11. Cauchy–Schwarz Inequality
Where:
- : dot product of vectors and
- and : magnitudes (lengths) of vectors and
Step 1: Understand the dot product
The dot product of two vectors and is calculated as:
The magnitude (or norm) of a vector is:
Step 2: Define a new function
We introduce a parameter and define a new vector:
Now, consider the dot product of this new vector with itself, which is always non-negative because it represents the square of the magnitude of :
This inequality makes sense because the dot product of any vector with itself is the square of its magnitude, and a square is always non-negative.
Step 3: Expand the dot product
Expand :
Now, we apply the distributive property of the dot product, which behaves similarly to the distributive property of multiplication. We expand each term:
Since the dot product is commutative (), we can rewrite this as:
This simplifies to:
We’ve now expressed the result of expanding the dot product as a quadratic expression in , where
- is a constant term,
- is the linear term in
- is the quadratic term
Step 4: Treat as a quadratic equation
Now that we have the quadratic expression:
We recognize this as a standard quadratic inequality of the form , where:
For any quadratic expression to always be non-negative, its discriminant must be less than or equal to zero. The discriminant of a quadratic equation is given by:
Substituting in the values of , , and from our expression:
Simplifying:
Step 5: Apply the discriminant condition
For the quadratic inequality to hold, the discriminant must be less than or equal to zero:
Divide by 4:
Take the square root of both sides:
Example
Step 1: Compute the dot product
Step 2: Compute the norms of and
- The norm is:
- The norm is:
Step 3: Verify the Cauchy-Schwarz inequality
The inequality states:
Substitute the values:
Since , the inequality holds.
The Cauchy-Schwarz inequality is satisfied for the vectors and