Why does calculating $exp z$ using $ln z$ via newton-raphson method fail to converge?
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I am trying to calculate $exp z$ using $ln z$ via Newton-Raphson method $$x_{n+1} = x_n-frac{f(x_n)}{f^{'}(x_n)}$$and got the formula $$x_{n+1}=x_n-frac{ln x_n-z}{frac{1}{x_n}}$$ where $z = a + bi$ is the value i'm trying to iterate to. However this formula only converges when $-3< b < 3$. But, if $z$ is instead any real number the formula converges accurately. Why does the formula not converge to any complex $z$, and how can I fix it so that it does?
complex-numbers numerical-methods exponential-function recursive-algorithms newton-raphson
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|
show 1 more comment
$begingroup$
I am trying to calculate $exp z$ using $ln z$ via Newton-Raphson method $$x_{n+1} = x_n-frac{f(x_n)}{f^{'}(x_n)}$$and got the formula $$x_{n+1}=x_n-frac{ln x_n-z}{frac{1}{x_n}}$$ where $z = a + bi$ is the value i'm trying to iterate to. However this formula only converges when $-3< b < 3$. But, if $z$ is instead any real number the formula converges accurately. Why does the formula not converge to any complex $z$, and how can I fix it so that it does?
complex-numbers numerical-methods exponential-function recursive-algorithms newton-raphson
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4
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It's almost certainly a problem with the branching of the complex log.
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– Randall
Dec 2 '18 at 20:03
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yes it means that b has to be less that 3 and greater than -3 to converge towards $e^z$
$endgroup$
– user10560552
Dec 2 '18 at 20:03
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Randall can you go more into detail about the branching of the complex log?
$endgroup$
– user10560552
Dec 2 '18 at 20:06
1
$begingroup$
Not really, because it's been 20 years since I thought about this stuff intimately. You need someone with a better answer, who will certainly be along shortly. But, the complex exponential is not one-to-one, so what do you mean by "$ln z$"?
$endgroup$
– Randall
Dec 2 '18 at 20:08
$begingroup$
The complex logarithm is $ln(z)$ and I know that $ln(z)$ is multivalued, along with $e^z$ like the trigonometric functions however, the formula should still be able to evaluate over all complex numbers right?
$endgroup$
– user10560552
Dec 2 '18 at 20:13
|
show 1 more comment
$begingroup$
I am trying to calculate $exp z$ using $ln z$ via Newton-Raphson method $$x_{n+1} = x_n-frac{f(x_n)}{f^{'}(x_n)}$$and got the formula $$x_{n+1}=x_n-frac{ln x_n-z}{frac{1}{x_n}}$$ where $z = a + bi$ is the value i'm trying to iterate to. However this formula only converges when $-3< b < 3$. But, if $z$ is instead any real number the formula converges accurately. Why does the formula not converge to any complex $z$, and how can I fix it so that it does?
complex-numbers numerical-methods exponential-function recursive-algorithms newton-raphson
$endgroup$
I am trying to calculate $exp z$ using $ln z$ via Newton-Raphson method $$x_{n+1} = x_n-frac{f(x_n)}{f^{'}(x_n)}$$and got the formula $$x_{n+1}=x_n-frac{ln x_n-z}{frac{1}{x_n}}$$ where $z = a + bi$ is the value i'm trying to iterate to. However this formula only converges when $-3< b < 3$. But, if $z$ is instead any real number the formula converges accurately. Why does the formula not converge to any complex $z$, and how can I fix it so that it does?
complex-numbers numerical-methods exponential-function recursive-algorithms newton-raphson
complex-numbers numerical-methods exponential-function recursive-algorithms newton-raphson
edited Dec 2 '18 at 20:27
J.G.
27.2k22843
27.2k22843
asked Dec 2 '18 at 19:53
user10560552user10560552
355
355
4
$begingroup$
It's almost certainly a problem with the branching of the complex log.
$endgroup$
– Randall
Dec 2 '18 at 20:03
$begingroup$
yes it means that b has to be less that 3 and greater than -3 to converge towards $e^z$
$endgroup$
– user10560552
Dec 2 '18 at 20:03
$begingroup$
Randall can you go more into detail about the branching of the complex log?
$endgroup$
– user10560552
Dec 2 '18 at 20:06
1
$begingroup$
Not really, because it's been 20 years since I thought about this stuff intimately. You need someone with a better answer, who will certainly be along shortly. But, the complex exponential is not one-to-one, so what do you mean by "$ln z$"?
$endgroup$
– Randall
Dec 2 '18 at 20:08
$begingroup$
The complex logarithm is $ln(z)$ and I know that $ln(z)$ is multivalued, along with $e^z$ like the trigonometric functions however, the formula should still be able to evaluate over all complex numbers right?
$endgroup$
– user10560552
Dec 2 '18 at 20:13
|
show 1 more comment
4
$begingroup$
It's almost certainly a problem with the branching of the complex log.
$endgroup$
– Randall
Dec 2 '18 at 20:03
$begingroup$
yes it means that b has to be less that 3 and greater than -3 to converge towards $e^z$
$endgroup$
– user10560552
Dec 2 '18 at 20:03
$begingroup$
Randall can you go more into detail about the branching of the complex log?
$endgroup$
– user10560552
Dec 2 '18 at 20:06
1
$begingroup$
Not really, because it's been 20 years since I thought about this stuff intimately. You need someone with a better answer, who will certainly be along shortly. But, the complex exponential is not one-to-one, so what do you mean by "$ln z$"?
$endgroup$
– Randall
Dec 2 '18 at 20:08
$begingroup$
The complex logarithm is $ln(z)$ and I know that $ln(z)$ is multivalued, along with $e^z$ like the trigonometric functions however, the formula should still be able to evaluate over all complex numbers right?
$endgroup$
– user10560552
Dec 2 '18 at 20:13
4
4
$begingroup$
It's almost certainly a problem with the branching of the complex log.
$endgroup$
– Randall
Dec 2 '18 at 20:03
$begingroup$
It's almost certainly a problem with the branching of the complex log.
$endgroup$
– Randall
Dec 2 '18 at 20:03
$begingroup$
yes it means that b has to be less that 3 and greater than -3 to converge towards $e^z$
$endgroup$
– user10560552
Dec 2 '18 at 20:03
$begingroup$
yes it means that b has to be less that 3 and greater than -3 to converge towards $e^z$
$endgroup$
– user10560552
Dec 2 '18 at 20:03
$begingroup$
Randall can you go more into detail about the branching of the complex log?
$endgroup$
– user10560552
Dec 2 '18 at 20:06
$begingroup$
Randall can you go more into detail about the branching of the complex log?
$endgroup$
– user10560552
Dec 2 '18 at 20:06
1
1
$begingroup$
Not really, because it's been 20 years since I thought about this stuff intimately. You need someone with a better answer, who will certainly be along shortly. But, the complex exponential is not one-to-one, so what do you mean by "$ln z$"?
$endgroup$
– Randall
Dec 2 '18 at 20:08
$begingroup$
Not really, because it's been 20 years since I thought about this stuff intimately. You need someone with a better answer, who will certainly be along shortly. But, the complex exponential is not one-to-one, so what do you mean by "$ln z$"?
$endgroup$
– Randall
Dec 2 '18 at 20:08
$begingroup$
The complex logarithm is $ln(z)$ and I know that $ln(z)$ is multivalued, along with $e^z$ like the trigonometric functions however, the formula should still be able to evaluate over all complex numbers right?
$endgroup$
– user10560552
Dec 2 '18 at 20:13
$begingroup$
The complex logarithm is $ln(z)$ and I know that $ln(z)$ is multivalued, along with $e^z$ like the trigonometric functions however, the formula should still be able to evaluate over all complex numbers right?
$endgroup$
– user10560552
Dec 2 '18 at 20:13
|
show 1 more comment
1 Answer
1
active
oldest
votes
$begingroup$
The complex, principal logarithm $text{Log}(z)$ is defined by
$$
text{Log}(z) = ln|z| + i text{Arg}(z),
$$
where $text{Arg}$ stands for the principal argument of $z$ - that is $text{Arg}(z)$ represents the angle that $z$ makes against the positive real axis when viewed in polar form. By the principal argument, we mean that
$$-pi < text{Arg}(z) leq pi.$$
As a result, $text{Log}(w) = z$ has no solution if $|text{Im}(z)|>pi$ so you cannot to expect to use that formulation to compute $e^z$.
To fix this, you can define your own branch of the logarithm with the appropriate value of it's imaginary part. For example, since
12 is between $3pi$ and $5pi$, you can define your logarithm by
$$
text{LOG}(z) = ln|z| + i (text{Arg}(z) + 4pi).
$$
Here's a simple implementation in Sage..
$endgroup$
1
$begingroup$
Thanks, that makes a lot of sense, it's like how arccosine needs to have a domain restriction, because otherwise it wouldn't be a function.
$endgroup$
– user10560552
Dec 3 '18 at 1:06
1
$begingroup$
That's exactly right. The complex exponential is periodic with period $2pi i$ so you can define a branch of the logarithm whose range lies in a strip of height $2pi$.
$endgroup$
– Mark McClure
Dec 3 '18 at 1:20
$begingroup$
Just wondering why did you choose $4pi$ wouldn't $5pi$ also work?
$endgroup$
– user10560552
Dec 3 '18 at 1:40
1
$begingroup$
We know that $-pi<Arg(z)leq pi$ so I added on two periods of $2pi i$ each to get $3pi < Arg(z)leq 5pi$ which works since 12 is between these numbers. More generally, you want to add on some integer multiple of the period $2pi i$ so i wouldn't expect $+5pi$ to work.
$endgroup$
– Mark McClure
Dec 3 '18 at 2:03
add a comment |
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1 Answer
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1 Answer
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$begingroup$
The complex, principal logarithm $text{Log}(z)$ is defined by
$$
text{Log}(z) = ln|z| + i text{Arg}(z),
$$
where $text{Arg}$ stands for the principal argument of $z$ - that is $text{Arg}(z)$ represents the angle that $z$ makes against the positive real axis when viewed in polar form. By the principal argument, we mean that
$$-pi < text{Arg}(z) leq pi.$$
As a result, $text{Log}(w) = z$ has no solution if $|text{Im}(z)|>pi$ so you cannot to expect to use that formulation to compute $e^z$.
To fix this, you can define your own branch of the logarithm with the appropriate value of it's imaginary part. For example, since
12 is between $3pi$ and $5pi$, you can define your logarithm by
$$
text{LOG}(z) = ln|z| + i (text{Arg}(z) + 4pi).
$$
Here's a simple implementation in Sage..
$endgroup$
1
$begingroup$
Thanks, that makes a lot of sense, it's like how arccosine needs to have a domain restriction, because otherwise it wouldn't be a function.
$endgroup$
– user10560552
Dec 3 '18 at 1:06
1
$begingroup$
That's exactly right. The complex exponential is periodic with period $2pi i$ so you can define a branch of the logarithm whose range lies in a strip of height $2pi$.
$endgroup$
– Mark McClure
Dec 3 '18 at 1:20
$begingroup$
Just wondering why did you choose $4pi$ wouldn't $5pi$ also work?
$endgroup$
– user10560552
Dec 3 '18 at 1:40
1
$begingroup$
We know that $-pi<Arg(z)leq pi$ so I added on two periods of $2pi i$ each to get $3pi < Arg(z)leq 5pi$ which works since 12 is between these numbers. More generally, you want to add on some integer multiple of the period $2pi i$ so i wouldn't expect $+5pi$ to work.
$endgroup$
– Mark McClure
Dec 3 '18 at 2:03
add a comment |
$begingroup$
The complex, principal logarithm $text{Log}(z)$ is defined by
$$
text{Log}(z) = ln|z| + i text{Arg}(z),
$$
where $text{Arg}$ stands for the principal argument of $z$ - that is $text{Arg}(z)$ represents the angle that $z$ makes against the positive real axis when viewed in polar form. By the principal argument, we mean that
$$-pi < text{Arg}(z) leq pi.$$
As a result, $text{Log}(w) = z$ has no solution if $|text{Im}(z)|>pi$ so you cannot to expect to use that formulation to compute $e^z$.
To fix this, you can define your own branch of the logarithm with the appropriate value of it's imaginary part. For example, since
12 is between $3pi$ and $5pi$, you can define your logarithm by
$$
text{LOG}(z) = ln|z| + i (text{Arg}(z) + 4pi).
$$
Here's a simple implementation in Sage..
$endgroup$
1
$begingroup$
Thanks, that makes a lot of sense, it's like how arccosine needs to have a domain restriction, because otherwise it wouldn't be a function.
$endgroup$
– user10560552
Dec 3 '18 at 1:06
1
$begingroup$
That's exactly right. The complex exponential is periodic with period $2pi i$ so you can define a branch of the logarithm whose range lies in a strip of height $2pi$.
$endgroup$
– Mark McClure
Dec 3 '18 at 1:20
$begingroup$
Just wondering why did you choose $4pi$ wouldn't $5pi$ also work?
$endgroup$
– user10560552
Dec 3 '18 at 1:40
1
$begingroup$
We know that $-pi<Arg(z)leq pi$ so I added on two periods of $2pi i$ each to get $3pi < Arg(z)leq 5pi$ which works since 12 is between these numbers. More generally, you want to add on some integer multiple of the period $2pi i$ so i wouldn't expect $+5pi$ to work.
$endgroup$
– Mark McClure
Dec 3 '18 at 2:03
add a comment |
$begingroup$
The complex, principal logarithm $text{Log}(z)$ is defined by
$$
text{Log}(z) = ln|z| + i text{Arg}(z),
$$
where $text{Arg}$ stands for the principal argument of $z$ - that is $text{Arg}(z)$ represents the angle that $z$ makes against the positive real axis when viewed in polar form. By the principal argument, we mean that
$$-pi < text{Arg}(z) leq pi.$$
As a result, $text{Log}(w) = z$ has no solution if $|text{Im}(z)|>pi$ so you cannot to expect to use that formulation to compute $e^z$.
To fix this, you can define your own branch of the logarithm with the appropriate value of it's imaginary part. For example, since
12 is between $3pi$ and $5pi$, you can define your logarithm by
$$
text{LOG}(z) = ln|z| + i (text{Arg}(z) + 4pi).
$$
Here's a simple implementation in Sage..
$endgroup$
The complex, principal logarithm $text{Log}(z)$ is defined by
$$
text{Log}(z) = ln|z| + i text{Arg}(z),
$$
where $text{Arg}$ stands for the principal argument of $z$ - that is $text{Arg}(z)$ represents the angle that $z$ makes against the positive real axis when viewed in polar form. By the principal argument, we mean that
$$-pi < text{Arg}(z) leq pi.$$
As a result, $text{Log}(w) = z$ has no solution if $|text{Im}(z)|>pi$ so you cannot to expect to use that formulation to compute $e^z$.
To fix this, you can define your own branch of the logarithm with the appropriate value of it's imaginary part. For example, since
12 is between $3pi$ and $5pi$, you can define your logarithm by
$$
text{LOG}(z) = ln|z| + i (text{Arg}(z) + 4pi).
$$
Here's a simple implementation in Sage..
answered Dec 2 '18 at 22:18
Mark McClureMark McClure
23.6k34471
23.6k34471
1
$begingroup$
Thanks, that makes a lot of sense, it's like how arccosine needs to have a domain restriction, because otherwise it wouldn't be a function.
$endgroup$
– user10560552
Dec 3 '18 at 1:06
1
$begingroup$
That's exactly right. The complex exponential is periodic with period $2pi i$ so you can define a branch of the logarithm whose range lies in a strip of height $2pi$.
$endgroup$
– Mark McClure
Dec 3 '18 at 1:20
$begingroup$
Just wondering why did you choose $4pi$ wouldn't $5pi$ also work?
$endgroup$
– user10560552
Dec 3 '18 at 1:40
1
$begingroup$
We know that $-pi<Arg(z)leq pi$ so I added on two periods of $2pi i$ each to get $3pi < Arg(z)leq 5pi$ which works since 12 is between these numbers. More generally, you want to add on some integer multiple of the period $2pi i$ so i wouldn't expect $+5pi$ to work.
$endgroup$
– Mark McClure
Dec 3 '18 at 2:03
add a comment |
1
$begingroup$
Thanks, that makes a lot of sense, it's like how arccosine needs to have a domain restriction, because otherwise it wouldn't be a function.
$endgroup$
– user10560552
Dec 3 '18 at 1:06
1
$begingroup$
That's exactly right. The complex exponential is periodic with period $2pi i$ so you can define a branch of the logarithm whose range lies in a strip of height $2pi$.
$endgroup$
– Mark McClure
Dec 3 '18 at 1:20
$begingroup$
Just wondering why did you choose $4pi$ wouldn't $5pi$ also work?
$endgroup$
– user10560552
Dec 3 '18 at 1:40
1
$begingroup$
We know that $-pi<Arg(z)leq pi$ so I added on two periods of $2pi i$ each to get $3pi < Arg(z)leq 5pi$ which works since 12 is between these numbers. More generally, you want to add on some integer multiple of the period $2pi i$ so i wouldn't expect $+5pi$ to work.
$endgroup$
– Mark McClure
Dec 3 '18 at 2:03
1
1
$begingroup$
Thanks, that makes a lot of sense, it's like how arccosine needs to have a domain restriction, because otherwise it wouldn't be a function.
$endgroup$
– user10560552
Dec 3 '18 at 1:06
$begingroup$
Thanks, that makes a lot of sense, it's like how arccosine needs to have a domain restriction, because otherwise it wouldn't be a function.
$endgroup$
– user10560552
Dec 3 '18 at 1:06
1
1
$begingroup$
That's exactly right. The complex exponential is periodic with period $2pi i$ so you can define a branch of the logarithm whose range lies in a strip of height $2pi$.
$endgroup$
– Mark McClure
Dec 3 '18 at 1:20
$begingroup$
That's exactly right. The complex exponential is periodic with period $2pi i$ so you can define a branch of the logarithm whose range lies in a strip of height $2pi$.
$endgroup$
– Mark McClure
Dec 3 '18 at 1:20
$begingroup$
Just wondering why did you choose $4pi$ wouldn't $5pi$ also work?
$endgroup$
– user10560552
Dec 3 '18 at 1:40
$begingroup$
Just wondering why did you choose $4pi$ wouldn't $5pi$ also work?
$endgroup$
– user10560552
Dec 3 '18 at 1:40
1
1
$begingroup$
We know that $-pi<Arg(z)leq pi$ so I added on two periods of $2pi i$ each to get $3pi < Arg(z)leq 5pi$ which works since 12 is between these numbers. More generally, you want to add on some integer multiple of the period $2pi i$ so i wouldn't expect $+5pi$ to work.
$endgroup$
– Mark McClure
Dec 3 '18 at 2:03
$begingroup$
We know that $-pi<Arg(z)leq pi$ so I added on two periods of $2pi i$ each to get $3pi < Arg(z)leq 5pi$ which works since 12 is between these numbers. More generally, you want to add on some integer multiple of the period $2pi i$ so i wouldn't expect $+5pi$ to work.
$endgroup$
– Mark McClure
Dec 3 '18 at 2:03
add a comment |
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4
$begingroup$
It's almost certainly a problem with the branching of the complex log.
$endgroup$
– Randall
Dec 2 '18 at 20:03
$begingroup$
yes it means that b has to be less that 3 and greater than -3 to converge towards $e^z$
$endgroup$
– user10560552
Dec 2 '18 at 20:03
$begingroup$
Randall can you go more into detail about the branching of the complex log?
$endgroup$
– user10560552
Dec 2 '18 at 20:06
1
$begingroup$
Not really, because it's been 20 years since I thought about this stuff intimately. You need someone with a better answer, who will certainly be along shortly. But, the complex exponential is not one-to-one, so what do you mean by "$ln z$"?
$endgroup$
– Randall
Dec 2 '18 at 20:08
$begingroup$
The complex logarithm is $ln(z)$ and I know that $ln(z)$ is multivalued, along with $e^z$ like the trigonometric functions however, the formula should still be able to evaluate over all complex numbers right?
$endgroup$
– user10560552
Dec 2 '18 at 20:13