How can the convexity of a disk be proved using linear algebra?

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Discussion Overview

The discussion revolves around proving the convexity of the set defined by the inequality $x^2 + y^2 \leq 25$ using linear algebra techniques. Participants explore various mathematical approaches and reasoning related to the properties of convex sets, particularly in the context of a disk in the Cartesian plane.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant outlines a proof strategy by assuming a point $R(e,f)$ on the line segment between two points $P(a,b)$ and $Q(c,d)$ in the disk and seeks to show that $R$ must also lie within the disk.
  • Another participant suggests using the definition of convexity involving a parameter $\lambda \in [0,1]$ to demonstrate that the linear combination of points in the disk remains within the disk.
  • Participants discuss the application of the Cauchy-Schwarz inequality to bound terms in the proof, with one participant questioning the formulation of the inequality and its implications for the proof's validity.
  • Clarifications are made regarding the absolute value in the context of the Cauchy-Schwarz inequality, with one participant confirming a typo in the original statement.
  • There is a discussion about whether the left-hand side of the inequality needs to be positive for the proof to hold, with a later reply asserting that it does not need to be positive due to properties of real numbers.

Areas of Agreement / Disagreement

Participants express differing views on the application of the Cauchy-Schwarz inequality and its implications for the proof. While some agree on the approach to proving convexity, the discussion remains unresolved regarding the specifics of the inequality's formulation and its impact on the proof's validity.

Contextual Notes

Participants do not fully resolve the mathematical steps related to the application of the Cauchy-Schwarz inequality, and there are assumptions about the positivity of certain terms that are not explicitly addressed.

rputra
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I am working on a linear algebra problem like this:

> Consider the set of all points $(x,y) \in \mathbb R^2$ as defined by $x^2 + y^2 \leq 25$. Prove that $x^2 + y^2 \leq 25$ is convex.

Here is what I have made out so far:

(1) $x^2 + y^2 \leq 25$ is a disk with center at the origin of Cartesian coordinate with radius of $5$. Consider two points in the disk as defined by $P(a,b)$ and $Q(c,d)$. Consider also point $R(e,f)$ which lays in the segment line $\overline {PQ}$.

(2) By way of contradiction, we will assume that $R(e,f)$ lays outside of the disk. Hence, while we have $a^2+b^2 \leq$ 25 and $c^2+d^2 \leq 25$, we assume that $e^2+f^2 > 25$.

(3) Since $R(e,f)$ lays in the line segment $\overline {PQ}$, there exist $t_1 \geq 0$, and $t_2 \geq 0$, with $t_1 + t_2 = 1$, such that
$$\begin{align}
(e, f) &= t_1(a,b) + t_2(c,d)\\
&= at_1 + ct_2, bt_1 + dt_2.
\end{align}$$

After the third step, I believe that I need to algebraically manipulate $(at_1 + ct_2)^2 + (bt_1 + dt_2)^2$ such that $(at_1 + ct_2)^2 + (bt_1 + dt_2)^2 > 25$ is impossible. However, I am stuck on how to contradict my own assumption. Do I have to use the Triangle Inequality instead? Any helps or suggestion would be very much appreciated.

Thank you before hand for your time and effort.
 
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Hi Tarrant,

To show that your set (which I'll call $\Omega$) is convex, prove that given $\lambda\in [0,1]$, $(x,y),(a,b)\in \Omega$, we have $\lambda(x,y) + (1 - \lambda)(a,b)\in \Omega$, i.e., $(\lambda x + (1 - \lambda)a, \lambda y + (1 - \lambda) b) \in \Omega$. Obtain the identity

$$[\lambda x + (1 - \lambda)a]^2 + [\lambda y + (1 - \lambda)b]^2 = \lambda^2(x^2 + y^2) + 2\lambda(1 - \lambda)(xa + yb) + (1 - \lambda)^2(a^2 + b^2)$$

Since $x^2 + y^2 \le 25$ and $a^2 + b^2 \le 25$, then $\lambda^2(x^2 + y^2) \le 25\lambda^2$ and $(1 - \lambda)^2(a^2 + b^2) \le 25(1 - \lambda)^2$. Now, by the Cauchy-Schwarz inequality, $xa + yb \le \sqrt{x^2 + y^2}\cdot \sqrt{a^2 + b^2} \le 5 \cdot 5 = 25$. Therefore $2\lambda(1 - \lambda)(xa + yb) \le 25 \cdot 2\lambda(1-\lambda)$. Consequently,

$$\lambda^2(x^2 + y^2) + 2\lambda(1 - \lambda)(xa + yb) + (1 - \lambda)^2(a^2 + b^2) \le 25\lambda^2 + 25\cdot 2\lambda(1-\lambda) + (1 - \lambda)^2 = 25[\lambda^2 + 2\lambda(1 - \lambda) + (1 - \lambda)^2] = 25[\lambda + (1 - \lambda)]^2 = 25$$

This proves $[\lambda x + (1 - \lambda)a]^2 + [\lambda y + (1 - \lambda)b]^2 \le 25$, as desired.
 
Euge said:
Hi Tarrant,

To show that your set (which I'll call $\Omega$) is convex, prove that given $\lambda\in [0,1]$, $(x,y),(a,b)\in \Omega$, we have $\lambda(x,y) + (1 - \lambda)(a,b)\in \Omega$, i.e., $(\lambda x + (1 - \lambda)a, \lambda y + (1 - \lambda) b) \in \Omega$. Obtain the identity

$$[\lambda x + (1 - \lambda)a]^2 + [\lambda y + (1 - \lambda)b]^2 = \lambda^2(x^2 + y^2) + 2\lambda(1 - \lambda)(xa + yb) + (1 - \lambda)^2(a^2 + b^2)$$

Since $x^2 + y^2 \le 25$ and $a^2 + b^2 \le 25$, then $\lambda^2(x^2 + y^2) \le 25\lambda^2$ and $(1 - \lambda)^2(a^2 + b^2) \le 25(1 - \lambda)^2$. Now, by the Cauchy-Schwarz inequality, $xa + yb \le \sqrt{x^2 + y^2}\cdot \sqrt{a^2 + b^2} \le 5 \cdot 5 = 25$. Therefore $2\lambda(1 - \lambda)(xa + yb) \le 25 \cdot 2\lambda(1-\lambda)$. Consequently,

$$\lambda^2(x^2 + y^2) + 2\lambda(1 - \lambda)(xa + yb) + (1 - \lambda)^2(a^2 + b^2) \le 25\lambda^2 + 25\cdot 2\lambda(1-\lambda) + (1 - \lambda)^2 = 25[\lambda^2 + 2\lambda(1 - \lambda) + (1 - \lambda)^2] = 25[\lambda + (1 - \lambda)]^2 = 25$$

This proves $[\lambda x + (1 - \lambda)a]^2 + [\lambda y + (1 - \lambda)b]^2 \le 25$, as desired.

Thank you for your quick response, and apology for not responding fast enough. I have one question though about the Cauchy-Schwartz Inequality:

(1) According to Wolfram MathWorld, the vector form of the inequality looks like this:
$$||\mathbf a \cdot \mathbf b|| \leq ||\mathbf a|| \ ||\mathbf b||,$$
see its link here: Cauchy's Inequality -- from Wolfram MathWorld

Don't you think the left-hand side should be absolute sign instead, so that it goes like this:
$$|\mathbf a \cdot \mathbf b| \leq ||\mathbf a|| \ ||\mathbf b||,$$
simply because the result of a dot product is already scalar?

(2) If my observation is true, do you think you have to make sure that the left-hand side is always positive in order for your proof to be valid? Please let me know.

Thank you again and again for your quick response.
 
Tarrant said:
Thank you for your quick response, and apology for not responding fast enough. I have one question though about the Cauchy-Schwartz Inequality:

(1) According to Wolfram MathWorld, the vector form of the inequality looks like this:
$$||\mathbf a \cdot \mathbf b|| \leq ||\mathbf a|| \ ||\mathbf b||,$$
see its link here: Cauchy's Inequality -- from Wolfram MathWorld

Don't you think the left-hand side should be absolute sign instead, so that it goes like this:
$$|\mathbf a \cdot \mathbf b| \leq ||\mathbf a|| \ ||\mathbf b||,$$
simply because the result of a dot product is already scalar?

Yes, you're right. The author made a typo there.

Tarrant said:
(2) If my observation is true, do you think you have to make sure that the left-hand side is always positive in order for your proof to be valid? Please let me know.

No. For all real numbers $t$, $t\le \lvert t\rvert$. So $xa + yb \le \lvert xa + yb\rvert \le \sqrt{x^2 + y^2}\sqrt{a^2 + b^2}$. Since $2\lambda(1 - \lambda)$ is a nonnegative number, then $2\lambda(1 - \lambda)(xa + yb) \le 2\lambda(1-\lambda)\sqrt{x^2 + y^2}\sqrt{a^2 + b^2}$.
 
Thank you again and again.
 

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