can be expressed in terms of simpler functions. Various
representations can be used for the evaluation; the simplest way to evaluate a function is
to expand it into a Taylor series. However, such representation may converge slowly if at
all. In algorithmic languages, rational approximations are typically used, although they
may behave badly in the case of complex argument(s).
While trigonometry can be codified, as was clear already to expert mathematicians of the
eighteenth century (if not before), the search for a complete and unified theory of special
functions has continued since the nineteenth century. The high point of special function
theory in the period 1850-1900 was the theory of elliptic functions; treatises that were
essentially complete, such as that of Tannery and Molk, could be written as handbooks to
all the basic identities of the theory. They were based on techniques from complex
analysis.
From that time onwards it would be assumed that analytic function theory, which had
already unified the trigonometric and exponential functions, was a fundamental tool. The
end of the century also saw a very detailed discussion of spherical harmonics.
Of course the wish for a broad theory including as many as possible of the known special
functions has its intellectual appeal, but it is worth noting other motivations. For a long
time, the special functions were in the particular province of applied mathematics;
applications to the physical sciences and engineering determined the relative importance
of functions. In the days before the electronic computer, the ultimate compliment to a
special function was the computation, by hand, of extended tables of its values. This was
a capital-intensive process, intended to make the function available by look-up, as for the
familiar logarithm tables. The aspects of the theory that then mattered might then be two:
In contrast, one might say, there are approaches typical of the interests of pure
mathematics: asymptotic analysis, analytic continuation and monodromy in the complex
plane, and the discovery of symmetry principles and other structure behind the faade of
endless formulae in rows. There is not a real conflict between these approaches, in fact.
Twentieth century
The twentieth century saw several waves of interest in special function theory. The
classic Whittaker and Watson textbook sought to unify the theory by using complex
variables; the G. N. Watson tome A Treatise on the Theory of Bessel Functions pushed
the techniques as far as possible for one important type that particularly admitted
asymptotics to be studied.
The later Bateman manuscript project, under the editorship of Arthur Erdlyi, attempted
to be encyclopedic, and came around the time when electronic computation was coming
to the fore and tabulation ceased to be the main issue.
Contemporary theories
y = f(x).
R(x,y) = 0.
That is, it is defined as the level set of a function in two variables: one variable or the
other may determine the other, but one is not given an explicit formula for one in terms of
the other.
The implicit function theorem provides a link between implicit and explicit functions. It
states that if the equation R(x, y) = 0 satisfies some mild conditions on its partial
derivatives, then one can in principle solve this equation for y, at least over some small
interval. Geometrically, the graph defined by R(x,y) = 0 will overlap locally with the
graph of a function y = f(x).
Various numerical methods exist for solving the equation R(x,y)=0 to find an
approximation to the implicit function y. Many of these methods are iterative in that they
produce successively better approximations, so that a prescribed accuracy can be
achieved. Many of these iterative methods are based on some form of Newton's method.
Examples
Inverse functions
Implicit functions commonly arise as one way of describing the notion of an inverse
function. If f is a function, then the inverse function of f is a solution of the equation
R(x,y) = x f(y) = 0.
Examples.
Algebraic functions
x2 + y2 1 = 0.
Note that there are two "branches" to the implicit function: one where the sign is positive
and the other where it is negative.
Caveats
Not every equation R(x, y) = 0 has a graph that is the graph of a function, the circle
equation being one prominent example. Another example is an implicit function given by
x C(y) = 0 where C is a cubic polynomial having a "hump" in its graph. Thus, for an
implicit function to be a true function it might be necessary to use just part of the graph.
An implicit function can sometimes be successfully defined as a true function only after
"zooming in" on some part of the x-axis and "cutting away" some unwanted function
branches. A resulting formula may only then qualify as a legitimate explicit function.
The defining equation R = 0 can also have other pathologies. For example, the implicit
equation x = 0 does not define a function at all; it is a vertical line. In order to avoid a
problem like this, various constraints are frequently imposed on the allowable sorts of
equations or on the domain. The implicit function theorem provides a uniform way of
handling these sorts of pathologies.
Implicit differentiation
In calculus, a method called implicit differentiation makes use of the chain rule to
differentiate implicitly defined functions.
Examples
This function normally can be manipulated by using algebra to change this equation to an
explicit function:
Solving for :
2. An example of an implicit function, for which implicit differentiation might be easier
than attempting to use explicit differentiation, is
In order to differentiate this explicitly with respect to x, one would have to obtain (via
algebra)
and then differentiate this function. This creates two derivatives: one for y > 0 and
another for y < 0.
One might find it substantially easier to implicitly differentiate the implicit function;
thus,
3. Sometimes standard explicit differentiation cannot be used and, in order to obtain the
derivative, another method such as implicit differentiation must be employed. An
example of such a case is the implicit function y5 y = x. It is impossible to express y
explicitly as a function of x and dy/dx therefore this cannot be found by explicit
differentiation. Using the implicit method, dy/dx can be expressed:
where
Formula for two variables
"The Implicit Function Theorem states that if F is defined on an open disk containing
(a,b), where F(a,b) = 0, , and Fx and Fy are continuous on the disk, then
the equation F(x,y) = 0 defines y as a function of x near the point (a,b) and the derivative
of this function is given by...": 11.5
The above formula comes from using the generalized chain rule to obtain the total
derivativewith respect to xof both sides of F(x, y) = 0:
In economics, when the level set is an indifference curve, the implicit derivative (or
rather, 1 times the implicit derivative) is interpreted as the marginal rate of substitution
of the two variables: how much more of y one must receive in order to be indifferent to a
loss of 1 unit of x.
F(x,y) = 0
Function Composition
Thus one obtains a composite function g f: X Z defined by (g f)(x) = g(f(x)) for all x
in X. The notation g f is read as "g circle f", or "g composed with f", "g after f", "g
following f", or just "g of f".
The composition of functions is always associative. That is, if f, g, and h are three
functions with suitably chosen domains and codomains, then f (g h) = (f g) h,
where the parentheses serve to indicate that composition is to be performed first for the
parenthesized functions. Since there is no distinction between the choices of placement of
parentheses, they may be safely left off.
The functions g and f are said to commute with each other if g f = f g. In general,
composition of functions will not be commutative. Commutativity is a special property,
attained only by particular functions, and often in special circumstances. For example,
only when . But a function always commutes with its inverse
to produce the identity mapping.
Considering functions as special cases of relations (namely functional relations), one can
analogously define composition of relations, which gives the formula for
in terms of and .
The structures given by composition are axiomatized and generalized in category theory.
Example
As an example, suppose that an airplane's elevation at time t is given by the function h(t)
and that the oxygen concentration at elevation x is given by the function c(x). Then (c
h)(t) describes the oxygen concentration around the plane at time t.
Functional powers
If then may compose with itself; this is sometimes denoted .
Thus:
Note: If f takes its values in a ring (in particular for real or complex-valued f), there is a
risk of confusion, as f n could also stand for the n-fold product of f, e.g. f 2(x) = f(x) f(x).
(For trigonometric functions, usually the latter is meant, at least for positive exponents.
For example, in trigonometry, this superscript notation represents standard
exponentiation when used with trigonometric functions: sin2(x) = sin(x) sin(x).
However, for negative exponents (especially 1), it nevertheless usually refers to the
inverse function, e.g., tan1 = arctan ( 1/tan).
In some cases, an expression for f in g(x) = f r(x) can be derived from the rule for g given
non-integer values of r. This is called fractional iteration. For instance, a half iterate of a
function f is a function g satisfying g(g(x)) = f(x). Another example would be that where f
is the successor function, f r(x) = x + r. This idea can be generalized so that the iteration
count becomes a continuous parameter; in this case, such a system is called a flow.
Iterated functions and flows occur naturally in the study of fractals and dynamical
systems.
Composition monoids
Suppose one has two (or more) functions f: X X, g: X X having the same domain
and codomain. Then one can form long, potentially complicated chains of these functions
composed together, such as f f g f. Such long chains have the algebraic structure of a
monoid, called transformation monoid or composition monoid. In general, composition
monoids can have remarkably complicated structure. One particular notable example is
the de Rham curve. The set of all functions f: X X is called the full transformation
semigroup on X.
If the functions are bijective, then the set of all possible combinations of these functions
forms a transformation group; and one says that the group is generated by these
functions.
The set of all bijective functions f: X X form a group with respect to the composition
operator. This is the symmetric group, also sometimes called the composition group.
Alternative notations
Many mathematicians omit the composition symbol, writing gf for g f.
In the mid-20th century, some mathematicians decided that writing "g f" to
mean "first apply f, then apply g" was too confusing and decided to change
notations. They write "xf" for "f(x)" and "(xf)g" for "g(f(x))". This can be more
natural and seem simpler than writing functions on the left in some areas in
linear algebra, for instance, where x is a row vector and f and g denote matrices
and the composition is by matrix multiplication. This alternative notation is called
postfix notation. The order is important because matrix multiplication is non-
commutative. Successive transformations applying and composing to the right
agrees with the left-to-right reading sequence.
Mathematicians who use postfix notation may write "fg", meaning first do f then
do g, in keeping with the order the symbols occur in postfix notation, thus making
the notation "fg" ambiguous. Computer scientists may write "f;g" for this, thereby
disambiguating the order of composition. To distinguish the left composition
operator from a text semicolon, in the Z notation a fat semicolon (U+2A1F) is
used for left relation composition. Since all functions are binary relations, it is
correct to use the fat semicolon for function composition as well.
Composition operator
Given a function g, the composition operator Cg is defined as that operator which maps
functions to functions as
Continuous Function
Continuity of functions is one of the core concepts of topology, which is treated in full
generality below. The introductory portion here focuses on the special case where the
inputs and outputs of functions are real numbers. In addition, here we discusses the
definition for the more general case of functions between two metric spaces. In order
theory, especially in domain theory, one considers a notion of continuity known as Scott
continuity.
As an example, consider the function h(t) which describes the height of a growing flower
at time t. This function is continuous. In fact, there is a dictum of classical physics which
states that in nature everything is continuous. By contrast, if M(t) denotes the amount of
money in a bank account at time t, then the function jumps whenever money is deposited
or withdrawn, so the function M(t) is discontinuous. (However, if one assumes a discrete
set as the domain of function M, for instance the set of points of time at 4:00 PM on
business days, then M becomes continuous function, as every function whose domain is a
discrete subset of reals is.)
Suppose we have a function that maps real numbers to real numbers and whose domain is
some interval, like the functions h and M above. Such a function can be represented by a
graph in the Cartesian plane; the function is continuous if, roughly speaking, the graph is
a single unbroken curve with no "holes" or "jumps".
In general, we say that the function f is continuous at some point c of its domain if, and
only if, the following holds:
The limit of f(x) as x approaches c through domain of f does exist and is equal to
f(c); in mathematical notation, . If the point c in the domain of
f is not a limit point of the domain, then this condition is vacuously true, since x
cannot approach c through values not equal c. Thus, for example, every function
whose domain is the set of all integers is continuous.
We call a function continuous if and only if it is continuous at every point of its domain.
More generally, we say that a function is continuous on some subset of its domain if it is
continuous at every point of that subset.
The notation C() or C0() is sometimes used to denote the set of all continuous
functions with domain . Similarly, C1() is used to denote the set of differentiable
functions whose derivative is continuous, C() for the twice-differentiable functions
whose second derivative is continuous, and so on. In the field of computer graphics, these
three levels are sometimes called g0 (continuity of position), g1 (continuity of tangency),
and g2 (continuity of curvature). The notation C(n, )() occurs in the definition of a more
subtle concept, that of Hlder continuity.
Without resorting to limits, one can define continuity of real functions as follows.
Again consider a function that maps a set of real numbers to another set of real
numbers, and suppose c is an element of the domain of . The function is said to be
continuous at the point c if the following holds: For any number > 0, however small,
there exists some number > 0 such that for all x in the domain of with
c < x < c + , the value of (x) satisfies
More intuitively, we can say that if we want to get all the (x) values to stay in some
small neighborhood around (c), we simply need to choose a small enough neighborhood
for the x values around c, and we can do that no matter how small the (x) neighborhood
is; is then continuous at c.
it holds that
(We assume that all the points xn as well as L belong to the domain of .)
One can say, briefly, that a function is continuous if, and only if, it preserves limits.
Weierstrass's and Heine's definitions of continuity are equivalent on the reals. The usual
(easier) proof makes use of the axiom of choice, but in the case of global continuity of
real functions it was proved by Wacaw Sierpiski that the axiom of choice is not actually
needed.
In more general setting of topological spaces, the concept analogous to Heine definition
of continuity is called sequential continuity. In general, the condition of sequential
continuity is weaker than the analogue of Cauchy continuity, which is just called
continuity. However, if instead of sequences one uses nets (sets indexed by a directed set,
not only the natural numbers), then the resulting concept is equivalent to the general
notion of continuity in topology. Sequences are sufficient on metric spaces because they
are first-countable spaces (every point has a countable neighborhood basis, hence
representative points in each neighborhood are enough to ensure continuity), but general
topological spaces are not first-countable, hence sequences do not suffice, and nets must
be used.
Definition using oscillation
This definition is useful in descriptive set theory to study the set of discontinuities and
continuous points the continuous points are the intersection of the sets where the
oscillation is less than (hence a G set) and gives a very quick proof of one direction
of the Lebesgue integrability condition.
The oscillation is equivalence to the - definition by a simple re-arrangement, and by
using a limit (lim sup, lim inf) to define oscillation: if (at a given point) for a given 0
there is no that satisfies the - definition, then the oscillation is at least 0, and
conversely if for every there is a desired , the oscillation is 0. The oscillation definition
can be naturally generalized to maps from a topological space to a metric space.
A function from the reals to the reals is continuous if its natural extension to the
hyperreals has the property that for real x and infinitesimal dx, (x+dx) (x) is
infinitesimal.
Examples
If two functions f and g are continuous, then f + g, fg, and f/g are continuous. (Note. The
only possible points x of discontinuity of f/g are the solutions of the equation g(x) = 0; but
then any such x does not belong to the domain of the function f/g. Hence f/g is continuous
on its entire domain, or - in other words - is continuous.)
The intermediate value theorem is an existence theorem, based on the real number
property of completeness, and states:
If the real-valued function f is continuous on the closed interval [a, b] and k is some
number between f(a) and f(b), then there is some number c in [a, b] such that f(c) = k.
For example, if a child grows from 1 m to 1.5 m between the ages of two and six years,
then, at some time between two and six years of age, the child's height must have been
1.25 m.
As a consequence, if f is continuous on [a, b] and f(a) and f(b) differ in sign, then, at
some point c in [a, b], f(c) must equal zero.
The extreme value theorem states that if a function f is defined on a closed interval [a,b]
(or any closed and bounded set) and is continuous there, then the function attains its
maximum, i.e. there exists c [a,b] with f(c) f(x) for all x [a,b]. The same is true of
the minimum of f. These statements are not, in general, true if the function is defined on
an open interval (a,b) (or any set that is not both closed and bounded), as, for example,
the continuous function f(x) = 1/x, defined on the open interval (0,1), does not attain a
maximum, being unbounded above.
Directional continuity
A function may happen to be continuous in only one direction, either from the "left" or
from the "right". A right-continuous function is a function which is continuous at all
points when approached from the right. Technically, the formal definition is similar to the
definition above for a continuous function but modified as follows:
The function is said to be right-continuous at the point c if the following holds: For any
number > 0 however small, there exists some number > 0 such that for all x in the
domain with c < x < c + , the value of (x) will satisfy
Notice that x must be larger than c, that is on the right of c. If x were also allowed to take
values less than c, this would be the definition of continuity. This restriction makes it
possible for the function to have a discontinuity at c, but still be right continuous at c, as
pictured.
This can also be formulated in terms of sequences and limits: the function f is continuous
at the point c if for every sequence (xn) in X with limit lim xn = c, we have lim f(xn) = f(c).
Continuous functions transform limits into limits.
This latter condition can be weakened as follows: f is continuous at the point c if and only
if for every convergent sequence (xn) in X with limit c, the sequence (f(xn)) is a Cauchy
sequence, and c is in the domain of f. Continuous functions transform convergent
sequences into Cauchy sequences.
The set of points at which a function between metric spaces is continuous is a G set
this follows from the - definition of continuity.
The above definitions of continuous functions can be generalized to functions from one
topological space to another in a natural way; a function f : X Y, where X and Y are
topological spaces, is continuous if and only if for every open set V Y, the inverse
image
is open.
However, this definition is often difficult to use directly. Instead, suppose we have a
function f from X to Y, where X, Y are topological spaces. We say f is continuous at x for
some x X if for any neighborhood V of f(x), there is a neighborhood U of x such that
f(U) V. Although this definition appears complex, the intuition is that no matter how
"small" V becomes, we can always find a U containing x that will map inside it. If f is
continuous at every x X, then we simply say f is continuous.
Definitions
Several equivalent definitions for a topological structure exist and thus there are several
equivalent ways to define a continuous function.
The most common notion of continuity in topology defines continuous functions as those
functions for which the preimages(or inverse images) of open sets are open. Similar to
the open set formulation is the closed set formulation, which says that preimages (or
inverse images) of closed sets are closed.
Neighborhood definition
Definitions based on preimages are often difficult to use directly. Instead, suppose we
have a function f : X Y, where X and Y are topological spaces. We say f is continuous
at x for some x X if for any neighborhood V of f(x), there is a neighborhood U of x
such that f(U) V. Although this definition appears complicated, the intuition is that no
matter how "small" V becomes, we can always find a U containing x that will map inside
it. If f is continuous at every x X, then we simply say f is continuous.
Given two topological spaces (X,cl) and (X ', cl ') where cl and cl ' are two closure
operators then a function
One might therefore suspect that given two topological spaces (X,int) and (X ' ,int ')
where int and int ' are two interior operators then a function
Instead, we must resort to inverse images: given two topological spaces (X,int) and (X '
,int ') where int and int ' are two interior operators then a function
We can also write that given two topological spaces (X,cl) and (X ' ,cl ') where cl and cl '
are two closure operators then a function
Given two topological spaces (X,) and (X' ,') where and ' are two closeness relations
then a function
Other notes
If a set is given the discrete topology, all functions with that space as a domain are
continuous. If the domain set is given the indiscrete topology and the range set is at least
T0, then the only continuous functions are the constant functions. Conversely, any
function whose range is indiscrete is continuous.
For a function f from a topological space X to a set S, one defines the final topology on S
by letting the open sets of S be those subsets A of S for which f1(A) is open in X. If S has
an existing topology, f is continuous with respect to this topology if and only if the
existing topology is coarser than the final topology on S. Thus the final topology can be
characterized as the finest topology on S which makes f continuous. If f is surjective, this
topology is canonically identified with the quotient topology under the equivalence
relation defined by f. This construction can be generalized to an arbitrary family of
functions X S.
Dually, for a function f from a set S to a topological space, one defines the initial
topology on S by letting the open sets of S be those subsets A of S for which f(A) is open
in X. If S has an existing topology, f is continuous with respect to this topology if and
only if the existing topology is finer than the initial topology on S. Thus the initial
topology can be characterized as the coarsest topology on S which makes f continuous. If
f is injective, this topology is canonically identified with the subspace topology of S,
viewed as a subset of X. This construction can be generalized to an arbitrary family of
functions S X.
Symmetric to the concept of a continuous map is an open map, for which images of open
sets are open. In fact, if an open map f has an inverse, that inverse is continuous, and if a
continuous map g has an inverse, that inverse is open.
Continuity space
A continuity space is a generalization of metric spaces and posets, which uses the
concept of quantales, and that can be used to unify the notions of metric spaces and
domains.
Chapter 6
Additive Function
In mathematics the term additive function has two different definitions, depending on
the specific field of application.
In algebra an additive function (or additive map) is a function that preserves the
addition operation:
for any two elements x and y in the domain. For example, any linear map is additive.
When the domain is the real numbers, this is Cauchy's functional equation.
Completely additive
An additive function f(n) is said to be completely additive if f(ab) = f(a) + f(b) holds for
all positive integers a and b, even when they are not co-prime. Totally additive is also
used in this sense by analogy with totally multiplicative functions. If f is a completely
additive function then f(1) = 0.
Examples
Example of arithmetic functions which are completely additive are:
The multiplicity of a prime factor p in n, that is the largest exponent m for which
pm divides n.
a0(n) - the sum of primes dividing n counting multiplicity, sometimes called
sopfr(n), the potency of n or the integer logarithm of n (sequence A001414 in
OEIS). For example:
a0(4) = 2 + 2 = 4
a0(20) = a0(22 5) = 2 + 2+ 5 = 9
a0(27) = 3 + 3 + 3 = 9
a0(144) = a0(24 32) = a0(24) + a0(32) = 8 + 6 = 14
a0(2,000) = a0(24 53) = a0(24) + a0(53) = 8 + 15 = 23
a0(2,003) = 2003
a0(54,032,858,972,279) = 1240658
a0(54,032,858,972,302) = 1780417
a0(20,802,650,704,327,415) = 1240681
The function (n), defined as the total number of prime factors of n, counting
multiple factors multiple times, sometimes called the "Big Omega function"
(sequence A001222 in OEIS). For example;
Example of arithmetic functions which are additive but not completely additive are:
(4) = 1
(20) = (225) = 2
(27) = 1
(144) = (24 32) = (24) + (32) = 1 + 1 = 2
(2,000) = (24 53) = (24) + (53) = 1 + 1 = 2
(2,001) = 3
(2,002) = 4
(2,003) = 1
(54,032,858,972,279) = 3
(54,032,858,972,302) = 5
(20,802,650,704,327,415) = 5
a1(n) - the sum of the distinct primes dividing n, sometimes called sopf(n)
(sequence A008472 in OEIS). For example:
a1(1) = 0
a1(4) = 2
a1(20) = 2 + 5 = 7
a1(27) = 3
a1(144) = a1(24 32) = a1(24) + a1(32) = 2 + 3 = 5
a1(2,000) = a1(24 53) = a1(24) + a1(53) = 2 + 5 = 7
a1(2,001) = 55
a1(2,002) = 33
a1(2,003) = 2003
a1(54,032,858,972,279) = 1238665
a1(54,032,858,972,302) = 1780410
a1(20,802,650,704,327,415) = 1238677
Multiplicative functions
From any additive function f(n) it is easy to create a related multiplicative function g(n)
i.e. with the property that whenever a and b are coprime we have:
Algebraic Function
where the coefficients ai(x) are polynomial functions of x. A function which is not
algebraic is called a transcendental function.
In more precise terms, an algebraic function may not be a function at all, at least not in
the conventional sense. Consider for example the equation of a circle:
However, both branches are thought of as belonging to the "function" determined by the
polynomial equation. Thus an algebraic function is most naturally considered as a
multiple valued function.
The informal definition of an algebraic function provides a number of clues about the
properties of algebraic functions. To gain an intuitive understanding, it may be helpful to
regard algebraic functions as functions which can be formed by the usual algebraic
operations: addition, multiplication, division, and taking an nth root. Of course, this is
something of an oversimplification; because of casus irreducibilis (and more generally
the fundamental theorem of Galois theory), algebraic functions need not be expressible
by radicals.
First, note that any polynomial is an algebraic function, since polynomials are simply the
solutions for y of the equation
Moreover, the nth root of any polynomial is an algebraic function, solving the equation
for each value of x, then x is also a solution of this equation for each value of y. Indeed,
interchanging the roles of x and y and gathering terms,
However, not every function has an inverse. For example, y = x2 fails the horizontal line
test: it fails to be one-to-one. The inverse is the algebraic "function" . In this
sense, algebraic functions are often not true functions at all, but instead are multiple
valued functions.
The role of complex numbers
From an algebraic perspective, complex numbers enter quite naturally into the study of
algebraic functions. First of all, by the fundamental theorem of algebra, the complex
numbers are an algebraically closed field. Hence any polynomial relation
p(y, x) = 0
is guaranteed to have at least one solution (and in general a number of solutions not
exceeding the degree of p in x) for y at each point x, provided we allow y to assume
complex as well as real values. Thus, problems to do with the domain of an algebraic
function can safely be minimized.
Furthermore, even if one is ultimately interested in real algebraic functions, there may be
no adequate means to express the function in a simple manner without resorting to
complex numbers. For example, consider the algebraic function determined by the
equation
Using the cubic formula, one solution is (the red curve in the accompanying image)
There is no way to express this function in terms of real numbers only, even though the
resulting function is real-valued on the domain of the graph shown.
On a more significant theoretical level, using complex numbers allow one to use the
powerful techniques of complex analysis to discuss algebraic functions. In particular, the
argument principle can be used to show that any algebraic function is in fact an analytic
function, at least in the multiple-valued sense.
Formally, let p(x, y) be a complex polynomial in the complex variables x and y. Suppose
that x0 C is such that the polynomial p(x0,y) of y has n distinct zeros. We shall show
that the algebraic function is analytic in a neighborhood of x0. Choose a system of n non-
overlapping discs i containing each of these zeros. Then by the argument principle
By continuity, this also holds for all x in a neighborhood of x0. In particular, p(x,y) has
only one root in i, given by the residue theorem:
Monodromy
Note that the foregoing proof of analyticity derived an expression for a system of n
different function elements fi(x), provided that x is not a critical point of p(x, y). A
critical point is a point where the number of distinct zeros is smaller than the degree of p,
and this occurs only where the highest degree term of p vanishes, and where the
discriminant vanishes. Hence there are only finitely many such points c1, ..., cm.
A close analysis of the properties of the function elements fi near the critical points can be
used to show that the monodromy cover is ramified over the critical points (and possibly
the point at infinity). Thus the entire function associated to the fi has at worst algebraic
poles and ordinary algebraic branchings over the critical points.
since the fi are by definition the distinct zeros of p. The monodromy group acts by
permuting the factors, and thus forms the monodromy representation of the Galois
group of p. (The monodromy action on the universal covering space is related but
different notion in the theory of Riemann surfaces.)
History
The ideas surrounding algebraic functions go back at least as far as Ren Descartes. The
first discussion of algebraic functions appears to have been in Edward Waring's 1794 An
Essay on the Principles of Human Knowledge in which he writes:
let a quantity denoting the ordinate, be an algebraic function of the abscissa x, by the
common methods of division and extraction of roots, reduce it into an infinite series
ascending or descending according to the dimensions of x, and then find the integral of
each of the resulting terms.
Chapter 8
Analytic Function
Definitions
Formally, a function is real analytic on an open set D in the real line if for any x0 in D
one can write
in which the coefficients a0, a1, ... are real numbers and the series is convergent to (x)
for x in a neighborhood of x0.
converges to (x) for x in a neighborhood of x0. The set of all real analytic functions on a
given set D is often denoted by C(D).
A function defined on some subset of the real line is said to be real analytic at a point x
if there is a neighborhood D of x on which is real analytic.
The definition of a complex analytic function is obtained by replacing, in the definitions
above, "real" with "complex" and "real line" with "complex plane."
Examples
Most special functions are analytic (at least in some range of the complex plane). Typical
examples of analytic functions are:
The exponential function is analytic. Any Taylor series for this function
converges not only for x close enough to x0 (as in the definition) but for all values
of x (real or complex).
The trigonometric functions, logarithm, and the power functions are analytic on
any open set of their domain.
The absolute value function when defined on the set of real numbers or complex
numbers is not everywhere analytic because it is not differentiable at 0. Piecewise
defined functions (functions given by different formulas in different regions) are
typically not analytic where the pieces meet.
Alternate characterizations
If is an infinitely differentiable function defined on an open set , then the
following conditions are equivalent.
1) is real analytic.
2) There is a complex analytic extension of to an open set which contains D.
3) For every compact set there exists a constant C such that for every
and every non-negative integer k the following estimate holds:
The real analyticity of a function at a given point x can be characterized using the FBI
transform.
Complex analytic functions are exactly equivalent to holomorphic functions, and are thus
much more easily characterized.
A polynomial cannot be zero at too many points unless it is the zero polynomial (more
precisely, the number of zeros is at most the degree of the polynomial). A similar but
weaker statement holds for analytic functions. If the set of zeros of an analytic function
has an accumulation point inside its domain, then is zero everywhere on the connected
component containing the accumulation point. In other words, if (rn) is a sequence of
distinct numbers such that (rn) = 0 for all n and this sequence converges to a point r in
the domain of D, then is identically zero on the connected component of D containing r.
Also, if all the derivatives of an analytic function at a point are zero, the function is
constant on the corresponding connected component.
These statements imply that while analytic functions do have more degrees of freedom
than polynomials, they are still quite rigid.
The situation is quite different when one considers complex analytic functions and
complex derivatives. It can be proved that any complex function differentiable (in the
complex sense) in an open set is analytic. Consequently, in complex analysis, the term
analytic function is synonymous with holomorphic function.
Real versus complex analytic functions
Real and complex analytic functions have important differences (one could notice that
even from their different relationship with differentiability). Analyticity of complex
functions is a more restrictive property, as it has more restrictive necessary conditions
and complex analytic functions have more structure than their real-line counterparts.
According to Liouville's theorem, any bounded complex analytic function defined on the
whole complex plane is constant. The corresponding statement for real analytic functions,
with the complex plane replaced by the real line, is clearly false; this is illustrated by
Also, if a complex analytic function is defined in an open ball around a point x0, its power
series expansion at x0 is convergent in the whole ball. This statement for real analytic
functions (with open ball meaning an open interval of the real line rather than an open
disk of the complex plane) is not true in general; the function of the example above gives
an example for x0 = 0 and a ball of radius exceeding 1, since the power series 1 x2 + x4
x6... diverges for |x| > 1.
Any real analytic function on some open set on the real line can be extended to a complex
analytic function on some open set of the complex plane. However, not every real
analytic function defined on the whole real line can be extended to a complex function
defined on the whole complex plane. The function (x) defined in the paragraph above is
a counterexample, as it is not defined for x = i.
Definition
A completely multiplicative function (or totally multiplicative function) is an
arithmetic function (that is, a function whose domain is the natural numbers), such that
f(1) = 1 and f(ab) = f(a) f(b) holds for all positive integers a and b.
Without the requirement that f(1) = 1, one could still have f(1) = 0, but then f(a) = 0 for
all positive integers a, so this is not a very strong restriction.
Examples
The easiest example of a multiplicative function is a monomial: For any particular
positive integer n, define f(a) = an.
Properties
A completely multiplicative function is completely determined by its values at the prime
numbers, a consequence of the fundamental theorem of arithmetic. Thus, if n is a product
of powers of distinct primes, say n = pa qb ..., then f(n) = f(p)a f(q)b ...
Concave function
In mathematics, a concave function is the negative of a convex function. A concave
function is also synonymously called concave downwards, concave down, convex cap
or upper convex.
Definition
A real-valued function f defined on an interval (or on any convex set C of some vector
space) is called concave if, for any two points x and y in its domain C and any t in [0,1],
we have
For a function f:RR, this definition merely states that for every z between x and y, the
point (z, f(z) ) on the graph of f is above the straight line joining the points (x, f(x) ) and
(y, f(y) )
For a twice-differentiable function f, if the second derivative, f (x), is positive (or, if the
acceleration is positive), then the graph is convex; if f (x) is negative, then the graph is
concave. Points where concavity changes are inflection points.
If a convex (i.e., concave upward) function has a "bottom", any point at the bottom is a
minimal extremum. If a concave (i.e., concave downward) function has an "apex", any
point at the apex is a maximal extremum.
If f(x) is twice-differentiable, then f(x) is concave if and only if f (x) is non-positive. If its
second derivative is negative then it is strictly concave, but the opposite is not true, as
shown by f(x) = -x4.
Examples
The functions f(x) = x2 and are concave, as the second derivative
is always negative.
Any linear function f(x) = ax + b is both concave and convex.
The function f(x) = sin(x) is concave on the interval .
The function log | B | , where | B | is the determinant of matrix nonnegative-
definite matrix B, is concave.
Practical application: rays bending in Computation of radiowave attenuation in
the atmosphere.
Chapter 10
Convex Function
A function (in black) is convex if and only if the region above its graph (in green) is a
convex set.
In mathematics, a real-valued function f(x) defined on an interval (or on any convex
subset of some vector space) is called convex, concave upwards, concave up or convex
cup, if for any two points x1 and x2 in its domain X and any ,
Note that the function must be defined over a convex set, otherwise the point
may not lie in the function domain.
Pictorially, a function is called 'convex' if the function lies below or on the straight line
segment connecting two points, for any two points in the interval.
A function is convex if its epigraph (the set of points lying on or above the graph) is a
convex set.
These two definitions are equivalent, i.e., one holds if and only if the other one is true.
Properties
Suppose f is a function of one real variable defined on an interval, and let
(note that R(x,y) is the slope of the red line in the above drawing; note also that the
function R is symmetric in x,y). f is convex if and only if R(x,y) is monotonically non-
decreasing in x, for y fixed (or viceversa). This characterization of convexity is quite
useful to prove the following results.
for all x and y in C. This condition is only slightly weaker than convexity. For example, a
real valued Lebesgue measurable function that is midpoint convex will be convex. In
particular, a continuous function that is midpoint convex will be convex.
for all x and y in the interval. In particular, if f '(c) = 0, then c is a global minimum of f(x).
A twice differentiable function of one variable is convex on an interval if and only if its
second derivative is non-negative there; this gives a practical test for convexity. If its
second derivative is positive then it is strictly convex, but the converse does not hold. For
example, the second derivative of f(x) = x4 is f "(x) = 12 x2, which is zero for x = 0, but x4
is strictly convex.
Any local minimum of a convex function is also a global minimum. A strictly convex
function will have at most one global minimum.
For a convex function f, the sublevel sets {x | f(x) < a} and {x | f(x) a} with a R are
convex sets. However, a function whose sublevel sets are convex sets may fail to be a
convex function. A function whose sublevel sets are convex is called a quasiconvex
function.
A differentiable function f is called strongly convex with parameter m > 0 if the following
equation holds for all points x,y in its domain:
Assuming still that the function is twice continuously differentiable, we show that the
lower bound of implies that it is strongly convex. Start by using Taylor's
Theorem:
The distinction between convex, strictly convex, and strongly convex can be subtle at
first glimpse. If f is twice continuously differentiable and the domain is the real line, then
we can characterize it as follows:
For example, consider a function f that is strictly convex, and suppose there is a sequence
Strongly convex functions are in general easier to work with than convex or strictly
convex functions, since they are a smaller class. Like strictly convex functions, strongly
convex functions have unique minima.
Examples
The function f(x) = x2 has f''(x) = 2 > 0 at all points, so f is a convex function. It is
also strongly convex (and hence strictly convex too), with strong convexity
constant 2.
The function f(x) = x4 has , so f is a convex function. It is
strictly convex, even though the second derivative is not strictly positive at all
points. It is not strongly convex.
The absolute value function f(x) = | x | is convex, even though it does not have a
derivative at the point x = 0. It is not strictly convex.
The function f(x) = | x | p for 1 p is convex.
The exponential function f(x) = ex is convex. It is also strictly convex, since f''(x) =
ex > 0, but it is not strongly convex since the second derivative can be arbitrarily
close to zero. More generally, the function g(x) = ef(x) is logarithmically convex if
f is a convex function.
The function f with domain [0,1] defined by f(0) = f(1) = 1, f(x) = 0 for 0 < x < 1 is
convex; it is continuous on the open interval (0, 1), but not continuous at 0 and 1.
The function x3 has second derivative 6x; thus it is convex on the set where x 0
and concave on the set where x 0.
Every linear transformation taking values in is convex but not strictly convex,
since if f is linear, then f(a + b) = f(a) + f(b). This statement also holds if we
replace "convex" by "concave".
Every affine function taking values in , i.e., each function of the form f(x) = aTx
+ b, is simultaneously convex and concave.
Every norm is a convex function, by the triangle inequality and positive
homogeneity.
Examples of functions that are monotonically increasing but not convex include
and g(x) = log(x).
Examples of functions that are convex but not monotonically increasing include
h(x) = x2 and k(x) = x.
The function f(x) = 1/x has which is greater than 0 if x > 0, so f(x)
is convex on the interval (0, +). It is concave on the interval (-,0).
The function f(x) = 1/x2, with f(0) = +, is convex on the interval (0, +) and
convex on the interval (-,0), but not convex on the interval (-, +), because of
the singularity at x = 0.
Chapter 11
Differentiable Function
A differentiable function
The absolute value function is not differentiable at x = 0.
If is differentiable at a point x0, then must also be continuous at x0. In particular, any
differentiable function must be continuous at every point in its domain. The converse
does not hold: a continuous function need not be differentiable. For example, a function
with a bend, cusp, or vertical tangent may be continuous, but fails to be differentiable at
the location of the anomaly.
Most functions which occur in practice have derivatives at all points or at almost every
point. However, a result of Stefan Banach states that the set of functions which have a
derivative at some point is a meager set in the space of all continuous functions.
Informally, this means that differentiable functions are very atypical among continuous
functions. The first known example of a function that is continuous everywhere but
differentiable nowhere is the Weierstrass function.
Differentiability classes
A function is said to be continuously differentiable if the derivative (x) exists, and is
itself a continuous function. Though the derivative of a differentiable function never has a
jump discontinuity, it is possible for the derivative to have an essential discontinuity. For
example, the function
is differentiable at 0 (with the derivative being 0), but the derivative is not continuous at
this point.
If a function is differentiable at x0, then all of the partial derivatives must exist at x0, in
which case the linear map J is given by the Jacobian matrix.
Note that existence of the partial derivatives (or even all of the directional derivatives)
does not guarantee that a function is differentiable at a point. For example, the function :
R2 R defined by
is not differentiable at (0, 0), but all of the partial derivatives and directional derivatives
exist at this point. For a continuous example, the function
is not differentiable at (0, 0), but again all of the partial derivatives and directional
derivatives exist.
It is known that if the partial derivatives of a function all exist and are continuous in a
neighborhood of a point, then the function must be differentiable at that point, and is in
fact of class C1.
Differentiability in complex analysis
In complex analysis, any function that is complex-differentiable in a neighborhood of a
point is called holomorphic. Such a function is necessarily infinitely differentiable, and in
fact analytic.
Elementary function
In mathematics, an elementary function is a function built from a finite number of
exponentials, logarithms, constants, one variable, and nth roots through composition and
combinations using the four elementary operations (+ ). By allowing these functions
(and constants) to be complex numbers, trigonometric functions and their inverses
become included in the elementary functions.
The roots of equations are the functions implicitly defined as solving a polynomial
equation with constant coefficients. For polynomials of degree four and smaller there are
explicit formulae for the roots (the formulae are elementary functions).
Examples
Examples of elementary functions include:
and
This last function is equal to the inverse cosine trigonometric function arccos(x) in the
entire complex domain. Hence, arccos(x) is an elementary function. An example of a
function that is not elementary is the error function
a fact that cannot be seen directly from the definition of elementary function but can be
proven using the Risch algorithm.
Differential algebra
The mathematical definition of an elementary function, or a function in elementary
form, is considered in the context of differential algebra. A differential algebra is an
algebra with the extra operation of derivation (algebraic version of differentiation). Using
the derivation operation new equations can be written and their solutions used in
extensions of the algebra. By starting with the field of rational functions, two special
types of transcendental extensions (the logarithm and the exponential) can be added to
the field building a tower containing elementary functions.
A differential field F is a field F0 (rational functions over the rationals Q for example)
together with a derivation map u u. (Here u is a new function. Sometimes the
notation u is used.) The derivation captures the properties of differentiation, so that for
any two elements of the base field, the derivation is linear
An element h is a constant if h = 0. If the base field is over the rationals, care must be
taken when extending the field to add the needed transcendental constants.
is algebraic over F, or
is an exponential, that is, u = u a for a F, or
is a logarithm, that is, u = a / u for a F.
Properties
Every entire function can be represented as a power series which converges uniformly on
compact sets. The Weierstrass factorization theorem asserts that any entire function can
be represented by a product involving its zeroes.
The entire functions on the complex plane form an integral domain (in fact a Prfer
domain).
Liouville's theorem states that any bounded entire function must be constant. Liouville's
theorem may be used to elegantly prove the fundamental theorem of algebra.
Picard's little theorem is a much stronger result: any non-constant entire function takes on
every complex number as value, except possibly one. The latter exception is illustrated
by the exponential function, which never takes on the value 0.
Liouville's theorem is a special case of the following statement: any entire function f
satisfying the inequality for all z with , with n a natural
number and M and R positive constants, is necessarily a polynomial, of degree at most n.
Conversely, any entire function f satisfying the inequality for all z
with , with n a natural number and M and R positive constants, is necessarily a
polynomial, of degree at least n.
Order and growth
The order (at infinity) of an entire function f(z) is defined using the limit superior as:
where Br is the disk of radius r and denotes the supremum norm of f(z) on Br. If
one can also define the type:
In other words, the order of f(z) is the infimum of all m such that
as . The order need not be finite.
Entire functions may grow as fast as any increasing function: for any increasing function
there exists an entire function f(z) such that f(x) > g( | x | ) for all real
x. Such a function f may be easily found of the form:
for a conveniently chosen strictly increasing sequence of positive integers nk. Any such
sequence defines an entire series f(z); and if it is conveniently chosen, the inequality f(x)
> g( | x | ) also holds, for all real x.
Other examples
J. E. Littlewood chose the Weierstrass sigma function as a 'typical' entire function in one
of his books. Other examples include the Fresnel integrals, the Jacobi theta function, and
the reciprocal Gamma function. The exponential function and the error function are
special cases of the Mittag-Leffler function.
Chapter 13
In mathematics, even functions and odd functions are functions which satisfy particular
symmetry relations, with respect to taking additive inverses. They are important in many
areas of mathematical analysis, especially the theory of power series and Fourier series.
They are named for the parity of the powers of the power functions which satisfy each
condition: the function f(x) = xn is an even function if n is an even integer, and it is an odd
function if n is an odd integer.
Even functions
Let f(x) be a real-valued function of a real variable. Then f is even if the following
equation holds for all x in the domain of f:
Geometrically, the graph of an even function is symmetric with respect to the y-axis,
meaning that its graph remains unchanged after reflection about the y-axis.
Examples of even functions are |x|, x2, x4, cos(x), and cosh(x).
Odd functions
Again, let f(x) be a real-valued function of a real variable. Then f is odd if the following
equation holds for all x in the domain of f:
or
Geometrically, the graph of an odd function has rotational symmetry with respect to the
origin, meaning that its graph remains unchanged after rotation of 180 degrees about the
origin.
Some facts
Basic properties
The only function which is both even and odd is the constant function which is
identically zero (i.e., f(x) = 0 for all x).
The sum of an even and odd function is neither even nor odd, unless one of the
functions is identically zero.
The sum of two even functions is even, and any constant multiple of an even
function is even.
The sum of two odd functions is odd, and any constant multiple of an odd
function is odd.
The product of two even functions is an even function.
The product of two odd functions is an even function.
The product of an even function and an odd function is an odd function.
The quotient of two even functions is an even function.
The quotient of two odd functions is an even function.
The quotient of an even function and an odd function is an odd function.
The derivative of an even function is odd.
The derivative of an odd function is even.
The composition of two even functions is even, and the composition of two odd
functions is odd.
The composition of an even function and an odd function is even.
The composition of any function with an even function is even (but not vice
versa).
The integral of an odd function from A to +A is zero (where A is finite, and the
function has no vertical asymptotes between A and A).
The integral of an even function from A to +A is twice the integral from 0 to +A
(where A is finite, and the function has no vertical asymptotes between A and A).
Series
Algebraic structure
Any linear combination of even functions is even, and the even functions form a
vector space over the reals. Similarly, any linear combination of odd functions is
odd, and the odd functions also form a vector space over the reals. In fact, the
vector space of all real-valued functions is the direct sum of the subspaces of even
and odd functions. In other words, every function f(x) can be written uniquely as
the sum of an even function and an odd function:
where
is even and
The even functions form a commutative algebra over the reals. However, the odd
functions do not form an algebra over the reals.
Harmonics
In signal processing, harmonic distortion occurs when a sine wave signal is sent through
a memoryless nonlinear system, that is, a system whose output at time t only depends on
the input at time t and does not depend on the input at any previous times. Such a system
is described by a response function Vout(t) = f(Vin(t)). The type of harmonics produced
depend on the response function f:
When the response function is even, the resulting signal will consist of only even
harmonics of the input sine wave;
o The fundamental is also an odd harmonic, so will not be present.
o A simple example is a full-wave rectifier.
When it is odd, the resulting signal will consist of only odd harmonics of the input
sine wave;
o The output signal will be half-wave symmetric.
o A simple example is clipping in a symmetric push-pull amplifier.
When it is asymmetric, the resulting signal may contain either even or odd
harmonics;
o Simple examples are a half-wave rectifier, and clipping in an
asymmetrical class A amplifier.
Chapter 14
Harmonic Function
defined on (e.g. the electric potential due to a line charge, and the
gravity potential due to a long cylindrical mass)
The function
The constant, linear and affine functions on all of (for example, the electric
potential between the plates of a capacitor, and the gravity potential of a slab)
The function on for n > 2.
Examples of harmonic functions of three variables are given in the table below with r2 =
x2 + y2 + z2. Harmonic functions are determined by their singularities. The singular points
of the harmonic functions below are expressed as "charges" and "charge densities" using
the terminology of electrostatics, and so the corresponding harmonic function will be
proportional to the electrostatic potential due to these charge distributions. Each function
below will yield another harmonic function when multiplied by a constant, rotated, and/or
has a constant added. The inversion of each function will yield another harmonic function
which has singularities which are the images of the original singularities in a spherical
"mirror". Also, the sum of any two harmonic functions will yield another harmonic
function.
Function Singularity
In several ways, the harmonic functions are real analogues to holomorphic functions. All
harmonic functions are analytic, i.e. they can be locally expressed as power series. This is
a general fact about elliptic operators, of which the Laplacian is a major example.
The uniform limit of a convergent sequence of harmonic functions is still harmonic. This
is true because any continuous function satisfying the mean value property is harmonic.
Consider the sequence on ( , 0) R defined by . This
sequence is harmonic and converges uniformly to the zero function; however note that
the partial derivatives are not uniformly convergent to the zero function (the derivative of
the zero function). This example shows the importance of relying on the mean value
property and continuity to argue that the limit is harmonic.
Although the above correspondence with holomorphic functions only holds for functions
of two real variables, still harmonic functions in n variables enjoy a number of properties
typical of holomorphic functions. They are (real) analytic; they have a maximum
principle and a mean-value principle; a theorem of removal of singularities as well as a
Liouville theorem one holds for them in analogy to the corresponding theorems in
complex functions theory.
Harmonic functions are infinitely differentiable. In fact, harmonic functions are real
analytic.
Maximum principle
Harmonic functions satisfy the following maximum principle: if K is any compact subset
of U, then f, restricted to K, attains its maximum and minimum on the boundary of K. If
U is connected, this means that f cannot have local maxima or minima, other than the
exceptional case where f is constant. Similar properties can be shown for subharmonic
functions.
If B(x,r) is a ball with center x and radius r which is completely contained in the open set
, then the value u(x) of a harmonic function at the center of the
ball is given by the average value of u on the surface of the ball; this average value is also
equal to the average value of u in the interior of the ball. In other words
where n is the volume of the unit ball in n dimensions and is the n1 dimensional
surface measure. The mean value theorem follows by verifying that the spherical mean of
u is constant:
which in turn follows by making a change of variable and then applying Green's theorem.
Harnack's inequality
Harnack's inequality
Removal of singularities
Liouville's theorem
Generalizations
Weakly harmonic function
There are other weak formulations of Laplace's equation that are often useful. One of
which is Dirichlet's principle, representing harmonic functions in the Sobolev space
H1() as the minimizers of the Dirichlet energy integral
with respect to local variations, that is, all functions such that
holds for all or equivalently, for all
Many of the properties of harmonic functions on domains in Euclidean space carry over
to this more general setting, including the mean value theorem (over geodesic balls), the
maximum principle, and the Harnack inequality. With the exception of the mean value
theorem, these are easy consequences of the corresponding results for general linear
elliptic partial differential equations of the second order.
Subharmonic functions
Harmonic forms
One generalization of the study of harmonic functions is the study of harmonic forms on
Riemannian manifolds, and it is related to the study of cohomology. Also, it is possible to
define harmonic vector-valued functions, or harmonic maps of two Riemannian
manifolds, which are critical points of a generalized Dirichlet energy functional (this
includes harmonic functions as a special case, a result known as Dirichlet principle).
These kind of harmonic maps appear in the theory of minimal surfaces. For example, a
curve, that is, a map from an interval in R to a Riemannian manifold, is a harmonic map
if and only if it is a geodesic.
in which du : TM TN is the differential of u, and the norm is that induced by the metric
on M and that on N on the tensor product bundle TMu1TN.
Important special cases of harmonic maps between manifolds include minimal surfaces,
which are precisely the harmonic immersions of a surface into three-dimensional
Euclidean space. More generally, minimal submanifolds are harmonic immersions of one
manifold in another. Harmonic coordinates are a harmonic diffeomorphism from a
manifold to an open subset of a Euclidean space of the same dimension.
Chapter 15
Holomorphic Function
A rectangular grid (top) and its image under a holomorphic function f (bottom).
The term analytic function is often used interchangeably with holomorphic function,
although the word analytic is also used in a broader sense to describe any function
(real, complex, or of more general type) that is equal to its Taylor series in a
neighborhood of each point in its domain. The fact that the class of complex analytic
functions coincides with the class of holomorphic functions is a major theorem in
complex analysis.
Definition
Given a complex-valued function of a single complex variable, the derivative of at a
point z0 in its domain is defined by the limit
This is the same as the definition of the derivative for real functions, except that all of the
quantities are complex. In particular, the limit is taken as the complex number z
approaches z0, and must have the same value for any sequence of complex values for z
that approach z0 on the complex plane. If the limit exists, we say that is differentiable
at the point z0. This concept of complex differentiability shares several properties with
real differentiability: it is linear and obeys the product rule, quotient rule, and chain rule.
Terminology
The word "holomorphic" was introduced by two of Cauchy's students, Briot (18171882)
and Bouquet (18191895), and derives from the Greek (holos) meaning "entire",
and (morph) meaning "form" or "appearance".
Properties
Because complex differentiation is linear and obeys the product, quotient, and chain
rules, the sums, products and compositions of holomorphic functions are holomorphic,
and the quotient of two holomorphic functions is holomorphic wherever the denominator
is not zero.
The derivative f'(a) can be written as a contour integral using Cauchy's differentiation
formula:
If one identifies C with R2, then the holomorphic functions coincide with those functions
of two real variables with continuous first derivatives which solve the Cauchy-Riemann
equations, a set of two partial differential equations.
Every holomorphic function can be separated into its real and imaginary parts, and each
of these is a solution of Laplace's equation on R2. In other words, if we express a
holomorphic function f(z) as u(x, y) + iv(x, y) both u and v are harmonic functions.
In regions where the first derivative is not zero, holomorphic functions are conformal in
the sense that they preserve angles and the shape (but not size) of small figures.
Cauchy's integral formula states that every function holomorphic inside a disk is
completely determined by its values on the disk's boundary.
Every holomorphic function is analytic. That is, a holomorphic function f has derivatives
of every order at each point a in its domain, and it coincides with its own Taylor series at
a in a neighborhood of a. In fact, f coincides with its Taylor series at a in any disk
centered at that point and lying within the domain of the function.
From an algebraic point of view, the set of holomorphic functions on an open set is a
commutative ring and a complex vector space. In fact, it is a locally convex topological
vector space, with the seminorms being the suprema on compact subsets.
that df is also proportional to dz, implying that the derivative f is itself holomorphic and
thus that f is infinitely differentiable. Similarly, the fact that d(f dz) = f dz dz = 0
implies that any function f that is holomorphic on the simply connected region U is also
integrable on U. (For a path from z0 to z lying entirely in U, define
in light of the Jordan curve theorem and the generalized Stokes' theorem, F(z) is
independent of the particular choice of path , and thus F(z) is a well-defined function on
U having F(z0) = F0 and dF = f dz.)
Examples
All polynomial functions in z with complex coefficients are holomorphic on C, and so are
sine, cosine and the exponential function. (The trigonometric functions are in fact closely
related to and can be defined via the exponential function using Euler's formula). The
principal branch of the complex logarithm function is holomorphic on the set C \ {z
R : z 0}. The square root function can be defined as
and is therefore holomorphic wherever the logarithm log(z) is. The function 1/z is
holomorphic on {z : z 0}.
As a consequence of the CauchyRiemann equations, a real-valued holomorphic function
must be constant. Therefore, the absolute value of z, the argument of z, the real part of z
and the imaginary part of z are not holomorphic. Another typical example of a continuous
function which is not holomorphic is complex conjugation.
Several variables
A complex analytic function of several complex variables is defined to be analytic and
holomorphic at a point if it is locally expandable (within a polydisk, a Cartesian product
of disks, centered at that point) as a convergent power series in the variables. This
condition is stronger than the CauchyRiemann equations; in fact it can be stated as
follows:
Homogeneous Function
(1)
for all nonzero F and v V. When the vector spaces involved are over the real
numbers, a slightly more general form of homogeneity is often used, requiring only that
(1) hold for all > 0.
Homogeneous functions can also be defined for vector spaces with the origin deleted, a
fact that is used in the definition of sheaves on projective space in algebraic geometry.
More generally, if S V is any subset that is invariant under scalar multiplication by
elements of the field (a "cone"), then an homogeneous function from S to W can still be
defined by (1).
Examples
Linear functions
for all F and v1 V1, v2 V2, ..., vn Vn. It follows that the n-th differential of a
function : X Y between two Banach spaces X and Y is homogeneous of degree n.
Homogeneous polynomials
The degree is the sum of the exponents on the variables; in this example, 10=5+2+3.
Polarization
These two constructions, one of an homogeneous polynomial from a multilinear form and
the other of a multilinear form from an homogeneous polynomial, are mutually inverse to
one another. In finite dimensions, they establish an isomorphism of graded vector spaces
from the symmetric algebra of V to the algebra of homogeneous polynomials on V.
Rational functions
The natural logarithm f(x) = lnx scales additively and so is not homogeneous.
This can be proved by noting that f(5x) = ln5x = ln5 + f(x), f(10x) = ln10 + f(x), and f(15x)
= ln15 + f(x). Therefore such that .
Affine functions
Positive homogeneity
In the special case of vector spaces over the real numbers, the notation of positive
homogeneity often plays a more important role than homogeneity in the above sense. A
function : V \ {0} R is positive homogeneous of degree k if
for all > 0. Here k can be any complex number. A (nonzero) continuous function
homogeneous of degree k on Rn \ {0} extends continuously to Rn if and only if Re{k} >
0.
This result follows at once by differentiating both sides of the equation (y) = k(y)
with respect to and applying the chain rule. The converse holds by integrating.
Homogeneous distributions
A compactly supported continuous function on Rn is homogeneous of degree k if and
only if
for all compactly supported test functions and nonzero real t. Equivalently, making a
change of variable y = tx, is homogeneous of degree k if and only if
for all t and all test functions . The last display makes it possible to define homogeneity
of distributions. A distribution S is homogeneous of degree k if
for all nonzero real t and all test functions . Here the angle brackets denote the pairing
between distributions and test functions, and t : Rn Rn is the mapping of scalar
multiplication by the real number t.
where I and J are homogeneous functions of the same degree, into the separable
differential equation
Chapter 17
Indicator Function
Definition
The indicator function of a subset A of a set X is a function
defined as
The Iverson bracket allows the equivalent notation, , to be used instead of
or or even .
(The Greek letter because it is the initial letter of the Greek etymon of the word
characteristic.)
A related concept in statistics is that of a dummy variable (this must not be confused with
"dummy variables" as that term is usually used in mathematics, also called a bound
variable).
The term "characteristic function" has an unrelated meaning in probability theory. For
this reason, probabilists use the term indicator function for the function defined here
almost exclusively, while mathematicians in other fields are more likely to use the term
characteristic function to describe the function which indicates membership in a set.
Basic properties
The indicator or characteristic function of a subset A of some set X, maps elements of X
to the range {0,1}.
In the following, the dot represents multiplication, 11 = 1, 10 = 0 etc. "+" and ""
represent addition and subtraction. " " and " " is intersection and union, respectively.
is clearly a product of 0s and 1s. This product has the value 1 at precisely those
which belong to none of the sets Ak and is 0 otherwise. That is
As suggested by the previous example, the indicator function is a useful notational device
in combinatorics. The notation is used in other places as well, for instance in probability
theory: if X is a probability space with probability measure and A is a measurable set,
then becomes a random variable whose expected value is equal to the probability of A:
In many cases, such as order theory, the inverse of the indicator function may be defined.
This is commonly called the generalized Mbius function, as a generalization of the
inverse of the indicator function in elementary number theory, the Mbius function.
(mean)
(variance)
(covariance)
Stephen Kleene (1952) (p. 227) offers up the same definition in the context of the
primitive recursive functions as a function of a predicate P, takes on values 0 if the
predicate is true and 1 if the predicate is false.
Injective Function
Definition
Let f be a function whose domain is a set A. The function f is injective if for all a and b in
A, if f(a) = f(b), then a = b; that is, f(a) = f(b) implies a = b. Equivalently, if a b, then
f(a) f(b).
Examples
For any set X and any subset S of X the inclusion map S X (which sends any
element s of S to itself) is injective. In particular the identity function X X is
always injective (and in fact bijective).
The function f : R R defined by f(x) = 2x + 1 is injective.
The function g : R R defined by g(x) = x2 is not injective, because (for
example) g(1) = 1 = g(1). However, if g is redefined so that its domain is the
non-negative real numbers [0,+), then g is injective.
The exponential function exp : R R defined by exp(x) = ex is injective (but not
surjective as no value maps to a negative number).
The natural logarithm function ln : (0, ) R defined by x ln x is injective.
The function g : R R defined by g(x) = xn x is not injective, since, for
example, g(0) = g(1).
More generally, when X and Y are both the real line R, then an injective function
f : R R is one whose graph is never intersected by any horizontal line more than once.
This principle is referred to as the horizontal line test.
Conversely, every injection f with non-empty domain has a left inverse g (in conventional
mathematics). Note that g may not be a complete inverse of f because the composition in
the other order, f g, may not be the identity on Y. In other words, a function that can be
undone or "reversed", such as f, is not necessarily invertible (bijective). Injections are
"reversible" but not always invertible.
Other properties
If f and g are both injective, then f g is injective.
The composition of two injective functions is injective.
Measurable Function
This definition can be deceptively simple, however, as special care must be taken
regarding the -algebras involved. In particular, when a function is said to
be Lebesgue measurable what is actually meant is that is a
measurable functionthat is, the domain and range represent different -algebras on the
same underlying set (here is the sigma algebra of Lebesgue measurable sets, and is
the Borel algebra on ). As a result, the composition of Lebesgue-measurable functions
need not be Lebesgue-measurable.
In probability theory, the sigma algebra often represents the set of available information,
and a function (in this context a random variable) is measurable if and only if it
represents an outcome that is knowable based on the available information. In contrast,
functions that are not Lebesgue measurable are generally considered pathological, at least
in the field of analysis.
Formal definition
Let (X,) and (Y,) be measurable spaces, meaning that X and Y are sets equipped with
respective sigma algebras and . A function
is said to be measurable if for every . The notion of measurability
depends on the sigma algebras and . To emphasize this dependency, if
is a measurable function, we will write
So long as there are non-measurable sets in a measure space, there are non-
measurable functions from that space. If (X,) is some measurable space and
is a non-measurable set, i.e. if , then the indicator function
is non-measurable (where is equipped with the Borel
algebra as usual), since the preimage of the measurable set {1} is the non-
measurable set A. Here 1A is given by