Skip to main content

Compact form of the Lagrange inversion formula

The Lagrange inversion formula can be used to find the power series for the inverse of a function. I wrote about a different approach this problem a couple years ago, that time using Bell polynomials. This time I’ll give a formula that is more direct and easier to remember.

Suppose we have a function A(x) and can compute its derivatives. We want to find a power series for B(x) where B(A(x)) = x. We assume A(0) = 0 and A‘(0) ≠ 0.

The kth coefficient in the power series for B(x) is given by

b_k = \frac{1}{k} [k-1] \left(\frac{x}{A(x)}\right)^k

where [k – 1] in front of a function means to take the (k-1)st coefficient in its power series.

Let’s apply this to get the first few terms of the series for tangent. Since inverse tangent has a simpler power series than tangent, we’ll set A(x) = arctan(x) so that B(x) is tangent, i.e. the inverse of the inverse tangent.

Of course we could just find the power series for tangent directly, and this is just a demonstration. Power series inversion is more useful when you can’t simply find the series for the inverse function directly.

We will compute the coefficients b1, b3, and b5 to get a 5th order series for tangent. Why don’t we need to compute b2 and b4? Because tangent is an odd function, we know that its power series coefficients with even indices are zero.

(You can see that this happens in general by looking at the equation above. If A(x) is an odd function, then x / A(x) is even, and so are its kth powers. The coefficients with odd index in the power series for an even function are zero.)

\begin{align*} \left(\frac{x}{\arctan(x)}\right)^1 &= 1 + \frac{1}{3}x^2 - \frac{1}{45}x^4 + \cdots \\ \left(\frac{x}{\arctan(x)}\right)^3 &= 1 + \phantom{\frac{1}{3}}x^2 + \frac{1}{15}x^4 + \cdots \\ \left(\frac{x}{\arctan(x)}\right)^5 &= 1 + \frac{5}{3}x^2 + \frac{2}{15}x^4 + \cdots \end{align*}

So b1 equals the 0th coefficient in the power series for x/arctan(x), which is 1.

Next b3 equals 1/3 times the 2nd coefficient in the power series for (x/arctan(x))3, and so b3 = 1/3.

Finally, b5 equals 1/5 times the 4th coefficient in the power series for (x/arctan(x))5, and so b3 = 2/15.

This tells us the power series for tangent is given by

\tan(x) = x + \frac{1}{3} x^3 + \frac{2}{15}x^5 + \cdots

and we could check by computing the power series directly that these terms are correct.

Incidentally, we can extend the formula at the top of this post to include powers of the inverse function. That is, the coefficients in the power series for B(x)n are given by

 [k] ((B(x)^n) = \frac{n}{k} [k-n] \left(\frac{x}{A(x)}\right)^k [k] ((B(x)^n) = \frac{n}{k} [k-n] \left(\frac{x}{A(x)}\right)^k

which reduces to the formula up top when n = 1.



from John D. Cook https://ift.tt/2DAkbSP
via IFTTT

Comments

Popular posts from this blog

Controlling legend appearance in ggplot2 with override.aes

[This article was first published on Very statisticious on Very statisticious , and kindly contributed to R-bloggers ]. (You can report issue about the content on this page here ) Want to share your content on R-bloggers? click here if you have a blog, or here if you don't. In ggplot2 , aesthetics and their scale_*() functions change both the plot appearance and the plot legend appearance simultaneously. The override.aes argument in guide_legend() allows the user to change only the legend appearance without affecting the rest of the plot. This is useful for making the legend more readable or for creating certain types of combined legends. In this post I’ll first introduce override.aes with a basic example and then go through three additional plotting scenarios to how other instances where override.aes comes in handy. Table of Contents R packages Introducing override.aes Adding a guides() layer Using the guide argument in scale_*() Changing multiple aesthetic par...

Using RStudio and LaTeX

(This article was first published on r – Experimental Behaviour , and kindly contributed to R-bloggers) This post will explain how to integrate RStudio and LaTeX, especially the inclusion of well-formatted tables and nice-looking graphs and figures produced in RStudio and imported to LaTeX. To follow along you will need RStudio, MS Excel and LaTeX. Using tikzdevice to insert R Graphs into LaTeX I am a very visual thinker. If I want to understand a concept I usually and subconsciously try to visualise it. Therefore, more my PhD I tried to transport a lot of empirical insights by means of  visualization . These range from histograms, or violin plots to show distributions, over bargraphs including error bars to compare means, to interaction- or conditional effects of regression models. For quite a while it was very tedious to include such graphs in LaTeX documents. I tried several ways, like saving them as pdf and then including them in LaTeX as pdf, or any other file ...