Math 2.0

Linear and multilinear algebra; matrix theory Inner product spaces Theorem

Cauchy–Schwarz inequality

Builds on Inner product spaceNorm induced by an inner product

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.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

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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

Where this leads

5 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Cauchy–Schwarz_inequality, Statement of the inequality
About this page
Tag0RFWW56Y22
URIm2://0RFWW56Y22
Kindstatement, theorem
WritingW1 stated
MSC15A63, 46C05
StatusThis copy of the site has no build data. Run m2 status 0RFWW56Y22.
UsesInner product space, Norm induced by an inner product
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