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CauchySchwarzinequalityWikipedia

CauchySchwarzinequality
FromWikipedia,thefreeencyclopedia

Inmathematics,theCauchySchwarzinequality,alsoknownastheCauchyBunyakovskySchwarz
inequality,isausefulinequalityencounteredinmanydifferentsettings,suchaslinearalgebra,analysis,
probabilitytheory,vectoralgebraandotherareas.Itisconsideredtobeoneofthemostimportantinequalities
inallofmathematics.[1]Ithasanumberofgeneralizations,amongthemHlder'sinequality.
TheinequalityforsumswaspublishedbyAugustinLouisCauchy(1821),whilethecorrespondinginequality
forintegralswasfirstprovedbyViktorBunyakovsky(1859).Themodernproofoftheintegralinequalitywas
givenbyHermannAmandusSchwarz(1888).[1]

Contents
1 Statementoftheinequality
2 Proofs
2.1 Firstproof
2.2 Secondproof
2.3 Moreproofs
3 Specialcases
3.1 R2(ordinarytwodimensionalspace)
3.2 Rn(ndimensionalEuclideanspace)
3.3 L2
4 Applications
4.1 Analysis
4.2 Geometry
4.3 Probabilitytheory
5 Generalizations
6 Seealso
7 Notes
8 References
9 Externallinks

Statementoftheinequality
TheCauchySchwarzinequalitystatesthatforallvectors and ofaninnerproductspaceitistruethat

where
istheinnerproduct.Examplesofinnerproductsincludetherealandcomplexdotproduct,seethe
examplesininnerproduct.Equivalently,bytakingthesquarerootofbothsides,andreferringtothenormsof
thevectors,theinequalityiswrittenas
.[2][3]
Moreover,thetwosidesareequalifandonlyif and arelinearlydependent(meaningtheyareparallel,one
ofthevector'smagnitudesiszero,oroneisascalarmultipleoftheother).[4]:14

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If
and
haveanimaginarycomponent,theinnerproductisthestandard
complexinnerproductwherethebarnotationisusedforcomplexconjugationandthentheinequalitymaybe
restatedmoreexplicitlyas

or

Proofs
Firstproof
Let and bearbitraryvectorsinavectorspaceover withaninnerproduct,where isthefieldofrealor
complexnumbers.Weprovetheinequality

andthatequalityholdsonlywheneither or isamultipleoftheother.
If
,itisclearthatwehaveequality,andinthiscase and arealsolinearlydependent(regardlessof ).
Wehenceforthassumethat isnonzero.Wealsoassumethat
otherwisetheinequalityisobviously
true,becauseneither
nor
canbenegative.
Let

Then,bylinearityoftheinnerproductinitsfirstargument,onehas

Therefore isavectororthogonaltothevector (Indeed, istheprojectionof ontotheplaneorthogonalto


.)WecanthusapplythePythagoreantheoremto

whichgives

and,aftermultiplicationby
,theCauchySchwarzinequality.Moreover,iftherelation intheabove
expressionisactuallyanequality,then
andhence
thedefinitionof thenestablishesarelation
oflineardependencebetween and .Thisestablishesthetheorem.

Secondproof
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Let and bearbitraryvectorsinavectorspace withaninnerproduct,where isthefieldofrealor


complexnumbers.
If

,thetheoremholdstrivially.Nowassume

and

.Let

begivenby

then

Therefore

,or

Moreproofs
Thereareindeedmanydifferentproofs(http://www.unimiskolc.hu/~matsefi/Octogon/volumes/volume1/article
1_19.pdf)[5]oftheCauchySchwarzinequalityotherthantheabovetwoexamples.[1][3]Whenconsultingother
sources,thereareoftentwosourcesofconfusion.First,someauthorsdefine
tobelinearinthesecond
argumentratherthanthefirst.Second,someproofsareonlyvalidwhenthefieldis andnot .[6]

Specialcases
R2(ordinarytwodimensionalspace)
Intheusual2dimensionalspacewiththedotproduct,let
Schwarzinequalityisthat

and

.TheCauchy

where istheanglebetween and .


Theformaboveisperhapstheeasiestinwhichtounderstandtheinequality,sincethesquareofthecosinecan
beatmost1,whichoccurswhenthevectorsareinthesameoroppositedirections.Itcanalsoberestatedin
termsofthevectorcoordinates
and as

whereequalityholdsifandonlyifthevector
,orifoneofthemisthezerovector.

isinthesameoroppositedirectionasthevector

Rn(ndimensionalEuclideanspace)
InEuclideanspace

withthestandardinnerproduct,theCauchySchwarzinequalityis

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TheCauchySchwarzinequalitycanbeprovedusingonlyideasfromelementaryalgebrainthiscase.Consider
thefollowingquadraticpolynomialin

Sinceitisnonnegative,ithasatmostonerealrootfor ,henceitsdiscriminantislessthanorequaltozero.
Thatis,

whichyieldstheCauchySchwarzinequality.

L2
Fortheinnerproductspaceofsquareintegrablecomplexvaluedfunctions,onehas

AgeneralizationofthisistheHlderinequality.

Applications
Analysis
ThetriangleinequalityforthestandardnormisoftenshownasaconsequenceoftheCauchySchwarz
inequality,asfollows:givenvectorsxandy:

Takingsquarerootsgivesthetriangleinequality.
TheCauchySchwarzinequalityisusedtoprovethattheinnerproductisacontinuousfunctionwithrespectto
thetopologyinducedbytheinnerproductitself.[7][8]

Geometry
TheCauchySchwarzinequalityallowsonetoextendthenotionof"anglebetweentwovectors"toanyreal
innerproductspace,bydefining:
[9][10]

TheCauchySchwarzinequalityprovesthatthisdefinitionissensible,byshowingthattherighthandsidelies
intheinterval[1,1],andjustifiesthenotionthat(real)Hilbertspacesaresimplygeneralizationsofthe
Euclideanspace.Itcanalsobeusedtodefineanangleincomplexinnerproductspaces,bytakingtheabsolute
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valueortherealpartoftherighthandside,[11][12]asisdonewhenextractingametricfromquantumfidelity.

Probabilitytheory
LetX,Yberandomvariables,thenthecovarianceinequality[13][14]isgivenby:

Afterdefininganinnerproductonthesetofrandomvariablesusingtheexpectationoftheirproduct,

thentheCauchySchwarzinequalitybecomes

ToprovethecovarianceinequalityusingtheCauchySchwarzinequality,let

and

,then

whereVardenotesvarianceandCovdenotescovariance.

Generalizations
VariousgeneralizationsoftheCauchySchwarzinequalityexistinthecontextofoperatortheory,e.g.for
operatorconvexfunctions,andoperatoralgebras,wherethedomainand/orrangearereplacedbyaC*algebra
orW*algebra.
Aninnerproductcanbeusedtodefineapositivelinearfunctional.Forexample,givenaHilbertspace
beingafinitemeasure,thestandardinnerproductgivesrisetoapositivefunctional by
.Conversely,everypositivelinearfunctional on
canbeusedtodefineaninnerproduct
where isthepointwisecomplexconjugateof .Inthislanguage,theCauchySchwarz
inequalitybecomes
[15]

whichextendsverbatimtopositivefunctionalsonC*algebras:
Theorem(CauchySchwarzinequalityforpositivefunctionalsonC*algebras)[16][17]If isapositivelinear
functionalonaC*algebra thenforall
,
.
Thenexttwotheoremsarefurtherexamplesinoperatoralgebra.
Theorem(KadisonSchwarzinequality,[18][19]namedafterRichardKadison)If isaunitalpositivemap,then
foreverynormalelement initsdomain,wehave
and
.

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Thisextendsthefact
selfadjoint,i.e.

CauchySchwarzinequalityWikipedia

,when isalinearfunctional.Thecasewhen is
issometimesknownasKadison'sinequality.

Theorem(ModifiedSchwarzinequalityfor2positivemaps).[20]Fora2positivemap betweenC*algebras,
forall initsdomain,

Seealso
Hlder'sinequality
Minkowskiinequality
Jensen'sinequality
Heisenberguncertaintyprinciple
Bessel'sinequality

Notes
1.TheCauchySchwarzMasterClass:anIntroductiontotheArtofMathematicalInequalities,Ch.1(http://wwwstat.w
harton.upenn.edu/~steele/Publications/Books/CSMC/CSMC_index.html)byJ.MichaelSteele.
2.Strang,Gilbert(19July2005)."3.2".LinearAlgebraanditsApplications(4thed.).Stamford,CT:Cengage
Learning.pp.154155.ISBN9780030105678.
3.Hunter,JohnK.Nachtergaele,Bruno(20010101).AppliedAnalysis.WorldScientific.ISBN9789810241919.
4.Bachmann,GeorgeNarici,LawrenceBeckenstein,Edward(20121206).FourierandWaveletAnalysis.Springer
Science&BusinessMedia.ISBN9781461205050.
5.Wu,HuiHuaWu,Shanhe(April2009)."VariousproofsoftheCauchySchwarzinequality"(PDF).OCTOGON
MATHEMATICALMAGAZINE.17(1):221229.ISBN9789738825550.ISSN12225657.Retrieved18May
2016.
6.Aliprantis,CharalambosD.Border,KimC.(20070502).InfiniteDimensionalAnalysis:AHitchhiker'sGuide.
SpringerScience&BusinessMedia.ISBN9783540326960.
7.Bachman,GeorgeNarici,Lawrence(20120926).FunctionalAnalysis.CourierCorporation.p.141.
ISBN9780486136554.
8.Swartz,Charles(19940221).Measure,IntegrationandFunctionSpaces.WorldScientific.p.236.
ISBN9789814502511.
9.Ricardo,Henry(20091021).AModernIntroductiontoLinearAlgebra.CRCPress.p.18.ISBN9781439894613.
10.Banerjee,SudiptoRoy,Anindya(20140606).LinearAlgebraandMatrixAnalysisforStatistics.CRCPress.
p.181.ISBN9781482248241.
11.Valenza,RobertJ.(20121206).LinearAlgebra:AnIntroductiontoAbstractMathematics.SpringerScience&
BusinessMedia.p.146.ISBN9781461209010.
12.Constantin,Adrian(20160521).FourierAnalysiswithApplications.CambridgeUniversityPress.p.74.
ISBN9781107044104.
13.Mukhopadhyay,Nitis(20000322).ProbabilityandStatisticalInference.CRCPress.p.150.ISBN9780824703790.
14.Keener,RobertW.(20100908).TheoreticalStatistics:TopicsforaCoreCourse.SpringerScience&Business
Media.p.71.ISBN9780387938394.
15.Faria,EdsondeMelo,Welingtonde(20100812).MathematicalAspectsofQuantumFieldTheory.Cambridge
UniversityPress.p.273.ISBN9781139489805.
16.Lin,Huaxin(20010101).AnIntroductiontotheClassificationofAmenableC*algebras.WorldScientific.p.27.
ISBN9789812799883.
17.Arveson,W.(20121206).AnInvitationtoC*Algebras.SpringerScience&BusinessMedia.p.28.
ISBN9781461263715.
18.Strmer,Erling(20121213).PositiveLinearMapsofOperatorAlgebras.SpringerScience&BusinessMedia.
ISBN9783642343698.
19.Kadison,RichardV.(19520101)."AGeneralizedSchwarzInequalityandAlgebraicInvariantsforOperator
Algebras".AnnalsofMathematics.56(3):494503.doi:10.2307/1969657.
20.Paulsen(2002),CompletelyBoundedMapsandOperatorAlgebras,ISBN9780521816694page40.

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References
Aldaz,J.M.Barza,S.Fujii,M.Moslehian,M.S.(2015),"AdvancesinOperatorCauchySchwarzinequalitiesand
theirreverses",AnnalsofFunctionalAnalysis,6(3):275295,doi:10.15352/afa/06320
Bityutskov,V.I.(2001),"Bunyakovskiiinequality",inHazewinkel,Michiel,EncyclopediaofMathematics,Springer,
ISBN9781556080104
Bouniakowsky,V.(1859),"Surquelquesinegalitsconcernantlesintgralesauxdiffrencesfinies"(PDF),Mem.
Acad.Sci.St.Petersbourg,7(1):9
Cauchy,AL.(1821),"Surlesformulesquirsultentdel'emploiedusigneetsur>ou<,etsurlesmoyennesentre
plusieursquantits",Coursd'Analyse,1erPartie:Analysealgbrique1821OEuvresser.2III373377
Dragomir,S.S.(2003),"AsurveyonCauchyBunyakovskySchwarztypediscreteinequalities",JIPAM.J.Inequal.
PureAppl.Math.,4(3):142pp
Grinshpan,A.Z.(2005),"Generalinequalities,consequences,andapplications",AdvancesinAppliedMathematics,
34(1):71100,doi:10.1016/j.aam.2004.05.001
Kadison,R.V.(1952),"AgeneralizedSchwarzinequalityandalgebraicinvariantsforoperatoralgebras",Annalsof
Mathematics,56(3):494503,doi:10.2307/1969657,JSTOR1969657.
Lohwater,Arthur(1982),IntroductiontoInequalities,OnlineebookinPDFfomat
Paulsen,V.(2003),CompletelyBoundedMapsandOperatorAlgebras,CambridgeUniversityPress.
Schwarz,H.A.(1888),"bereinFlchenkleinstenFlcheninhaltsbetreffendesProblemderVariationsrechnung"
(PDF),ActaSocietatisscientiarumFennicae,XV:318
Solomentsev,E.D.(2001),"Cauchyinequality",inHazewinkel,Michiel,EncyclopediaofMathematics,Springer,
ISBN9781556080104
Steele,J.M.(2004),TheCauchySchwarzMasterClass,CambridgeUniversityPress,ISBN052154677X

Externallinks
EarliestUses:TheentryontheCauchySchwarzinequalityhassomehistoricalinformation.(http://jeff5
60.tripod.com/c.html)
ExampleofapplicationofCauchySchwarzinequalitytodetermineLinearlyIndependentVectors(http://
people.revoledu.com/kardi/tutorial/LinearAlgebra/LinearlyIndependent.html#LinearlyIndependentVector
s)TutorialandInteractiveprogram.
Retrievedfrom"https://en.wikipedia.org/w/index.php?title=CauchySchwarz_inequality&oldid=746886394"
Categories: Inequalities Linearalgebra Operatortheory Probabilitytheory Mathematicalanalysis
Probabilisticinequalities
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