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Cauchy Schwarz inequality

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Cauchy Schwarz inequality

Let (a1,a2,…,an)(a_1,a_2, \dots, a_n) and (b1,b2,…,bn)(b_1,b_2,\dots,b_n) be two sequences of real numbers, then

(∑i=1nai2)(∑i=1nbi2)≥(∑i=1naibi)2\left(\sum_{i=1}^na_i^2\right) \left(\sum_{i=1}^nb_i^2\right) \ge \left(\sum_{i=1}^na_ib_i\right)^2

By mathematical induction

Let proposition P(n)

(∑i=1nai2)(∑i=1nbi2)≥(∑i=1naibi)2(n≥1)\left(\sum_{i=1}^na_i^2\right) \left(\sum_{i=1}^nb_i^2\right) \ge \left(\sum_{i=1}^na_ib_i\right)^2\quad (n\ge1)

when n=1

(a12)(b12)=(a1b1)2(a_1^2)(b_1^2)=(a_1b_1)^2

suppose P(k) is true. then

∑i=1k+1ai2∑i=1k+1bi2=(∑i=1kai2+ak+12)(∑i=1kbi2+bk+12)≥∑i=1kai2∑i=1kbi2+ak+12bk+12⋯(∗)≥(∑i=1kaibi)2+ak+12bk+12(∵귀납 가정 적용)=∑i=1k∣aibi∣+∣ak+1bk+1∣=∑i=1k+1∣aibi∣(≥∑i=1k+1aibi)\begin{aligned} \sqrt{\sum_{i=1}^{k+1} a_i^2 \sum_{i=1}^{k+1} b_i^2} &= \sqrt{\left( \sum_{i=1}^k a_i^2 + a_{k+1}^2 \right) \left( \sum_{i=1}^k b_i^2 + b_{k+1}^2 \right)} \\ &\ge \sqrt{\sum_{i=1}^k a_i^2 \sum_{i=1}^k b_i^2} + \sqrt{{a_{k+1}}^2 {b_{k+1}}^2} \quad \cdots (*) \\ &\ge \sqrt{\left( \sum_{i=1}^k a_i b_i \right)^2} + \sqrt{{a_{k+1}}^2 {b_{k+1}}^2} \quad (\because \text{귀납 가정 적용}) \\ &= \sum_{i=1}^k \vert{}a_i b_i\vert{} + \vert{}a_{k+1} b_{k+1}\vert{} \\ &= \sum_{i=1}^{k+1} \vert{}a_i b_i\vert{} \quad \left( \ge \sum_{i=1}^{k+1} a_i b_i \right) \end{aligned}

other prove method

refer to this


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