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The Cauchy-Schwarz inequality for finite sums
Statement
Let and let and be reals, with finite sums as in Finite sums and finite products, by recursion. Then
and, in root form (Square roots exist: a unique with ; the positives are ),
Equality holds in the first display if and only if the two lists are proportional, in the symmetric sense that there is a pair of reals with for every .
No root is used in the proof of the squared form. That form is an identity plus a sign argument in the ordered field, and the root form is only a restatement of it through the monotonicity of squaring on the nonnegatives (Squaring is monotone on the nonnegatives); the root enters nowhere but the last step, where that restatement is made and Square roots exist: a unique with ; the positives are is what supplies the square-root symbol. This matters here, because it makes the squared inequality independent of the existence theorem for roots.
Facts & Assumptions
Given: A natural and reals , . Write , and .
Laws of finite sums (Laws of finite sums and finite products, Finite sums and finite products, by recursion): additivity, scaling, monotonicity, and the fact that a sum of nonnegative terms is nonnegative and vanishes only if every term vanishes.
Squares (Squares of nonzero elements are positive, Integer powers ): for every , and only for ; and a product with a zero factor vanishes, (Multiplication by zero: ).
Square roots (Square roots exist: a unique with ; the positives are ): every has a unique with .
Monotonicity of squaring (Squaring is monotone on the nonnegatives): for , ; and with (Basic properties of the absolute value, Absolute value in an ordered field).
Order arithmetic in an ordered field: adding inequalities (Order is preserved by adding a constant and by adding inequalities) and scaling an inequality by a positive element (Sign rules for products and monotonicity of multiplication, claim 4) are both stated there for the STRICT order alone, so the nonstrict uses below are those statements together with the case of equality, settled by trichotomy (Ordered field); the inverse of a positive element is positive (Inverses of positives are positive, and reciprocation reverses order, claim 1); and a nonzero factor cancels, since with gives , a product with a zero factor (Multiplication by zero: ).
Proof
For every each term is nonnegative, so the sum is nonnegative, and expanding with additivity and scaling gives .
In particular and , being sums of squares.
Proportionality forces equality: assume for all with ; if then with , so and by scaling, whence ; and if then forces for all , so and both sides vanish.
Suppose first : then every term of vanishes, so for all , hence and both sides of the squared inequality are , so it holds with equality; and the pair satisfies .
Suppose instead and substitute into step 1.1: , so , and multiplying by gives .
The squared inequality therefore holds in both cases, which exhaust the possibilities since .
Equality forces proportionality: in the case this was step 2.1; in the case , if then putting in step 1.1 gives , so every term vanishes and for all , and the pair works.
The root form: by step 3.1, , and both and are nonnegative, so monotonicity of squaring on the nonnegatives gives ; note also that is the nonnegative square root of , by uniqueness.
Depends on
- Finite sums and finite products, by recursion
- Laws of finite sums and finite products
- Squares of nonzero elements are positive
- Multiplication by zero: $0 \cdot a = 0$
- Square roots exist: a unique $\sqrt{a} \ge 0$ with $(\sqrt{a})^2 = a$; the positives are $\{x^2 : x \neq 0\}$
- Integer powers $a^m$
- Squaring is monotone on the nonnegatives
- Basic properties of the absolute value
- Absolute value in an ordered field
- Sign rules for products and monotonicity of multiplication
- Order is preserved by adding a constant and by adding inequalities
- Inverses of positives are positive, and reciprocation reverses order
- Ordered field
Used by
- The comparison constants between ‖·‖₁, ‖·‖₂ and ‖·‖_∞ on ℝ², and vectors attaining each Example
- The metrics d₁, d₂ and d_∞ on ℝⁿ are metrics and are Lipschitz equivalent, with explicit constants Example
- ℝⁿ as the set of functions n → ℝ, and d₁, d₂, d_∞ are metrics on it Lemma
- The finite and reverse triangle inequalities for a norm; and for n ≥ 1 every norm N on ℝⁿ satisfies N(x) ≤ C‖ x‖₁ and is Lipschitz, hence continuous, for d₂ Lemma
- Why real exponents are deferred on the rational-powers page Remark
- Cauchy-Schwarz |⟨ x,y⟩| ≤ ‖ x‖₂‖ y‖₂ with its equality case, the triangle inequality for ‖·‖₂, the parallelogram law and polarisation Theorem
- Hölder's inequality for finite sums (rational exponents) Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 52 results over 17 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- J. K. Hunter, An Introduction to Real Analysis (standard reference, not scraped)
- Young, Hölder, and Minkowski inequalities (Oregon State University) (standard reference, not scraped)
- Cauchy-Schwarz inequality (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 1 (Thm 1.35) (standard reference, not scraped)
- T. Tao, Analysis I, 3rd ed., §7.1 (standard reference, not scraped)