Pell's equation

Pell's equation for n = 2 and six of its integer solutions

Pell's equation, also called the Pell–Fermat equation, is any Diophantine equation of the form where n is a given positive nonsquare integer, and integer solutions are sought for x and y. In Cartesian coordinates, the equation is represented by a hyperbola; solutions occur wherever the curve passes through a point whose x and y coordinates are both integers, such as the trivial solution with x = 1 and y = 0. Joseph Louis Lagrange proved that, as long as n is not a perfect square, Pell's equation has infinitely many distinct integer solutions. These solutions may be used to accurately approximate the square root of n by rational numbers of the form x/y.

This equation was first studied extensively in India starting with Brahmagupta, who found an integer solution to in his Brāhmasphuṭasiddhānta circa 628. Bhaskara II in the 12th century and Narayana Pandit in the 14th century both found general solutions to Pell's equation and other quadratic indeterminate equations. Bhaskara II is generally credited with developing the chakravala method, building on the work of Jayadeva and Brahmagupta. Solutions to specific examples of Pell's equation, such as the Pell numbers arising from the equation with n = 2, had been known for much longer, since the time of Pythagoras in Greece and a similar date in India. William Brouncker was the first European to solve Pell's equation. The name of Pell's equation arose from Leonhard Euler mistakenly attributing Brouncker's solution of the equation to John Pell.

History

As early as 400 BC in India and Greece, mathematicians studied the numbers arising from the n = 2 case of Pell's equation,

and from the closely related equation

because of the connection of these equations to the square root of 2. Indeed, if x and y are positive integers satisfying this equation, then x/y is an approximation of 2. The numbers x and y appearing in these approximations, called side and diameter numbers, were known to the Pythagoreans, and Proclus observed that in the opposite direction these numbers obeyed one of these two equations. Similarly, Baudhayana discovered that x = 17, y = 12 and x = 577, y = 408 are two solutions to the Pell equation, and that 17/12 and 577/408 are very close approximations to the square root of 2.

Later, Archimedes approximated the square root of 3 by the rational number 1351/780. Although he did not explain his methods, this approximation may be obtained in the same way, as a solution to Pell's equation. Likewise, Archimedes's cattle problem — an ancient word problem about finding the number of cattle belonging to the sun god Helios — can be solved by reformulating it as a Pell's equation. The manuscript containing the problem states that it was devised by Archimedes and recorded in a letter to Eratosthenes, and the attribution to Archimedes is generally accepted today.

Around AD 250, Diophantus considered the equation

where a and c are fixed numbers, and x and y are the variables to be solved for. This equation is different in form from Pell's equation but equivalent to it. Diophantus solved the equation for (ac) equal to (1, 1), (1, −1), (1, 12), and (3, 9). Al-Karaji, a 10th-century Persian mathematician, worked on similar problems to Diophantus.

In Indian mathematics, Brahmagupta discovered that

a form of what is now known as Brahmagupta's identity. Using this, he was able to "compose" triples and that were solutions of , to generate the new triples

and

Not only did this give a way to generate infinitely many solutions to starting with one solution, but also, by dividing such a composition by , integer or "nearly integer" solutions could often be obtained. For instance, for , Brahmagupta composed the triple (10, 1, 8) (since ) with itself to get the new triple (192, 20, 64). Dividing throughout by 64 ("8" for and ) gave the triple (24, 5/2, 1), which when composed with itself gave the desired integer solution (1151, 120, 1). Brahmagupta solved many Pell's equations with this method, proving that it gives solutions starting from an integer solution of for k = ±1, ±2, or ±4.

The first general method for solving the Pell's equation (for all N) was given by Bhāskara II in 1150, extending the methods of Brahmagupta. Called the chakravala (cyclic) method, it starts by choosing two relatively prime integers and , then composing the triple (that is, one which satisfies ) with the trivial triple to get the triple , which can be scaled down to

When is chosen so that is an integer, so are the other two numbers in the triple. Among such , the method chooses one that minimizes and repeats the process. This method always terminates with a solution. Bhaskara used it to give the solution x = 1766319049, y = 226153980 to the N = 61 case.

Several European mathematicians rediscovered how to solve Pell's equation in the 17th century. Pierre de Fermat found how to solve the equation and in a 1657 letter issued it as a challenge to English mathematicians. In a letter to Kenelm Digby, Bernard Frénicle de Bessy said that Fermat found the smallest solution for N up to 150 and challenged John Wallis to solve the cases N = 151 or 313. Both Wallis and William Brouncker gave solutions to these problems, though Wallis suggests in a letter that the solution was due to Brouncker.

John Pell's connection with the equation is that he revised Thomas Branker's translation of Johann Rahn's 1659 book Teutsche Algebra into English, with a discussion of Brouncker's solution of the equation. Leonhard Euler mistakenly thought that this solution was due to Pell, as a result of which he named the equation after Pell.

The general theory of Pell's equation, based on continued fractions and algebraic manipulations with numbers of the form was developed by Lagrange in 1766–1769. In particular, Lagrange gave a proof that the Brouncker-Wallis algorithm always terminates.

Solutions

Fundamental solution via continued fractions

Let denote the sequence of convergents to the regular continued fraction for . This sequence is unique. Then the pair of positive integers solving Pell's equation and minimizing x satisfies x1 = hi and y1 = ki for some i. This pair is called the fundamental solution. The sequence of integers in the regular continued fraction of is always eventually periodic. It can be written in the form , where is the periodic part repeating indefinitely. Moreover, the tuple is palindromic. It reads the same from left to right as from right to left. The fundamental solution is then

The time for finding the fundamental solution using the continued fraction method, with the aid of the Schönhage–Strassen algorithm for fast integer multiplication, is within a logarithmic factor of the solution size, the number of digits in the pair . However, this is not a polynomial-time algorithm because the number of digits in the solution may be as large as n, far larger than a polynomial in the number of digits in the input value n.

Additional solutions from the fundamental solution

Once the fundamental solution is found, all remaining solutions may be calculated algebraically from

expanding the right side, equating coefficients of on both sides, and equating the other terms on both sides. This yields the recurrence relations

Concise representation and faster algorithms

Although writing out the fundamental solution (x1, y1) as a pair of binary numbers may require a large number of bits, it may in many cases be represented more compactly in the form

using much smaller integers ai, bi, and ci.

For instance, Archimedes' cattle problem is equivalent to the Pell equation , the fundamental solution of which has 206545 digits if written out explicitly. However, the solution is also equal to

where

and and only have 45 and 41 decimal digits respectively.

Methods related to the quadratic sieve approach for integer factorization may be used to collect relations between prime numbers in the number field generated by n and to combine these relations to find a product representation of this type. The resulting algorithm for solving Pell's equation is more efficient than the continued fraction method, though it still takes more than polynomial time. Under the assumption of the generalized Riemann hypothesis, it can be shown to take time

where N = log n is the input size, similarly to the quadratic sieve.

Quantum algorithms

Hallgren showed that a quantum computer can find a product representation, as described above, for the solution to Pell's equation in polynomial time. Hallgren's algorithm, which can be interpreted as an algorithm for finding the group of units of a real quadratic number field, was extended to more general fields by Schmidt and Völlmer.

Example

As an example, consider the instance of Pell's equation for n = 7; that is,

The continued fraction of has the form . Since the period has length , which is an even number, the convergent producing the fundamental solution is obtained truncating the continued fraction right before the end of the first occurrence of the period: .

The sequence of convergents for the square root of seven are

h/k (convergent) h2 − 7k2 (Pell-type approximation)
2/1 −3
3/1 +2
5/2 −3
8/3 +1

Applying the recurrence formula to this solution generates the infinite sequence of solutions

(1, 0); (8, 3); (127, 48); (2024, 765); (32257, 12192); (514088, 194307); (8193151, 3096720); (130576328, 49353213); ... (sequence A001081 (x) and A001080 (y) in OEIS)

For the Pell's equation

the continued fraction has a period of odd length. For this the fundamental solution is obtained truncating the continued fraction right before the second occurrence of the period . Thus, the fundamental solution is .

The smallest solution can be very large. For example, the smallest solution to is (321881208291348491819380158564160), and this is the equation which Frenicle challenged Wallis to solve. Values of n such that the smallest solution of is greater than the smallest solution for any smaller value of n are

1, 2, 5, 10, 13, 29, 46, 53, 61, 109, 181, 277, 397, 409, 421, 541, 661, 1021, 1069, 1381, 1549, 1621, 2389, 3061, 3469, 4621, 4789, 4909, 5581, 6301, 6829, 8269, 8941, 9949, ... (sequence A033316 in the OEIS).

(For these records, see OEISA033315 for x and OEISA033319 for y.)

List of fundamental solutions of Pell's equations

The following is a list of the fundamental solution to with n ≤ 128. When n is an integer square, there is no solution except for the trivial solution (1, 0). The values of x are sequence A002350 and those of y are sequence A002349 in OEIS.

n x y
1
2 3 2
3 2 1
4
5 9 4
6 5 2
7 8 3
8 3 1
9
10 19 6
11 10 3
12 7 2
13 649 180
14 15 4
15 4 1
16
17 33 8
18 17 4
19 170 39
20 9 2
21 55 12
22 197 42
23 24 5
24 5 1
25
26 51 10
27 26 5
28 127 24
29 9801 1820
30 11 2
31 1520 273
32 17 3
n x y
33 23 4
34 35 6
35 6 1
36
37 73 12
38 37 6
39 25 4
40 19 3
41 2049 320
42 13 2
43 3482 531
44 199 30
45 161 24
46 24335 3588
47 48 7
48 7 1
49
50 99 14
51 50 7
52 649 90
53 66249 9100
54 485 66
55 89 12
56 15 2
57 151 20
58 19603 2574
59 530 69
60 31 4
61 1766319049 226153980
62 63 8
63 8 1
64
n x y
65 129 16
66 65 8
67 48842 5967
68 33 4
69 7775 936
70 251 30
71 3480 413
72 17 2
73 2281249 267000
74 3699 430
75 26 3
76 57799 6630
77 351 40
78 53 6
79 80 9
80 9 1
81
82 163 18
83 82 9
84 55 6
85 285769 30996
86 10405 1122
87 28 3
88 197 21
89 500001 53000
90 19 2
91 1574 165
92 1151 120
93 12151 1260
94 2143295 221064
95 39 4
96 49 5
n x y
97 62809633 6377352
98 99 10
99 10 1
100
101 201 20
102 101 10
103 227528 22419
104 51 5
105 41 4
106 32080051 3115890
107 962 93
108 1351 130
109 158070671986249 15140424455100
110 21 2
111 295 28
112 127 12
113 1204353 113296
114 1025 96
115 1126 105
116 9801 910
117 649 60
118 306917 28254
119 120 11
120 11 1
121
122 243 22
123 122 11
124 4620799 414960
125 930249 83204
126 449 40
127 4730624 419775
128 577 51

Connections

Pell's equation has connections to several other important subjects in mathematics.

Algebraic number theory

Pell's equation is closely related to the theory of algebraic numbers, as the formula

is the norm for the ring and for the closely related quadratic field . Thus, a pair of integers solves Pell's equation if and only if is a unit with norm 1 in . Dirichlet's unit theorem, that all units of can be expressed as powers of a single fundamental unit (and multiplication by a sign), is an algebraic restatement of the fact that all solutions to the Pell's equation can be generated from the fundamental solution. The fundamental unit can in general be found by solving a Pell-like equation but it does not always correspond directly to the fundamental solution of Pell's equation itself, because the fundamental unit may have norm −1 rather than 1 and its coefficients may be half integers rather than integers.

Chebyshev polynomials

Demeyer mentions a connection between Pell's equation and the Chebyshev polynomials: If and are the Chebyshev polynomials of the first and second kind respectively, then these polynomials satisfy a form of Pell's equation in any polynomial ring , with :

Thus, these polynomials can be generated by the standard technique for Pell's equations of taking powers of a fundamental solution:

It may further be observed that if are the solutions to any integer Pell's equation, then and .

Continued fractions

A general development of solutions of Pell's equation in terms of continued fractions of can be presented, as the solutions x and y are approximates to the square root of n and thus are a special case of continued fraction approximations for quadratic irrationals.

The relationship to the continued fractions implies that the solutions to Pell's equation form a semigroup subset of the modular group. Thus, for example, if p and q satisfy Pell's equation, then

is a matrix of unit determinant. Products of such matrices take exactly the same form, and thus all such products yield solutions to Pell's equation. This can be understood in part to arise from the fact that successive convergents of a continued fraction share the same property: If pk−1/qk−1 and pk/qk are two successive convergents of a continued fraction, then the matrix

has determinant (−1)k.

Smooth numbers

Størmer's theorem applies Pell equations to find pairs of consecutive smooth numbers, positive integers whose prime factors are all smaller than a given value. As part of this theory, Størmer also investigated divisibility relations among solutions to Pell's equation; in particular, he showed that each solution other than the fundamental solution has a prime factor that does not divide n.

The negative Pell's equation

The negative Pell's equation is given by

and has also been extensively studied. It can be solved by the same method of continued fractions and has solutions if and only if the period of the continued fraction has odd length. However, it is not known which roots have odd period lengths, and therefore not known when the negative Pell equation is solvable. A necessary (but not sufficient) condition for solvability is that n is not divisible by 4 or by a prime of form 4k + 3. Thus, for example, x2 − 3ny2 = −1 is never solvable, but x2 − 5ny2 = −1 may be.

The first few numbers n for which x2 − ny2 = −1 is solvable are

1, 2, 5, 10, 13, 17, 26, 29, 37, 41, 50, 53, 58, 61, 65, 73, 74, 82, 85, 89, 97, ... (sequence A031396 in the OEIS).

Let . The proportion of square-free n divisible by k primes of the form 4m + 1 for which the negative Pell's equation is solvable is at least α. When the number of prime divisors is not fixed, the proportion is given by 1 - α.

If the negative Pell's equation does have a solution for a particular n, its fundamental solution leads to the fundamental one for the positive case by squaring both sides of the defining equation:

implies

As stated above, if the negative Pell's equation is solvable, a solution can be found using the method of continued fractions as in the positive Pell's equation. The recursion relation works slightly differently however. Since , the next solution is determined in terms of whenever there is a match, that is, when is odd. The resulting recursion relation is (modulo a minus sign, which is immaterial due to the quadratic nature of the equation)

which gives an infinite tower of solutions to the negative Pell's equation.

Generalized Pell's equation

The equation

is called the generalized (or general) Pell's equation. The equation is the corresponding Pell's resolvent. A recursive algorithm was given by Lagrange in 1768 for solving the equation, reducing the problem to the case . Such solutions can be derived using the continued-fractions method as outlined above.

If is a solution to and is a solution to then such that is a solution to , a principle named the multiplicative principle. The solution is called a Pell multiple of the solution .

There exists a finite set of solutions to such that every solution is a Pell multiple of a solution from that set. In particular, if is the fundamental solution to , then each solution to the equation is a Pell multiple of a solution with and , where .

If x and y are positive integer solutions to the Pell's equation with , then is a convergent to the continued fraction of .

Solutions to the generalized Pell's equation are used for solving certain Diophantine equations and units of certain rings, and they arise in the study of SIC-POVMs in quantum information theory.

The equation

is similar to the resolvent in that if a minimal solution to can be found, then all solutions of the equation can be generated in a similar manner to the case . For certain , solutions to can be generated from those with , in that if then every third solution to has even, generating a solution to .

Notes

  1. ^ In Euler's Vollständige Anleitung zur Algebra (pp. 227ff), he presents a solution to Pell's equation which was taken from John Wallis' Commercium epistolicum, specifically, Letter 17 (Epistola XVII) and Letter 19 (Epistola XIX) of:
    • Wallis, John, ed. (1658). Commercium epistolicum, de Quaestionibus quibusdam Mathematicis nuper habitum [Correspondence, about some mathematical inquiries recently undertaken] (in English, Latin, and French). Oxford, England: A. Lichfield. The letters are in Latin. Letter 17 appears on pp. 56–72. Letter 19 appears on pp. 81–91.
    • French translations of Wallis' letters: Fermat, Pierre de (1896). Tannery, Paul; Henry, Charles (eds.). Oeuvres de Fermat (in French and Latin). Vol. 3. Paris, France: Gauthier-Villars et fils. Letter 17 appears on pp. 457–480. Letter 19 appears on pp. 490–503.
    Wallis' letters showing a solution to the Pell's equation also appear in volume 2 of Wallis' Opera mathematica (1693), which includes articles by John Pell:
    • Wallis, John (1693). Opera mathematica: de Algebra Tractatus; Historicus & Practicus [Mathematical works: Treatise on Algebra; historical and as presently practiced] (in Latin, English, and French). Vol. 2. Oxford, England. Letter 17 is on pp. 789–798; letter 19 is on pp. 802–806. See also Pell's articles, where Wallis mentions (pp. 235, 236, 244) that Pell's methods are applicable to the solution of Diophantine equations:
    • De Algebra D. Johannis Pellii; & speciatim de Problematis imperfecte determinatis (On Algebra by Dr. John Pell and especially on an incompletely determined problem), pp. 234–236.
    • Methodi Pellianae Specimen (Example of Pell's method), pp. 238–244.
    • Specimen aliud Methodi Pellianae (Another example of Pell's method), pp. 244–246.
    See also:
  2. ^ Teutsch is an obsolete form of Deutsch, meaning "German". Free E-book: Teutsche Algebra at Google Books.
  3. ^ This is because the Pell equation implies that −1 is a quadratic residue modulo n.

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