Partial fraction decomposition

From Wikipedia, the free encyclopedia
(Redirected from Partial fractions)
Jump to navigation Jump to search

Template:Short description Template:More footnotes In algebra, the partial fraction decomposition or partial fraction expansion of a rational fraction (that is, a fraction such that the numerator and the denominator are both polynomials) is an operation that consists of expressing the fraction as a sum of a polynomial (possibly zero) and one or several fractions with a simpler denominator.[1]

The importance of the partial fraction decomposition lies in the fact that it provides algorithms for various computations with rational functions, including the explicit computation of antiderivatives,[2] Taylor series expansions, inverse Z-transforms, and inverse Laplace transforms. The concept was discovered independently in 1702 by both Johann Bernoulli and Gottfried Leibniz.[3]

In symbols, the partial fraction decomposition of a rational fraction of the form f(x)g(x), where fScript error: No such module "Check for unknown parameters". and gScript error: No such module "Check for unknown parameters". are polynomials, is the expression of the rational fraction as

f(x)g(x)=p(x)+jfj(x)gj(x)

where p(x)Script error: No such module "Check for unknown parameters". is a polynomial, and, for each Template:Mvar, the denominator gj (x)Script error: No such module "Check for unknown parameters". is a power of an irreducible polynomial (i.e. not factorizable into polynomials of positive degrees), and the numerator fj (x)Script error: No such module "Check for unknown parameters". is a polynomial of a smaller degree than the degree of this irreducible polynomial.

When explicit computation is involved, a coarser decomposition is often preferred, which consists of replacing "irreducible polynomial" by "square-free polynomial" in the description of the outcome. This allows replacing polynomial factorization by the much easier-to-compute square-free factorization. This is sufficient for most applications, and avoids introducing irrational coefficients when the coefficients of the input polynomials are integers or rational numbers.

Basic principles

Let R(x)=FG be a rational fraction, where Template:Mvar and Template:Mvar are univariate polynomials in the indeterminate xScript error: No such module "Check for unknown parameters". over a field. The existence of the partial fraction decomposition can be proved by applying inductively the following reduction steps.

Polynomial part

There exist two polynomials Template:Mvar and F1Script error: No such module "Check for unknown parameters". such that FG=E+F1G, and degF1<degG, where degP denotes the degree of the polynomial Template:Mvar.

This results immediately from the Euclidean division of Template:Mvar by Template:Mvar, which asserts the existence of Template:Mvar and F1Script error: No such module "Check for unknown parameters". such that F=EG+F1 and degF1<degG.

This allows supposing in the next steps that degF<degG.

Factors of the denominator

If degF<degG, and G=G1G2, where G1Script error: No such module "Check for unknown parameters". and G2Script error: No such module "Check for unknown parameters". are coprime polynomials, then there exist polynomials F1 and F2 such that FG=F1G1+F2G2, and degF1<degG1anddegF2<degG2.

This can be proved as follows. Bézout's identity asserts the existence of polynomials CScript error: No such module "Check for unknown parameters". and DScript error: No such module "Check for unknown parameters". such that CG1+DG2=1 (by hypothesis, 1Script error: No such module "Check for unknown parameters". is a greatest common divisor of G1Script error: No such module "Check for unknown parameters". and G2Script error: No such module "Check for unknown parameters".).

Let DF=G1Q+F1 with degF1<degG1 be the Euclidean division of Template:Mvar by G1. Setting F2=CF+QG2, one gets FG=F(CG1+DG2)G1G2=DFG1+CFG2=F1+G1QG1+F2G2QG2=F1G1+Q+F2G2Q=F1G1+F2G2. It remains to show that degF2<degG2. By reducing the last sum of fractions to a common denominator, one gets F=F2G1+F1G2, and thus degF2=deg(FF1G2)degG1max(degF,deg(F1G2))degG1<max(degG,deg(G1G2))degG1=degG2

Powers in the denominator

Using the preceding decomposition inductively one gets fractions of the form FGk, with degF<degGk=kdegG, where Template:Mvar is an irreducible polynomial. If k > 1Script error: No such module "Check for unknown parameters"., one can decompose further, by using that an irreducible polynomial is a square-free polynomial, that is, 1 is a greatest common divisor of the polynomial and its derivative. If G is the derivative of Template:Mvar, Bézout's identity provides polynomials Template:Mvar and Template:Mvar such that CG+DG=1 and thus F=FCG+FDG. Euclidean division of FDG by G gives polynomials Hk and Q such that FDG=QG+Hk and degHk<degG. Setting Fk1=FC+Q, one gets FGk=HkGk+Fk1Gk1, with degHk<degG.

Iterating this process with Fk1Gk1 in place of FGk leads eventually to the following theorem.

Statement

Template:Math theorem

The uniqueness can be proved as follows. Let d = max(1 + deg f, deg g)Script error: No such module "Check for unknown parameters".. All together, bScript error: No such module "Check for unknown parameters". and the aijScript error: No such module "Check for unknown parameters". have Template:Mvar coefficients. The shape of the decomposition defines a linear map from coefficient vectors to polynomials Template:Mvar of degree less than Template:Mvar. The existence proof means that this map is surjective. As the two vector spaces have the same dimension, the map is also injective, which means uniqueness of the decomposition. By the way, this proof induces an algorithm for computing the decomposition through linear algebra.

If KScript error: No such module "Check for unknown parameters". is the field of complex numbers, the fundamental theorem of algebra implies that all piScript error: No such module "Check for unknown parameters". have degree one, and all numerators aij are constants. When KScript error: No such module "Check for unknown parameters". is the field of real numbers, some of the piScript error: No such module "Check for unknown parameters". may be quadratic, so, in the partial fraction decomposition, quotients of linear polynomials by powers of quadratic polynomials may also occur.

In the preceding theorem, one may replace "distinct irreducible polynomials" by "pairwise coprime polynomials that are coprime with their derivative". For example, the piScript error: No such module "Check for unknown parameters". may be the factors of the square-free factorization of gScript error: No such module "Check for unknown parameters".. When KScript error: No such module "Check for unknown parameters". is the field of rational numbers, as it is typically the case in computer algebra, this allows to replace factorization by greatest common divisor computation for computing a partial fraction decomposition.

Application to symbolic integration

For the purpose of symbolic integration, the preceding result may be refined into

Template:Math theorem

This reduces the computation of the antiderivative of a rational function to the integration of the last sum, which is called the logarithmic part, because its antiderivative is a linear combination of logarithms.

There are various methods to compute decomposition in the Theorem. One simple way is called Hermite's method. First, b is immediately computed by Euclidean division of f by g, reducing to the case where deg(f) < deg(g). Next, one knows deg(cij) < deg(pi), so one may write each cij as a polynomial with unknown coefficients. Reducing the sum of fractions in the Theorem to a common denominator, and equating the coefficients of each power of x in the two numerators, one gets a system of linear equations which can be solved to obtain the desired (unique) values for the unknown coefficients.

Procedure

Given two polynomials P(x) and Q(x)=(xα1)(xα2)(xαn), where the αn are distinct constants and deg P < nScript error: No such module "Check for unknown parameters"., explicit expressions for partial fractions can be obtained by supposing that P(x)Q(x)=c1xα1+c2xα2++cnxαn and solving for the ci constants, by substitution, by equating the coefficients of terms involving the powers of x, or otherwise. (This is a variant of the method of undetermined coefficients. After both sides of the equation are multiplied by Q(x), one side of the equation is a specific polynomial, and the other side is a polynomial with undetermined coefficients. The equality is possible only when the coefficients of like powers of x are equal. This yields n equations in n unknowns, the ck.)

A more direct computation, which is strongly related to Lagrange interpolation, consists of writing P(x)Q(x)=i=1nP(αi)Q(αi)1(xαi) where Q is the derivative of the polynomial Q. The coefficients of 1xαj are called the residues of f/g.

This approach does not account for several other cases, but can be modified accordingly:

  • If degPdegQ, then it is necessary to perform the Euclidean division of P by Q, using polynomial long division, giving P(x) = E(x) Q(x) + R(x)Script error: No such module "Check for unknown parameters". with deg R < nScript error: No such module "Check for unknown parameters".. Dividing by Q(x) this gives P(x)Q(x)=E(x)+R(x)Q(x), and then seek partial fractions for the remainder fraction (which by definition satisfies deg R < deg QScript error: No such module "Check for unknown parameters".).
  • If Q(x) contains nonlinear factors which are irreducible over the given field, then the numerator N(x) of each partial fraction with such a factor F(x) in the denominator must be sought as a polynomial with deg N < deg FScript error: No such module "Check for unknown parameters"., rather than as a constant. For example, take the following decomposition over R: x2+1(x+2)(x1)(x2+x+1)=ax+2+bx1+cx+dx2+x+1.
  • Suppose Q(x) = (xα)r S(x)Script error: No such module "Check for unknown parameters". and S(α) ≠ 0Script error: No such module "Check for unknown parameters"., that is αScript error: No such module "Check for unknown parameters". is a root of Q(x)Script error: No such module "Check for unknown parameters". of multiplicity Template:Mvar. In the partial fraction decomposition, the Template:Mvar first powers of (xα)Script error: No such module "Check for unknown parameters". will occur as denominators of the partial fractions (possibly with a zero numerator). For example, if S(x) = 1Script error: No such module "Check for unknown parameters". the partial fraction decomposition has the form P(x)Q(x)=P(x)(xα)r=c1xα+c2(xα)2++cr(xα)r.

Illustration

In an example application of this procedure, (3x + 5)/(1 − 2x)2Script error: No such module "Check for unknown parameters". can be decomposed in the form

3x+5(12x)2=A(12x)2+B(12x).

Clearing denominators shows that 3x + 5 = A + B(1 − 2x)Script error: No such module "Check for unknown parameters".. Expanding and equating the coefficients of powers of xScript error: No such module "Check for unknown parameters". gives Template:Block indent

Solving this system of linear equations for AScript error: No such module "Check for unknown parameters". and BScript error: No such module "Check for unknown parameters". yields A = 13/2 and B = −3/2Script error: No such module "Check for unknown parameters".. Hence,

3x+5(12x)2=13/2(12x)2+3/2(12x).

Residue method

Script error: No such module "Labelled list hatnote". Over the complex numbers, suppose f(x) is a rational proper fraction, and can be decomposed into

f(x)=i(ai1xxi+ai2(xxi)2++aiki(xxi)ki).

Let gij(x)=(xxi)j1f(x), then according to the uniqueness of Laurent series, aij is the coefficient of the term (xxi)−1Script error: No such module "Check for unknown parameters". in the Laurent expansion of gij(x) about the point xi, i.e., its residue aij=Res(gij,xi).

This is given directly by the formula aij=1(kij)!limxxidkijdxkij((xxi)kif(x)), or in the special case when xi is a simple root, ai1=P(xi)Q(xi), when f(x)=P(x)Q(x).

Over the reals

Partial fractions are used in real-variable integral calculus to find real-valued antiderivatives of rational functions. Partial fraction decomposition of real rational functions is also used to find their Inverse Laplace transforms. For applications of partial fraction decomposition over the reals, see

General result

Let f(x) be any rational function over the real numbers. In other words, suppose there exist real polynomials functions p(x) and q(x)0, such that f(x)=p(x)q(x)

By dividing both the numerator and the denominator by the leading coefficient of q(x), we may assume without loss of generality that q(x) is monic. By the fundamental theorem of algebra, we can write

q(x)=(xa1)j1(xam)jm(x2+b1x+c1)k1(x2+bnx+cn)kn

where a1,,am, b1,,bn, c1,,cn are real numbers with bi24ci<0, and j1,,jm, k1,,kn are positive integers. The terms (xai) are the linear factors of q(x) which correspond to real roots of q(x), and the terms (xi2+bix+ci) are the irreducible quadratic factors of q(x) which correspond to pairs of complex conjugate roots of q(x).

Then the partial fraction decomposition of f(x) is the following:

f(x)=p(x)q(x)=P(x)+i=1mr=1jiAir(xai)r+i=1nr=1kiBirx+Cir(x2+bix+ci)r

Here, P(x) is a (possibly zero) polynomial, and the Air, Bir, and Cir are real constants. There are a number of ways the constants can be found.

The most straightforward method is to multiply through by the common denominator q(x). We then obtain an equation of polynomials whose left-hand side is simply p(x) and whose right-hand side has coefficients which are linear expressions of the constants Air, Bir, and Cir. Since two polynomials are equal if and only if their corresponding coefficients are equal, we can equate the coefficients of like terms. In this way, a system of linear equations is obtained which always has a unique solution. This solution can be found using any of the standard methods of linear algebra. It can also be found with limits (see Example 5).

Examples

Example 1

f(x)=1x2+2x3

Here, the denominator splits into two distinct linear factors:

q(x)=x2+2x3=(x+3)(x1)

so we have the partial fraction decomposition

f(x)=1x2+2x3=Ax+3+Bx1

Multiplying through by the denominator on the left-hand side gives us the polynomial identity

1=A(x1)+B(x+3)

Substituting x = −3 into this equation gives A = −1/4, and substituting x = 1 gives B = 1/4, so that

f(x)=1x2+2x3=14(1x+3+1x1)

Example 2

f(x)=x3+16x33x2+8x

After long division, we have

f(x)=1+4x28x+16x34x2+8x=1+4x28x+16x(x24x+8)

The factor x2 − 4x + 8 is irreducible over the reals, as its discriminant (−4)2 − 4×8 = −16Script error: No such module "Check for unknown parameters". is negative. Thus the partial fraction decomposition over the reals has the shape

4x28x+16x(x24x+8)=Ax+Bx+Cx24x+8

Multiplying through by x3 − 4x2 + 8x, we have the polynomial identity

4x28x+16=A(x24x+8)+(Bx+C)x

Taking x = 0, we see that 16 = 8A, so A = 2. Comparing the x2 coefficients, we see that 4 = A + B = 2 + B, so B = 2. Comparing linear coefficients, we see that −8 = −4A + C = −8 + C, so C = 0. Altogether,

f(x)=1+2(1x+xx24x+8)

The fraction can be completely decomposed using complex numbers. According to the fundamental theorem of algebra every complex polynomial of degree n has n (complex) roots (some of which can be repeated). The second fraction can be decomposed to:

xx24x+8=Dx(2+2i)+Ex(22i)

Multiplying through by the denominator gives:

x=D(x(22i))+E(x(2+2i))

Equating the coefficients of xScript error: No such module "Check for unknown parameters". and the constant (with respect to xScript error: No such module "Check for unknown parameters".) coefficients of both sides of this equation, one gets a system of two linear equations in DScript error: No such module "Check for unknown parameters". and EScript error: No such module "Check for unknown parameters"., whose solution is

D=1+i2i=1i2,E=1i2i=1+i2.

Thus we have a complete decomposition:

f(x)=x3+16x34x2+8x=1+2x+1ix(2+2i)+1+ix(22i)

One may also compute directly A, DScript error: No such module "Check for unknown parameters". and EScript error: No such module "Check for unknown parameters". with the residue method (see also example 4 below).

Example 3

This example illustrates almost all the "tricks" we might need to use, short of consulting a computer algebra system.

f(x)=x92x6+2x57x4+13x311x2+12x4x73x6+5x57x4+7x35x2+3x1

After long division and factoring the denominator, we have

f(x)=x2+3x+4+2x64x5+5x43x3+x2+3x(x1)3(x2+1)2

The partial fraction decomposition takes the form

2x64x5+5x43x3+x2+3x(x1)3(x2+1)2=Ax1+B(x1)2+C(x1)3+Dx+Ex2+1+Fx+G(x2+1)2.

Multiplying through by the denominator on the left-hand side we have the polynomial identity

2x64x5+5x43x3+x2+3x=A(x1)2(x2+1)2+B(x1)(x2+1)2+C(x2+1)2+(Dx+E)(x1)3(x2+1)+(Fx+G)(x1)3

Now we use different values of x to compute the coefficients:

{4=4Cx=12+2i=(Fi+G)(2+2i)x=i0=AB+CEGx=0

Solving this we have:

{C=1F=0,G=1E=AB

Using these values we can write:

2x64x5+5x43x3+x2+3x=A(x1)2(x2+1)2+B(x1)(x2+1)2+(x2+1)2+(Dx+(AB))(x1)3(x2+1)+(x1)3=(A+D)x6+(A3D)x5+(2B+4D+1)x4+(2B4D+1)x3+(A+2B+3D1)x2+(A2BD+3)x

We compare the coefficients of x6 and x5 on both side and we have:

{A+D=2A3D=4A=D=1.

Therefore:

2x64x5+5x43x3+x2+3x=2x64x5+(2B+5)x4+(2B3)x3+(2B+1)x2+(2B+3)x

which gives us B = 0. Thus the partial fraction decomposition is given by:

f(x)=x2+3x+4+1(x1)+1(x1)3+x+1x2+1+1(x2+1)2.

Alternatively, instead of expanding, one can obtain other linear dependences on the coefficients computing some derivatives at x=1,ı in the above polynomial identity. (To this end, recall that the derivative at x = a of (xa)mp(x) vanishes if m > 1 and is just p(a) for m = 1.) For instance the first derivative at x = 1 gives

2645+5433+2+3=A(0+0)+B(4+0)+8+D0

that is 8 = 4B + 8 so B = 0.

Example 4 (residue method)

f(z)=z25(z21)(z2+1)=z25(z+1)(z1)(z+i)(zi)

Thus, f(z) can be decomposed into rational functions whose denominators are z+1, z−1, z+i, z−i. Since each term is of power one, −1, 1, −i and i are simple poles.

Hence, the residues associated with each pole, given by P(zi)Q(zi)=zi254zi3, are 1,1,3i2,3i2, respectively, and

f(z)=1z+11z1+3i21z+i3i21zi.

Example 5 (limit method)

Limits can be used to find a partial fraction decomposition.[4] Consider the following example:

1x31

First, factor the denominator which determines the decomposition:

1x31=1(x1)(x2+x+1)=Ax1+Bx+Cx2+x+1.

Multiplying everything by x1, and taking the limit when x1, we get

limx1((x1)(Ax1+Bx+Cx2+x+1))=limx1A+limx1(x1)(Bx+C)x2+x+1=A.

On the other hand,

limx1(x1)(x1)(x2+x+1)=limx11x2+x+1=13,

and thus:

A=13.

Multiplying by xScript error: No such module "Check for unknown parameters". and taking the limit when x, we have

limxx(Ax1+Bx+Cx2+x+1)=limxAxx1+limxBx2+Cxx2+x+1=A+B,

and

limxx(x1)(x2+x+1)=0.

This implies A + B = 0Script error: No such module "Check for unknown parameters". and so B=13.

For x = 0Script error: No such module "Check for unknown parameters"., we get 1=A+C, and thus C=23.

Putting everything together, we get the decomposition

1x31=13(1x1+x2x2+x+1).

Example 6 (integral)

Suppose we have the indefinite integral:

x4+x3+x2+1x2+x2dx

Before performing decomposition, it is obvious we must perform polynomial long division and factor the denominator. Doing this would result in:

(x2+3+3x+7(x+2)(x1))dx

Upon this, we may now perform partial fraction decomposition.

(x2+3+3x+7(x+2)(x1))dx=(x2+3+A(x+2)+B(x1))dx so: A(x1)+B(x+2)=3x+7. Upon substituting our values, in this case, where x=1 to solve for B and x=-2 to solve for A, we will result in:

A=133 ,B=43

Plugging all of this back into our integral allows us to find the answer:

(x2+3+13/3(x+2)+4/3(x1))dx=x33 +3x133ln(|x+2|)+43ln(|x1|)+C

The role of the Taylor polynomial

The partial fraction decomposition of a rational function can be related to Taylor's theorem as follows. Let

P(x),Q(x),A1(x),,Ar(x)

be real or complex polynomials assume that

Q=j=1r(xλj)νj,

satisfies degA1<ν1,,degAr<νr,anddeg(P)<deg(Q)=j=1rνj.

Also define

Qi=ji(xλj)νj=Q(xλi)νi,1ir.

Then we have

PQ=j=1rAj(xλj)νj

if, and only if, each polynomial Ai(x) is the Taylor polynomial of PQi of order νi1 at the point λi:

Ai(x):=k=0νi11k!(PQi)(k)(λi) (xλi)k.

Taylor's theorem (in the real or complex case) then provides a proof of the existence and uniqueness of the partial fraction decomposition, and a characterization of the coefficients.

Sketch of the proof

The above partial fraction decomposition implies, for each 1 ≤ i ≤ r, a polynomial expansion

PQi=Ai+O((xλi)νi),for xλi,

so Ai is the Taylor polynomial of PQi, because of the unicity of the polynomial expansion of order νi1, and by assumption degAi<νi.

Conversely, if the Ai are the Taylor polynomials, the above expansions at each λi hold, therefore we also have

PQiAi=O((xλi)νi),for xλi,

which implies that the polynomial PQiAi is divisible by (xλi)νi.

For ji,QjAj is also divisible by (xλi)νi, so

Pj=1rQjAj

is divisible by Q. Since

deg(Pj=1rQjAj)<deg(Q)

we then have

Pj=1rQjAj=0,

and we find the partial fraction decomposition dividing by Q.

Fractions of integers

The idea of partial fractions can be generalized to other integral domains, say the ring of integers where prime numbers take the role of irreducible denominators. For example:

118=1213132.

See also

Notes

<templatestyles src="Reflist/styles.css" />

  1. Script error: No such module "citation/CS1".
  2. Horowitz, Ellis. "Algorithms for partial fraction decomposition and rational function integration." Proceedings of the second ACM symposium on Symbolic and algebraic manipulation. ACM, 1971.
  3. Script error: No such module "citation/CS1".
  4. Script error: No such module "citation/CS1".

Script error: No such module "Check for unknown parameters".

References

  • Script error: No such module "Citation/CS1".
  • Script error: No such module "Citation/CS1".
  • Script error: No such module "Citation/CS1".
  • Script error: No such module "Citation/CS1".
  • Script error: No such module "citation/CS1".
  • Script error: No such module "Citation/CS1".
  • Script error: No such module "citation/CS1".
  • Script error: No such module "Citation/CS1".
  • Template:Springer
  • Script error: No such module "Citation/CS1".
  • Script error: No such module "citation/CS1".
  • Script error: No such module "Citation/CS1".
  • Script error: No such module "Citation/CS1".

External links

Template:Authority control