Lecture 0. Number Systems

Motivation

Natural Numbers

In this course natural numbers are assumed to be given. The standard notation $$ \mathbb{N}=\{ 1,2,3,\dots\} $$ is used throughout. The number $0$ is not an element of $\mathbb{N}$. We also assume that addition and multiplication have been defined on $\mathbb{N}$ in the usual way. Natural numbers can be used to define what finite and countably infinite sets are.

Definitions (finite and countably infinite)

Let $S$ be any set. It is said to be finite iff there is a natural number $n\in \mathbb{N}$ and a bijection (that is, a one-to-one and onto map) $$ \varphi:\{1,2,\dots,n\}\to S\, , \: k\mapsto s(k)=s_k\, , $$ which counts the elements of $S$ to be $n$ many. The set $S$ is called infinite iff it is not finite. Next we introduce the concept of countable infinity, which characterizes sets which have ``as many elements as'' $\mathbb{N}$ has. The set $S$ is said to be countably infinite iff there exists a bijection $$ \varphi: \mathbb{N} \to S\, ,\: k\mapsto s_k\, , $$ which enumerates all elements of the set.

Notice that somewhat counterintuitive phenomena can occur for infinite sets.

Example

Let $\mathbb{Z}=\{\dots, -2,-1,0,1,2,\dots\}$ be the set of integers to be defined properly in the next section. Is it countable (short for countably infinite)?

Discussion

Integer Numbers

Starting with the natural numbers, we can construct all other number systems that we need.

Definition (Whole Numbers)

Consider the set $\mathbb{N}\times \mathbb{N}$ define an equivalence relation by \begin{equation*} (m,n)\sim(m',n')\Leftrightarrow m+n'=m' +n. \end{equation*} By the properties of equivalence relation, the set of equivalence classes of the form $$ [m,n]=\{ (m',n')\in \mathbb{N}\times \mathbb{N}\, |\, (m,n)\sim(m',n')\} $$ yields a partition of the set $\mathbb{N}\times \mathbb{N}$. It is denoted by $\mathbb{Z}$ and is taken to be the set of integer numbers.

Recall that an equivalence relation on a set $S$ is a relation $\sim$ satisfying If $\sim$ is an equivalence relation on $S$, then $[s]$ denotes the equivalence class of the element $s$ given by $$ [s]=\{ r\in S\, |\, r\sim s\}\, . $$ An equivalence relation partitions a set into disjoints subsets (the equivalence classes). Please check this for yourself! The set containing all equivalence classes is typically denoted by $S/\sim$.

Intuition

Exercises

  1. Show that the above relation used to define $\mathbb{Z}$ is indeed an equivalence relation.

  2. How can you think of $\mathbb{N}$ as a subset of $\mathbb{Z}$?

  3. Define the operations of addition and multiplication for integer numbers and verify that they are well-defined.

  4. Show that addition and multiplication are commutative, associative, and have an identity element, and that additive inverses exist.

Solutions

Notation

It is more convenient to introduce the following simplified notation for equivalence classes. \begin{align*} m&\qquad \text{ for the equivalence class }[m+1,1]\text{ and } m\in \mathbb{N},\\ 0&\qquad \text{ for the equivalence class }[1,1],\\ -m&\qquad \text{ for the equivalence class }[1,m+1]\text{ and } m\in \mathbb{N}. \end{align*} Then $\mathbb{Z}=\{ \dots,-2,-1,0,1,2,\dots\}$.

Rational Number

Next we construct the set of rational numbers using only integer numbers. To do so we first consider pairs $(m,n)$ of integers where $m\in \mathbb{Z}$ and $n\in \mathbb{N}$. The idea is to obtain a new number by splitting $m$ into $n$ equal pieces, that is something that will be called $\frac{m}{n}$. We proceed in a similar way as we did for the introduction of whole numbers by having multiplication play the role that addition played in that construction.

Definition (Rational Numbers)

The set of rational numbers is given as $$ \mathbb{Q}=\mathbb{Z}\times \mathbb{N}/\sim $$ the set of equivalence classes with respect to the relation defined by $$ (m,n)\sim (\bar m,\bar n)\text{ iff } m\bar n=\bar mn. $$

This definition is very intuitive as for instance $$ \frac{1}{2}=[(1,2)]=[(5,10)]=[(13,26)]=\dots $$ indicating the one half is the relation between $1$ and $2$ or any other pair in the equivalence class.

Exercise

Show that integers can canonically be viewed as a subset of the rationals and show that $\mathbb{Q}$ admits compatible addition and multiplication. Finally show that any non-zero element has a multiplicative inverse.

Question

Is $\mathbb{Q}$ countable? Before answering this question we make two observations.

Remark

Any infinite subset $R$ of a countably infinite set $S$ is itself countable

Discussion

Remark

The product $S\times T$ is a countable set whenever the sets $S$ and $T$ share the same property.

Discussion

Exercise

Give an explicit formula for the map obtained in the discussion of the above remark about product sets.

We are now in position to answer the question about the countability of $\mathbb{Q}$. We only need to observe that $\mathbb{Q}$ is an infinite set (since it contains the countably infinite set $\mathbb{Z}$) and that $$ \mathbb{Q} =\bigl(\mathbb{Z} \times \mathbb{N} /\sim\bigr) \subset \mathbb{Z} \times \mathbb{N} $$ to conclude by the above remarks that $\mathbb{Q} $ is indeed countable.

Exercise

How do you make sense of the inclusion $ \bigl(\mathbb{Z} \times \mathbb{N} /\sim\bigr) \subset\mathbb{Z} \times \mathbb{N}$ that was used above?

Real Numbers

There are many reasons why rational numbers are not enough for calculus. One of them is that natural geometric objects, like the unit square, cannot be fully described by natural or rational numbers. We indeed know since Pythagoras that the diagonal length $d$ of a unit square satisfies $$ 1^2+1^2=d^2\, . $$ Unfortunately

Remark

There is no rational number $d$ for which $d^2=2$.

Discussion

Consider now the sequence of rational numbers defined recursively by $$ \begin{cases} x_0\in \mathbb{Q}_{>0} \, ,&\\ x_{n+1}=\frac{x_n}{2}+\frac{1}{x_n}\, ,&n\geq 0\, , \end{cases} $$ where the notation $\mathbb{Q}_{>0}$ is self-explanatory. Can you find any pattern to the behavior of the sequence $(x_n)_{n\in\mathbb{N}}$?

Definition (Sequence)

A sequence $(x_n)_{n\in\mathbb{N}}$ in a set S is a map $$ x:\mathbb{N}\to S,\: n\mapsto x(n)=x_n, $$ and is determined by its values $x_n=x(n)\, ,\: n\in\mathbb{N}$, hence the notation.

We collect properties of this sequence.

Remarks

(a) $x_n\in \mathbb{Q}$ for all $n\in \mathbb{N} $. This follows from the fact that $\mathbb{Q} $ is a field with respect to addition and multiplication and mathematical induction on $n$.
(b) The sequence $(y_n)_{n\in\mathbb{N}}$ of squares given by $$\begin{cases} y_0=x_0^2\in \mathbb{Q}\, ,&\\ y_{n+1}=x^2_{n+1}=(x_n/2+1/x_n)^2=y_n/4+1+1/y_n\, ,& n\geq 0 \end{cases} $$ converges to $y_\infty=2$.
Notice that a sequence of rationals $(x_n)_{n\in\mathbb{N}}$ is said to converge to a rational number $x_\infty$ if it comes closer and closer to it with increasing index, i.e. if $|x_n-x_\infty|\to 0$ as $n\to\infty$, i.e. iff $$ \text{ for all }\epsilon>0\text{ there is }N_\epsilon\in \mathbb{N}\text{ such that } |x_n-x_\infty|\leq\epsilon\text{ for }n\geq N_\epsilon\, . $$

Discussion

Since we also have that $x_n^2=y_n$, it appears as if $x_n=\sqrt{y_n}$ should converge to "$\sqrt{2}$''. Now, while we do not have $\sqrt{2}$, we do have that $(x_n)_{n\in\mathbb{N}}$ is a Cauchy sequence (the definition is coming up shortly) since \begin{equation*} 0\leq |x_n-x_m|\leq(x_n+x_m)|x_n-x_m|=|x_n^2-x_m^2|=|y_n-y_m|\to 0\text{ as } n,m\to\infty\, . \end{equation*} What does it mean for $(x_n)_{n\in\mathbb{N}}$ to be a Cauchy sequence? It means that more and more digits of $x_n$ stop changing as $n$ grows. Indeed, take for instance $x_0=3$, \begin{equation*} x_1=1.8\bar 3\, ,\: x_2=\underline{1}.46\overline{21}\, ,\: x_3=\underline{1.4}14998\cdots\, ,\: x_4=\underline{1.41}42137\cdots\, ,\: x_5=\underline{1.414213}56\, ,\: \dots \end{equation*} We can therefore think of the Cauchy sequence $(x_n)_{n\in\mathbb{N}}$ as a representation of a number with infinitely many digits and call it $\sqrt{2}$.
To extend this idea and construct all of $\mathbb{R}$ we need the concept of Cauchy sequence.

Definition (Cauchy Sequence)

A sequence $(x_n)_{n\in\mathbb{N}}$ of rational numbers is called a Cauchy sequence iff $$ \text{ for all }\epsilon>0\text{ there is }N_\epsilon\in \mathbb{N}\text{ such that } |x_n-x_m|\leq\epsilon\text{ for }m,n\geq N_\epsilon\, . $$

Intuition


Denote by $$ \text{CS}(\mathbb{Q})=\{(x_n)_{n\in\mathbb{N}}\, |\, x_n\in \mathbb{Q}\text{ and }(x_n)_{n\in\mathbb{N}}\text{ is Cauchy}\} $$ the set of all Cauchy sequences of rational numbers and introduce the following equivalence relation on it $$ (x_n)_{n\in\mathbb{N}}\sim(y_n)_{n\in\mathbb{N}}\text{ iff } \lim_{n\to\infty}(x_n-y_n)=0\, . $$

Exercise

Prove that the above is an equivalence relation on the set of Cauchy sequences of rationals.

The set of equivalence classes $\text{CS}(\mathbb{Q})/\sim$ contains sets of sequences. The difference of any two elements of the same equivalence class is a null sequence (i.e. a sequence with limit zero). Thus if one element of an equivalence class converges so do all others (and to the same limit). If an equivalence class does not contain any convergent sequence, we take the sequence (better the equivalence class itself) to "be'' the limit. Notice that by identifying $r\in \mathbb{Q} $ with \begin{equation*} [(r,r,r,\dots)]=[(r,r+1/2,r+1/3,\dots)]=[(r,r-1/2,r+1/4,\dots))]=\dots \end{equation*} we recover $\mathbb{Q} $ as a subset of $\text{CS}(\mathbb{Q})/\sim$. We define

Definition (Real Numbers)

$$ \mathbb{R}=\text{CS}(\mathbb{Q})/\sim $$

Exercise

Show that this identification of $\mathbb{Q}$ with a subset of $\mathbb{R}$ is unambiguous. Define operations and an order relation on $\text{CS}(\mathbb{Q})/\sim$ which extend the operations and order relation of the rationals. Show that $\mathbb{R}$ is a field.

For our example, we now have that $$ [(x_n)_{n\in\mathbb{N}}]^2=[(x_n^2)_{n\in\mathbb{N}}]=[(y_n)_{n\in\mathbb{N}}]=2 $$ and thus can find a solution to the equation $d^2=2$ in the new field of numbers. We shall see later that a set with a distance function defined on it (what is it in the case of rationals or reals?) is complete iff all Cauchy sequences in it converge (i.e. there are no "holes''). The new set $\mathbb{R}$ is complete (by construction). It is, in fact, the completion of $\mathbb{Q}$ with respect to its distance function.

Question

Do you think that $\mathbb{R}$ is countable? Try and figure out a way to prove your conjecture.

We also mention the following important structure theorem on real numbers which you prove using the construction of the reals sketched above.

Theorem

Every $x \in \mathbb{R}$ can be represented as $$ x = m+ \sum_{j=1}^\infty\frac{d_j}{10^j}\text{ where }d_j \in \{0,1,...,9\}\, , $$ and for some $m\in \mathbb{Z}$. In particular $1 =0.9999....=1.0$.

Remark

We spent some time describing one possible way to construct real numbers because it is exemplary of the way of analysis. You will have noticed that convergence and limiting procedures play a central role. These concepts will reappear in different contexts time and again and a deep understanding can only be beneficial.

Complex Numbers

We conclude this lecture with a brief introduction of complex numbers. While the inability of solving the equation $x^2=-1$ can be used as motivation for looking for a larger number field in which it possesses a solution, there are farther reaching analytical (and other) reasons to introduce complex numbers. They can, for instance, shed light on the reason why the power series expansion $$ \frac{1}{1+x^2}=\sum _{k=0}^\infty (-1)^kx^{2k} $$ does not converge for $|x|\geq 1$ in spite of the fact that the function it represents has no apparent issue with arguments larger than one in absolute value!

Definition (Complex Numbers)

Complex numbers can be introduced following a purely algebraic procedure. Consider $\mathbb{R}^2$ and define the following operations on it \begin{gather*} x+y=(x_1+y_1,x_2+y_2)\, ,\\ xy=(x_1y_1-x_2y_2,x_1y_2+x_2y_1) \, , \end{gather*} for $x=(x_1,x_2)\, ,\: y=(y_1,y_2)\in \mathbb{R} ^2$. Then $\mathbb{C}=(\mathbb{R}^2,+,\cdot)$.

Remarks

(a) Observe that $(0,1)\cdot(0,1)=(-1,0)$.
(b) It is easily checked that $\mathbb{R}$ can be identified with $$ \{(r,0)\, |\, r\in\mathbb{R} \}=\mathbb{R}\times\{ 0\}\subset \mathbb{R} \times\mathbb{R} $$ and that the operations defined above extend the standard ones on $\mathbb{R}$. Indeed \begin{gather*} (r,0)+(s,0)=(r+s,0)\, ,\\ (r,0)\cdot(s,0)=(rs,0)\, , \end{gather*} for any $r,s\in \mathbb{R}$. It can be checked that $\mathbb{R} ^2$ with these operations is a field. It is denoted by $\mathbb{C}$ to distinguish it from the vector space $\mathbb{R} ^2$.
(c) Elements $z=(x,y)$ of $\mathbb{C}$ are simply referred to as $z=x+iy$. This is justified by $$ z=(x,y)=x(1,0)+y(0,1)\, , $$ by observing that $(1,0)=1\in \mathbb{R}$, and setting $(0,1)=i$. Notice that $i^2=-1$.
(d) It is often convenient to describe complex numbers by their polar coordinate representation $$ z=x+iy=\sqrt{x^2+y^2}e^{i\arctan{y/x}}=re^{i\theta}=\bigl( r\cos(\theta),r\sin(\theta)\bigr)\, , $$ where we used the exponential function $$ e^z=\sum _{k=0}^\infty \frac{z^k}{k!}\, . $$ We refer to Lecture 3 for the convergence analysis of power series required to verify that this definition is indeed justified.

Definitions (Modulus and Argument)

(i) We use the notation $$ r=\sqrt{x^2+y^2}=|z| $$ for the modulus (length) of the complex number $z$ and $\theta\in[0,2\pi)$ for its so-called argument.
(ii) Given $z=x+iy$, the complex number $$ \bar z=x-iy $$ is referred to as the complex conjugate of $z$. It holds that $$ |z|^2=z\bar z=(x+iy)(x-iy)\, . $$

What is $\bar z$ if $z=re^{i\theta}$?

Exercise

Prove that $\cos(\theta)+i\sin(\theta)=e^{i\theta}\, ,\: \theta\in \mathbb{R}$, by using the power series definition of the trigonometric functions and not worrying about convergence issues for now.

Definitions (Distance and Convergence)

Based on the modulus, the following distance is defined on $\mathbb{C}\times\mathbb{C}$ $$ d(z,w)=|z-w|=\sqrt{(x-u)^2+(y-v)^2}\, ,\: z=x+iy\, ,\: w=u+iv\, . $$ Given a sequence $(z_n)_{n\in\mathbb{N}}$ of complex numbers and $z_\infty\in \mathbb{C} $ we say that $$ z_n\to z_\infty\text{ as }n\to\infty\text{ iff }d(z_n,z_\infty)\to 0\text{ as }n\to\infty\, . $$

Exercise

Do Cauchy sequences of complex numbers converge? Give a proof or a counterexample.

Remark

We conclude this section by recalling the important fact that the field $\mathbb{C}$ is algebraically closed, that is, a polynomial of any degree $n\in\mathbb{N}$ with complex coefficients has exactly $n$ roots (counting multiplicity). It follows that $\mathbb{C}$ puts an end to the quest for solutions of polynomial equations.

Exercise

Let $z,w\in \mathbb{C}^n$ be arbitrary. Prove the following Cauchy-Schwartz inequality $$ |\sum _{j=1}^nz_j\overline{w}_j|^2\leq\bigl(\sum _{j=1}^n|z_j|^2\bigr)\bigl(\sum _{j=1}^n|w_j|^2\bigr)\, . $$