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In the field of [[mathematics]] known as [[convex analysis]], the '''characteristic function''' of a set is a [[convex function]] that indicates the membership (or non-membership) of a given element in that set. It is similar to the usual [[indicator function]], and one can freely convert between the two, but the characteristic function as defined below is better-suited to the methods of convex analysis. | |||
==Definition== | |||
Let <math>X</math> be a [[set (mathematics)|set]], and let <math>A</math> be a [[subset]] of <math>X</math>. The '''characteristic function''' of <math>A</math> is the function | |||
:<math>\chi_{A} : X \to \mathbb{R} \cup \{ + \infty \}</math> | |||
taking values in the [[extended real number line]] defined by | |||
:<math>\chi_{A} (x) := \begin{cases} 0, & x \in A; \\ + \infty, & x \not \in A. \end{cases}</math> | |||
==Relationship with the indicator function== | |||
Let <math>\mathbf{1}_{A} : X \to \mathbb{R}</math> denote the usual indicator function: | |||
:<math>\mathbf{1}_{A} (x) := \begin{cases} 1, & x \in A; \\ 0, & x \not \in A. \end{cases}</math> | |||
If one adopts the conventions that | |||
* for any <math>a \in \mathbb{R} \cup \{ + \infty \}</math>, <math>a + (+ \infty) = + \infty</math> and <math>a (+\infty) = + \infty</math>; | |||
* <math>\frac{1}{0} = + \infty</math>; and | |||
* <math>\frac{1}{+ \infty} = 0</math>; | |||
then the indicator and characteristic functions are related by the equations | |||
:<math>\mathbf{1}_{A} (x) = \frac{1}{1 + \chi_{A} (x)}</math> | |||
and | |||
:<math>\chi_{A} (x) = (+ \infty) \left( 1 - \mathbf{1}_{A} (x) \right).</math> | |||
==Bibliography== | |||
* {{cite book | |||
| last = Rockafellar | |||
| first = R. T. | |||
| authorlink = R. Tyrrell Rockafellar | |||
| title = Convex Analysis | |||
| publisher = Princeton University Press | |||
| location = Princeton, NJ | |||
| year = 1997 | |||
| origyear = 1970 | |||
| isbn = 978-0-691-01586-6 | |||
}} | |||
[[Category:Convex analysis]] |
Revision as of 06:19, 16 March 2013
Template:No footnotes In the field of mathematics known as convex analysis, the characteristic function of a set is a convex function that indicates the membership (or non-membership) of a given element in that set. It is similar to the usual indicator function, and one can freely convert between the two, but the characteristic function as defined below is better-suited to the methods of convex analysis.
Definition
Let be a set, and let be a subset of . The characteristic function of is the function
taking values in the extended real number line defined by
Relationship with the indicator function
Let denote the usual indicator function:
If one adopts the conventions that
then the indicator and characteristic functions are related by the equations
and
Bibliography
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