The Residue Theorem and Its Applications
The Residue Theorem and Its Applications
Oliver Knill
Caltech, 1996
This text contains some notes to a three hour lecture in complex analysis given at Caltech. The lectures start from
scratch and contain an essentially self-contained proof of the Jordan normal form theorem, I had learned from
Eugene Trubowitz as an undergraduate at ETH Zürich in the third semester of the standard calculus education at
that school. My text also includes two proofs of the fundamental theorem of algebra using complex analysis and
examples, which examples showing how residue calculus can help to calculate some definite integrals. Except for the
proof of the normal form theorem, the material is contained in standard text books on complex analysis. The notes
assume familiarity with partial derivatives and line integrals. I use Trubowitz approach to use Greens theorem to
prove Cauchy’s theorem. [ When I had been an undergraduate, such a direct multivariable link was not in my complex analysis text books (Ahlfors for example does not mention
Greens theorem in his book).] For the Jordan form section, some linear algebra knowledge is required.
Definition. Let γ : (a, b) → D be a differentiable curve in D. Define the complex line integral
Z Z b
f (z) dz = f (γ(t)) · γ̇(t) dt
γ a
The integral for piecewise differentiable curves γ is obtained by adding the integrals of the pieces. We always
assume from now on that all curves γ are piecewise differentiable.
Example. D = {|z| < r} with r > 1, γ : [0, k · 2π] → D, γ(t) = (cos(t), sin(t)), f (z) = z n with k ∈ N, n ∈ Z.
Z Z k2π Z k2π
z n dz = eint eit i dt = ei(n+1)t i dt
γ 0 0
If n 6= −1, we get
1 i(n+2)t k2π
Z
z n dz = e |0 = 0
γ n+1
R k2π
z n dz =
R
If n = −1, we have γ 0 i dt = k · 2πi.
We recall from vector calculus the Green formula for a vector field (u, v) in R2
Z Z
(uẋ + v ẏ) dt = (vx − uy ) dx ∧ dy ,
γ D
where D is the open set enclosed by closed curve γ = δD and where dx ∧ dy = dxdy is the volume form in the
plane. Write dz = dx + idy, dz = dx − idy and dz ∧ dz = 2idx ∧ dy. Define for f ∈ C 1 (D)
Theorem 1.1 (Complex Green Formula)
f ∈ C 1 (D), D ⊂ C, γ = δD.
∂f
Z Z
f (z)dz = dz ∧ dz .
γ D ∂z
Proof. Green’s theorem applied twice (to the real part with the vector field (u, −v) and to the imaginary part with
the vector field (v, u)) shows that
Z Z b
f (z) dz = (uẋ − v ẏ) + i · (uẏ + v ẋ) dt
γ a
coincides with
∂f 1 i
Z Z
dz ∧ dz = (ux − vy ) + (uy + vx ) 2idx ∧ dy
D ∂z 2 2
ZD Z
= (−uy − vx )dx ∧ dy + i · (ux − vy )dx ∧ dy
D D
We check that
∂f ∂u ∂v ∂v ∂u
=0 ⇔ = , =− .
∂z ∂x ∂y ∂x ∂y
The right hand side are called the Cauchy-Riemann differential equations.
∂f
Definition. Denote by C ω (D) the set of functions in C 1 (D) for which ∂z = 0 for all z ∈ D. Functions f ∈ C ω (D)
are called analytic or holomorphic in D.
Corollary 1.2 (Theorem of Cauchy)
f ∈ C ω (D), D ⊂ C, γ = δD.
Z
f (z) dz = 0 .
γ
Proof.
∂f
Z Z
f (z) dz = dz ∧ dz = 0
γ D ∂z
1 f (w) dw
Z
f (a) = .
2πi γ w − a
Proof. Define for small enough ǫ > 0 the set Dǫ = D \ {|z − a| ≤ ǫ} and the curve γǫ : t 7→ z + ǫeit . (Because D is
open, the set Dǫ is contained in D for small enough ǫ). Because γ ∪ −γǫ = δDǫ we get by Cauchy’s theorem 1.2
f (w) f (w)
Z Z
dw − dw = 0 .
γ w−a γǫ w − a
We compute
2π 2π
f (w) f (z + ǫ · eit ) d
Z Z Z
dw = (a + ǫeit ) dt = i · f (a + ǫ · eit ) dt
γǫ w−a 0 a + ǫ · eit − a dt 0
The right hand side converges for ǫ → 0 to 2πif (a) because f ∈ C 1 (D) implies
|f (a + ǫeit ) − f (a)| ≤ C · ǫ
Corollary 1.4 (Generalized Cauchy Integral formulas)
Assume f ∈ C ω (D) and D ⊂ C simply connected, and δD = γ. For all n ∈ N
one has f (n) (z) ∈ C ω (D) and for any z ∈ /γ
n! f (w) dz
Z
f (n) (z) = .
2πi γ (w − z)n+1
Definition Let f ∈ C ω (D \ {a}) and a ∈ D with simply connected D ⊂ C with boundary γ. Define the residue of
f at a as
1
Z
Res(f, a) := f (z) dz .
2πi γ
By Cauchy’s theorem, the value does not depend on D.
Example. f (z) = (z − a)−1 and D = {|z − a| < 1}. Our calculation in the example at the beginning of the section
gives Res(f, a) = 1.
Proof. Take ǫ soSsmall that Di = {|z − zi | ≤ ǫ} are all disjoint and contained in D. Applying Cauchy’s theorem to
the domain D \ n1=1 Di leads to the above formula.
In this section we want to see how the residue theorem can be used to computing definite real integrals.
∞
sin(x) π
Z
Si(∞) = dx =
0 x 2
iz sin(x)
Proof. Let f (z) = ez which satisfies f ∈ C ω (C \ {0}). For z = x ∈ R, we have Im(f (z)) = x . Define for
S4
R > ǫ > 0 the open set D enclosed by the curve γ = i=1 γi , where
Figure 1
γ1 : t ∈ [ǫ, R] 7→ t + 0 · i.
γ2 : t ∈ [0, π] 7→ R · eit .
γ3 : t ∈ [−R, −ǫ] 7→ t + 0 · i.
γ4 : t ∈ [π, 0] 7→ ǫ · eit .
-R R
By Cauchy’s theorem
R π it ǫ 0 it
eix eiRe eix eiǫe
Z Z Z Z Z
0= f (z) dz = dx + iReit dt + dx + iǫeit dt .
γ ǫ x 0 Reit −R x π ǫeit
The imaginary part of the first and the third integral converge for ǫ → 0, R → ∞ both to Si(∞). The imaginary
part of the fourth integral converges to −π because
Z π
it
lim eiǫe i dt → iπ .
ǫ→0 0
it
The second integral converges to zero for R → ∞ because |eiRe | = |e−R sin(t) | ≤ |e−Rt | for t ∈ (0, π/2].
∞
1
Z
dx = π
−∞ 1 + x2
Proof. Take f (z) = 1 + z 2 which has a simple pole a = i in the upper half plane. Define for R > 0 the half-disc D
with a hole which has as a boundary the curve γ = 2i=1 γi with
S
γ1 : t ∈ [−R, R] 7→ t + 0 · i.
γ2 : t ∈ [0, π] 7→ R · eit .
f is analytic in D \ {i} and by the residue theorem
Z R Z π
1 iReit dt
Z
f (z) dz = 2
dx = 2 2it
= 2πi · Res(f (z), i) = 2πi · lim (z − i) · f (z) = π
γ −R 1 + x 0 1+R ·e z→i
Proof. Define for R > r > 0 the domain D enclosed by the curves γR ∪ γ− ∪ γr ∪ γ+ with γ+ : t ∈ [r, R] 7→ t + 0 · i.
γ− : t ∈ [R, r] 7→ t + 0 · i.
γR : t ∈ [0, 2π] 7→ R · eit .
γr : t ∈ [0, 2π] 7→ r · e−it .
and apply the residue theorem for the function h(z) · log(z):
Z Z Z Z Z
h(z) log(z) dz = h(z) log(z) dz + h(z) log(z) dz + h(z) log(z) dz + h(z) log(z) dz
R
Because of the degree assumption, γR h(z) log(z) → 0 for R → ∞. Because h is analytic near 0 and log(z) goes
R
slower to ∞ than z → 0 we get also γr h(z) log(z) dz → 0 as r → 0. The sum of the last two integrals goes to
R∞
−(2πi) 0 h(x) dx because Z Z
h(z) log(z) dz = − h(z)(log(z) + 2πi) dz .
γ+ γ−
π
dθ π
Z
dθ = √ ,a > 1
0 a + cos(θ) a2 − 1
Let M (n, R) denote the set of real n × n matrices and by M (n, C) the set n × n matrices with complex entries.
For A ∈ M (n, C) the characteristic polynomial is
k
Y
det(λ − A) = (λ − λi )µi .
i=1
Two matrices A, B ∈ M (n, C) are called similar if there exists an invertible matrix S such that A = S −1 BS.
Proof. From A(λ − A) = (λ − A)A follows R(λ)A = AR(λ) and we get by filling in (λ′ − A)R(λ′ ) = I and
(λ − A)R(λ) = I
R(λ) − R(λ′ ) = R(λ)(λ′ − A)R(λ′ ) − (λ − A)R(λ)R(λ′ ) = (λ′ − λ)R(λ)R(λ′ ) .
Proof.
1) For i 6= j we have using the resolvent identity
Z Z Z Z
(2πi)2 Pi Pj = R(λ) dλ R(λ′ ) dλ′ = R(λ)R(λ′ ) dλdλ′
γi γj γi γj
R(λ) − R(λ′ )
Z Z
= dλ dλ′
γi γj λ′ − λ
1 1
Z Z Z Z
′ ′
= R(λ) dλ dλ + R(λ ) dλ dλ′ = 0 .
γi γj λ′−λ
γi γj λ′−λ
1 1
Z Z Z Z
′ ′
= R(λ) dλ dλ − R(λ ) dλ dλ′
γi λ − λ γi λ − λ
′ ′
γi ′ γi
′
Z
= 2πi · R(λ′ )dλ′ ,
γi′
1 1
R R
where we used γi′ λ′ −λ
dλ′ = 0 and γi λ′ −λ
dλ = 2πi.
2) Using Cauchy’s theorem we have for any curve γR = {|λ| = R} enclosing all the eigenvalues
k k Z
1 X 1
X Z
Pi = R(λ) dλ = R(λ) dλ
i=1
2πi i=1 γi 2πi γR
1 A 1 A
Z Z
= R(λ) − R(λ) dλ + R(λ) dλ
The claim follows from
1 1
Z
dλ = 1
2πi γR λ
and from the fact that for R → ∞
A
Z
R(λ) dλ → 0
γR λ
−1
since |R(λ)ij | ≤ C · λ for a constant C only dependent on A.
= (2πi)2 Ni .
4) Ni Nj = 0 is left as an exercise. (The calculation goes completely analogue to the already done calculations in
1) or in 3)
Z Z
(2πi)Pi (A − λi ) = R(λ)(A − λi ) dλ = R(λ)(A − λi ) − I dλ
γ γi
Z i
= R(λ)(A − λi ) − R(λ)(A − λ) dλ
γ
Z i
= (λ − λi )R(λ) dλ = (2πi)Ni .
γi
The claim Niµi follows from the fact that (λ − λi )µi R(λ) is analytic.
Remark. It follows that the matrix A leaves invariant the subspaces Hi = Pi H of H = Cn and acts on Hi as
v 7→ λi v + Ni v .
There is a basis of Hi , the matrices Ni have 1 in the side diagonal and are 0 everywhere else: by 4), we know that µi
is the smallest k such that Nik = 0. It implies that all eigenvalues of N are 0. There exists a vector v ∈ Hi such that
n−1
{Nik v = vk }k=0 form a basis in Hi . (This is an exercise: any nontrivial relation j aj Nij v = 0 would imply that Ni
P
0 1
· 1
had an eigenvalue different from 0). In that basis, the transformation Ni is the matrix Ni = · .
0 1
0
The matrix A is now a direct sum of Jordan blocks A = ⊕ki=1 Ai , where
λi 1
· 1
Ai = · .
λi 1
λi
Exercises: 1) Perform the calculation which had been left out in the above proof: show that
Ni Nj = 0, i 6= j .
2) Show that if a linear transformation N on a µ dimensional space has the property N µ = 0 and N k 6= 0 for
k < µ, then there is a basis in which N is a Jordan block with zeros in the diagonal.
Proof. Define
t
z ′ (s) ds
Z
h(t) := .
0 z(s) − a
Since h′ (t) = z ′ (t)/(z(t) − a), we get
d −h(t)
e (z(t) − a) = h′ (t)e−h(t) (z(t) − a) + e−h(t) z ′ (t) = 0 .
dt
z(t)−a z(2π)−a
and e−h(t) (z(t) − a) = e−h(0) (z(0) − a) is a constant. Therefore eh(t) = z(0)−a and especially eh(2π) = z(0)−a =1
which means h(2π) = 2πik.
Definition The index or winding number of a closed curve γ with respect to a point a ∈
/ γ is
1 dz
Z
n(γ, a) = ∈ 2πiZ .
2πi γ z − a
Cauchy’s integral formula and the residue theorem holds more generally for any closed curve γ in a simply con-
If f ∈ C ω (D)
1 f (w) dw
Z
n(γ, z) · f (z) = .
γ 2πi w − z
If f ∈ C ω (D \ {zi }ni=1 )
n
1
Z X
f (z) dz = n(γ, zi ) Res(f, zi ) .
2πi γ i=1
Proof. Write
f (z) = (z − a1 )(z − a2 ) . . . (z − an )g(z)
where g(z) has no zeros in D. We compute
f ′ (z) 1 1 1 g ′ (z)
= + + ... + .
f (z) z − a1 z − a2 z − an g(z)
then a is called a pole of f . The smallest n such that the above limit is zero is called the order of the pole. If an
isolated singularity is not a pole, it is called an essential singularity. If f ∈ C ω (D \ {zi }) and each zi is a pole
then f is called meromorphic in D.
f ′ (z)
Z ′
1 1 1 1 1 g (z)
Z
( + + ... + ) dz = dz
2πi γ f (z) z − b1 z − b2 z − bk 2πi γ g(z)
P
The right hand side is by argument principle for analytic maps equal to i n(γ, ai ). The left hand side is
Z ′
1 f (z) X
dz + n(γ, bj ) .
2πi γ f (z)
Theorem 4.4 (Generalized argument principle)
Let f be meromorphic in the simply connected set D, ai the zeros of f , bi the
poles of f in D and γ a closed curve avoiding ai , bi and g ∈ C ω (D).
n k
1 f ′ (z)
X X Z
g(ai )n(γ, ai ) − g(bi )n(γ, bj ) = g(z) · dz
i j
2πi γ f (z)
As an application, take h ∈ C ω (∆) with ∆ = {|z − a| < r} and D = h(∆). For z ∈ ∆ put ξ = h(z). The function
f (w) = h(w) − ξ has only one zero in D. Apply the last theorem with g(w) = w. We get
1 wh′ (w)
Z
−1
h (ξ) = z = dw
2πi δ(D) h(w) − ξ
Assume f ∈ C ω (D \ {zi }) is meromorphic. Denote by Zf = Zf (D) the number of zeros of a function in D and
with Pf = Pf (D) the number of poles of f in D.
1 (f /g)′ 1 f′ g′
Z Z
0= dz = − dz .
2πi γ f /g 2πi γ f g
p(z)
Proof. zn = 1 + a1 /z + . . . an /z n goes to 1 for |z| → ∞. Consider the function g(z) = z n and D = {|z| < R}.