Principal component analysis: Difference between revisions

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{{Distinguish2|periodic mapping, a mapping whose nth iterate is the identity (see [[periodic point]])}}
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In [[mathematics]], a '''periodic function'''  is a [[function (mathematics)|function]] that repeats its values in regular intervals or periods.  The most important examples are the [[trigonometric functions]], which repeat over intervals of 2''&pi;'' [[radian]]s. Periodic functions are used throughout science to describe [[oscillation]]s, [[wave]]s, and other phenomena that exhibit [[Frequency|periodicity]]. Any function which is not periodic is called '''aperiodic'''.
 
[[Image:Periodic function illustration.svg|thumb|right|300px|An illustration of a periodic function with period <math>P.</math>]]
 
== Definition ==
A function ''f'' is said to be '''periodic''' with period ''P'' (''P'' being a nonzero constant) if we have
 
:<math>f(x+P) = f(x) \,\!</math>
 
for all values of ''x''.  If there exists a least positive<ref>For some functions, like a [[constant function]] or the [[indicator function]] of the [[rational number]]s, a least positive "period" may not exist (the [[infimum]] of possible positive ''P'' being zero).</ref>
constant ''P'' with this property, it is called the '''fundamental period''' (also '''primitive period''', '''basic period''', or '''prime period'''.)  A function with period ''P'' will repeat on intervals of length ''P'', and these intervals
are referred to as '''periods'''.
 
Geometrically, a periodic function can be defined as a function whose graph exhibits [[translational symmetry]].  Specifically, a function ''f'' is periodic with period ''P'' if the graph of ''f'' is [[invariant (mathematics)|invariant]] under [[translation (geometry)|translation]] in the ''x''-direction by a distance of ''P''.  This definition of periodic can be extended to other geometric shapes and patterns, such as periodic [[tessellation]]s of the plane.
 
A function that is not periodic is called '''aperiodic'''.
 
==Examples==
[[Image:Sine.svg|thumb|right|350px|A graph of the sine function, showing two complete periods]]
For example, the [[sine function]] is periodic with period 2''&pi;'', since
 
:<math>\sin(x + 2\pi) = \sin x \,\!</math>
 
for all values of ''x''.  This function repeats on intervals of length 2''&pi;'' (see the graph to the right).
 
Everyday examples are seen when the variable is ''time''; for instance the hands of a [[clock]] or the phases of the [[moon]] show periodic behaviour. '''Periodic motion''' is motion in which the position(s) of the system are expressible as periodic functions, all with the ''same'' period.
 
For a function on the [[real number]]s or on the [[integer]]s, that means that the entire [[Graph of a function|graph]] can be formed from copies of one particular portion, repeated at regular intervals.
 
A simple example of a periodic function is the function ''f'' that gives the "[[fractional part]]" of its argument. Its period is 1. In particular,
 
: ''f''( 0.5 ) = ''f''( 1.5 ) = ''f''( 2.5 ) = ... = 0.5.
 
The graph of the function ''f'' is the [[sawtooth wave]].
 
[[Image:Sine cosine plot.svg|300px|right|thumb|A plot of ''f''(''x'') = sin(''x'') and ''g''(''x'') = cos(''x''); both functions are periodic with period 2&pi;.]]
The [[trigonometric function]]s sine and cosine are common periodic functions, with period 2π (see the figure on the right).  The subject of [[Fourier series]] investigates the idea that an 'arbitrary' periodic function is a sum of trigonometric functions with matching periods.
 
According to the definition above, some exotic functions, for example the [[Dirichlet function]], are also periodic; in the case of  [[Dirichlet function]], any nonzero rational number is a period.
 
==Properties==
<!-- '''periodicity with period zero''' ''P'' ''' greater than zero if !-->
If a function ''f'' is periodic with period ''P'', then for all ''x'' in the domain of ''f'' and all integers ''n'',
 
: ''f''(''x'' + ''nP'') = ''f''(''x'').
 
If ''f''(''x'') is a function with period ''P'', then ''f''(''ax+b''), where ''a'' is a positive constant,  is periodic with period ''P/|a|''. For example, ''f''(''x'')=sin''x'' has period  2π, therefore sin(5''x'') will have period 2π/5.
 
==Double-periodic functions==
A function whose domain is the [[complex number]]s can have two incommensurate periods without being constant. The [[elliptic function]]s are such functions.
("Incommensurate" in this context means not real multiples of each other.)
 
==Complex example==
Using [[complex analysis|complex variables]] we have the common period function:
 
:<math>e^{ikx} = \cos kx + i\,\sin kx</math>
 
As  you can see, since the cosine and sine functions are periodic, and the complex exponential above is made up of cosine/sine waves, then the above (actually [[Euler's formula]]) has the following property. If ''L'' is the period of the function then:
 
:<math>L = 2\pi/k </math>
 
== Generalizations ==
 
=== Antiperiodic functions ===
 
One common generalization of periodic functions is that of '''antiperiodic functions'''.  This is a function ''f'' such that ''f''(''x''&nbsp;+&nbsp;''P'') = &minus;''f''(''x'') for all ''x''.  (Thus, a ''P''-antiperiodic function is a 2''P''-periodic function.)
 
=== Bloch-periodic functions ===
 
A further generalization appears in the context of [[Bloch wave]]s and [[Floquet theory]], which govern the solution of various periodic differential equations.  In this context, the solution (in one dimension) is typically a function of the form:
 
:<math>f(x+P) = e^{ikP} f(x) \,\!</math>
 
where ''k'' is a real or complex number (the ''Bloch wavevector'' or ''Floquet exponent'').  Functions of this form are sometimes called '''Bloch-periodic''' in this context.  A periodic function is the special case ''k''&nbsp;=&nbsp;0, and an antiperiodic function is the special case ''k''&nbsp;=&nbsp;π/''P''.
 
=== Quotient spaces as domain ===
 
In [[signal processing]] you encounter the problem, that [[Fourier series]] represent periodic functions
and that Fourier series satisfy [[convolution theorem]]s
(i.e. [[convolution]] of Fourier series corresponds to multiplication of represented periodic function and vice versa),
but periodic functions cannot be convolved with the usual definition,
since the involved integrals diverge.
A possible way out is to define a periodic function on a bounded but periodic domain.
To this end you can use the notion of a [[Quotient space (linear algebra)|quotient space]]:
:<math>{\mathbb{R}/\mathbb{Z}}
= \{x+\mathbb{Z} : x\in\mathbb{R}\}
= \{\{y : y\in\mathbb{R}\land y-x\in\mathbb{Z}\} : x\in\mathbb{R}\}</math>.
That is, each element in <math>{\mathbb{R}/\mathbb{Z}}</math> is an [[equivalence class]]
of [[real number]]s that share the same [[fractional part]].
Thus a function like <math>f : {\mathbb{R}/\mathbb{Z}}\to\mathbb{R}</math>
is a representation of a 1-periodic function.
 
==See also==
* [[List of periodic functions]]
* [[Periodic sequence]]
* [[Almost periodic function]]
* [[Amplitude]]
* [[Definite pitch]]
* [[Doubly periodic function]]
* [[Floquet theory]]
* [[Frequency]]
* [[Oscillation]]
* [[Quasiperiodic function]]
* [[Wavelength]]
* [[Periodic summation]]
* [[Secular variation]]
 
==References==
{{Reflist}}
* {{cite book|last=Ekeland|first=Ivar|authorlink=Ivar Ekeland|chapter=One|title=Convexity methods in Hamiltonian mechanics|series=Ergebnisse der Mathematik und ihrer Grenzgebiete (3) [Results in Mathematics and Related Areas (3)]|volume=19|publisher=Springer-Verlag|location=Berlin|year=1990|pages=x+247|isbn=3-540-50613-6|mr=1051888|ref=harv}}
 
==External links==
* {{springer|title=Periodic function|id=p/p072170}}
*[http://mathworld.wolfram.com/PeriodicFunction.html Periodic functions at MathWorld]
 
[[Category:Calculus]]
[[Category:Elementary mathematics]]
[[Category:Fourier analysis]]
[[Category:Types of functions]]

Revision as of 00:42, 4 March 2014

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