11. Cauchy–Schwarz Inequality

|𝑢⃗⋅𝑣⃗|≤‖𝑢⃗‖‖𝑣⃗‖|𝑢⃗⋅𝑣⃗|=‖𝑢⃗‖‖𝑣⃗‖when𝑢⃗=𝑐𝑣⃗

Where:

Step 1: Understand the dot product

The dot product of two vectors 𝑢⃗=[𝑢1,𝑢2,…,𝑢𝑛] and 𝑣⃗=[𝑣1,𝑣2,…,𝑣𝑛] is calculated as:

𝑢⃗⋅𝑣⃗=𝑢1𝑣1+𝑢2𝑣2+…+𝑢𝑛𝑣𝑛

The magnitude (or norm) of a vector 𝑢⃗ is:

‖𝑢⃗‖=𝑢12+𝑢22+…+𝑢𝑛2

Step 2: Define a new function

We introduce a parameter 𝑡∈ℝ and define a new vector:

𝑤(𝑡)=𝑢−𝑡𝑣

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 𝑤(𝑡):

𝑤(𝑡)⋅𝑤(𝑡)≥0

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 𝑤(𝑡)⋅𝑤(𝑡):

𝑤(𝑡)⋅𝑤(𝑡)=(𝑢⃗−𝑡𝑣⃗)⋅(𝑢⃗−𝑡𝑣⃗)

Now, we apply the distributive property of the dot product, which behaves similarly to the distributive property of multiplication. We expand each term:

(𝑢⃗−𝑡𝑣⃗)⋅(𝑢⃗−𝑡𝑣⃗)=𝑢⃗⋅𝑢⃗−𝑡(𝑢⃗⋅𝑣⃗)−𝑡(𝑣⃗⋅𝑢⃗)+𝑡2(𝑣⃗⋅𝑣⃗)

Since the dot product is commutative (𝑢⃗⋅𝑣⃗=𝑣⃗⋅𝑢⃗), we can rewrite this as:

𝑢⃗⋅𝑢⃗−2𝑡(𝑢⃗⋅𝑣⃗)+𝑡2(𝑣⃗⋅𝑣⃗)

This simplifies to:

‖𝑢⃗‖2−2𝑡(𝑢⃗⋅𝑣⃗)+𝑡2‖𝑣⃗‖2

We’ve now expressed the result of expanding the dot product as a quadratic expression in 𝑡, where

Step 4: Treat as a quadratic equation

Now that we have the quadratic expression:

‖𝑣⃗‖2𝑡2−2(𝑢⃗⋅𝑣⃗)𝑡+‖𝑢⃗‖2≥0

We recognize this as a standard quadratic inequality of the form 𝑎𝑡2+𝑏𝑡+𝑐≥0, where:

For any quadratic expression 𝑎𝑡2+𝑏𝑡+𝑐 to always be non-negative, its discriminant must be less than or equal to zero. The discriminant of a quadratic equation 𝑎𝑡2+𝑏𝑡+𝑐=0 is given by:

Δ=𝑏2−4𝑎𝑐

Substituting in the values of 𝑎, 𝑏, and 𝑐 from our expression:

Δ=(−2(𝑢⃗⋅𝑣⃗))2−4⋅‖𝑣⃗‖2⋅‖𝑢⃗‖2

Simplifying:

Δ=4(𝑢⃗⋅𝑣⃗)2−4‖𝑣⃗‖2‖𝑢⃗‖2

Step 5: Apply the discriminant condition

For the quadratic inequality to hold, the discriminant must be less than or equal to zero:

Δ=4(𝑢⃗⋅𝑣⃗)2−4‖𝑣⃗‖2‖𝑢⃗‖2≤0

Divide by 4:

Δ=(𝑢⃗⋅𝑣⃗)2≤‖𝑣⃗‖2‖𝑢⃗‖2

Take the square root of both sides:

|𝑢⃗⋅𝑣⃗|≤‖𝑢⃗‖‖𝑣⃗‖
Example
𝑢⃗=[12]𝑣⃗=[34]

Step 1: Compute the dot product 𝑢⃗⋅𝑣⃗

𝑢⃗⋅𝑣⃗=(1)(3)+(2)(4)=3+8=11

Step 2: Compute the norms of 𝑢⃗ and 𝑣⃗

  • The norm ‖𝑢⃗‖ is:
‖𝑢⃗‖=12+22=1+4=5
  • The norm ‖𝑣⃗‖ is:
‖𝑣⃗‖=32+42=9+16=25=5

Step 3: Verify the Cauchy-Schwarz inequality

The inequality states:

|𝑢⃗⋅𝑣⃗|≤‖𝑢⃗‖‖𝑣⃗‖

Substitute the values:

|11|≤55=11.18

Since 11≤11.18, the inequality holds.

The Cauchy-Schwarz inequality is satisfied for the vectors 𝑢⃗=[12] and 𝑣⃗=[34]