Math 2.0

statement theorem

Cauchy–Schwarz inequality

Statement

Let VV be an inner product space over R\R or C\C, with the induced norm ∥⋅∥\norm{\cdot}. Then, for all x,y∈Vx, y \in V, ∣⟨x,y⟩∣≤∥x∥∥y∥.\abs{\langle x, y \rangle} \le \norm{x} \norm{y}. Equality holds if and only if xx and yy are linearly dependent.

Remarks

For the dot product on Rn\R^n, it says (∑ixiyi)2≤(∑ixi2)(∑iyi2)\left(\sum_i x_i y_i\right)^2 \le \left(\sum_i x_i^2\right)\left(\sum_i y_i^2\right). In a real inner product space, it allows the definition of the angle θ∈[0,π]\theta \in [0, \pi] with cos⁡θ=⟨x,y⟩/(∥x∥∥y∥)\cos\theta = \langle x, y \rangle / (\norm{x} \norm{y}) for nonzero xx and yy. One proof uses that ∥x−ty∥2≥0\norm{x - ty}^2 \ge 0 for all real tt, so a quadratic has a nonpositive discriminant. It implies the triangle inequality for the induced norm.

Explanations

L1 human

The inner product of two vectors is at most the product of their lengths, in absolute value. In the plane, this is the fact that ∣cos⁡θ∣≤1\abs{\cos\theta} \le 1. Equality happens only when the vectors lie on one line.

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  1. Vector space definition
  2. Inner product definition
  3. Norm definition
  4. Inner product space definition
  5. Norm induced by an inner product definition
  6. Cauchy–Schwarz inequality statement

Sources

  1. Web https://en.wikipedia.org/wiki/Cauchy–Schwarz_inequality, Statement of the inequality