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    6.7 Cauchy-Schwarz Inequality

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    Soumyajit Paul
    The document summarizes the Cauchy-Schwarz inequality and triangle inequality. It proves that for any vectors u and v in an inner product space: 1) The Cauchy-Schwarz inequality states that the absolute value of the inner product of u and v is less than or equal to the product of the lengths of u and v. Equality holds if and only if u and v are scalar multiples of each other. 2) The triangle inequality states that the length of the sum of two vectors u and v is less than or equal to the sum of their individual lengths. Equality holds if and only if one vector is a nonnegative scalar multiple of the other. 3) Examples are

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    6.7 Cauchy-Schwarz Inequality

    Uploaded by

    Soumyajit Paul
    33 views2 pages
    The document summarizes the Cauchy-Schwarz inequality and triangle inequality. It proves that for any vectors u and v in an inner product space: 1) The Cauchy-Schwarz inequality states that the absolute value of the inner product of u and v is less than or equal to the product of the lengths of u and v. Equality holds if and only if u and v are scalar multiples of each other. 2) The triangle inequality states that the length of the sum of two vectors u and v is less than or equal to the sum of their individual lengths. Equality holds if and only if one vector is a nonnegative scalar multiple of the other. 3) Examples are

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    Digital Signal Processing

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    6_7

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    The document summarizes the Cauchy-Schwarz inequality and triangle inequality. It proves that for any vectors u and v in an inner product space: 1) The Cauchy-Schwarz inequality states that the absolute value of the inner product of u and v is less than or equal to the product of the lengths of u and v. Equality holds if and only if u and v are scalar multiples of each other. 2) The triangle inequality states that the length of the sum of two vectors u and v is less than or equal to the sum of their individual lengths. Equality holds if and only if one vector is a nonnegative scalar multiple of the other. 3) Examples are

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    33 views2 pages

    6.7 Cauchy-Schwarz Inequality

    Uploaded by

    Soumyajit Paul
    The document summarizes the Cauchy-Schwarz inequality and triangle inequality. It proves that for any vectors u and v in an inner product space: 1) The Cauchy-Schwarz inequality states that the absolute value of the inner product of u and v is less than or equal to the product of the lengths of u and v. Equality holds if and only if u and v are scalar multiples of each other. 2) The triangle inequality states that the length of the sum of two vectors u and v is less than or equal to the sum of their individual lengths. Equality holds if and only if one vector is a nonnegative scalar multiple of the other. 3) Examples are

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    6.

    7 Cauchy-Schwarz Inequality
    Recall that we may write a vector u as a scalar multiple of a nonzero vector v, plus a vector orthogonal to
    v:  
    hu, vi hu, vi
    u= v + u − v . (1)
    kvk2 kvk2
    The equation (1) will be used in the proof of the next theorem, which gives one of the most important
    inequalities in mathematics.
    Theorem 16 (Cauchy-Schwarz Inequality). If u, v ∈ V , then
    |hu, vi| ≤ kukkvk. (2)
    This inequality is an equality if and only if one of u, v is a scalar multiple of the other.
    Proof. Let u, v ∈ V . If v = 0, then both sides of (2) equal 0 and the desired inequality holds. Thus we can
    assume that v 6= 0. Consider the orthogonal decomposition
    hu, vi
    u= v + w,
    kvk2
    where w is orthogonal to v (here w equals the second term on the right side of (1)). By the Pythagorean
    theorem,
    hu, vi 2

    2
    kuk = v + kwk2
    kvk2
    |hu, vi|2
    = + kwk2
    kvk2
    |hu, vi|2
    ≥ .
    kvk2
    Multiplying both sides of this inequality by kvk2 and then taking square roots gives the Cauchy-Schwarz
    inequality (2).
    Looking at the proof of the Cauchy-Schwarz inequality, note that (2) is an equality if and only if the last
    inequality above is an equality. Obviously this happens if and only if w = 0. But w = 0 if and only if u is
    a multiple of v. Thus the Cauchy-Schwarz inequality is an equality if and only if u is a scalar multiple of v
    or v is a scalar multiple of u (or both; the phrasing has been chosen to cover cases in which either u or v
    equals 0).
    The next result is called the triangle inequality because of its geometric interpretation that the length
    of any side of a triangle is less than the sum of the lengths of the other two sides. Consider a triangle with
    sides consisting of vectors u, v, and u + v.
    Theorem 17 (Triangle Inequality). If u, v ∈ V , then
    ku + vk ≤ kuk + kvk. (3)
    This inequality is an equality if and only if one of u, v is a nonnegative multiple of the other.
    Proof. Let u, v ∈ V . Then
    ku + vk2 = hu + v, u + vi
    = hu, ui + hv, vi + hu, vi + hv, ui
    = kuk2 + kvk2 + 2Rehu, vi
    ≤ kuk2 + kvk2 + 2|hu, vi|
    ≤ kuk2 + kvk2 + 2kukkvk
    = (kuk + kvk)2 ,

    1
    where we used the Cauchy-Schwarz inequality. Taking square roots of both sides of the inequality above
    gives the triangle inequality (3).
    We have equality in the triangle inequality if and only if

    hu, vi = kukkvk. (4)

    If one of u, v is a nonnegative multiple of the other, then (4) holds. Conversely, suppose (4) holds.Then the
    condition for equality in the Cauchy-Schwarz inequality implies that one of u, v must be a scalar multiple
    of the other. Clearly (4) forces the scalar in question to be nonnegative, as desired.
    Example 1. Suppose p(t) = 3t − t2 and q(t) = 3 + 2t2 . For p and q in P2 , define

    hp, qi = p(−1)q(−1) + p(0)q(0) + p(1)q(1).

    a) Compute hp, qi.


    b) Compute the orthogonal projection of q onto the subspace spanned by p.
       
    a 1
    Example 2. Let u = and v = . Use the Cauchy-Schwarz inequality to show that
    b 1
    2
    a 2 + b2
    
    a+b
    ≤ .
    2 2

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