I am having trouble proving this inequality in R3. It makes sense in R2 for the most part. Can anyone at least give me a starting point to try. I am lost on this thanks in advance.
Answer
You know that, for any x,y, we have that
(x−y)2≥0
Thus
y2+x2≥2xy
Cauchy-Schwarz states that
x1y1+x2y2+x3y3≤√x21+x22+x33√y21+y22+y33
Now, for each i=1,2,3, set
x=xi√x21+x22+x23
y=yi√y21+y22+y23
We get
y21y21+y22+y23+x21x21+x22+x23≥2x1√x21+x22+x23y1√y21+y22+y23
y22y21+y22+y23+x22x21+x22+x23≥2x2√x21+x22+x23y2√y21+y22+y23
y23y21+y22+y23+x23x21+x22+x23≥2x3√x21+x22+x23y3√y21+y22+y23
Summing all these up, we get
y21+y22+y23y21+y22+y23+x21+x22+x23x21+x22+x23≥2x1y1+x2y2+x3y3√y21+y22+y23√x21+x22+x23
√y21+y22+y23√x21+x22+x23≥x1y1+x2y2+x3y3
This works for Rn. We sum up through i=1,…,n and set
y=yi√∑y2i
x=xi√∑x2i
Note this stems from the most fundamental inequality x2≥0.
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