Random Process and Linear Algebra: Unit V: Linear Transformation and Inner Product Spaces,,

Cauchy-Schwarz inequality, Triangle inequality

Important theorems, definitions and problems

(d) Cauchy-Schwarz inequality - Triangle inequality

Theorem :

Let V be an inner product space over F. Then for all x, y Є V and c Є F, the following statements are true.

(a) ||cx|| = |c|.||x||

(b) || x || = 0 if and only if x = 0. In any case, ||x|| ≥ 0

(c) (Cauchy-Schwarz Inequality) |(x,y)| = |x|| . || y ||

(d) (Triangle Inequality) || x + y || ≤ ||x|| + || y ||

Proof: Let V be an inner product space over F.

Let x,y Є V and c Є F




(c) If y = 0, then the result is true.

So assume that y ≠ 0.

For any c Є F, we have


In particular,


(d) We have,


where Re<x, y> denotes the real part of the complex number <x, y>.

=> ||x + y|| ≤ || x || + || y ||

Example :

For Fn, we may apply Cauchy-Schwarz and triangle inequality to the standard inner product to obtain the following well-known inequalities :


Problem 1.

In C([0, 1]), let f(t) = t and g(t) = et verify Cauchy-Schwarz and triangle inequality.

Solution :

(a) Cauchy-Schwarz inequality states that



.'. from (2) & (5), we get


(b) Triangle inequality states that



Problem 2.

Let x = (2,1 + i, i) and y = (2-i, 2, 1+2i) be vectors in C3. Verify Cauchy-Schwarz and triangle inequality.

Solution :

(a) Cauchy-Schwarz inequality states that


(b) Triangle inequality states that


From (5), (6), we get

|| x + y || ≤ || x || + || y ||

Problem 3.

Let V be an inner product space, and suppose that x and y are orthogonal vectors in V. Prove that || x + y ||2 = || x ||2 + || y ||2. Deduce the Pythagorean theorem in R2.

Solution :

x and y are orthogonal => <x,y> = 0


Let a right angled triangle with perpendicular sides of length || x || and || y ||, let length of base is ||x|| and length of perpendicular is || y ||.


By the geometry of a right angled triangle and using the concept of a norm, the third side that is the hypotenuse of the triangle can be given by x + y and the length of the hypotenuse is ||x + y||

.'. (1) Hypotenuse2 = base2 + Perpendicular2

which is the Pythagorean Theorem in R2

Problem 4.

Prove the parallelogram law on an inner product space V, that is, show that 


What does this equation state about parallelograms in R2?

Solution :



Consider a parallelogram in R2 whose adjacent sides of length |x|| and ||y||, then from the geometry of the parallelogram, ||x + y|| and ||x - y|| denotes the length of two diagonals of the parallelogram.

Hence, the equation (1) states that the sum of the area of the squares made on the diagonal of a parallelogram is equal to twice of the sum of the area of the squares made on the adjacent sides of the given parallelogram.

Problem 5.

Let V be an inner product space. Prove that

 where Re<x,y> denotes the real part of the complex number <x,y>

Solution:

Let V be an inner product space.



Similarly,


Problem 6.

Let V be  an inner product space. Prove that


Solution :



By using the traingle inequality,


Problem 7.

Let V be an inner product space over F. Prove the polar identities: For all x, y Є V.


Solution :


Random Process and Linear Algebra: Unit V: Linear Transformation and Inner Product Spaces,, : Tag: : - Cauchy-Schwarz inequality, Triangle inequality