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{{no footnotes|date=October 2011}}
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 X be a set, and let A be a subset of X. The characteristic function of A is the function

χA:X{+}

taking values in the extended real number line defined by

χA(x):={0,xA;+,x∉A.

Relationship with the indicator function

Let 1A:X denote the usual indicator function:

1A(x):={1,xA;0,x∉A.

If one adopts the conventions that

then the indicator and characteristic functions are related by the equations

1A(x)=11+χA(x)

and

χA(x)=(+)(11A(x)).

Bibliography

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