Natural logarithm

Last updated

Natural logarithm
Log (2).svg
Graph of part of the natural logarithm function. The function slowly grows to positive infinity as x increases, and slowly goes to negative infinity as x approaches 0 ("slowly" as compared to any power law of x).
General information
General definition
Motivation of inventionAnalytic proofs
Fields of applicationPure and applied mathematics
Domain, Codomain and Image
Domain
Codomain
Image
Specific values
Value at ++
Value at e1
Specific features
Asymptote
Root 1
Inverse
Derivative
Antiderivative

The natural logarithm of a number is its logarithm to the base of the mathematical constant e, which is an irrational and transcendental number approximately equal to 2.718281828459. [1] The natural logarithm of x is generally written as ln x, logex, or sometimes, if the base e is implicit, simply log x. [2] [3] Parentheses are sometimes added for clarity, giving ln(x), loge(x), or log(x). This is done particularly when the argument to the logarithm is not a single symbol, so as to prevent ambiguity.

Contents

The natural logarithm of x is the power to which e would have to be raised to equal x. For example, ln 7.5 is 2.0149..., because e2.0149... = 7.5. The natural logarithm of e itself, ln e, is 1, because e1 = e, while the natural logarithm of 1 is 0, since e0 = 1.

The natural logarithm can be defined for any positive real number a as the area under the curve y = 1/x from 1 to a [4] (with the area being negative when 0 < a < 1). The simplicity of this definition, which is matched in many other formulas involving the natural logarithm, leads to the term "natural". The definition of the natural logarithm can then be extended to give logarithm values for negative numbers and for all non-zero complex numbers, although this leads to a multi-valued function: see complex logarithm for more.

The natural logarithm function, if considered as a real-valued function of a positive real variable, is the inverse function of the exponential function, leading to the identities:

Like all logarithms, the natural logarithm maps multiplication of positive numbers into addition: [5]

Logarithms can be defined for any positive base other than 1, not only e. However, logarithms in other bases differ only by a constant multiplier from the natural logarithm, and can be defined in terms of the latter, .

Logarithms are useful for solving equations in which the unknown appears as the exponent of some other quantity. For example, logarithms are used to solve for the half-life, decay constant, or unknown time in exponential decay problems. They are important in many branches of mathematics and scientific disciplines, and are used to solve problems involving compound interest.

History

The concept of the natural logarithm was worked out by Gregoire de Saint-Vincent and Alphonse Antonio de Sarasa before 1649. [6] Their work involved quadrature of the hyperbola with equation xy = 1, by determination of the area of hyperbolic sectors. Their solution generated the requisite "hyperbolic logarithm" function, which had the properties now associated with the natural logarithm.

An early mention of the natural logarithm was by Nicholas Mercator in his work Logarithmotechnia, published in 1668, [7] although the mathematics teacher John Speidell had already compiled a table of what in fact were effectively natural logarithms in 1619. [8] It has been said that Speidell's logarithms were to the base e, but this is not entirely true due to complications with the values being expressed as integers. [8] :152

Notational conventions

The notations ln x and logex both refer unambiguously to the natural logarithm of x, and log x without an explicit base may also refer to the natural logarithm. This usage is common in mathematics, along with some scientific contexts as well as in many programming languages. [nb 1] In some other contexts such as chemistry, however, log x can be used to denote the common (base 10) logarithm. It may also refer to the binary (base 2) logarithm in the context of computer science, particularly in the context of time complexity.

Definitions

The natural logarithm can be defined in several equivalent ways.

Inverse of exponential

The most general definition is as the inverse function of , so that . Because is positive and invertible for any real input , this definition of is well defined for any positive x. For the complex numbers, is not invertible, so is a multivalued function. In order to make a proper, single-output function, we therefore need to restrict it to a particular principal branch, often denoted by . As the inverse function of , can be defined by inverting the usual definition of :

Doing so yields:

This definition, therefore, derives its own principal branch from the principal branch of nth roots.

Integral definition

ln a as the area of the shaded region under the curve f(x) = 1/x from 1 to a. If a is less than 1, the area taken to be negative. Log-pole-x 1.svg
ln a as the area of the shaded region under the curve f(x) = 1/x from 1 to a. If a is less than 1, the area taken to be negative.
The area under the hyperbola satisfies the logarithm rule. Here A(s,t) denotes the area under the hyperbola between s and t. Log.gif
The area under the hyperbola satisfies the logarithm rule. Here A(s,t) denotes the area under the hyperbola between s and t.

The natural logarithm of a positive, real number a may be defined as the area under the graph of the hyperbola with equation y = 1/x between x = 1 and x = a. This is the integral [4]

If a is in , then the region has negative area, and the logarithm is negative.

This function is a logarithm because it satisfies the fundamental multiplicative property of a logarithm: [5]

This can be demonstrated by splitting the integral that defines ln ab into two parts, and then making the variable substitution x = at (so dx = adt) in the second part, as follows:

In elementary terms, this is simply scaling by 1/a in the horizontal direction and by a in the vertical direction. Area does not change under this transformation, but the region between a and ab is reconfigured. Because the function a/(ax) is equal to the function 1/x, the resulting area is precisely ln b.

The number e can then be defined to be the unique real number a such that ln a = 1.

The natural logarithm also has an improper integral representation, [9] which can be derived with Fubini's theorem as follows:

Properties

The natural logarithm has the following mathematical properties:

Proof

The statement is true for , and we now show that for all , which completes the proof by the fundamental theorem of calculus. Hence, we want to show that

(Note that we have not yet proved that this statement is true.) If this is true, then by multiplying the middle statement by the positive quantity and subtracting we would obtain

This statement is trivially true for since the left hand side is negative or zero. For it is still true since both factors on the left are less than 1 (recall that ). Thus this last statement is true and by repeating our steps in reverse order we find that
for all . This completes the proof.

An alternate proof is to observe that under the given conditions. This can be proved, e.g., by the norm inequalities. Taking logarithms and using completes the proof.

Derivative

The derivative of the natural logarithm as a real-valued function on the positive reals is given by [4]

How to establish this derivative of the natural logarithm depends on how it is defined firsthand. If the natural logarithm is defined as the integral

then the derivative immediately follows from the first part of the fundamental theorem of calculus.

On the other hand, if the natural logarithm is defined as the inverse of the (natural) exponential function, then the derivative (for x > 0) can be found by using the properties of the logarithm and a definition of the exponential function.

From the definition of the number the exponential function can be defined as

where

The derivative can then be found from first principles.

Also, we have:

so, unlike its inverse function , a constant in the function doesn't alter the differential.

Series

The Taylor polynomials for ln(1 + x) only provide accurate approximations in the range -1 < x <= 1. Beyond some x > 1, the Taylor polynomials of higher degree are increasingly worse approximations. LogTay.svg
The Taylor polynomials for ln(1 + x) only provide accurate approximations in the range −1 < x ≤ 1. Beyond some x > 1, the Taylor polynomials of higher degree are increasingly worse approximations.

Since the natural logarithm is undefined at 0, itself does not have a Maclaurin series, unlike many other elementary functions. Instead, one looks for Taylor expansions around other points. For example, if then [10]

This is the Taylor series for around 1. A change of variables yields the Mercator series:

valid for and

Leonhard Euler, [11] disregarding , nevertheless applied this series to to show that the harmonic series equals the natural logarithm of ; that is, the logarithm of infinity. Nowadays, more formally, one can prove that the harmonic series truncated at N is close to the logarithm of N, when N is large, with the difference converging to the Euler–Mascheroni constant.

The figure is a graph of ln(1 + x) and some of its Taylor polynomials around 0. These approximations converge to the function only in the region −1 < x ≤ 1; outside this region, the higher-degree Taylor polynomials devolve to worse approximations for the function.

A useful special case for positive integers n, taking , is:

If then

Now, taking for positive integers n, we get:

If then

Since

we arrive at

Using the substitution again for positive integers n, we get:

This is, by far, the fastest converging of the series described here.

The natural logarithm can also be expressed as an infinite product: [12]

Two examples might be:

From this identity, we can easily get that:

For example:

The natural logarithm in integration

The natural logarithm allows simple integration of functions of the form : an antiderivative of g(x) is given by . This is the case because of the chain rule and the following fact:

In other words, when integrating over an interval of the real line that does not include , then

where C is an arbitrary constant of integration. [13]

Likewise, when the integral is over an interval where ,

For example, consider the integral of over an interval that does not include points where is infinite:

The natural logarithm can be integrated using integration by parts:

Let:

then:

Efficient computation

For where x > 1, the closer the value of x is to 1, the faster the rate of convergence of its Taylor series centered at 1. The identities associated with the logarithm can be leveraged to exploit this:

Such techniques were used before calculators, by referring to numerical tables and performing manipulations such as those above.

Natural logarithm of 10

The natural logarithm of 10, approximately equal to 2.30258509, [14] plays a role for example in the computation of natural logarithms of numbers represented in scientific notation, as a mantissa multiplied by a power of 10:

This means that one can effectively calculate the logarithms of numbers with very large or very small magnitude using the logarithms of a relatively small set of decimals in the range [1, 10).

High precision

To compute the natural logarithm with many digits of precision, the Taylor series approach is not efficient since the convergence is slow. Especially if x is near 1, a good alternative is to use Halley's method or Newton's method to invert the exponential function, because the series of the exponential function converges more quickly. For finding the value of y to give using Halley's method, or equivalently to give using Newton's method, the iteration simplifies to

which has cubic convergence to .

Another alternative for extremely high precision calculation is the formula [15] [16]

where M denotes the arithmetic-geometric mean of 1 and 4/s, and

with m chosen so that p bits of precision is attained. (For most purposes, the value of 8 for m is sufficient.) In fact, if this method is used, Newton inversion of the natural logarithm may conversely be used to calculate the exponential function efficiently. (The constants and π can be pre-computed to the desired precision using any of several known quickly converging series.) Or, the following formula can be used:

where

are the Jacobi theta functions. [17]

Based on a proposal by William Kahan and first implemented in the Hewlett-Packard HP-41C calculator in 1979 (referred to under "LN1" in the display, only), some calculators, operating systems (for example Berkeley UNIX 4.3BSD [18] ), computer algebra systems and programming languages (for example C99 [19] ) provide a special natural logarithm plus 1 function, alternatively named LNP1, [20] [21] or log1p [19] to give more accurate results for logarithms close to zero by passing arguments x, also close to zero, to a function log1p(x), which returns the value ln(1+x), instead of passing a value y close to 1 to a function returning ln(y). [19] [20] [21] The function log1p avoids in the floating point arithmetic a near cancelling of the absolute term 1 with the second term from the Taylor expansion of the natural logarithm. This keeps the argument, the result, and intermediate steps all close to zero where they can be most accurately represented as floating-point numbers. [20] [21]

In addition to base e, the IEEE 754-2008 standard defines similar logarithmic functions near 1 for binary and decimal logarithms: log2(1 + x) and log10(1 + x).

Similar inverse functions named "expm1", [19] "expm" [20] [21] or "exp1m" exist as well, all with the meaning of expm1(x) = exp(x) − 1. [nb 2]

An identity in terms of the inverse hyperbolic tangent,

gives a high precision value for small values of x on systems that do not implement log1p(x).

Computational complexity

The computational complexity of computing the natural logarithm using the arithmetic-geometric mean (for both of the above methods) is . Here, n is the number of digits of precision at which the natural logarithm is to be evaluated, and M(n) is the computational complexity of multiplying two n-digit numbers.

Continued fractions

While no simple continued fractions are available, several generalized continued fractions exist, including:

These continued fractions—particularly the last—converge rapidly for values close to 1. However, the natural logarithms of much larger numbers can easily be computed, by repeatedly adding those of smaller numbers, with similarly rapid convergence.

For example, since 2 = 1.253 × 1.024, the natural logarithm of 2 can be computed as:

Furthermore, since 10 = 1.2510 × 1.0243, even the natural logarithm of 10 can be computed similarly as:

The reciprocal of the natural logarithm can be also written in this way:

For example:

Complex logarithms

The exponential function can be extended to a function which gives a complex number as ez for any arbitrary complex number z; simply use the infinite series with x=z complex. This exponential function can be inverted to form a complex logarithm that exhibits most of the properties of the ordinary logarithm. There are two difficulties involved: no x has ex = 0; and it turns out that e2 = 1 = e0. Since the multiplicative property still works for the complex exponential function, ez = ez+2kiπ, for all complex z and integers k.

So the logarithm cannot be defined for the whole complex plane, and even then it is multi-valued—any complex logarithm can be changed into an "equivalent" logarithm by adding any integer multiple of 2 at will. The complex logarithm can only be single-valued on the cut plane. For example, ln i = /2 or 5/2 or -3/2, etc.; and although i4 = 1, 4 ln i can be defined as 2, or 10 or −6, and so on.

See also

Notes

  1. Including C, C++, SAS, MATLAB, Mathematica, Fortran, and some BASIC dialects
  2. For a similar approach to reduce round-off errors of calculations for certain input values see trigonometric functions like versine, vercosine, coversine, covercosine, haversine, havercosine, hacoversine, hacovercosine, exsecant and excosecant.

Related Research Articles

<span class="mw-page-title-main">Bessel function</span> Families of solutions to related differential equations

Bessel functions, first defined by the mathematician Daniel Bernoulli and then generalized by Friedrich Bessel, are canonical solutions y(x) of Bessel's differential equation

<span class="mw-page-title-main">Exponential function</span> Mathematical function, denoted exp(x) or e^x

The exponential function is a mathematical function denoted by or . Unless otherwise specified, the term generally refers to the positive-valued function of a real variable, although it can be extended to the complex numbers or generalized to other mathematical objects like matrices or Lie algebras. The exponential function originated from the operation of taking powers of a number, but various modern definitions allow it to be rigorously extended to all real arguments , including irrational numbers. Its ubiquitous occurrence in pure and applied mathematics led mathematician Walter Rudin to consider the exponential function to be "the most important function in mathematics".

<span class="mw-page-title-main">Gamma function</span> Extension of the factorial function

In mathematics, the gamma function is one commonly used extension of the factorial function to complex numbers. The gamma function is defined for all complex numbers except the non-positive integers. For every positive integer n,

In mathematics, Catalan's constantG, is defined by

<span class="mw-page-title-main">Hyperbolic functions</span> Collective name of 6 mathematical functions

In mathematics, hyperbolic functions are analogues of the ordinary trigonometric functions, but defined using the hyperbola rather than the circle. Just as the points (cos t, sin t) form a circle with a unit radius, the points (cosh t, sinh t) form the right half of the unit hyperbola. Also, similarly to how the derivatives of sin(t) and cos(t) are cos(t) and –sin(t) respectively, the derivatives of sinh(t) and cosh(t) are cosh(t) and +sinh(t) respectively.

Lambert <i>W</i> function Multivalued function in mathematics

In mathematics, the Lambert W function, also called the omega function or product logarithm, is a multivalued function, namely the branches of the converse relation of the function f(w) = wew, where w is any complex number and ew is the exponential function. The function is named after Johann Lambert, who considered a related problem in 1758. Building on Lambert's work, Leonhard Euler described the W function per se in 1783.

<span class="mw-page-title-main">Euler's constant</span> Constant value used in mathematics

Euler's constant is a mathematical constant, usually denoted by the lowercase Greek letter gamma, defined as the limiting difference between the harmonic series and the natural logarithm, denoted here by log:

<span class="mw-page-title-main">Stirling's approximation</span> Approximation for factorials

In mathematics, Stirling's approximation is an asymptotic approximation for factorials. It is a good approximation, leading to accurate results even for small values of . It is named after James Stirling, though a related but less precise result was first stated by Abraham de Moivre.

<span class="mw-page-title-main">Harmonic number</span> Sum of the first n whole number reciprocals; 1/1 + 1/2 + 1/3 + ... + 1/n

In mathematics, the n-th harmonic number is the sum of the reciprocals of the first n natural numbers:

In mathematics, a Gaussian function, often simply referred to as a Gaussian, is a function of the base form

<span class="mw-page-title-main">Inverse trigonometric functions</span> Inverse functions of sin, cos, tan, etc.

In mathematics, the inverse trigonometric functions are the inverse functions of the trigonometric functions. Specifically, they are the inverses of the sine, cosine, tangent, cotangent, secant, and cosecant functions, and are used to obtain an angle from any of the angle's trigonometric ratios. Inverse trigonometric functions are widely used in engineering, navigation, physics, and geometry.

<span class="mw-page-title-main">Incomplete gamma function</span> Types of special mathematical functions

In mathematics, the upper and lower incomplete gamma functions are types of special functions which arise as solutions to various mathematical problems such as certain integrals.

The Basel problem is a problem in mathematical analysis with relevance to number theory, concerning an infinite sum of inverse squares. It was first posed by Pietro Mengoli in 1650 and solved by Leonhard Euler in 1734, and read on 5 December 1735 in The Saint Petersburg Academy of Sciences. Since the problem had withstood the attacks of the leading mathematicians of the day, Euler's solution brought him immediate fame when he was twenty-eight. Euler generalised the problem considerably, and his ideas were taken up more than a century later by Bernhard Riemann in his seminal 1859 paper "On the Number of Primes Less Than a Given Magnitude", in which he defined his zeta function and proved its basic properties. The problem is named after Basel, hometown of Euler as well as of the Bernoulli family who unsuccessfully attacked the problem.

<span class="mw-page-title-main">Exponential integral</span> Special function defined by an integral

In mathematics, the exponential integral Ei is a special function on the complex plane.

In the mathematical field of complex analysis, contour integration is a method of evaluating certain integrals along paths in the complex plane.

In mathematics, the exponential function can be characterized in many ways. The following characterizations (definitions) are most common. This article discusses why each characterization makes sense, and why the characterizations are equivalent to each other. As a special case of these considerations, it will be demonstrated that the three most common definitions given for the mathematical constant e are equivalent to each other.

<span class="mw-page-title-main">Inverse hyperbolic functions</span> Mathematical functions

In mathematics, the inverse hyperbolic functions are inverses of the hyperbolic functions, analogous to the inverse circular functions. There are six in common use: inverse hyperbolic sine, inverse hyperbolic cosine, inverse hyperbolic tangent, inverse hyperbolic cosecant, inverse hyperbolic secant, and inverse hyperbolic cotangent. They are commonly denoted by the symbols for the hyperbolic functions, prefixed with arc- or ar-.

In calculus, integration by parametric derivatives, also called parametric integration, is a method which uses known Integrals to integrate derived functions. It is often used in Physics, and is similar to integration by substitution.

The decimal value of the natural logarithm of 2 is approximately

References

  1. Sloane, N. J. A. (ed.). "SequenceA001113(Decimal expansion of e)". The On-Line Encyclopedia of Integer Sequences . OEIS Foundation.
  2. G.H. Hardy and E.M. Wright, An Introduction to the Theory of Numbers, 4th Ed., Oxford 1975, footnote to paragraph 1.7: "log x is, of course, the 'Naperian' logarithm of x, to base e. 'Common' logarithms have no mathematical interest".
  3. Mortimer, Robert G. (2005). Mathematics for physical chemistry (3rd ed.). Academic Press. p. 9. ISBN   0-12-508347-5. Extract of page 9
  4. 1 2 3 Weisstein, Eric W. "Natural Logarithm". mathworld.wolfram.com. Retrieved 2020-08-29.
  5. 1 2 "Rules, Examples, & Formulas". Logarithm. Encyclopedia Britannica. Retrieved 2020-08-29.
  6. Burn, R.P. (2001). Alphonse Antonio de Sarasa and Logarithms. Historia Mathematica. pp. 28:1–17.
  7. O'Connor, J. J.; Robertson, E. F. (September 2001). "The number e". The MacTutor History of Mathematics archive. Retrieved 2009-02-02.
  8. 1 2 Cajori, Florian (1991). A History of Mathematics (5th ed.). AMS Bookstore. p. 152. ISBN   0-8218-2102-4.
  9. An improper integral representation of the natural logarithm. , retrieved 2022-09-24
  10. ""Logarithmic Expansions" at Math2.org".
  11. Leonhard Euler, Introductio in Analysin Infinitorum. Tomus Primus. Bousquet, Lausanne 1748. Exemplum 1, p. 228; quoque in: Opera Omnia, Series Prima, Opera Mathematica, Volumen Octavum, Teubner 1922
  12. RUFFA, Anthony. "A PROCEDURE FOR GENERATING INFINITE SERIES IDENTITIES" (PDF). International Journal of Mathematics and Mathematical Sciences. International Journal of Mathematics and Mathematical Sciences. Retrieved 2022-02-27. (Page 3654, equation 2.6)
  13. For a detailed proof see for instance: George B. Thomas, Jr and Ross L. Finney, Calculus and Analytic Geometry, 5th edition, Addison-Wesley 1979, Section 6-5 pages 305-306.
  14. Sloane, N. J. A. (ed.). "SequenceA002392(Decimal expansion of natural logarithm of 10)". The On-Line Encyclopedia of Integer Sequences . OEIS Foundation.
  15. Sasaki, T.; Kanada, Y. (1982). "Practically fast multiple-precision evaluation of log(x)". Journal of Information Processing. 5 (4): 247–250. Retrieved 2011-03-30.
  16. Ahrendt, Timm (1999). "Fast Computations of the Exponential Function". Stacs 99. Lecture Notes in Computer Science. 1564: 302–312. doi:10.1007/3-540-49116-3_28. ISBN   978-3-540-65691-3.
  17. Borwein, Jonathan M.; Borwein, Peter B. (1987). Pi and the AGM: A Study in Analytic Number Theory and Computational Complexity (First ed.). Wiley-Interscience. ISBN   0-471-83138-7. page 225
  18. Beebe, Nelson H. F. (2017-08-22). "Chapter 10.4. Logarithm near one". The Mathematical-Function Computation Handbook - Programming Using the MathCW Portable Software Library (1 ed.). Salt Lake City, UT, USA: Springer International Publishing AG. pp. 290–292. doi:10.1007/978-3-319-64110-2. ISBN   978-3-319-64109-6. LCCN   2017947446. S2CID   30244721. In 1987, Berkeley UNIX 4.3BSD introduced the log1p() function
  19. 1 2 3 4 Beebe, Nelson H. F. (2002-07-09). "Computation of expm1 = exp(x)−1" (PDF). 1.00. Salt Lake City, Utah, USA: Department of Mathematics, Center for Scientific Computing, University of Utah . Retrieved 2015-11-02.
  20. 1 2 3 4 HP 48G Series – Advanced User's Reference Manual (AUR) (4 ed.). Hewlett-Packard. December 1994 [1993]. HP 00048-90136, 0-88698-01574-2. Retrieved 2015-09-06.
  21. 1 2 3 4 HP 50g / 49g+ / 48gII graphing calculator advanced user's reference manual (AUR) (2 ed.). Hewlett-Packard. 2009-07-14 [2005]. HP F2228-90010. Retrieved 2015-10-10. Searchable PDF