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Phoebus J. Dhrymes - Mathematics for Econometrics

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Phoebus J. Dhrymes Mathematics for Econometrics
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Phoebus J. Dhrymes Mathematics for Econometrics 4th ed. 2013 10.1007/978-1-4614-8145-4_1 the Author 2013
1. Vectors and Vector Spaces
Phoebus J. Dhrymes 1
(1)
Department of Economics, Columbia University, New York, USA
Abstract
In nearly all of the discussion in this volume, we deal with the set of real numbers. Occasionally, however, we deal with complex numbers as well.
In nearly all of the discussion in this volume, we deal with the set of real numbers. Occasionally, however, we deal with complex numbers as well. In order to avoid cumbersome repetition, we shall denote the set we are dealing with by Picture 1 and let the context elucidate whether we are speaking of real or complex numbers, or both.
1.1 Complex Numbers and Vectors
For the sake of completeness, we begin with a brief review of complex numbers, although it is assumed that the reader is at least vaguely familiar with the subject.
A complex number, say z , is denoted by
Mathematics for Econometrics - image 2
where x and y are real numbers and the symbol i is defined by
11 All other properties of the entity denoted by i are derivable from the - photo 3
(1.1)
All other properties of the entity denoted by i are derivable from the basic definition in Eq.(). For example,
Similarly and so on It is important for the reader to grasp and bear in - photo 4
Similarly,
and so on It is important for the reader to grasp and bear in mind that a - photo 5
and so on.
It is important for the reader to grasp, and bear in mind, that a complex number is describable in terms of an ordered pair of real numbers.
Let
be two complex numbers We say if and only if Operations with complex numbers - photo 6
be two complex numbers. We say
if and only if Operations with complex numbers are as follows Addition - photo 7
if and only if
Mathematics for Econometrics - image 8
Operations with complex numbers are as follows.
Addition :
Mathematics for Econometrics - image 9
Multiplication by a real scalar :
Mathematics for Econometrics - image 10
Multiplication of two complex numbers :
Addition and multiplication are evidently associative and commutative ie - photo 11
Addition and multiplication are, evidently, associative and commutative; i.e. for complex z j , j =1,2,3
Mathematics for Econometrics - image 12
and so on.
The conjugate of a complex number z is denoted by Mathematics for Econometrics - image 13 and is defined by
Mathematics for Econometrics - image 14
Associated with each complex number is its modulus or length or absolute value , which is a real number often denoted by | z | and defined by
For the purpose of carrying out multiplication and division an operation which - photo 15
For the purpose of carrying out multiplication and division (an operation which we have not, as yet, defined) of complex numbers, it is convenient to express them in polar form.
1.1.1 Polar Form of Complex Numbers
Let z 1, a complex number, be represented in Fig. by the point ( x 1, y 1), its coordinates .
Fig 11 It is easily verified that the length of the line from the origin to - photo 16
Fig. 1.1
It is easily verified that the length of the line from the origin to the point ( x 1, y 1) represents the modulus of z 1, which for convenience we denote by r 1. Let the angle described by this line and the abscissa be denoted by 1. As is well known from elementary trigonometry, we have
Mathematics for Econometrics - image 17
(1.2)
We may thus write the complex number as
Mathematics for Econometrics - image 18
Further, we may define the quantity
Mathematics for Econometrics - image 19
(1.3)
and, consequently, write the complex number in the standard polar form
Mathematics for Econometrics - image 20
(1.4)
In the representation above, r 1 is the modulus and 1 the argument of the complex number z 1. It may be shown that the quantity Picture 21 as defined in Eq.() has all the properties of real exponentials insofar as the operations of multiplication and division are concerned. If we confine the argument of a complex number to the range [0,2), we have a unique correspondence between the ( x , y ) coordinates of a complex number and the modulus and argument needed to specify its polar form. Thus, for any complex number z , the representations
where are completely equivalent In polar form multiplication and division of - photo 22
where
are completely equivalent In polar form multiplication and division of - photo 23
are completely equivalent.
In polar form, multiplication and division of complex numbers are extremely simple operations. Thus,
provided z 2 0 We may extend our discussion to complex vectors ie ordered - photo 24
provided z 2 0.
We may extend our discussion to complex vectors , i.e. ordered n -tuples of complex numbers. Thus
Mathematics for Econometrics - image 25
is a complex vector, where x and y are n -element (real) vectors (a concept to be defined immediately below). As in the scalar case, two complex vectors z 1, z 2 are equal if and only if
Mathematics for Econometrics - image 26
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