Question about the Schwarz inequality

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In summary, the Schwarz inequality states that the square of the sum of absolute values of the terms in a series is less than or equal to the product of the sums of the squares of the terms in the series. The proof involves setting A, B, and C as defined above and using the quadratic equation to show that Ax^2 + 2Bx + C is less than or equal to 0.
  • #1
silimay
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I am confused about a proof of the Schwarz inequality in my book...

Homework Statement



[tex]\left(\sum_{j=1}^n |a_j \overline{b}_j |\right)^2\leq \left(\sum_{j=1}^n |a_j|^2\right) \left(\sum_{j=1}^n |b_j|^2\right).[/tex]

The Attempt at a Solution



In the proof in my book (Rudin) it sets [tex]A = \sum a_j^2[/tex] and [tex]B = \sum b_j^2[/tex] and [tex]C = \sum a_j \overline{b}_j[/tex]. It assumes B > 0 and then says

[tex]\sum {|Ba_j - Cb_j|}^2 = B^2 \sum {|a_j|}^2 - B \overline{C} \sum a_j \overline{b}_j - BC \sum \overline{a}_j b_j + |C|^2 \sum |b_j|^2 = B^2 A - B |C| ^2 [/tex]

I don't understand how it got between those two steps.
 
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  • #2
There are a lot of inconsistencies in what you've written down, but I'm going to assume they're just transcription errors. Anyway, I think what you're missing is that for a complex number z, [itex]z\bar{z} = |z|^2[/itex].
 
  • #3
Try treating this as a quadratic equation, except switch your B and C.

Then take [tex]Ax^{2} + 2Bx + C[/tex] [tex]\leq 0 [/tex]

Then complete the square and see what you get. (This proof is found in Apostol's Calculus)
 

1. What is the Schwarz inequality?

The Schwarz inequality, also known as the Cauchy-Schwarz inequality, is a mathematical concept that states the relationship between the inner product of two vectors and their magnitudes. It is a fundamental inequality in linear algebra and is widely used in various fields of mathematics and physics.

2. How is the Schwarz inequality expressed mathematically?

The Schwarz inequality can be expressed as |x,y|² ≤ |x,x|×|y,y|, where x,y| is the inner product of two vectors x and y, and |x,x| and |y,y| are the magnitudes of the vectors.

3. What is the significance of the Schwarz inequality?

The Schwarz inequality is significant because it provides a way to measure the similarity between two vectors, as well as a way to bound the inner product of two vectors. It is also a key tool in proving other important theorems in mathematics and physics.

4. How is the Schwarz inequality used in real-world applications?

The Schwarz inequality has various applications in fields such as optimization, signal processing, and statistics. In optimization, it is used to find the minimum or maximum value of a function. In signal processing, it is used to analyze signals and remove noise. In statistics, it is used to measure the correlation between variables.

5. Are there any generalizations of the Schwarz inequality?

Yes, there are several generalizations of the Schwarz inequality, including the generalized Schwarz inequality, the Hölder's inequality, and the Minkowski's inequality. These generalizations are used to measure the similarity between more than two vectors and have various applications in mathematics and physics.

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