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9.3 Mathematical Induction

The Chinese philosopher Confucius is credited with the saying, “A journey of a thousand miles begins with a single step.” In many ways, this is the central theme of this section. Here we introduce a method of proof, Mathematical Induction, which allows us to prove many of the formulas we have merely motivated in Sections and by starting with just a single step. A good example is the formula for arithmetic sequences we touted in Equation. Arithmetic sequences are defined recursively, starting with a 1 = a and then a n + 1 = a n + d for n 1 . This tells us that we start the sequence with a and we go from one term to the next by successively adding d . In symbols,

a , a + d , a + 2 d , a + 3 d , a + 4 d +

The pattern suggested here is that to reach the n th term, we start with a and add d to it exactly n 1 times, which lead us to our formula a n = a + ( n 1 ) d for n 1 . But how do we prove this to be the case? We have the following.

The Principle of Mathematical Induction (PMI): Suppose P ( n ) is a sentence involving the natural number n .

IF

  1. P ( 1 ) is true and
  2. whenever P ( k ) is true, it follows that P ( k + 1 ) is also true

THEN the sentence P ( n ) is true for all natural numbers n .

The Principle of Mathematical Induction, or PMI for short, is exactly that - a principle.1 It is a property of the natural numbers we either choose to accept or reject. In English, it says that if we want to prove that a formula works for all natural numbers n , we start by showing it is true for n = 1 (the `base step') and then show that if it is true for a generic natural number k , it must be true for the next natural number, k + 1 (the `inductive step'). The notation P ( n ) acts just like function notation. For example, if P ( n ) is the sentence (formula) ` n 2 + 1 = 3 ', then P ( 1 ) would be ` 1 2 + 1 = 3 ', which is false. The construction P ( k + 1 ) would be ` ( k + 1 ) 2 + 1 = 3 '. As usual, this new concept is best illustrated with an example. Returning to our quest to prove the formula for an arithmetic sequence, we first identify P ( n ) as the formula a n = a + ( n 1 ) d . To prove this formula is valid for all natural numbers n , we need to do two things. First, we need to establish that P ( 1 ) is true. In other words, is it true that a 1 = a + ( 1 1 ) d ? The answer is yes, since this simplifies to a 1 = a , which is part of the definition of the arithmetic sequence. The second thing we need to show is that whenever P ( k ) is true, it follows that P ( k + 1 ) is true. In other words, we assume P ( k ) is true (this is called the `induction hypothesis') and deduce that P ( k + 1 ) is also true. Assuming P ( k ) to be true seems to invite disaster - after all, isn't this essentially what we're trying to prove in the first place? To help explain this step a little better, we show how this works for specific values of n . We've already established P ( 1 ) is true, and we now want to show that P ( 2 ) is true. Thus we need to show that a 2 = a + ( 2 1 ) d . Since P ( 1 ) is true, we have a 1 = a , and by the definition of an arithmetic sequence, a 2 = a 1 + d = a + d = a + ( 2 1 ) d . So P ( 2 ) is true. We now use the fact that P ( 2 ) is true to show that P ( 3 ) is true. Using the fact that a 2 = a + ( 2 1 ) d , we show a 3 = a + ( 3 1 ) d . Since a 3 = a 2 + d , we get a 3 = ( a + ( 2 1 ) d ) + d = a + 2 d = a + ( 3 1 ) d , so we have shown P ( 3 ) is true. Similarly, we can use the fact that P ( 3 ) is true to show that P ( 4 ) is true, and so forth. In general, if P ( k ) is true (i.e., a k = a + ( k 1 ) d ) we set out to show that P ( k + 1 ) is true (i.e., a k + 1 = a + ( ( k + 1 ) 1 ) d ). Assuming a k = a + ( k 1 ) d , we have by the definition of an arithmetic sequence that a k + 1 = a k + d so we get a k + 1 = ( a + ( k 1 ) d ) + d = a + k d = a + ( ( k + 1 ) 1 ) d . Hence, P ( k + 1 ) is true.

In essence, by showing that P ( k + 1 ) must always be true when P ( k ) is true, we are showing that the formula P ( 1 ) can be used to get the formula P ( 2 ) , which in turn can be used to derive the formula P ( 3 ) , which in turn can be used to establish the formula P ( 4 ) , and so on. Thus as long as P ( k ) is true for some natural number k , P ( n ) is true for all of the natural numbers n which follow k . Coupling this with the fact P ( 1 ) is true, we have established P ( k ) is true for all natural numbers which follow n = 1 , in other words, all natural numbers n . One might liken Mathematical Induction to a repetitive process like climbing stairs.2 If you are sure that (1) you can get on the stairs (the base case) and (2) you can climb from any one step to the next step (the inductive step), then presumably you can climb the entire staircase.3 We get some more practice with induction in the following example.

While we have used the Principle of Mathematical Induction to prove some of the formulas we have merely motivated in the text, our main use of this result comes in Section to prove the celebrated Binomial Theorem. The ardent Mathematics student will no doubt see the PMI in many courses yet to come. Sometimes it is explicitly stated and sometimes it remains hidden in the background. If ever you see a property stated as being true `for all natural numbers n ', it's a solid bet that the formal proof requires the Principle of Mathematical Induction.

Exercises

In Exercises -, prove each assertion using the Principle of Mathematical Induction.

  1. j = 1 n j 2 = n ( n + 1 ) ( 2 n + 1 ) 6
  2. j = 1 n j 3 = n 2 ( n + 1 ) 2 4
  3. 2 n > 500 n for n > 12
  4. 3 n n 3 for n 4
  5. Use the Product Rule for Absolute Value to show | x n | = | x | n for all real numbers x and all natural numbers n 1
  6. Use the Product Rule for Logarithms to show log ( x n ) = n log ( x ) for all real numbers x > 0 and all natural numbers n 1 .
  7. [ a 0 0 b ] n = [ a n 0 0 b n ] for n 1 .
  8. Prove Equations and for the case of geometric sequences. That is:

    1. For the sequence a 1 = a , a n + 1 = r a n , n 1 , prove a n = a r n 1 , n 1 .
    2. j = 1 n a r n 1 = a ( 1 r n 1 r ) , if r 1 , j = 1 n a r n 1 = n a , if r = 1 .
  9. Prove that the determinant of a lower triangular matrix is the product of the entries on the main diagonal. (See Exercise in Section.) Use this result to then show det ( I n ) = 1 where I n is the n × n identity matrix.
  10. Discuss the classic `paradox' All Horses are the Same Color problem with your classmates.

Selected Answers

  1. Let P ( n ) be the sentence j = 1 n j 2 = n ( n + 1 ) ( 2 n + 1 ) 6 . For the base case, n = 1 , we get

    j = 1 1 j 2 = ? ( 1 ) ( 1 + 1 ) ( 2 ( 1 ) + 1 ) 6 1 2 = 1

    We now assume P ( k ) is true and use it to show P ( k + 1 ) is true. We have

    j = 1 k + 1 j 2 = ? ( k + 1 ) ( ( k + 1 ) + 1 ) ( 2 ( k + 1 ) + 1 ) 6 j = 1 k j 2 + ( k + 1 ) 2 = ? ( k + 1 ) ( k + 2 ) ( 2 k + 3 ) 6 k ( k + 1 ) ( 2 k + 1 ) 6 Using  P ( k ) + ( k + 1 ) 2 = ? ( k + 1 ) ( k + 2 ) ( 2 k + 3 ) 6 k ( k + 1 ) ( 2 k + 1 ) 6 + 6 ( k + 1 ) 2 6 = ? ( k + 1 ) ( k + 2 ) ( 2 k + 3 ) 6 k ( k + 1 ) ( 2 k + 1 ) + 6 ( k + 1 ) 2 6 = ? ( k + 1 ) ( k + 2 ) ( 2 k + 3 ) 6 ( k + 1 ) ( k ( 2 k + 1 ) + 6 ( k + 1 ) ) 6 = ? ( k + 1 ) ( k + 2 ) ( 2 k + 3 ) 6 ( k + 1 ) ( 2 k 2 + 7 k + 6 ) 6 = ? ( k + 1 ) ( k + 2 ) ( 2 k + 3 ) 6 ( k + 1 ) ( k + 2 ) ( 2 k + 3 ) 6 = ( k + 1 ) ( k + 2 ) ( 2 k + 3 ) 6

    By induction, j = 1 n j 2 = n ( n + 1 ) ( 2 n + 1 ) 6 is true for all natural numbers n 1 .

  2. Let P ( n ) be the sentence 3 n > n 3 . Our base case is n = 4 and we check 3 4 = 81 and 4 3 = 64 so that 3 4 > 4 3 as required. We now assume P ( k ) is true, that is 3 k > k 3 , and try to show P ( k + 1 ) is true. We note that 3 k + 1 = 3 3 k > 3 k 3 and so we are done if we can show 3 k 3 > ( k + 1 ) 3 for k 4 . We can solve the inequality 3 x 3 > ( x + 1 ) 3 using the techniques of Section, and doing so gives us x > 1 3 3 1 2.26 . Hence, for k 4 , 3 k + 1 = 3 3 k > 3 k 3 > ( k + 1 ) 3 so that 3 k + 1 > ( k + 1 ) 3 . By induction, 3 n > n 3 is true for all natural numbers n 4 .
  3. Let P ( n ) be the sentence log ( x n ) = n log ( x ) . For the duration of this argument, we assume x > 0 . The base case P ( 1 ) amounts checking that log ( x 1 ) = 1 log ( x ) which is clearly true. Next we assume P ( k ) is true, that is log ( x k ) = k log ( x ) and try to show P ( k + 1 ) is true. Using the Product Rule for Logarithms along with the induction hypothesis, we get

    log ( x k + 1 ) = log ( x k x ) = log ( x k ) + log ( x ) = k log ( x ) + log ( x ) = ( k + 1 ) log ( x )

    Hence, log ( x k + 1 ) = ( k + 1 ) log ( x ) . By induction log ( x n ) = n log ( x ) is true for all x > 0 and all natural numbers n 1 .

  4. Let A be an n × n lower triangular matrix. We proceed to prove the det ( A ) is the product of the entries along the main diagonal by inducting on n . For n = 1 , A = [ a ] and det ( A ) = a , so the result is (trivially) true. Next suppose the result is true for k × k lower triangular matrices. Let A be a ( k + 1 ) × ( k + 1 ) lower triangular matrix. Expanding det ( A ) along the first row, we have

    det ( A ) = p = 1 n a 1 p C 1 p

    Since a 1 p = 0 for 2 p k + 1 , this simplifies det ( A ) = a 11 C 11 . By definition, we know that C 11 = ( 1 ) 1 + 1 det ( A 11 ) = det ( A 11 ) where A 11 is k × k matrix obtained by deleting the first row and first column of A . Since A is lower triangular, so is A 11 and, as such, the induction hypothesis applies to A 11 . In other words, det ( A 11 ) is the product of the entries along A 11 's main diagonal. Now, the entries on the main diagonal of A 11 are the entries a 22 , a 33 , …, a ( k + 1 ) ( k + 1 ) from the main diagonal of A . Hence,

    det ( A ) = a 11 det ( A 11 ) = a 11 ( a 22 a 33 a ( k + 1 ) ( k + 1 ) ) = a 11 a 22 a 33 a ( k + 1 ) ( k + 1 )

    We have det ( A ) is the product of the entries along its main diagonal. This shows P ( k + 1 ) is true, and, hence, by induction, the result holds for all n × n upper triangular matrices. The n × n identity matrix I n is a lower triangular matrix whose main diagonal consists of all 1 's. Hence, det ( I n ) = 1 , as required.

Adapted from Precalculus, 3rd corrected edition, by Carl Stitz and Jeff Zeager (stitz-zeager.com), licensed under CC BY-NC-SA 3.0. Changes were made: reformatted as an accessible XYZ web edition. License: CC-BY-NC-SA-3.0.