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Cauchy Schwarz equality implies parallel

  1. Nov 8, 2015 #1
    I'm learning about Support Vector Machines and would like to recap on some basic linear algebra. More specifically, I'm trying to prove the following, which I'm pretty sure is true:
    Let ##v1## and ##v2## be two vectors in an inner product space over ##\mathbb{C}##.
    Suppose that ## \langle v1 , v2 \rangle = ||v1|| \cdot ||v2|| ##, i.e. the special case of Cauchy Schwarz when it is an equality. Then prove that ##v1## is a scalar multiple of ##v2##, assuming neither vector is ##0##.

    I've tried using the triangle inequality and some other random stuff to no avail. I believe there's some algebra trick involved, could someone help me out? I really want to prove this and get on with my machine learning.

    Thanks!

    BiP
     
  2. jcsd
  3. Nov 8, 2015 #2

    fresh_42

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    How <v1,v2> is defined?
     
  4. Nov 8, 2015 #3
    Proving this should not require the definition of the inner product, only the properties.
     
  5. Nov 8, 2015 #4

    fresh_42

    Staff: Mentor

    What's the difference? Which properties do you mean?
     
  6. Nov 8, 2015 #5
    Conjugate symmetry, linearity in the first argument, and positive-definiteness.
     
  7. Nov 8, 2015 #6

    fresh_42

    Staff: Mentor

    Looks to me as another version of the cosine formula if applied to v1+v2
     
  8. Nov 9, 2015 #7
    By definition, [itex]\langle v_1, v_2 \rangle = \| v_1 \| \cdot \| v_2 \| \cdot \cos(\theta)[/itex] where [itex]\theta[/itex] is the angle between vectors [itex]v_1[/itex] and [itex]v_2[/itex]. If you also additionally know that [itex] \langle v_1, v_2 \rangle = \| v_1 \| \cdot \| v_2 \| [/itex], then the angle between the two vectors must either be 0 or 180 degrees. So they are parallel; hence one is a scalar multiple of the other.
     
  9. Nov 9, 2015 #8
    That's the definition? It would be true in a real inner product space, but this one is over ℂ.
     
  10. Nov 9, 2015 #9
    You are absolutely right! My eyes failed me, somehow.
     
  11. Nov 9, 2015 #10

    PeroK

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    One way to do it is to consider the vector ##u = v_2 - \frac{<v1, v2>}{<v1, v1>} v_1##

    Look at ##<u, u>## and show that it's zero when you have C-S equality. This also leads to a proof of the C-S inequality.
     
  12. Nov 9, 2015 #11
    To get back to the problem, though... over the complex numbers, the inner product is presumably a Hermitian inner product. So

    ##\begin{align*}
    \| u + v \|^2 & = \langle u + v, u+v \rangle = \langle u,u \rangle + \langle u,v \rangle + \langle v,u \rangle + \langle v, v \rangle\\
    & = \langle u,u \rangle + \langle u,v \rangle + \overline{\langle u,v \rangle} + \langle v, v \rangle \\
    & = \langle u,u \rangle + 2 \mathrm{Re}(\langle u,v \rangle) + \langle v, v \rangle\\
    & = \| u\|^2 + 2 \mathrm{Re}(\langle u,v \rangle) + \| v\|^2
    \end{align*}##

    Similarly,

    ## 0 \le \| u + \lambda v \|^2 = \| u\|^2 + 2 \mathrm{Re}(\overline{\lambda} \langle u,v \rangle) + |\lambda|^2 \| v\|^2##

    Let $$\lambda = -\frac{\langle u, v\rangle }{\|v \|^2}$$ and the right hand side (above) will simplify to the C.S. inequality. Equality occurs if $$\| u + \lambda v \| = 0$$
     
  13. Nov 9, 2015 #12
    There are few possible ways of doing that. The first one is just to follow the proof of the Cauchy--Schwarz. Namely, for real ##t## consider $$\|v_1 - t v_2\|^2 = \|v_1\|^2 +t^2\|v_2\|^2 - 2t (v_1, v_2) = \|v_1\|^2 +t^2\|v_2\|^2 - 2t \|v_1\|\cdot \|v_2\| = (\|v_1\|-t\|v_2\|)^2.$$ The right hand side of this chain of equations is ##0## when ##t=\|v_1\|/\|v_2\|##. So for this ##t## you get that ##v_1-tv_2=0##, which is exactly what you need.

    Another way is more geometric and probably more intuitive. You define ##w## to be the orthogonal projection of ##v_2## onto the one dimensional subspace spanned by ##v_1##, ##w= \|v_1\|^{-2} (v_2, v_1) v_1##. Then ##(v_1, v_2)= (v_1, w)## (checked by direct calculation) and ##v_2-w## is orthogonal to ##v_1## (and so to ##w##).
    Therefore ##\|v_2\|^2 =\|w\|^2+\|v_2-w\|^2##.

    By Cauchy--Schwarz ## (v_1, w) \le \|v_1\|\cdot \|w\|##, but on the other hand ##(v_1, w) = (v_1, v2) = \|v_1\|\cdot \|v_2\|##, so ##\|v_1\|\cdot \|v_2\| \le \|v_1\|\cdot \|w\|## and therefore ##\|v_2\|\le \|w\|##. Comparing this with ##\|v_2\|^2 =\|w\|^2+\|v_2-w\|^2## we conclude that ##v_2-w=0##.

    The second proof is a bit longer, but it is more intuitive, in a sense that it is a pretty standard reasoning used when one works with orthogonal projections.
     
  14. Nov 9, 2015 #13

    PeroK

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    The second method is what I suggested in post #10. And, in fact, you can prove Cauchy Schwartz more intuitively this way.
     
  15. Nov 9, 2015 #14
    I see! Thank you all for your replies! I knew I had seen it somewhere, little did I know it was right there in the proof of the C-S inequality itself!

    BiP
     
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