Wednesday, August 24, 2016

How to prove Cauchy-Schwarz Inequality in R3?



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



(xy)20



Thus



y2+x22xy



Cauchy-Schwarz states that




x1y1+x2y2+x3y3x21+x22+x33y21+y22+y33



Now, for each i=1,2,3, set



x=xix21+x22+x23



y=yiy21+y22+y23



We get




y21y21+y22+y23+x21x21+x22+x232x1x21+x22+x23y1y21+y22+y23



y22y21+y22+y23+x22x21+x22+x232x2x21+x22+x23y2y21+y22+y23



y23y21+y22+y23+x23x21+x22+x232x3x21+x22+x23y3y21+y22+y23



Summing all these up, we get



y21+y22+y23y21+y22+y23+x21+x22+x23x21+x22+x232x1y1+x2y2+x3y3y21+y22+y23x21+x22+x23




y21+y22+y23x21+x22+x23x1y1+x2y2+x3y3



This works for Rn. We sum up through i=1,,n and set



y=yiy2i



x=xix2i



Note this stems from the most fundamental inequality x20.


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