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Calculus/Complex numbers

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<Calculus
Thelatest reviewed version waschecked on5 July 2022. There is1 pending change awaiting review.
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Complex numbers
Complex Numbers

In mathematics, acomplex number is a number of the form

a+bi{\displaystyle a+bi}

wherea,b{\displaystyle a,b} are real numbers, andi{\displaystyle i} is the imaginary unit, with the propertyi2=1{\displaystyle i^{2}=-1} . The real numbera{\displaystyle a} is called thereal part of the complex number, and the real numberb{\displaystyle b} is theimaginary part. Real numbers may be considered to be complex numbers with an imaginary part of zero; that is, the real numbera{\displaystyle a} is equivalent to the complex numbera+0i{\displaystyle a+0i} .

For example,3+2i{\displaystyle 3+2i} is acomplex number, with real part 3 and imaginary part 2. Ifz=a+bi{\displaystyle z=a+bi} , the real parta{\displaystyle a} is denotedRe(z){\displaystyle {\text{Re}}(z)} or(z){\displaystyle \Re (z)} , and the imaginary partb{\displaystyle b} is denotedIm(z){\displaystyle {\text{Im}}(z)} or(z){\displaystyle \Im (z)} .

Complex numbers can be added, subtracted, multiplied, and divided like real numbers and have other elegant properties. For example, real numbers alone do not provide a solution for every polynomial algebraic equation with real coefficients, while complex numbers do (this is the fundamental theorem of algebra).

Equality

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Two complex numbers are equal if and only if their real parts are equaland their imaginary parts are equal. That is,a+bi=c+di{\displaystyle a+bi=c+di} if and only ifa=c{\displaystyle a=c} andb=d{\displaystyle b=d} .

Notation and operations

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The set of all complex numbers is usually denoted byC{\displaystyle {\rm {C}}} , or in blackboard bold byC{\displaystyle \mathbb {C} } (Unicode ℂ). The real numbersR{\displaystyle \mathbb {R} } may be regarded as "lying in"C{\displaystyle \mathbb {C} } by considering every real number as a complex:a=a+0i{\displaystyle a=a+0i} .

Complex numbers are added, subtracted, and multiplied by formally applying the associative, commutative and distributive laws of algebra, together with the equationi2=1{\displaystyle i^{2}=-1}

(a+bi)+(c+di)=(a+c)+(b+d)i{\displaystyle (a+bi)+(c+di)=(a+c)+(b+d)i}
(a+bi)(c+di)=(ac)+(bd)i{\displaystyle (a+bi)-(c+di)=(a-c)+(b-d)i}
(a+bi)(c+di)=ac+bci+adi+bdi2=(acbd)+(bc+ad)i{\displaystyle (a+bi)(c+di)=ac+bci+adi+bdi^{2}=(ac-bd)+(bc+ad)i}

Division of complex numbers can also be defined (see below). Thus, the set of complex numbers forms a field which, in contrast to the real numbers, is algebraically closed.

In mathematics, the adjective "complex" means that the field of complex numbers is the underlying number field considered, for example complex analysis, complex matrix, complex polynomial and complex Lie algebra.

The field of complex numbers

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Formally, the complex numbers can be defined as ordered pairs of real numbers(a,b){\displaystyle (a,b)} together with the operations:

(a,b)+(c,d)=(a+c,b+d){\displaystyle (a,b)+(c,d)=(a+c,b+d)}
(a,b)(c,d)=(acbd,bc+ad){\displaystyle (a,b)\cdot (c,d)=(ac-bd,bc+ad)}

So defined, the complex numbers form a field, the complex number field, denoted byC{\displaystyle \mathbb {C} } (a field is an algebraic structure in which addition, subtraction, multiplication, and division are defined and satisfy certain algebraic laws. For example, the real numbers form a field).

The real numbera{\displaystyle a} is identified with the complex number(a,0){\displaystyle (a,0)} , and in this way the field of real numbersR{\displaystyle \mathbb {R} } becomes a subfield ofC{\displaystyle \mathbb {C} } . The imaginary uniti{\displaystyle i} can then be defined as the complex number(0,1){\displaystyle (0,1)} , which verifies

(a,b)=a(1,0)+b(0,1)=a+biandi2=(0,1)(0,1)=(1,0)=1{\displaystyle (a,b)=a\cdot (1,0)+b\cdot (0,1)=a+bi\quad {\text{and}}\quad i^{2}=(0,1)\cdot (0,1)=(-1,0)=-1}

InC{\displaystyle \mathbb {C} } , we have:

Since a complex numbera+bi{\displaystyle a+bi} is uniquely specified by an ordered pair(a,b){\displaystyle (a,b)} of real numbers, the complex numbers are in one-to-one correspondence with points on a plane, called the complex plane.

The complex plane

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A complex numberz{\displaystyle z} can be viewed as a point or a position vector in a two-dimensional Cartesian coordinate system called thecomplex plane orArgand diagram. The point and hence the complex numberz{\displaystyle z} can be specified by Cartesian (rectangular) coordinates. The Cartesian coordinates of the complex number are the real partx=Re(z){\displaystyle x={\text{Re}}(z)} and the imaginary party=Im(z){\displaystyle y={\text{Im}}(z)} . The representation of a complex number by its Cartesian coordinates is called theCartesian form orrectangular form oralgebraic form of that complex number.

Polar form

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Alternatively, the complex numberz{\displaystyle z} can be specified by polar coordinates. The polar coordinates arer=|z|0{\displaystyle r=|z|\geq 0} , called theabsolute value ormodulus, andϕ=arg(z){\displaystyle \phi =\arg(z)} , called theargument ofz{\displaystyle z} . Forr=0{\displaystyle r=0} any value ofφ{\displaystyle \varphi } describes the same number. To get a unique representation, a conventional choice is to setarg(0)=0{\displaystyle \arg(0)=0} . Forr>0{\displaystyle r>0} the argumentφ{\displaystyle \varphi } is unique modulo2π{\displaystyle 2\pi } ; that is, if any two values of the complex argument differ by an exact integer multiple of2π{\displaystyle 2\pi } , they are considered equivalent. To get a unique representation, a conventional choice is to limitφ{\displaystyle \varphi } to the interval(π,π]{\displaystyle (-\pi ,\pi ]} i.e.π<φπ{\displaystyle -\pi <\varphi \leq \pi } . The representation of a complex number by its polar coordinates is called thepolar form of the complex number.

Conversion from the polar form to the Cartesian form

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x=rcos(φ){\displaystyle x=r\cos(\varphi )}
y=rsin(φ){\displaystyle y=r\sin(\varphi )}

Conversion from the Cartesian form to the polar form

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r=x2+y2{\displaystyle r={\sqrt {x^{2}+y^{2}}}}
φ={arctan(yx)if x>0arctan(yx)+πif x<0,y0arctan(yx)πif x<0,y<0π2if x=0,y>0π2if x=0,y<0undefinedif x=0,y=0{\displaystyle \varphi ={\begin{cases}\arctan \left({\frac {y}{x}}\right)&{\text{if }}x>0\\\arctan \left({\frac {y}{x}}\right)+\pi &{\text{if }}x<0,y\geq 0\\\arctan \left({\frac {y}{x}}\right)-\pi &{\text{if }}x<0,y<0\\{\frac {\pi }{2}}&{\text{if }}x=0,y>0\\-{\frac {\pi }{2}}&{\text{if }}x=0,y<0\\{\text{undefined}}&{\text{if }}x=0,y=0\end{cases}}}

The previous formula requires rather laborious case differentiations. However, many programming languages provide a variant of the arctangent function. A formula that uses the arccos function requires fewer case differentiations:

φ={arccos(xr)if y0,r0arccos(xr)if y<0undefinedif r=0{\displaystyle \varphi ={\begin{cases}\arccos \left({\frac {x}{r}}\right)&{\text{if }}y\geq 0,r\neq 0\\-\arccos \left({\frac {x}{r}}\right)&{\text{if }}y<0\\{\text{undefined}}&{\text{if }}r=0\end{cases}}}

Notation of the polar form

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The notation of the polar form as

z=r(cos(φ)+isin(φ)){\displaystyle z=r{\big (}\cos(\varphi )+i\sin(\varphi ){\big )}}

is calledtrigonometric form. The notationcis(φ){\displaystyle {\text{cis}}(\varphi )} is sometimes used as an abbreviation forcos(φ)+isin(φ){\displaystyle \cos(\varphi )+i\sin(\varphi )} . UsingEuler's formula it can also be written as

z=reiφ{\displaystyle z=re^{i\varphi }}

which is calledexponential form.

Multiplication, division, exponentiation, and root extraction in the polar form

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Multiplication, division, exponentiation, and root extraction are much easier in the polar form than in the Cartesian form.

Usingsum and difference identities its possible to obtain that

r1eiφ1r2eiφ2=r1r2ei(φ1+φ2){\displaystyle r_{1}e^{i\varphi _{1}}\cdot r_{2}e^{i\varphi _{2}}=r_{1}r_{2}e^{i(\varphi _{1}+\varphi _{2})}}

and that

r1eiφ1r2eiφ2=r1r2ei(φ1φ2){\displaystyle {\frac {r_{1}e^{i\varphi _{1}}}{r_{2}e^{i\varphi _{2}}}}={\frac {r_{1}}{r_{2}}}\cdot e^{i(\varphi _{1}-\varphi _{2})}}

Exponentiation with integer exponents; according tode Moivre's formula,

(reiφ)n=rneniφ{\displaystyle {\big (}re^{i\varphi }{\big )}^{n}=r^{n}e^{ni\varphi }}

Exponentiation with arbitrary complex exponents is discussed in the article onexponentiation.

The addition of two complex numbers is just the addition of two vectors, and multiplication by a fixed complex number can be seen as a simultaneous rotation and stretching.

Multiplication byi{\displaystyle i} corresponds to a counter-clockwise rotation by 90° orπ2{\displaystyle {\frac {\pi }{2}}} radians. The geometric content of the equationi2=1{\displaystyle i^{2}=-1} is that a sequence of two 90° rotations results in a 180° (π{\displaystyle \pi } radians) rotation. Even the fact(1)(1)=1{\displaystyle (-1)\cdot (-1)=1} from arithmetic can be understood geometrically as the combination of two 180° turns.

All the roots of any number, real or complex, may be found with a simple algorithm. Then{\displaystyle n}-th roots are given by

reiφn=rnei(φ+2kπn){\displaystyle {\sqrt[{n}]{re^{i\varphi }}}={\sqrt[{n}]{r}}\,e^{i\left({\frac {\varphi +2k\pi }{n}}\right)}}

fork=0,1,2,,n1{\displaystyle k=0,1,2,\ldots ,n-1} , wherern{\displaystyle {\sqrt[{n}]{r}}} represents the principaln{\displaystyle n}-th root ofr{\displaystyle r} .

Absolute value, conjugation and distance

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Theabsolute value (ormodulus ormagnitude) of a complex numberz=reiφ{\displaystyle z=re^{i\varphi }} is defined as|z|=r{\displaystyle |z|=r} .

Algebraically, ifz=a+bi{\displaystyle z=a+bi} then|z|=a2+b2.{\displaystyle |z|={\sqrt {a^{2}+b^{2}}}.}

One can check readily that the absolute value has three important properties:

|z|=0{\displaystyle |z|=0} if and only ifz=0{\displaystyle z=0}
|z+w||z|+|w|{\displaystyle |z+w|\leq |z|+|w|} (triangle inequality)
|zw|=|z||w|{\displaystyle |z\cdot w|=|z|\cdot |w|}

for all complex numbersz,w{\displaystyle z,w} . It then follows, for example, that|1|=1{\displaystyle |1|=1} and|zw|=|z||w|{\displaystyle \left|{\frac {z}{w}}\right|={\frac {|z|}{|w|}}} . By defining thedistance functiond(z,w)=|zw|{\displaystyle d(z,w)=|z-w|} we turn the set of complex numbers into ametric space and we can therefore talk about limits and continuity.

Thecomplex conjugate of the complex numberz=a+bi{\displaystyle z=a+bi} is defined to beabi{\displaystyle a-bi} , written asz¯{\displaystyle {\bar {z}}} orz{\displaystyle z^{*}} . As seen in the figure,z¯{\displaystyle {\bar {z}}} is the "reflection" ofz{\displaystyle z} about the real axis. The following can be checked:

z+w¯=z¯+w¯{\displaystyle {\overline {z+w}}={\bar {z}}+{\bar {w}}}
zw¯=z¯w¯{\displaystyle {\overline {z\cdot w}}={\bar {z}}\cdot {\bar {w}}}
(zw)¯=z¯w¯{\displaystyle {\overline {\left({\frac {z}{w}}\right)}}={\frac {\bar {z}}{\bar {w}}}}
z¯¯=z{\displaystyle {\bar {\bar {z}}}=z}
z¯=z{\displaystyle {\bar {z}}=z} if and only ifz{\displaystyle z} is real
|z|=|z¯|{\displaystyle |z|=|{\bar {z}}|}
|z|2=zz¯{\displaystyle |z|^{2}=z\cdot {\bar {z}}}
z1=z¯|z|2{\displaystyle z^{-1}={\bar {z}}\cdot |z|^{-2}} ifz{\displaystyle z} is non-zero.

The latter formula is the method of choice to compute the inverse of a complex number if it is given in rectangular coordinates.

That conjugation commutes with all the algebraic operations (and many functions;e.g.sin(z¯)=sin(z)¯{\displaystyle \sin({\bar {z}})={\overline {\sin(z)}}}) is rooted in the ambiguity in choice ofi{\displaystyle i} (−1 has two square roots). It is important to note, however, that the functionf(z)=z¯{\displaystyle f(z)={\bar {z}}} is not complex-differentiable.

Euler's formula

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This book requires that you first read Calculus/Taylor series.

Let's review the MacLaurin expansion of a given functiony=f(x){\displaystyle y=f(x)} :

y=f(x)=f(0)+f(0)x+f(0)x22!+f(0)x33!+{\displaystyle y=f(x)=f(0)+f'(0)\cdot x+{\frac {f''(0)\cdot x^{2}}{2!}}+{\frac {f'''(0)\cdot x^{3}}{3!}}+\cdots }

Here,n!{\displaystyle n!} is thefactorial ofn{\displaystyle n} .

To write the Maclaurin's expansion, we are supposed to know the first derivative, second derivative, third derivative, ect. of the given function. The higher derivative we know, the more accurate the expansion is. Therefore, ideally, if we are able to knowevery derivative, then the expansion will beabsolutely accurate. Fortunately, there are some functions that their every derivative is known: sine, cosine, and the exponential functiony=ex{\displaystyle y=e^{x}} are three examples of such a function.

The derivative ofex{\displaystyle e^{x}} is itself, therefore every derivative ofex{\displaystyle e^{x}} isex{\displaystyle e^{x}}.

The MacLaurin expansion ofex{\displaystyle e^{x}} is:

ex=1+x+x22!+x33!+x44!+{\displaystyle e^{x}=1+x+{\frac {x^{2}}{2!}}+{\frac {x^{3}}{3!}}+{\frac {x^{4}}{4!}}+\cdots }

which is valid for all real numbers, because it is always convergent.

The derivatives ofsin(x){\displaystyle \sin(x)} are:

y=sin(x)y=cos(x)y=sin(x)y=cos(x)y(4)=sin(x)y(5)=cos(x){\displaystyle {\begin{aligned}&y=\sin(x)\\&y'=\cos(x)\\&y''=-\sin(x)\\&y'''=-\cos(x)\\&y^{(4)}=\sin(x)\\&y^{(5)}=\cos(x)\end{aligned}}}

The 5th derivation is the same as the 1st derivation, therefore the 6th derivation is the same as the 2nd derivation, and so on.

The same is forcos(x){\displaystyle \cos(x)} . The 1st derivative issin(x){\displaystyle -\sin(x)} , the second derivative iscos(x){\displaystyle -\cos(x)} , and so on.

The MacLaurin expansion ofsin(x){\displaystyle \sin(x)} is:

sin(x)=xx33!+x55!x77!+{\displaystyle \sin(x)=x-{\frac {x^{3}}{3!}}+{\frac {x^{5}}{5!}}-{\frac {x^{7}}{7!}}+\cdots }

The MacLaurin expansion ofcos(x){\displaystyle \cos(x)} is:

cos(x)=1x22!+x44!x66!+{\displaystyle \cos(x)=1-{\frac {x^{2}}{2!}}+{\frac {x^{4}}{4!}}-{\frac {x^{6}}{6!}}+\cdots }

which are valid for all real numbers, because they are always convergent.

But what if someone plugs in an imaginary number and calculateseix{\displaystyle e^{i\cdot x}} , wherex{\displaystyle x} is real? That may sound ridiculous and unimaginable because an imaginary number as the exponent is not yet defined. However, if we really do this, we will get an interesting result:

eix=1+ix+(ix)22!+(ix)33!+(ix)44!+(ix)55!+(ix)66!+(ix)77!+=1+ixx22!ix33!+x44!+ix55!x66!ix77!+=(1x22!+x44!x66!+)+i(xx33!+x55!x77!+)=cos(x)+isin(x){\displaystyle {\begin{aligned}e^{ix}&=1+i\cdot x+{\frac {(i\cdot x)^{2}}{2!}}+{\frac {(i\cdot x)^{3}}{3!}}+{\frac {(i\cdot x)^{4}}{4!}}+{\frac {(i\cdot x)^{5}}{5!}}+{\frac {(i\cdot x)^{6}}{6!}}+{\frac {(i\cdot x)^{7}}{7!}}+\cdots \\&=1+i\cdot x-{\frac {x^{2}}{2!}}-{\frac {i\cdot x^{3}}{3!}}+{\frac {x^{4}}{4!}}+{\frac {i\cdot x^{5}}{5!}}-{\frac {x^{6}}{6!}}-{\frac {i\cdot x^{7}}{7!}}+\cdots \\&=\left(1-{\frac {x^{2}}{2!}}+{\frac {x^{4}}{4!}}-{\frac {x^{6}}{6!}}+\cdots \right)+i\left(x-{\frac {x^{3}}{3!}}+{\frac {x^{5}}{5!}}-{\frac {x^{7}}{7!}}+\cdots \right)\\&=\cos(x)+i\sin(x)\end{aligned}}}

The result iseix=cos(x)+isin(x){\displaystyle e^{ix}=\cos(x)+i\sin(x)} . This equation is calledEuler's formula.

This is the most wonderful formula in mathematics, because the exponential function and the trigonometric functions are connected in such a way via the imaginary uniti{\displaystyle i} . As mentioned before,eix{\displaystyle e^{ix}} is not defined, but why not define it like this? It doesn't violate any mathematical rule, and it may show some properties of deep maths. If we plug inx=π{\displaystyle x=\pi }, the equation will become:

eπi=1{\displaystyle e^{\pi i}=-1}

which is calledEuler's identity.

Many people like to write Euler's identity as

eπi+1=0{\displaystyle e^{\pi i}+1=0}

because in this formulation, we have five of the most important mathematical constants,0,1,i,e,π{\displaystyle 0,1,i,e,\pi } all in one equation, and nothing else.

By the same reasoning, we get the following identities:

e0i=e0=1{\displaystyle e^{0i}=e^{0}=1}

eπ2i=i{\displaystyle e^{{\frac {\pi }{2}}i}=i}

eπi=1{\displaystyle e^{\pi i}=-1}

e3π2i=i{\displaystyle e^{{\frac {3\pi }{2}}i}=-i}

e2πi=1{\displaystyle e^{2\pi i}=1}

e5π2i=i{\displaystyle e^{{\frac {5\pi }{2}}i}=i}

and so on.

Complex fractions

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We can divide a complex numbera+bi{\displaystyle a+bi} by another complex numberc+di0{\displaystyle c+di\neq 0} in two ways. The first way has already been implied: to convert both complex numbers into exponential form, from which their quotient is easily derived. The second way is to express the division as a fraction, then to multiply both numerator and denominator by the complex conjugate of the denominator. The new denominator is a real number.

a+bic+di=(a+bi)(cdi)(c+di)(cdi)=(ac+bd)+(bcad)ic2+d2=(ac+bdc2+d2)+(bcadc2+d2)i{\displaystyle {\begin{aligned}{\frac {a+bi}{c+di}}&={\frac {(a+bi)(c-di)}{(c+di)(c-di)}}={\frac {(ac+bd)+(bc-ad)i}{c^{2}+d^{2}}}\\&=\left({\frac {ac+bd}{c^{2}+d^{2}}}\right)+\left({\frac {bc-ad}{c^{2}+d^{2}}}\right)i\end{aligned}}}

Matrix representation of complex numbers

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While usually not useful, alternative representations of the complex field can give some insight into its nature. One particularly elegant representation interprets each complex number as a 2×2 matrix with real entries which stretches and rotates the points of the plane. Every such matrix has the form

[abba]{\displaystyle {\begin{bmatrix}a&-b\\b&a\end{bmatrix}}}

wherea,b{\displaystyle a,b} are real numbers. The sum and product of two such matrices is again of this form. Every non-zero matrix of this form is invertible, and its inverse is again of this form. Therefore, the matrices of this form are a field. In fact, this is exactly the field of complex numbers. Every such matrix can be written as

[abba]=a[1001]+b[0110]{\displaystyle {\begin{bmatrix}a&-b\\b&a\end{bmatrix}}=a{\begin{bmatrix}1&0\\0&1\end{bmatrix}}+b{\begin{bmatrix}0&-1\\1&0\end{bmatrix}}}

which suggests that we should identify the real number 1 with the identity matrix

[1001]{\displaystyle {\begin{bmatrix}1&0\\0&1\end{bmatrix}}}

and the imaginary uniti{\displaystyle i} with

[0110]{\displaystyle {\begin{bmatrix}0&-1\\1&0\end{bmatrix}}}

a counter-clockwise rotation by 90 degrees. Note that the square of this latter matrix is indeed equal to the 2×2 matrix that represents −1.

The square of the absolute value of a complex number expressed as a matrix is equal to the determinant of that matrix.

|z|2=|abba|=(a2)((b)(b))=a2+b2{\displaystyle |z|^{2}={\begin{vmatrix}a&-b\\b&a\end{vmatrix}}=(a^{2})-((-b)(b))=a^{2}+b^{2}}

If the matrix is viewed as a transformation of the plane, then the transformation rotates points through an angle equal to the argument of the complex number and scales by a factor equal to the complex number's absolute value. The conjugate of the complex numberz{\displaystyle z} corresponds to the transformation which rotates through the same angle asz{\displaystyle z} but in the opposite direction, and scales in the same manner asz{\displaystyle z} ; this can be represented by the transpose of the matrix corresponding toz{\displaystyle z} .

If the matrix elements are themselves complex numbers, the resulting algebra is that of the quaternions. In other words, this matrix representation is one way of expressing the Cayley-Dickson construction of algebras.

Exercises

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1) Ifz=exp(iθ)  prove then that  z+z¯=2cosθ.{\displaystyle z=\exp(i\theta )\ \ {\text{prove then that}}\ \ z+{\bar {z}}=2\cos \theta .}

2) The line through 0 andz isperpendicular to the line through 0 andw when  zw¯+wz¯=0.{\displaystyle z{\bar {w}}+w{\bar {z}}=0.}

3) Consider the rotation transformationT(z) = eiθz.{\displaystyle T(z)\ =\ e^{i\theta }z.} Show that perpendicular lines are mapped byT to perpendicular lines.

4) Calculate the addition, subtraction, and multiplication of two complex numbers using matrix notation with the following:z1=3+5i,z2=712i{\displaystyle z_{1}=3+5i,z_{2}=7-12i}

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