Newton's Identities

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Theorem

Let $X$ be a set of $n$ numbers $\set {x_1, x_2, \ldots, x_n}$.

Define:

\(\ds \mathbf S_m\) \(=\) \(\ds \set {\paren {j_1, \ldots, j_m} : 1 \le j_1 < \cdots < j_m \le n}\) $1 \le m \le n$
\(\ds \map {e_m} X\) \(=\) \(\ds \begin {cases} 1 & : m = 0 \\ \ds \sum_{\mathbf S_m} x_{j_1} \cdots x_{j_m} & : 1 \le m \le n \\ 0 & : m > n \\ \end {cases}\) Definition of Elementary Symmetric Function
\(\ds \map {p_k} X\) \(=\) \(\ds \begin{cases} n & : k = 0 \\ \ds \sum_{i \mathop = 1}^n x_i^k & : k \ge 1 \end {cases}\) Definition of Power Sum

Then Newton's identities are:

\(\text {(1)}: \quad\) \(\ds k \map {e_k} X\) \(=\) \(\ds \sum_{i \mathop = 1}^k \paren {-1}^{i - 1} \map {e_{k - i} } X \map {p_i} X\) for $1 \le k \le n$
\(\text {(2)}: \quad\) \(\ds 0\) \(=\) \(\ds \sum_{i \mathop = k - n}^k \paren {-1}^{i - 1} \map {e_{k - i} } X \map {p_i} X\) for $1 \le n < k$

Proof 1

Outline

The proof is divided into three cases: $k < n$, $k = n$ and $k > n$.

The tools are Viète's Formulas, Recursion Property of Elementary Symmetric Function, telescoping sums and homogeneous functions of degree $k$.


Proof 2

Outline

Calculus is used to prove identities (1) and (2) in a single effort.

The tools are Viète's Formulas, the calculus derivative of powers $x^n$ and logarithm $\ln \size x$, Maclaurin series expansion coefficients, mathematical induction, and Leibniz's Rule: One Variable.


Lemma 1

\(\ds \prod_{r \mathop = 1}^n \paren {1 + x_r z}\) \(=\) \(\ds \sum_{m \mathop = 0}^n {\map {e_m} X} z^m\)


Proof of Lemma 1

Begin with:

\(\text {(11)}: \quad\) \(\ds \prod_{r \mathop = 1}^n \paren {x - x_r}\) \(=\) \(\ds \sum_{i \mathop = 0}^n \paren {-1}^{n - i} {\map {e_{n - i} } X} x^i\) Viète's Formulas

Change variables in $(11)$: $x = -1/z$.

Details: Generating Function for Elementary Symmetric Function.

$\Box$


Lemma 2

Denote by $D^k \map f z$ the $k$th calculus derivative of $\map f z$.

Let:

\(\ds \map G z\) \(=\) \(\ds \prod_{k \mathop = 1}^n \paren {1 + x_k z}\) as in Lemma 1
\(\ds \map F z\) \(=\) \(\ds \dfrac {\map {DQ} z} {\map Q z}\) the calculus derivative of $\ln \size {\map Q z}$

Then:

\(\text {(12)}: \quad\) \(\ds \dfrac {D^m \map G 0} {m!}\) \(=\) \(\ds \map {e_m } X\)
\(\text {(13)}: \quad\) \(\ds \dfrac {D^m \map F 0} {m!}\) \(=\) \(\ds \paren {-1}^m \map {p_{m + 1} } X\)


Proof of Lemma 2

\(\ds \map G z\) \(=\) \(\ds \sum_{m \mathop = 0}^n {\map {e_m} X} z^m\) by Lemma 1

Then identity $(12)$ holds by Maclaurin series expansion applied to polynomial $G$.

Identity $(13)$ will be proved after mathematical induction establishes $(14)$ infra.

Let $\map {\mathbf P} m$ be the statement:

\(\text {(14)}: \quad\) \(\ds D^m \map F z\) \(=\) \(\ds \sum_{i \mathop = 1}^n \dfrac{ m!\paren {-1}^m x_i^{m+1} }{ \paren { 1 + x_i z }^{m+1} }\) for $m \ge 0$

Basis for the induction: $m=0$

By calculus and the definition of $G$:

\(\ds \map F z\) \(=\) \(\ds \dfrac { D \map Q z}{\map Q z}\)
\(\ds \leadsto \ \ \) \(\ds \) \(=\) \(\ds \sum_{i \mathop = 1}^n \dfrac { x_i }{ 1 + x_i z }\)

Then $\map {\mathbf P} 0$ is true.

Induction step $\map {\mathbf P} m$ implies $\map {\mathbf P} {m+1}$:

\(\ds D^{m + 1} \map F z\) \(=\) \(\ds \map D {\sum_{i \mathop = 1}^n \dfrac {m! \paren {-1}^m x_i^{m + 1} } {\paren {1 + x_i z}^{m + 1} } }\) by induction hypothesis $\map {\mathbf P} m$
\(\ds \) \(=\) \(\ds \sum_{i \mathop = 1}^n \dfrac{ m! \paren {-1}^m x_i^{m + 1} \paren {-1} \paren {m + 1} x_i} {\paren {1 + x_i z}^{m + 2} }\) Power Rule for Derivatives: $\dfrac {\d u^{-n} } {\d z } = \paren {-n} u^{-n - 1} \dfrac {\d u} {\d z}$

Simplify to prove $\map {\mathbf P} {m + 1}$ is true.

The induction is complete.

To prove equation (13), first let $z = 0$ in equation (14).

Divide by $m!$ to isolate $\map {p_{m + 1} } X$, which proves (13).

$\Box$


Lemma 3

\(\text {(15)}: \quad\) \(\ds \paren {m + 1} \map {e_{m + 1} } X\) \(=\) \(\ds \sum_{r \mathop = 0}^m \paren {-1}^r {\map {e_{m - r} } X} {\map {p_{r + 1} } X}\) for $m \ge 0$


Proof of Lemma 3

Begin with $D \map G z = {\map F z} {\map G z}$ and differentiate $m$ times on variable $z$:

\(\ds D^{m + 1} \map G z\) \(=\) \(\ds \sum_{r \mathop = 0}^m {\dbinom m r} D^r {\map F z} D^{m - r} {\map G z}\) Leibniz's Rule/One Variable
\(\ds D^{m + 1} {\map G 0}\) \(=\) \(\ds \sum_{r \mathop = 0}^m \dbinom m r r! \paren {-1}^r {\map {p_{r + 1} } X} \paren {m - r}! \map {e_{m-r} } X\) Evaluate at $ z = 0$ and use equations (12) and (13) in Lemma 2
\(\ds \paren {m + 1} {\map {e_m} X}\) \(=\) \(\ds \sum_{r \mathop = 0}^m \paren {-1}^r {\map {e_{m-r} } X} {\map {p_{r+1} } X}\) Use (12), then collect factorials and simplify

$\Box$


Proof of the Theorem

To prove (1), start with equation (15) in Lemma 3.

Change indices via equations $m + 1 = k$, $r + 1 = i$.

The summation is from $i = 0 + 1$ to $i = m + 1$, which gives range $i = 1$ to $k$.

Subscript $m - r$ equals $k - 1- i + 1$, which simplifies to $k - i$.

Then:

\(\text {(16)}: \quad\) \(\ds k \map {e_k} X\) \(=\) \(\ds \sum_{i \mathop = 1}^{k} \paren {-1}^{i - 1} {\map {e_{k - i} } X} {\map {p_i} X}\) for $k \ge 1$, which is equation (1)

To prove (2), assume $k > n \ge 1$ and $X = \set {x_1, \ldots, x_n}$.

Equation (16) implies:

\(\text {(117)}: \quad\) \(\ds 0\) \(=\) \(\ds k \map {e_{k} } X\) because $ \map {e_j} X = 0$ for $j = n + 1, \ldots, k$.
\(\ds \leadsto \ \ \) \(\ds 0\) \(=\) \(\ds \sum_{i \mathop = 1}^k \paren {-1}^{i - 1} {\map {e_{k - i} } X} {\map {p_i} X}\) by (16) for $k \ge 1$
\(\ds \leadsto \ \ \) \(\ds 0\) \(=\) \(\ds \sum_{i \mathop = k - n}^k \paren {-1}^{i - 1} {\map {e_{k - i} } X} {\map {p_i} X}\) because $ \map {e_{k - i} } X = 0$ when $n + 1 \le k - i \le k$

Then (2) holds.

$\blacksquare$


Also known as

Newton's identities are also known as:

the Newton-Girard identities
the Newton-Girard formulas

for Albert Girard.


Source of Name

This entry was named for Isaac Newton.


Historical Note

Isaac Newton published in Arithmetica universalis (1707) a generalization of the $ n \le 4$ formulas of A. Girard (1629), without proof. Formulas (1)-(2) make it possible to recursively solve for the symmetric functions $\set {e_k} $ in terms of power sums $\set {p_k}$ (Knuth 1997, p 94) and conversely. A history of Girard's work is in Funkhouser (1930). Various proofs of (1)-(2) exist: Baker (1959), Eidswick (1968), Mead (1992), Kalman (2000), Tignol (2001). Boklan (2018) reported calculus differentiation recursions to directly generate Girard's identities.


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