Difference between revisions of "Cauchy-Schwarz Inequality"
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== Proof == | == Proof == | ||
Consider the vectors <math> \mathbf{a} = \langle a_1, \ldots a_n \rangle </math> and <math> {} \mathbf{b} = \langle b_1, \ldots b_n \rangle </math>. If <math>\theta </math> is the [[angle]] formed by <math> \mathbf{a} </math> and <math> \mathbf{b} </math>, then the left-hand side of the inequality is equal to the square of the [[dot product]] of <math>\mathbf{a} </math> and <math> \mathbf{b} </math>, or <math>(\mathbf{a} \cdot \mathbf{b})^2 = a^2 b^2 (\cos\theta) ^2</math> .The right hand side of the inequality is equal to <math> \left( ||\mathbf{a}|| * ||\mathbf{b}|| \right)^2 = a^2b^2</math>. The inequality then follows from <math> |\cos\theta | \le 1 </math>, with equality when one of <math> \mathbf{a,b} </math> is a multiple of the other, as desired. | Consider the vectors <math> \mathbf{a} = \langle a_1, \ldots a_n \rangle </math> and <math> {} \mathbf{b} = \langle b_1, \ldots b_n \rangle </math>. If <math>\theta </math> is the [[angle]] formed by <math> \mathbf{a} </math> and <math> \mathbf{b} </math>, then the left-hand side of the inequality is equal to the square of the [[dot product]] of <math>\mathbf{a} </math> and <math> \mathbf{b} </math>, or <math>(\mathbf{a} \cdot \mathbf{b})^2 = a^2 b^2 (\cos\theta) ^2</math> .The right hand side of the inequality is equal to <math> \left( ||\mathbf{a}|| * ||\mathbf{b}|| \right)^2 = a^2b^2</math>. The inequality then follows from <math> |\cos\theta | \le 1 </math>, with equality when one of <math> \mathbf{a,b} </math> is a multiple of the other, as desired. | ||
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== Lemmas == | == Lemmas == |
Revision as of 21:49, 4 February 2022
In algebra, the Cauchy-Schwarz Inequality, also known as the Cauchy–Bunyakovsky–Schwarz Inequality or informally as Cauchy-Schwarz, is an inequality with many ubiquitous formulations in abstract algebra, calculus, and contest mathematics. In high-school competitions, its applications are limited to elementary and linear algebra.
Its elementary algebraic formulation is often referred to as Cauchy's Inequality and states that for any list of reals and , with equality if and only if there exists a constant such that for all , or if every number in one of the lists is zero. Along with the AM-GM Inequality, Cauchy-Schwarz forms the foundation for inequality problems in intermediate and olympiad competitions. It is particularly crucial in proof-based contests.
Its linear algebraic forulation states that for any vectors and in , with equality if and only if there exists a scalar such that , or if one of the vectors is zero. This formulation comes in handy in linear algebra problems at intermediate and olympiad problems.
The full Cauchy-Schwarz Inequality is written in terms of abstract vector spaces. Under this formulation, the elementary algebraic, linear algebraic, and calculus formulations are different cases of the general inequality.
Contents
[hide]Proof
Consider the vectors and . If is the angle formed by and , then the left-hand side of the inequality is equal to the square of the dot product of and , or .The right hand side of the inequality is equal to . The inequality then follows from , with equality when one of is a multiple of the other, as desired.
Lemmas
Complex Form
The inequality sometimes appears in the following form.
Let and be complex numbers. Then This appears to be more powerful, but it follows from
Upper Bound on (Σa)(Σb)
Let and be two sequences of positive real numbers with for . Then with equality if and only if, for some ordering of the pairs , some exists such that for and for , and If we restrict that and for all , then it's clear that for to be or for all , then and , so is equivalent to (When this is not an integer, the maximum occurs when is either the ceiling or floor of the right-hand side.) In the special case that is constant for all , we have and , so here must be .
Proof
Note that for all , we have or with equality if and only if or . Summing up these inequalities over , we obtain from AM-GM that and squaring gives us the desired bound. For equality to occur, we must have or for all . If, without loss of generality, for and for for some , then for the AM-GM to reach equality we must have (assume since is trivial)
General Form
Let be a vector space, and let be an inner product. Then for any , with equality if and only if there exist constants not both zero such that .
Proof 1
Consider the polynomial of This must always be greater than or equal to zero, so it must have a non-positive discriminant, i.e., must be less than or equal to , with equality when or when there exists some scalar such that , as desired.
Proof 2
We consider Since this is always greater than or equal to zero, we have Now, if either or is equal to , then . Otherwise, we may normalize so that , and we have with equality when and may be scaled to each other, as desired.
Proof 3
Consider for some scalar . Then: (by the Trivial Inequality) . Now, let . Then, we have: .
Examples
The elementary form of the Cauchy-Schwarz inequality is a special case of the general form, as is the Cauchy-Schwarz Inequality for Integrals: for integrable functions , with equality when there exist constants not both equal to zero such that for ,
Problems
Introductory
- Consider the function , where is a positive integer. Show that . (Source)
- (APMO 1991 #3) Let , , , , , , , be positive real numbers such that . Show that
Intermediate
- Let be a triangle such that
where and denote its semiperimeter and inradius, respectively. Prove that triangle is similar to a triangle whose side lengths are all positive integers with no common divisor and determine those integers. (Source)
Olympiad
- is a point inside a given triangle . are the feet of the perpendiculars from to the lines , respectively. Find all for which
is least.
(Source)
Other Resources
Books
- The Cauchy-Schwarz Master Class: An Introduction to the Art of Mathematical Inequalities by J. Michael Steele.
- Problem Solving Strategies by Arthur Engel contains significant material on inequalities.