CHAPTER I

1.1. Introduction
The denition of complex numbers can be motivated by the need to nd
solutions to polynomial equations. The simplest example of a polynomial
equation without solutions among te real numbers is z
2
= 1. Gauss demon-
strated that by dening two solutions according to
z
2
= 1 z = i
one can prove that any polynomial equation of degree n has n solutions among
complex numbers of the form z = x+iy where x and y are real and where i
2
= 1.
This powerful result is now known as the fundamental theorem of algebra. The
object i is described as an imaginary number because it is not a real number, just
as

2 is an irrational number because it is not a rational number. A number that

may have both real and imaginary components, even if either vanishes, is described
as complex because it has two parts. Throughout this course we will discover that
the rich properties of functions of complex variables provide an amazing arsenal
of weapons to attack problems in mathematical physics.
The complex numbers can be represented as ordered pairs of real numbers
z = (x, y) that strongly resemble the Cartesian coordinates of a point in the
plane. Thus, if we treat the numbers 1 = (1, 0) and i = (0, 1) as basis vectors, the
complex numbers z = (x, y) = x 1 +y i = x +iy can be represented as points
in the complex plane, as indicated in Fig 1.1. A diagram of this type is often
called an Argand diagram. It is useful to dene functions Re or Im that retrieve
the real part x = Re[z] or the imaginary part y = Im[z] of a complex number.
Similarly, the modulus, r, and phase, , can be dened as the polar coordinates
r =
_
x
2
+ y
2
, = ArcTan
_
y
x
_
1
by analogy with two-dimensional vectors. Continuing this analogy, we also dene
Figure 1.1: Cartesian and polar representations of complex numbers.
the addition of complex numbers by adding their components, such that
z
1
+ z
2
= (x
1
+ x
2
, y
1
+ y
2
) z
1
+ z
2
= (x
1
+ x
2
) 1 + (y
1
+ y
2
) i
as diagrammed in Fig 1.2. The complex numbers then form a linear vector space
and addition of complex numbers can be performed graphically in exactly the
same manner as for vectors in a plane.
2
Figure 1.2: Addition of Complex numbers.
However the analogy with cartesian coordinates is not complete and does not
extend to multiplication. The multiplication of two complex numbers is based
upon the distributive property of multiplication
z
1
z
2
= (x
1
+ iy
1
)(x
2
+ iy
2
) = x
1
x
2
+ i
2
y
1
y
2
+ i(x
1
y
2
+ x
2
y
1
)
= (x
1
x
2
y
1
y
2
) + i(x
1
y
2
+ x
2
y
1
)
Figure 1.3: Inversion and Complex conjugation of a complex number.
and the denition i
2
= 1. The product of two complex numbers is then another
3
complex number with the components
z
1
z
2
= (x
1
x
2
y
1
y
2
, x
1
y
2
+ x
2
y
1
) .
More formally, he complex numbers can be represented as ordered pairs of real
numbers z = (x, y) with equality, addition, and multiplication dened by:
z
1
= z
2
x
1
= x
2
y
1
= y
2
,
z
1
+ z
2
= (x
1
+ x
2
, y
1
+ y
2
) ,
z
1
z
2
= (x
1
x
2
y
1
y
2
, x
1
y
2
+ x
2
y
1
) .
One can show that these denitions fulll all the formal requirements of a eld,
and we denote the complex number eld as C. Thus, the eld of real numbers is
contained as a subset, R C. It will also be useful to dene complex conjugation
complex conjugation: z = (x, y) z

= (x, y)
and absolute value functions
absolute value:|z| =
_
x
2
+ y
2
with conventional notations. Geometrically, complex conjugation represents re-
ection across the real axis, as sketched in Fig 1.3.
The Re, Im, and Abs functions can now be expressed as
Re[z] =
z + z

2
, Im[z] =
z z

2i
, |z|
2
= zz

.
Thus, we quickly obtain the following arithmetic facts:
i = (0, 1) i
2
= 1 i
3
= i i
4
= 1.
Scalar multiplication: c R cz = (cx, cy)
additive inverse: z = (x, y) z = (x, y) z + (z) = 0
multiplicative inverse: z
1
=
1
x + iy
=
x iy
x
2
+ y
2
=
z

|z|
2
.
4
1.2. Triangle Inequalities
Distances between points in the complex plane are calculated using a metric
function. A metric d[a, b] is a real- valued function such that
1. d[a, b] > 0 for all a = b,
2. d[a, b] = 0 for all a = b,
3. d[a, b] = d[b, a],
4. d[a, b] d[a,c]+d[c, b] for any c.
Thus, the Euclidean metric d[z
1
, z
2
] = |z
1
z
2
| =
_
(x
1
x
2
)
2
+ (y
1
y
2
)
2
is suitable for C. Then with geometric reasoning one easily obtains the triangle
inequalities:
triangle inequalities: | |z
1
| |z
2
| | |z
1
z
2
| |z
1
| +|z
2
|.
Note that C cannot be ordered (it is not possible to dene < properly).
1.3. Polar Representation
The function e
i
can be evaluated using the power series
e
i
=

n=0
(i)
n
n!
=

n=0
()
n

2n
(2n)!
+ i

n=0
()
n

2n+1
(2n + 1)!
= Cos[] + i sin[]
giving a result known as Eulers formula. Thus, we can represent complex numbers
in polar form according to
z = re
i
x = r cos[],
y = r sin[] with r = |z| =
_
x
2
+ y
2
and = arg[z]
5
where r is the modulus or magnitude and is the phase or argument of z.
Although addition of complex numbers is easier with the Cartesian representa-
tion, multiplication is usually easier using polar notation where the product of
two complex numbers becomes
z
1
z
2
= r
1
r
2
(cos[
1
] + i sin[
1
])(cos[
2
] + i sin[
2
])
= r
1
r
2
(cos[
1
] cos[
2
] sin[
1
] sin[
2
] + i(sin[
1
] cos[
2
] + cos[
1
] sin[
2
]))
= r
1
r
2
(cos[
1
+
2
] + i sin[
1
+
2
])
= r
1
r
2
e
i(
1
+
2
)
.
Thus, the moduli multiply while the phases add. Note that in this derivation
we did not assume that e
z
1
e
z
2
= e
z
1
+z
2
, which we have not yet proven for complex
arguments, relying instead upon the Euler formula and established properties for
trigonometric functions of real variables.
Using the polar representation, it also becomes trivial to prove de Moivres
theorem
(e
i
)
n
= e
in
(cos[] + i sin[])
n
= cos[n] + i sin[n] for integer n.
However, one must be careful in performing calculations of this type. For
example, one cannot simply replace (e
in
)
1/n
by e
i
because the equation, z
n
= w
has n solutions {z
k
, k = 1, n} while e
i
is a unique complex number. Thus, there
are n, n
th
-roots of unity, obtained as follows.
z = re
i
z
n
= r
n
e
in
z
n
= 1 r = 1, n = 2k
z = Exp
_
i
2k
n
_
= cos
_
2k
n
_
+ i sin
_
2k
n
_
for k = 0, 1, 2, ..., n 1.
In the Argand plane, these roots are found at the vertices of a regular n-sided
polygon inscribed within the unit circle with the principal root at z = 1. More
6
generally, the roots
z
n
= w = e
i
z
k
=
1/n
Exp
_
i
+ 2k
n
_
for k = 0, 1, 2, ..., n 1.
of e
i
are found at the vertices of a rotated polygon inscribed within the unit
circle, as illustrated in Fig 1.4.
1.4. Argument Function
The graphical representation of complex numbers suggests that we should
obtain the phase using

?
= arctan
_
y
x
_
but this denition is unsatisfactory because the ratio y/x is not sensitive to the
quadrant, being positive in both rst and third and negative in both second and
fourth quadrants. Consequently, computer programs using arctan
_
y
x
_
return val-
ues limited to the range (

2
,

2
).
Figure 1.4: Solid: 6th roots of 1, dashed: 6th roots of e
i
.
A better denition is provided by a quadrant-sensitive extension of the usual
7
arctangent function.
ArcTan(x, y) = ArcTan
_
y
x
_
+

2
(1 Sign[x])Sign[y]
that returns values in the range (, ). (unfortunately, the order of the
argument is reversed between Fortran and Mathematica). Therefore, we dene
the principal branch of the argument function by
Arg[z] = Arg[x + iy] = ArcTan[x, y]
where < Arg[z] .
However, the polar representation of complex numbers is not unique because
the phase is only dened modulo 2. Thus,
arg[z] = Arg[z] + 2n
is a multivalued function where n is an arbitrary integer. Note that some authors
distinguish between these functions by using lower case for the multivalued and
upper case for the single-valued version while others rely on context. Consider
two points on opposite sides of the negative real axis, with y 0
+
innitesimally
above and y 0

innitesimally below. Although these points are very close

together, Arg[z] changes by 2 across the negative real axis.
A discontinuity of this type is usually represented by a branch cut. Imagine
that the complex plane is a sheet of paper upon which axes are drawn. Starting
at the point (r, 0) one can reach any point z = (x, y) by drawing a continuous
circular arc of radius r =

x
2
+ y
2
and we dene arg[z] as the angle subtended
by that arc. This function is multivalued because the circular arc can be traversed
in either direction or can wind around the origin an arbitrary number of times
before stopping at its destination.
8
Figure 1.5: Branch cut for Arg[z].
A single- valued version can be created by making a cut innitesimally
below the negative real axis, as sketched in Fig.1.5, that prevents a continuous
arc from subtending more than radians. Points on the negative real axis are
reached by positive (counterclockwise) arcs with Arg[(|z|, 0)] = while points
innitesimally below the negative real axis can only be reached by negative arcs
with Arg[(|z|, 0

)] . Thus, Arg[z] is single- valued and is continuous on

any path that does not cross its branch cut, but is discontinuous across the cut.
The principal branch of the argument function is dened by the restriction
< Arg[z] . Notice that one side of this range is open, represented by
< while the other side is closed, represented by . This notation indicates that
the cut is innitesimally below the negative real axis, such that the argument
for negative real numbers is , not . This choice is not unique, but is the
nearly universal convention for the argument and many related functions. The
distinction between < and many seem to be nitpicking, but attention to such
details is often important in performing accurate derivations and calculations with
functions of complex variables.
9
Many functions require one or more branch cuts to establish single-valued
denitions: in fact, handling either the multivaluedness of functions of complex
variables or the discontinuities associated with their single- valued manifestations
is often the most dicult problem encountered in complex analysis. Although our
choice of branch cut for Arg[z] is not unique (any radial cut from the origin to
would serve the same purpose), it is consistent with the customary denitions
of ArcTan, Log and other elementary functions to be discussed in more detail
later. The single- valued version of a function that is most common is described
as its principal branch. For many functions there is considerable exibility in
the choice of branch cut and we are free to make the most convenient choice,
provided that we maintain that choice throughout the problem. For example, in
some applications it might prove convenient to dene an argument function with
the range
3
4
< MyArg[z]
5
4
using the branch cut shown in Fig 1.6.
Figure 1.6: Branch cut for MyArg.
Consider the point z
1
= (1, 1) point for which the standard argument
function gives Arg[z
1
] = 3/4 while our new argument function gives
MyArg[z
1
] = 5/4. These functions are obviously dierent because the same
10
input gives dierent output, but both represent precisely the same ray in the
complex plane. Therefore, we should consider the specication of the branch cuts
as an important part of the denition of a single- valued function and recognize
that dierent choices of cuts lead to related but dierent functions.
It is important to recognize that, because of discontinuities across branch cuts,
simple algebraic relationships that apply to multivalent functions of complex vari-
ables, often do not pertain to their monovalent cousins. For example, using the
polar representation of the product of two complex numbers we nd
z
1
z
2
= r
1
r
2
Exp[i(
1
+
2
)] |z
1
z
2
| = |z
1
||z
2
|arg[z
1
z
2
] = arg[z
1
] + arg[z
2
]
but this relationship for the phase does not necessarily apply to the principal
branch because
Arg[z
1
z
2
] = arg[z
1
z
2
] + 2n
= arg[z
1
] + arg[z
2
] 2n
= Arg[z
1
] + Arg[z
2
] + 2(n n
1
n
2
).
Where n must be chosen to ensure that < Arg[z
1
z
2
] . Often the price of
single valuedness is the awkwardness of discontinuities.
1.5. Meromorphic function
In complex analysis, a meromorphic function on an open subset D of the
complex plane is a function that is holomorphic on all D except a set of isolated
points, which are poles for the function. (The terminology comes from the Ancient
Greek meros, meaning part, as opposed to holos, meaning whole).
Every meromorphic function on D can be expressed as the ratio between two
holomorphic functions (with the denominator not constant 0) dened on D: any
pole must coincide with a zero of the denominator.
11
Intuitively then, a meromorphic function is a ratio of two well-behaved (holo-
morphic) functions. Such a function will still be well-behaved, except possibly at
the points where the denominator of the fraction is zero. (If the denominator has
a zero at z and the numerator does not, then the value of the function will be
innite; if both parts have a zero at z, then one must compare the multiplicities
of these zeros).
Figure 1.7: The Gamma function is meromorphic in the whole complex plane.
From an algebraic point of view, if D is connected, then the set of meromorphic
functions is the eld of fractions of the integral domain of the set of holomorphic
functions. This is analogous to the relationship between Q , the rational numbers,
and Z , the integers.
Additionally, in group theory of the 1930s, a meromorphic function (or simply
a meromorph) was a function from a group G into itself which preserves the
product on the group. The image of this function was called an automorphism of
G. (Similarly, a homomorphic function (or homomorph) was a function between
groups which preserved the product while a homomorphism was the image of a
homomorph.) This terminology has been replaced with use of endomorphism for
the function itself with no special name given to the image of the function and
thus meromorph no longer has an implied meaning within group theory.
12
All rational functions such as
f(z) =
z
3
2z + 10
z
5
+ 3z 1
,
are meromorphic on the whole complex plane.
The functions
f(z) =
e
z
z
and f(z) =
sin z
(z 1)
2
as well as the gamma function and the Riemann zeta function are meromorphic
on the whole complex plane.
The function
f(z) = e
1/z
is dened in the whole complex plane except for the origin, 0. However, 0 is
not a pole of this function, rather an essential singularity. Thus, this function is
not meromorphic in the whole complex plane. However, it is meromorphic (even
holomorphic) on C\ {0}.
The complex logarithm function
f(z) = In(z)
is not meromorphic on the whole complex plane, as it cannot be dened on the
whole complex plane less an isolated set of points.
The function
f(z) =
1
sin(1/z)
is not meromorphic in the whole plane, since the point z = 0 is an accumulation
point of poles and is thus not an isolated singularity. The function
f(z) = sin
1
z
is not meromorphic either, as it has an essential singularity at 0.
13
1.6. Properties
Since the poles of a meromorphic function are isolated, there are at most
countably many. The set of poles can be innite, as exemplied by the function
f(z) =
1
sin z
.
By using analytic continuation to eliminate removable singularities, meromor-
phic functions can be added, subtracted, multiplied, and the quotient f/g can be
formed unless g(z) = 0 on a connected component of D. Thus, if D is connected,
the meromorphic functions form a eld, in fact a eld extension of the complex
numbers.
1.7. Hilbert spaces
Hilbert spaces are possibly-innite-dimensional analogues of the nite-
dimensional Euclidean spaces familiar to us. In particular, Hilbert spaces have
inner products, so notions of perpendicularity (or orthogonality), and orthogonal
projection are available. Reasonably enough, in the innite-dimensional case we
must be careful not to extrapolate too far based only on the nite-dimensional
case. Perhaps strangely, few naturally-occurring spaces of functions are Hilbert
spaces. Given the intuitive geometry of Hilbert spaces, this fact is a little
disappointing, as it suggests that our physical intuition is a little distant from
the behavior of spaces of functions, for example.
Hilbert spaces: denition
Cauchy-Schwarz-Bunyakowski inequality
Example: spaces l
2
14
Triangle inequality, associated metric, continuity issues
Hilbert spaces, completions, innite sums
Minimum principle
Orthogonal projections to closed subspaces
Orthogonal complements W

Riesz-Fischer theorem on linear functionals

Orthonormal sets, separability
Parseval equality, Bessel inequality
Riemann-Lebesgue lemma
The Gram-Schmidt process
Denition
Let V be a complex vector space. A complex-valued function
, : V V C
of two variables on V is a (hermitian) inner product if
x, y = y, x (the hermitian-symmetric property)
_
x + x

, y
_
= x, y +
_
x

, y
_
(additivity in rst argument)
_
x, y + y

_
= x, y +
_
x, y

_
(additivity in second argument)
x, x 0 (and equality only for x=0: positivity)
x, y = x, y (linearity in rst argument)
x, y = x, y (conjugate-linearity in second argument).
15
Then V equipped with such a , is a Hilbert space. Among other easy con-
sequences of these requirements, for all x, y V
x, 0 = 0, y = 0
where inside the angle-brackets the 0 is the zero-vector, and outside it is the
zero-scalar.
The associated norm || on V is dened by
|x| = x, x
1/2
with the non-negative square-root. Even though we use the same notation for the
norm on V as for the usual complex value ||, context should always make clear
which is meant.
Sometimes such spaces V with , are called inner product spaces or hermitian
inner product spaces.
For two vectors v, w in a Hilbert space, if v, w = 0 then v, w are orthogonal
or perpendicular, sometimes written vw. A vector v is a unit vector if |v| = 1.
There are several essential algebraic identities, variously and ambiguously called
polarization identities.
First, there is
|x + y|
2
+|x y|
2
= 2|x|
2
+ 2|y|
2
which is obtained simply by expanding the left-hand side and cancelling where
opposite signs appear. In a similar vein,
|x + y|
2
|x y|
2
= 2 x, y + 2 y, x = 4Rx, y .
Therefore,
(|x + y|
2
|x y|
2
+ i(|x + iy|
2
|x iy|
2
) = 4 x, y .
These and closely-related identites are of frequent use.
16