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Annex A
(normative)

Mathematical foundations

A.1 Introduction

This annex identifies the concepts from mathematics used in this International Standard and specifies the notation used for those concepts. No proofs are presented. A reader of this International Standard is assumed to be familiar with mathematics including set theory, linear algebra, and the calculus of several real variables as presented in reference works such as the Encyclopedic Dictionary of Mathematics [EDM].

A.2 Rn as a real vector space

An ordered set of n real numbers a where n is a natural number is called an n-tuple of real numbers and shall be denoted by formula or figure The set of all n-tuples of real numbers is denoted by Rn. Rn is an n-dimensional vector space.

The canonical basis for Rn is defined as:

 

formula or figure

 

The elements of Rn may be called points or vectors. The latter term is used in the context of directions or vector space operations.


The zero vector formula or figureis denoted by 0.

Definitions A.2(a) through A.2(j) apply to any vectorsformula or figure and formula or figure in Rn:

a)       The inner product or dot-product of two vectors x and y is defined as:

 

formula or figure.

 

b)       Two vectors x and y are called orthogonal if formula or figure= 0.

c)       If n 2, two vectors x and y are called perpendicular if and only if they are orthogonal.

NOTE 1     If n 2, formula or figure where α is the angle between x and y.

d)       x is called orthogonal to a set of vectors if x is orthogonal to each vector that is a member of the set.

e)       The norm of x is defined as

 

formula or figure.

 

Note 2     The norm of x represents the length of the vector x. Only the zero vector 0 has norm zero.

f)         x is called normalized ifformula or figure.

g)       A set of two or more normalized and pair-wise orthogonal vectors is called an orthonormal set of vectors.

Example      The canonical basis is an example of an orthonormal set of vectors.

h)       The Euclidean metric d is defined by

 

d(x, y) = ||x  y||.

 

i)         The value of d(x, y) is called the Euclidean distance between x and y.

j)         The cross product of two vectors x and y in R3 is defined as the vector:

 

formula or figure.

 

Note 3     The vector x × y is orthogonal to both x and y, and

 

formula or figure,

 

where α is the angle between vectors x and y.

A.3 The point set topology of Rn

Given a point p in Rn and a real value ε > 0, the set {q in Rn | d(p, q) < ε } is called the ε-neighbourhood of p.

Given a set D formula or figure Rn and a point p, the following terms are defined:

a)       p is an interior point of D if at least one ε-neighbourhood of p is a subset of D.

b)       The interior of a set D is the set of all points that are interior points of D.

NOTE 1     The interior of a set may be empty.

c)       D is open if each point of D is an interior point of D. Consequently, D is open if it is equal to its interior.

d)       p is a closure point of D if every ε-neighbourhood of p has a non-empty intersection with D.

Note 2      Every member of D is a closure point of D.

e)       The closure of a set D is the set of all points that are closure points of D.

f)         D is a closed set if it is equal to the closure set of D.

g)       A set D is replete if all points in D belong to the closure of the interior of D.

Note 3      Every open set is replete. The union of an open set with any or all of its closure points forms a replete set. In particular, the closure of an open set is replete.

EXAMPLE 1     In R2 {(xy) | -π < x < π, -π/2 < y < π/2} is open and therefore replete.

EXAMPLE 2     {(xy) | -π < x  π, -π/2 < y < π/2} is replete.

EXAMPLE 3     {(xy) | -π  x  π, -π/2  y  π/2} is closed and replete.

Many concepts traditionally defined on open sets can be extended by continuity to replete sets. In particular, if f is a continuous function defined on a replete set D, and if f is continuously differentiable on the interior of D, the derivative of f shall be extended by continuity to all of D.

NOTE 4   The usual definition of the derivative of a function is restricted to open sets.

A.4 Smooth functions on Rn

A real-valued function f defined on a replete domain in Rn is called smooth if its first derivative exists and is continuous at each point in its domain.

The gradient of f is the vector of first order partial derivatives

 

formula or figure

 

 

Definitions A.4(a) through A.4(g) apply to any vector-valued function F defined on a replete domain D in Rn with range in Rm

a)       The ith-component function of a vector-valued function F is the real-valued function fi defined by fi = eF where ei is the ith canonical basis vector, formula or figure.

In this case:

 

F(v) = (f1(v), f2(v), f3(v), …, fn(v)) for v = (v1, v2, v3, …,vn) in D, formula or figure.

 

b)       F is called smooth if each component function fi is smooth, .

c)       The first derivative of a smooth vector-valued function F, denoted dF, evaluated at a point in the domain is the n × m matrix of partial derivatives evaluated at the point:

 

formula or figure

 

d)       The Jacobian matrix of F at the point v is the matrix of the first derivative of F.

NOTE 1     The rows of the Jacobian matrix are the gradients of the component functions of F.

e)       In the case m = n, the Jacobian matrix is square and its determinant is called the Jacobian determinant.

f)         In the case m = n, F is called orientation preserving if its Jacobian determinant is strictly positive for all points in D.

g)       A vector-valued function F defined on Rn is linear if:

 

F(ax + y) = aF(x) + F(y) for all real scalars a and vectors x and y in Rn.

 

NOTE 2       All linear functions are smooth.

A vector-valued function E defined on Rn is affine if F, defined byformula or figure, is a linear function. All affine functions on Rn are smooth.

A function may be alternatively called an operator especially when attention is focused on how the function maps a set of points in its domain onto a corresponding set of points in its range.

EXAMPLE     The localization operators (see 5.7)

A.5 Functional composition

If F and G are two vector valued functions and the range of G is contained in the domain of F, thenformula or figure, the composition of F with G, is the function defined by formula or figure  formula or figurehas the same domain as G, and the range of formula or figure is contained in the range of F.

Functional composition also applies to scalar-valued functions f and g, If the range of g is contained in the domain of f, then formula or figure the composition of f with g, is the function defined by formula or figure

A.6 Smooth surfaces in R3

A.6.1       Implicit definition

A smooth surface in R3 is implicitly specified by a real-valued smooth function f defined on R3 as the set S of all points (xyz) in R3 satisfying:

a)       f(xyz) = 0 and

b)       gradf )(x, y, z)  0.

In this case, f is called a surface generating function for the surface S.

EXAMPLE 1     If n  0 and p are vectors in R3 and f(v) = n(– p), then f is smooth and formula or figure The plane which is perpendicular to n and contains p is the smooth surface implicitly defined by the surface generating function f.

Special cases:

When n = (1, 0, 0) and p = 0, the yz-plane is implicitly defined.

When n = (0, 1, 0) and = 0, the xz-plane is implicitly defined.

When n = (0, 0, 1) and = 0, the xy-plane is implicitly defined.

The surface normal n at a point p = (xyz) on the surface implicitly specified by a surface generating function f is defined as:

 

formula or figure

 

 

NOTE     -n is also a surface normal to S at p. The surface generating function f determines the surface normal direction: n or -n.

The tangent plane to a surface at a point p = (xyz) on the surface S implicitly defined by a surface generating function f is the plane which is the smooth surface implicitly defined by h(v) =  (vp) where n is the surface normal to S at p.

EXAMPLE 2     If a and b are positive non-zero scalars, define

 

formula or figure.

 

Then f is smooth and

 

formula or figure

 

is never (0, 0, 0) on the surface implicitly specified by the set satisfying f = 0.

A.6.2       Ellipsoid surfaces

If a and b are positive non-zero scalars, the smooth function:

 

formula or figure

 

is a surface generating function for a ellipsoid of revolution smooth surface S.

When b  a, the surface is called an oblate ellipsoid. In this case a is called the major semi-axis29 of the oblate ellipsoid and b is called the minor semi-axis of the oblate ellipsoid.

The flattening of an oblate ellipsoid is defined as f = (a - b)/a.

The eccentricity of an oblate ellipsoid is defined as formula or figure.

The second eccentricity of an oblate ellipsoid is defined as formula or figure.

When  b = a, the oblate ellipsoid may be called a sphere of radius r = b = a.

When ab, the surface is called a prolate ellipsoid. In this case, a is called the minor semi-axis of the prolate ellipsoid and b is called the major semi-axis of the prolate ellipsoid.

NOTE 1     A sphere of radius r is also implicitly defined by the surface generating function formula or figure

NOTE 2       The term spheroid is often used to denote an oblate ellipsoid with an eccentricity close to zero (“almost spherical”).

A.7 Smooth curves in Rn

A.7.1     Parametric definition

A.7.1.1         Smooth curve

A smooth curve in Rn is parametrically specified by a smooth one-to-one Rn valued function F(t) defined on a replete interval I in R such that ||dF(t)|| 0 for any t in I.

EXAMPLE 1     If p and n are vectors in Rn such that n 0 and L(t) = p + t n, - < t < +, then L is smooth and ||dL(t)|| = ||n|| > 0. The line which is parallel to n and which contains p is a smooth curve parametrically specified by L.

EXAMPLE 2     If a and b are positive non-zero scalars and b   a, define

 

F(t) = (a cos(t), b sin(t)) for all t in the interval -p < t p.

 

Then F is smooth and ||dF(t)||  b > 0 for all t in the interval and therefore parametrically specifies a smooth curve in R2.

An ellipse in R2 with major semi-axis a and minor semi-axis b, 0 < b   a, is parametrically specified by:

 

F(t) = (a cos(t), b sin(t)), for all t in the interval -π < t π.

 

A.7.1.2         Tangent to a smooth curve

If C(t) parametrically specifies a smooth curve C passing through a point p = C(tp), the tangent vector to C at p shall be defined as:

 

formula or figure

 

where dC(tp) = (dC1/dt, dC2/dt, …, dCn/dt) is the first derivative of C evaluated at tp.

NOTE     -t is also a tangent vector to C at p. The parameterization function C(t) determines the tangent vector direction: t or -t.

A locus of points is a directed curve if it is the range of a smooth curve.

The tangent line to the curve C at p is a smooth curve parametrically specified by T(s) = p + s t, - < < +, where t is a tangent vector to C at p. See Figure A.1.

formula or figure

Figure A.1Tangent to a curve

 

A.7.1.3         Angle between curves

If two parametrically specified smooth curves C1 and C2 intersect at a point p then the angle at p from C1 to C2  is defined as the angle from the tangent vector t1 to the tangent vector t2 of the two curves, respectively, at p. This is illustrated in Figure A.2.

 

formula or figure

Figure A.2Angle between two curves

A.7.1.4         Closed curve

If a smooth function F is defined on a closed and bounded interval I with interval end points t0 and t1 and if F parametrically specifies a smooth curve on the interior of I and p = F(t0) = F(t1), then F generates a closed curve through p.

EXAMPLE

 

F(t) = (a cos(t), b sin(t)), for all t in the interval -π+θ t π+θ.

 

If a and b are positive non-zero scalars and θ is given, F generates a closed curve though p = (a cos(π+θ), b sin(π+θ))

A.7.1.5         Surface curves, connected and orientable surfaces

If C is a smooth curve in R3 parametrically specified by F on the interval I and if S is a smooth surface generated by a surface generating function g, then C is a surface curve in S if formula or figure for all t in I. In this case C shall be said to lie in S.

EXAMPLE 1         If S is a smooth surface with generating function g and if C(s) defines a surface curve in S which passes through p = C(sp), then the tangent line to the curve at p, T(s) = p + s dC(tp), lies30 in the tangent plane to the surface S at p. This is illustrated in Figure A.3.

formula or figure

Figure A.3Tangent plane to a surface

A smooth surface S is connected if for any two distinct points in S, there exists a smooth surface curve parametrically specified by a smooth function defined on a bounded interval that lies in S and that contains the two points on the curve.

A connected surface S is called an orientable surface if the normal vector at an arbitrary point p on S can be continued in a unique and continuous manner to the entire surface. A normal vector at a fixed point p0 may be continued if there does not exist a closed curve C in S through p0 such that the normal vector direction reverses when it is displaced continuously from p0 along C and back to p0.

An oriented surface is an orientable surface in which one side has been designated as positive.

EXAMPLE 2         If S is implicitly defined by f = 0, the side bounding the set satisfying f > 0 is designated as the positive side.

EXAMPLE 3      A Möbius strip is an example of a non-orientable surface.

NOTE          If S is implicitly specified, it is an orientable surface31.

A.7.2     Implicit definition

A smooth curve in R2 may be implicitly specified by a real-valued smooth function f on R2 as the set S of all points (x, y) in R2 satisfying:

a)       f(xy) = 0 and

b)       grad( f )(xy) (0, 0).

In this case, f is called a curve generating function for the curve C.

EXAMPLE     If a and b are positive non-zero scalars, define

 

formula or figure.

 

Then f is smooth and

 

formula or figure

 

is never (0, 0) on the curve f = 0.

If 0 < b  a, an ellipse in R2 with major semi-axis a and minor semi-axis b, is implicitly specified by the curve generating function defined by:

 

formula or figure.

 

A.7.3     Arc length and geodesic distance

If p = F(tp) and q = F(tq) are two points on a smooth curve defined by F and tp < tq, the arc length from p to q along the curve is defined by

 

formula or figure||dF(t)|| d t.

 

Given two distinct points p and q on a connected smooth surface S, a geodesic from p to q in S is a surface curve in S of minimal arc length that connects the two points. The geodesic distance from p to q in S is the arc length along a geodesic from p to q in S.

A.8  Special functions

A.8.1       Double argument arctangent function

The two argument form of inverse tangent, formula or figure, returns a values adjusted by the quadrant of the point formula or figure. Given real numbers formula or figure

formula or figure

NOTE          If formula or figure then formula or figure Some software implementation libraries reverse the roles of x and y.

A.8.2       Jacobian elliptic functions

Jacobian elliptic functions are defined in terms of certain elliptic integrals. There are many equivalent definitions, each involving special notation (see [ABST]). The notation used in this International Standard is given here.

                  formula or figure

the Jacobian elliptic functions used in this International Standard are defined by,

formula or figure

Series expansions for these Jacobian elliptic functions are given in [ABST].

NOTE          The complex functions sn(w |ε2), cn(w |ε2) and dn(w |ε2) are called Jacobian elliptic functions in [ABST] and [DOZI] and are called Jacobi functions in [LLEE].

A.9  Projection function

A.9.1       Geometric projection functions into a developable surface

A projection function in R3 is a smooth function defined on a connected replete domain in R3 onto a surface in the domain whose points are all fixed points of the function. Projection functions defined below project their domain onto such a plane, cone, or cylinder surface and are classified as planar, conic, or cylindrical projection functions according to the class of the fixed-point surface.

NOTE          Some map projections CSs are unrelated to any geometric projection.

A.9.2       Planar projection functions

A.9.2.1           Orthographic projection function

Given a plane in R3, the domain of the orthographic projection function is either all of R3 or the half space on one side of (and including) the plane. Given a point x in the domain, if x is not in the plane, there is one line that both passes through x and is perpendicular to the plane. If p is the point at the intersection of that line with the plane, the projection F assigns the value p to x. That is F(x) = p. If the point x lies in the plane, F(x) = x so that points in the plane are fixed points of the projection. In the case that the plane is the xy-plane, F(x, y, z) = (x, y, 0). See Figure A.4.

formula or figure

Figure A.4 — Orthographic projection

A.9.2.2           Perspective projection function

Given a plane in R3 and a point v (the vanishing point) not contained in the plane, the domain of the perspective projection function is the set of all points of R3 in the half space (including the plane) that does not contain the point v. Given a point x in the domain, there is one line that passes through both x and v. If p is the point at the intersection of the line with the plane, the projection F assigns the value p to x. That is F(x) = p. Note that if point q lies in the plane, F(q) = q so that it is a fixed point of the projection. See Figure A.5.

formula or figure

Figure A.5 — Perspective projection

A.9.2.3           Stereographic projection function

Given a plane in R3 and a point v not contained in the plane, the domain of the stereographic projection function is the set of all points of R3 in the half space on the point v side of (and including) the plane that are closer to the plane than the distance of v to the plane. Given a point x in the domain, there is one line that passes through both x and v. If p is the point at the intersection of the line with the plane, the projection F assigns the value p to x. That is F(x) = p. Note that if point q lies in the plane, F(q) = q so that it is a fixed point of the projection. See Figure A.6.

formula or figure

Figure A.6 — Stereographic projection

A.9.3       Cylindrical projection function

Given a cylinder and point v on its axis, a cylindrical projection function is defined on the domain R3 excluding the axis points as follows:  Given a point x in the domain, there is one ray originating at v that passes through x. If p is the point at the intersection of the ray with the cylinder surface, the projection F assigns the value p to x. That is F(x) = p. Note that if point q lies on the cylinder surface, F(q) = q so that it is a fixed point of the projection. See Figure A.7.

formula or figure

Figure A.7 — Cylindrical projection

A.9.4       Conic projection function

Given a (half) cone and point v on its axis inside the cone, a conic projection function projects a point x to the point p where p is the intersection of the cone with the ray from v through x. The domain of this projection is the union of all rays originating at v that intersects the cone and excluding the point v. See Figure A.8.

formula or figure

Figure A.8 — Conic projection


[ Table of contents ]


29 a is half the length of the major axis. ISO 19111  labels the symbol a as the semi-major axis.

30 Since formula or figure, the chain rule implies that formula or figure, so that n  dC = 0, where n is the surface normal at p. h(v) = n   (– p) defines the tangent plane to the surface S at p. formula or figure so the tangent line lies in the tangent plane.

31 Since a surface generating function for S is smooth, its gradient is continuous. Therefore the surface normal will be a continuous function of points on a curve that lies in S.