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Engineering Math Notes

The document is a comprehensive formula sheet and notes on Engineering Mathematics, covering topics such as Linear Algebra, Infinite Series, and Complex Analysis. It includes key concepts, formulas, and example questions for various mathematical constructs like matrices, eigenvalues, series convergence, and complex functions. Each section provides essential definitions and procedures for solving mathematical problems.
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0% found this document useful (0 votes)
9 views20 pages

Engineering Math Notes

The document is a comprehensive formula sheet and notes on Engineering Mathematics, covering topics such as Linear Algebra, Infinite Series, and Complex Analysis. It includes key concepts, formulas, and example questions for various mathematical constructs like matrices, eigenvalues, series convergence, and complex functions. Each section provides essential definitions and procedures for solving mathematical problems.
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Engineering Mathematics - Complete Formula

Sheet & Notes


MODULE I: LINEAR ALGEBRA

1. HERMITIAN AND SKEW-HERMITIAN MATRIX


Key Concepts
• Hermitian Matrix: A = A* (conjugate transpose equals itself)
– All diagonal elements are real
– Eigenvalues are real
– Eigenvectors are orthogonal
• Skew-Hermitian Matrix: A = -A*
– All diagonal elements are purely imaginary or zero
– Eigenvalues are purely imaginary or zero
– Always diagonalizable

Formulas
• Conjugate Transpose: A* = Ā^T
• Properties: (A) = A, (AB)* = BA, (A^-1)* = (A*)^-1

Example Question
If A = [[2, 1+i], [1-i, 3]], verify whether A is Hermitian.
Solution: A* = [[2, 1-i], [1+i, 3]] = A � (Hermitian)

2. UNITARY MATRIX
Key Concepts
• AA = AA = I (matrix times its conjugate transpose = Identity)
• All eigenvalues have |�| = 1
• Rows and columns are orthonormal
• Always diagonalizable

Formulas
• A^(-1) = A*
• |det(A)| = 1
• Properties: (AB)* = BA, A^(-1) = A*

1
Example Question
Prove that A = (1/√2)[[1, i], [i, 1]] is unitary.
Solution: A*A = (1/2)[[1, -i], [-i, 1]][[1, i], [i, 1]] = [[1, 0], [0, 1]] = I �

3. ORTHOGONAL MATRIX
Key Concepts
• A^T A = AA^T = I (real matrix version)
• det(A) = ±1
• Represents rotations and reflections
• Rows and columns are orthonormal

Formulas
• A^(-1) = A^T
• (AB)^T = B^T A^T
• Properties preserve length: ||Ax|| = ||x||

Example Question
Verify if A = [[cos �, -sin �], [sin �, cos �]] is orthogonal.
Solution: A^T A = [[cos �, sin �], [-sin �, cos �]][[cos �, -sin �], [sin �, cos �]] = I �

4. ELEMENTARY ROW TRANSFORMATION & ROW


ECHELON FORM
Key Concepts
• Row Echelon Form (REF):
1. All zero rows at bottom
2. Leading entry of each row right of leading entry above
3. Leading entry (pivot) � 0
• Reduced Row Echelon Form (RREF):
1. REF conditions satisfied
2. Each pivot = 1
3. Pivots are only non-zero entries in their columns

Elementary Operations
1. Ri � Rj (swap rows)
2. kRi → Ri (multiply row by k � 0)
3. Ri + kRj → Ri (add k times row j to row i)

2
Example Question
Reduce [[2, 4, 6], [1, 3, 5], [3, 5, 7]] to row echelon form.
Solution: [[2, 4, 6], [1, 3, 5], [3, 5, 7]] → [[1, 2, 3], [0, 1, 2], [0, 0, 0]]

5. RANK OF A MATRIX
Key Concepts
• Number of non-zero rows in row echelon form
• Maximum number of linearly independent rows/columns
• For m×n matrix: rank(A) � min(m,n)

Formulas
• rank(A) = rank(A^T)
• rank(A) + nullity(A) = n (Rank-Nullity theorem)
• rank(AB) � min(rank(A), rank(B))

Example Question
Find rank of A = [[1, 2, 3], [2, 4, 6], [3, 6, 9]].
Solution: R2 → R2 - 2R1, R3 → R3 - 3R1 [[1, 2, 3], [0, 0, 0], [0, 0, 0]] →
rank(A) = 1

6. CONSISTENCY OF LINEAR SIMULTANEOUS


EQUATIONS
Key Concepts
• System AX = B is consistent if rank(A) = rank([A|B])
• Unique solution: rank(A) = rank([A|B]) = n
• Infinite solutions: rank(A) = rank([A|B]) < n
• No solution: rank(A) � rank([A|B])

Example Question
Check consistency: x + 2y = 3, 2x + 4y = 7
Solution: [A|B] = [[1, 2, 3], [2, 4, 7]] rank(A) = 1, rank([A|B]) = 2 1 � 2 →
Inconsistent (No solution)

3
7. GAUSS ELIMINATION METHOD
Procedure
1. Augment matrix [A|B]
2. Convert to row echelon form using elementary operations
3. Back substitution to find variables

Example Question
Solve using Gauss elimination: x + 2y + z = 9 2x + y - z = 8 3x - y + 2z = 13
Solution: Augmented matrix → REF → Back substitution → x=2, y=3, z=1

8. GAUSS-JORDAN METHOD
Procedure
1. Augment matrix [A|B]
2. Convert to reduced row echelon form
3. Direct solution (no back substitution needed)

Example Question
Same as above system using Gauss-Jordan method.
Solution: Augmented matrix → RREF → Directly read solution

9. EIGENVALUES AND EIGENVECTORS


Key Concepts
• Characteristic equation: det(A - �I) = 0
• For each eigenvalue �, solve (A - �I)X = 0 for eigenvector X
• Sum of eigenvalues = trace(A) = Σaii
• Product of eigenvalues = det(A)

Formulas
• Characteristic polynomial: |A - �I| = 0
• Eigenvalue equation: AX = �X
• Geometric multiplicity � algebraic multiplicity

Example Question
Find eigenvalues of A = [[4, 1], [2, 3]].
Solution: |A - �I| = (4-�)(3-�) - 2 = �² - 7� + 10 = 0 �� = 5, �� = 2

4
10. CAYLEY-HAMILTON THEOREM
Key Concept
Every square matrix satisfies its own characteristic equation. If |A - �I| = �� +
c����¹ + … + c� = 0, then A� + c�A��¹ + … + c�I = 0

Formula
p(A) = 0, where p(�) is the characteristic polynomial

Example Question
Verify Cayley-Hamilton theorem for A = [[1, 2], [3, 4]].
Solution: Characteristic polynomial: �² - 5� - 2 = 0 Verify: A² - 5A - 2I = 0

11. DIAGONALIZATION OF A MATRIX


Key Concepts
• A = PDP�¹ where D = diagonal matrix of eigenvalues
• P = matrix of eigenvectors
• A is diagonalizable if it has n linearly independent eigenvectors

Formulas
• D = P�¹AP
• A� = PD^nP�¹ (useful for computing powers)
• A is diagonalizable if algebraic multiplicity = geometric multiplicity for
all eigenvalues

Example Question
Diagonalize A = [[3, 1], [0, 2]].
Solution: Eigenvalues: ��=3, ��=2 P = [[1, 1], [0, -1]], D = [[3, 0], [0, 2]]

12. VECTOR SPACE


Key Concepts
• Non-empty set with operations + and scalar multiplication
• Closure, associativity, distributivity laws satisfied
• Contains zero vector and additive inverses

5
• Basis: maximal linearly independent set
• Dimension: number of vectors in any basis

Example Question
Show that V = {(x, y, 0) : x, y � �} is a vector space.
Solution: Verify closure, associativity, distributivity, zero element, inverses →
Vector space �

13. LINEAR INDEPENDENCE AND DEPENDENCE


Key Concepts
• Linearly independent: c�v� + c�v� + … + c�v� = 0 only when all c� = 0
• Linearly dependent: at least one c� � 0 satisfies the above
• Determinant = 0 for dependent vectors in matrix form

Example Question
Check if {(1,2,3), (2,4,6)} are linearly independent.
Solution: (2,4,6) = 2(1,2,3) → Linearly dependent

14. LINEAR TRANSFORMATIONS


Key Concepts
• T: V → W where T(u+v) = T(u) + T(v) and T(cv) = cT(v)
• Kernel: {v � V : T(v) = 0}
• Range: {T(v) : v � V}
• Rank-Nullity theorem: dim(V) = dim(ker T) + dim(range T)

Example Question
Find kernel of T(x,y) = (x+y, x-y).
Solution: T(x,y) = 0 → x+y=0, x-y=0 → x=0, y=0 → ker(T) = {(0,0)}

MODULE II: INFINITE SERIES

6
1. SEQUENCE AND LIMITS
Key Concepts
• Sequence {a�} converges to L: for �>0, �N such that |a�-L|N
• Bounded sequence: |a�| � M for all n
• Monotonic sequence: increasing or decreasing

Example Question
Determine if a� = (n+1)/(2n) converges.
Solution: lim(n→∞) (n+1)/(2n) = 1/2 → Converges to 1/2

2. SERIES: CONVERGENCE AND DIVERGENCE


Key Concepts
• Series Σa� has partial sum S� = a� + a� + … + a�
• Series converges if lim(n→∞) S� = L exists
• Necessary condition for convergence: lim(n→∞) a� = 0

Example Question
Test convergence of Σ 1/n.
Solution: Harmonic series diverges (proven by integral test or p-series with
p=1)

3. COMPARISON TEST
Formula
If 0 � a� � b� for all n: - If Σb� converges, then Σa� converges - If Σa� diverges,
then Σb� diverges

Example Question
Test convergence of Σ 1/(n²+1) using comparison test.
Solution: 1/(n²+1) < 1/n² and Σ 1/n² converges (p-series, p=2>1) → Σ
1/(n²+1) converges

7
4. D’ALEMBERT’S RATIO TEST
Formula
L = lim(n→∞) |a���/a�| - L < 1: Converges absolutely - L > 1: Diverges - L =
1: Inconclusive

Example Question
Test Σ n!/n� using ratio test.
Solution: L = lim (n+1)!/(n+1)��¹ · n�/n! = lim n�/(n+1)� = 1/e < 1 →
Converges

5. RAABE’S TEST
Formula
R = lim(n→∞) n(a�/a��� - 1) - R > 1: Converges - R < 1: Diverges - R = 1:
Inconclusive

Use When
Ratio test gives L = 1 (inconclusive)

Example Question
Test convergence of Σ (2n)!/(n!)² using Raabe’s test.

6. CAUCHY’S NTH ROOT TEST


Formula
L = lim(n→∞) �√|a�| - L < 1: Converges absolutely - L > 1: Diverges - L = 1:
Inconclusive

Example Question
Test Σ (n/(2n+1))� using root test.
Solution: L = lim (n/(2n+1)) = 1/2 < 1 → Converges

8
7. LOGARITHMIC TEST
Formula
L = lim(n→∞) ln(1/a�)/ln n - L > 1: Converges - L < 1: Diverges - L = 1:
Inconclusive

Example Question
Test Σ 1/(n(ln n)²) using logarithmic test.

8. ALTERNATING SERIES - LEIBNITZ’S TEST


Conditions
For Σ(-1)�a�: 1. a� is decreasing 2. lim(n→∞) a� = 0
→ Series converges

Estimation of Error
|Error| < a���

Example Question
Test Σ (-1)�/n for convergence.
Solution: 1/n is decreasing and lim 1/n = 0 → Converges

9. ABSOLUTE AND CONDITIONAL CONVERGENCE


Definitions
• Absolutely convergent: Σ|a�| converges
• Conditionally convergent: Σa� converges but Σ|a�| diverges

Key Point
Absolutely convergent → Convergent

Example Question
Is Σ (-1)�/n absolutely or conditionally convergent?
Solution: Σ (-1)�/n converges (Leibnitz test) Σ 1/n diverges (harmonic series)
→ Conditionally convergent

9
10. POWER SERIES AND INTERVAL OF CONVER-
GENCE
Formula
Σ a�(x-c)� where c is center
Radius of Convergence: R = 1/lim(n→∞) �√|a�| or R = lim(n→∞) |a�/a���|
Interval of Convergence: (c-R, c+R) or [c-R, c+R] (check endpoints)

Example Question
Find radius and interval of convergence for Σ x�/n!.
Solution: R = lim (n+1)!/n! = ∞ Interval: (-∞, ∞)

MODULE III: COMPLEX ANALYSIS

1. DE MOIVRE’S THEOREM AND ROOTS


Formula
(cos � + i sin �)� = cos(n�) + i sin(n�) Or: (e^(i�))� = e^(in�)

nth Roots of Complex Number


If z = r(cos � + i sin �), then z^(1/n) = r^(1/n)[cos((� + 2k�)/n) + i sin((� +
2k�)/n)] for k = 0, 1, …, n-1

Example Question
Find all cube roots of z = 8i.
Solution: 8i = 8(cos �/2 + i sin �/2) z^(1/3) = 2[cos(�/6 + 2k�/3) + i sin(�/6
+ 2k�/3)] k=0,1,2 give three cube roots

2. LOGARITHMIC FUNCTIONS
Formula
log z = ln|z| + i(arg z + 2�n), n � � Principal value: Log z = ln|z| + i(arg z)

10
Example Question
Find log(-1).
Solution: log(-1) = ln 1 + i(� + 2�n) = i(� + 2�n)

3. CIRCULAR AND HYPERBOLIC FUNCTIONS


Formulas
Circular Functions: - sin z = (e^(iz) - e^(-iz))/2i - cos z = (e^(iz) + e^(-iz))/2
Hyperbolic Functions: - sinh z = (e^z - e^(-z))/2 - cosh z = (e^z + e^(-z))/2
- tanh z = sinh z/cosh z

Key Relations
• sin z = -i sinh(iz)
• cos z = cosh(iz)
• cosh²z - sinh²z = 1

4. LIMITS, CONTINUITY, DERIVATIVES


Definitions
• Limit: lim(z→z�) f(z) = L
• Continuity: lim(z→z�) f(z) = f(z�)
• Derivative: f’(z�) = lim(h→0) [f(z�+h) - f(z�)]/h

Example Question
Check continuity of f(z) = z² at z = 1+i.
Solution: f(1+i) = (1+i)² = 2i lim(z→1+i) z² = 2i → Continuous �

5. ANALYTIC FUNCTIONS
Definition
f(z) is analytic at z� if f’(z�) exists in a neighborhood of z�

Properties
• Sum, product, quotient (�0) of analytic functions are analytic
• Composition of analytic functions is analytic
• If f analytic, then f’ is also analytic

11
6. CAUCHY-RIEMANN EQUATIONS
Equations
If f(z) = u(x,y) + iv(x,y), then f is analytic iff: - �u/�x = �v/�y - �u/�y = -�v/�x
(Sufficient condition: partial derivatives continuous and C-R equations satisfied)

Example Question
Verify if f(z) = z² satisfies C-R equations.
Solution: f(z) = (x+iy)² = (x²-y²) + 2ixy u = x²-y², v = 2xy �u/�x = 2x =
�v/�y � �u/�y = -2y = -�v/�x � → Satisfies C-R equations

7. HARMONIC FUNCTIONS
Definition
u(x,y) is harmonic if �²u = �²u/�x² + �²u/�y² = 0 (Laplace equation)

Key Property
If f(z) = u + iv is analytic, then both u and v are harmonic

Harmonic Conjugate
For harmonic u, find v such that f = u + iv is analytic

Example Question
Find harmonic conjugate of u = x² - y².
Solution: Using C-R equations: v = 2xy + c

8. CONFORMAL MAPPING
Definition
Mapping that preserves angles between curves

Property
If f(z) is analytic and f’(z) � 0, then w = f(z) is conformal

12
Common Mappings
• w = z: identity
• w = e^z: exponential
• w = z²: quadratic
• w = 1/z: inversion

9. BILINEAR TRANSFORMATIONS
Formula
w = (az + b)/(cz + d), where ad - bc � 0

Properties
• Maps circles to circles (or lines)
• Maps cross-ratios to cross-ratios
• Has at most two fixed points (unless identity)

Example Question
Find bilinear transformation mapping 0, 1, ∞ to 1, i, -1.

10. CAUCHY INTEGRAL THEOREM


Theorem
If f(z) is analytic inside and on a simple closed contour C, then: �_C f(z)dz = 0

Corollary
Path independence: integral depends only on endpoints, not the path

11. CAUCHY INTEGRAL FORMULA


Formula
If f(z) is analytic inside C and z� inside C: f(z�) = (1/2�i) �_C [f(z)/(z-z�)]dz

Higher Derivatives
f^(n)(z�) = (n!/2�i) �_C [f(z)/(z-z�)^(n+1)]dz

13
Example Question
Evaluate �_C [e^z/(z-1)]dz where C is |z|=2.
Solution: Using Cauchy formula: 2�i · e¹ = 2�ie

12. POWER SERIES IN COMPLEX PLANE


Formula
Σ a�(z-z�)� converges for |z-z�| < R
Radius of Convergence: 1/R = lim(n→∞) �√|a�|

Example Question
Find radius of convergence for Σ z�/n!.
Solution: R = ∞ → Converges for all z

13. TAYLOR AND LAURENT SERIES


Taylor Series
f(z) = Σ f^(n)(z�)/n!� (valid for |z-z�| < R)

Laurent Series
f(z) = Σ(n=-∞ to ∞) a�(z-z�)� (includes negative powers, valid in annulus r� <
|z-z�| < r�)

Example Question
Find Laurent series of f(z) = 1/[z(z-1)] about z=0.

14. ZEROES AND SINGULARITIES


Zero of Order n
f(z�) = 0 and f^(k)(z�) = 0 for k=1,…,n-1 but f^(n)(z�) � 0

Types of Singularities
1. Removable: lim(z→z�) f(z) exists
2. Pole of order n: f(z) ~ a��/(z-z�)�
3. Essential: more complex behavior

14
15. RESIDUES AND RESIDUE THEOREM
Definition of Residue
Residue of f at z� = coefficient of 1/(z-z�) in Laurent series

Calculation Methods
For simple pole at z�: Res(f, z�) = lim(z→z�) (z-z�)f(z)
For pole of order n at z�: Res(f, z�) = [1/(n-1)!] lim(z→z�) d(n-1)/dz (n-1)[(z-
z�)�f(z)]

Residue Theorem
�_C f(z)dz = 2�i Σ Res(f, z�) (sum over poles inside C)

Example Question
Find residue of f(z) = 1/(z²+1) at z = i.
Solution: Res(f, i) = lim(z→i) (z-i)/(z²+1) = 1/2i

16. EVALUATION OF REAL INTEGRALS


Using Residue Theorem
Choose appropriate contour, find residues, apply residue theorem

Common Integrals
��∞^∞ f(x)dx using semicircular contour ��^(2�) R(cos �, sin �)d� using z = e^(i�)

Example Question
Evaluate ��∞^∞ 1/(x²+1)dx.
Solution: Res at z=i: 1/2i � = 2�i · 1/2i = �

MODULE IV: STATISTICS AND PROBABILITY

15
1. MOMENTS
Definitions
• rth moment about origin: �’� = E(X�) = Σ x� P(X=x)
• rth central moment: �� = E[(X-�)�] = Σ (x-�)� P(X=x)

Important Moments
• �’� = E(X) = mean
• �� = 0
• �� = E[(X-�)²] = variance = �²
• �’� = E(X²) = variance + mean²

Relation
�� = �’� - (�’�)²

Example Question
Find first two moments about mean for data: 2, 4, 6, 8.
Solution: � = 5, �� = 0, �� = 5

2. SKEWNESS
Formula
Karl Pearson’s coefficient: �� = ��/�³
Alternative: �� = ��²/��³ (Fisher’s measure)

Interpretation
• �� = 0: Symmetric distribution
• �� > 0: Right-skewed
• �� < 0: Left-skewed

Example Question
Calculate skewness if �� = 8, � = 2.
Solution: �� = 8/8 = 1 (right-skewed)

16
3. KURTOSIS
Formula
Excess kurtosis: �� = ��/�� - 3
Alternative: �� = ��/��²

Interpretation
• �� = 0: Normal distribution
• �� > 0: Leptokurtic (peaked)
• �� < 0: Platykurtic (flat)

4. RANDOM VARIABLES
Types
• Discrete: countable outcomes (binomial, Poisson)
• Continuous: uncountable outcomes (normal, exponential)

Probability Functions
• PDF (f(x)): For continuous, �f(x)dx = 1
• PMF (P(X=x)): For discrete, Σ P(X=x) = 1
• CDF (F(x)): P(X � x)

Example Question
If P(X=1)=0.3, P(X=2)=0.5, P(X=3)=0.2, find E(X).
Solution: E(X) = 1(0.3) + 2(0.5) + 3(0.2) = 1.9

5. BINOMIAL DISTRIBUTION
Parameters
n = number of trials, p = probability of success

Formula
P(X=r) = C(n,r) · p^r · (1-p)^(n-r) where r = 0, 1, …, n

Formulas
• Mean: � = np
• Variance: �² = np(1-p)

17
• Standard deviation: � = √[np(1-p)]

Example Question
A coin is tossed 5 times. Find probability of exactly 3 heads.
Solution: P(X=3) = C(5,3) · (1/2)³ · (1/2)² = 10/32 = 5/16

6. POISSON DISTRIBUTION
Parameter
� = mean number of occurrences

Formula
P(X=r) = (e^(-�) · �^r)/r!, r = 0, 1, 2, …

Formulas
• Mean: � = �
• Variance: �² = �
• Standard deviation: � = √�

Example Question
If average calls per hour = 3, find P(exactly 2 calls).
Solution: P(X=2) = (e^(-3) · 3²)/2! = 9e^(-3)/2 � 0.224

7. NORMAL DISTRIBUTION
Formula
f(x) = [1/(�√(2�))] · e^(-(x-�)²/(2�²))

Parameters
• � = mean
• �² = variance
• � = standard deviation

Standard Normal (Z)


Z = (X - �)/� ~ N(0,1)

18
Properties
• Symmetric about �
• 68% within � ± �
• 95% within � ± 2�
• 99.7% within � ± 3�

Example Question
If X ~ N(50, 25), find P(X > 55).
Solution: Z = (55-50)/5 = 1 P(Z > 1) = 1 - Φ(1) � 0.1587

QUICK REFERENCE FORMULAS


Linear Algebra
• Hermitian: A = A*
• Unitary: A*A = I
• Orthogonal: A^T A = I
• rank + nullity = n
• A = PDP^(-1) (diagonalization)

Infinite Series
• Ratio Test: L = lim|a���/a�|
• Root Test: L = lim �√|a�|
• Raabe’s Test: R = lim n(a�/a��� - 1)
• Power Series: R = 1/lim �√|a�|

Complex Analysis
• C-R Equations: u� = v�, u� = -v�
• Residue (simple pole): lim(z→z�)(z-z�)f(z)
• Residue Theorem: �f(z)dz = 2�i Σ residues
• De Moivre: (cos � + i sin �)� = cos(n�) + i sin(n�)

Probability
• Binomial: P(X=r) = C(n,r)pr(1-p) (n-r), � = np
• Poisson: P(X=r) = (e(-�)� r)/r!, � = �
• Normal: Z = (X-�)/�

Study Tips: 1. Master each concept with the given examples 2. Practice sim-
ilar problems to strengthen understanding 3. Use formulas consistently and un-
derstand their derivation 4. Create visual representations for complex concepts

19
5. Review periodically to retain information 6. Connect topics to real-world
applications
Good luck with your Engineering Mathematics exam!

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