Cauchy-Schwarz Inequality

The Cauchy-Schwarz inequality is the upper bound of the inner product.


Description

The inequality is defined as |⟨u, v⟩|2 ≤ ⟨u, u⟩⟨v, v⟩ for two non-zero vectors u and v.

Note that the natural norm for an inner product space is defined as ||a|| = √⟨a, a⟩. By taking the square root of both sides of the Cauchy-Schwarz inequality, the triangle inequality is defined.

The inequality is sometimes proven in the complex plane. Besides noting that C is isomorphic to R2, Hilbert spaces can be real or complex, so it is necessary to always consider the complex case.


Proof

Note that the projection of u onto v is calculated as proj.svg. Note furthermore that a right triangle is formed by u, the projection of u onto v, and the orthogonal component that can be calculated as orth.svg.

Since the original vectors are non-zero, the norm of this orthogonal component is characterized by:

norm.svg

In the case that the inner product space is real, this expands to:

real1.svg

This can be simplified as follows:

real2.svg

real3.svg

This can now be easily rewritten into the familiar form of the Cauchy-Schwarz inequality.

real4.svg

real5.svg

Consider now the case of a complex inner product space. The inner product must be Hermitian, so order matters; symmetry.svg. Furthermore, the expansion requires a complex conjugate. The norm now evaluates as:

complex1.svg

This can be simplified as follows:

complex2.svg

complex3.svg

Leveraging now the definition that ⟨u, v⟩ is the conjugate of ⟨v, u⟩:

complex4.svg

Once again this can be easily rewritten into the familiar form of the Cauchy-Schwarz inequality.

complex5.svg

complex6.svg


CategoryRicottone