Cauchy-Schwartz inequality • If (a1, a2, ..., an) and (b1, b2, ..., bn) are sequences of real numbers, then (E 7)(E b}) > (E-1 a;b;)² • with equality if and only if there exists some real number r such that (a1, a2, . .., an) = r(bị , b2, ... , bn) • If u = (a1, a2, ..., an) and v = (b1, b2, ..., bn), then this inequality says that |u · v| < || u||| v|| There are many ways to prove this > First note that 2(Σ 1f)(ΣΗ) -2(ΣΗabi) E Ei(a;b; – a;b;)² i=1 |
Cauchy-Schwartz inequality • If (a1, a2, ..., an) and (b1, b2, ..., bn) are sequences of real numbers, then (E 7)(E b}) > (E-1 a;b;)² • with equality if and only if there exists some real number r such that (a1, a2, . .., an) = r(bị , b2, ... , bn) • If u = (a1, a2, ..., an) and v = (b1, b2, ..., bn), then this inequality says that |u · v| < || u||| v|| There are many ways to prove this > First note that 2(Σ 1f)(ΣΗ) -2(ΣΗabi) E Ei(a;b; – a;b;)² i=1 |
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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![**Cauchy-Schwartz Inequality**
**Definition:**
If \((a_1, a_2, \ldots, a_n)\) and \((b_1, b_2, \ldots, b_n)\) are sequences of real numbers, then the Cauchy-Schwartz inequality states that:
\[
\left(\sum_{i=1}^n a_i^2\right)\left(\sum_{i=1}^n b_i^2\right) \geq \left(\sum_{i=1}^n a_i b_i\right)^2
\]
with equality if and only if there exists some real number \(r\) such that \((a_1, a_2, \ldots, a_n) = r(b_1, b_2, \ldots, b_n)\).
**Vector Notation:**
If \(\mathbf{u} = (a_1, a_2, \ldots, a_n)\) and \(\mathbf{v} = (b_1, b_2, \ldots, b_n)\), then this inequality can also be expressed as:
\[
|\mathbf{u} \cdot \mathbf{v}| \leq \|\mathbf{u}\| \|\mathbf{v}\|
\]
**Proof Outline:**
There are many ways to prove this inequality.
1. Note that:
\[
2\left(\sum_{i=1}^n a_i^2\right)\left(\sum_{i=1}^n b_i^2\right) - 2\left(\sum_{i=1}^n a_i b_i\right)^2 = \sum_{i=1}^n \sum_{j=1}^n (a_i b_j - a_j b_i)^2
\]
2. Recognize that:
\[
\sum_{i=1}^n \sum_{j=1}^n (a_i b_j - a_j b_i)^2 \geq 0
\]
This follows by the trivial inequality that squares are non-negative.
3. By dividing by 2 and adding the second sum to both sides, we obtain:
\[
\left(\sum_{i=1}^n a_i^2\right)\left(\sum_{i=1}](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fd4e7b45d-7759-4936-874e-85be62c48a7b%2F4bbe3f34-a088-477c-884a-376bc1cb65e5%2Fm32jonu_processed.png&w=3840&q=75)
Transcribed Image Text:**Cauchy-Schwartz Inequality**
**Definition:**
If \((a_1, a_2, \ldots, a_n)\) and \((b_1, b_2, \ldots, b_n)\) are sequences of real numbers, then the Cauchy-Schwartz inequality states that:
\[
\left(\sum_{i=1}^n a_i^2\right)\left(\sum_{i=1}^n b_i^2\right) \geq \left(\sum_{i=1}^n a_i b_i\right)^2
\]
with equality if and only if there exists some real number \(r\) such that \((a_1, a_2, \ldots, a_n) = r(b_1, b_2, \ldots, b_n)\).
**Vector Notation:**
If \(\mathbf{u} = (a_1, a_2, \ldots, a_n)\) and \(\mathbf{v} = (b_1, b_2, \ldots, b_n)\), then this inequality can also be expressed as:
\[
|\mathbf{u} \cdot \mathbf{v}| \leq \|\mathbf{u}\| \|\mathbf{v}\|
\]
**Proof Outline:**
There are many ways to prove this inequality.
1. Note that:
\[
2\left(\sum_{i=1}^n a_i^2\right)\left(\sum_{i=1}^n b_i^2\right) - 2\left(\sum_{i=1}^n a_i b_i\right)^2 = \sum_{i=1}^n \sum_{j=1}^n (a_i b_j - a_j b_i)^2
\]
2. Recognize that:
\[
\sum_{i=1}^n \sum_{j=1}^n (a_i b_j - a_j b_i)^2 \geq 0
\]
This follows by the trivial inequality that squares are non-negative.
3. By dividing by 2 and adding the second sum to both sides, we obtain:
\[
\left(\sum_{i=1}^n a_i^2\right)\left(\sum_{i=1}
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