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Definition 1 A vector space {V} over the number field {\mathbb{C}} or {\mathbb{R}} is called an inner product space if it is equipped with an inner product {\left\langle \cdot,\cdot\right\rangle } satisfying for all {u,v,w\in V} and scalar {c},

  1. {\left\langle u,u\right\rangle \geq0}, {\left\langle u,u\right\rangle =0} if and only if {u=0},
  2. {\left\langle u+v,w\right\rangle =\left\langle u,v\right\rangle +\left\langle v,w\right\rangle },
  3. {\left\langle cu,v\right\rangle =c\left\langle u,v\right\rangle }, and
  4. {\left\langle u,v\right\rangle =\overline{\left\langle v,u\right\rangle }}.

{\mathbb{C}^{n}} is an inner product space over {\mathbb{C}} with the inner product

\displaystyle \left\langle x,y\right\rangle =y^{*}x=\overline{y_{1}}x_{1}+\cdots+\overline{y_{n}}x_{n}.

An inner product space over {\mathbb{R}} is usually called a Euclidean space.

The following properties of an inner product can be deduced from the four axioms in Definition 1:

  1. {\left\langle x,cy\right\rangle =\bar{c}\left\langle x,y\right\rangle },
  2. {\left\langle x,y+z\right\rangle =\left\langle x,y\right\rangle +\left\langle x,z\right\rangle },
  3. {\left\langle ax+by,cw+dz\right\rangle =a\bar{c}\left\langle x,w\right\rangle +b\bar{c}\left\langle y,w\right\rangle +a\bar{d}\left\langle x,z\right\rangle +b\bar{d}\left\langle y,z\right\rangle },
  4. {\left\langle x,y\right\rangle =0} for all {y\in V} if and only if {x=0}, and
  5. {\left\langle x,\left\langle x,y\right\rangle y\right\rangle =\left|\left\langle x,y\right\rangle \right|^{2}}.

An important property shared by all inner products is the Cauchy-Schwarz inequality and, for an inner product space, one of the most useful inequalities in mathematics.

Theorem 1 (Cauchy-Schwarz Inequality) Let {V} be an inner product space. Then for all vectors {x} and {y} in {V} over the field {\mathbb{C}} or {\mathbb{R}},

\displaystyle \left|\left\langle x,y\right\rangle \right|^{2}\leq\left\langle x,x\right\rangle \left\langle y,y\right\rangle .

Equality holds if and only if {x} and {y} are linearly dependent.

The proof of this can be done in a number of different ways. The most common proof is to consider the quadratic function in {t}

\displaystyle \left\langle x+ty,x+ty\right\rangle \ge0

and derive the inequality from the non-positive discriminant. We will first present this proof.

Proof: Let {x,y\in V} be given. If {y=0}, the assertion is trivial, so we may assume that {y\neq0}. Let {t\in\mathbb{R}} and consider

\displaystyle \begin{array}{rcl} p(t) & \equiv & \left\langle x+ty,x+ty\right\rangle \\ & = & \left\langle x,x\right\rangle +t\left\langle y,x\right\rangle +t\left\langle x,y\right\rangle +t^{2}\left\langle y,y\right\rangle \\ & = & \left\langle x,x\right\rangle +2t\, Re\left\langle x,y\right\rangle +t^{2}\left\langle y,y\right\rangle , \end{array}

which is a real quadratic polynomial with real coefficients. Because of axiom (1.), we know that {p(t)\geq0} for all real {t}, and hence {p(t)} can have no real simple roots. The discriminant of {p(t)} must therefore be non-positive

\displaystyle (2\, Re\left\langle x,y\right\rangle )^{2}-4\left\langle y,y\right\rangle \left\langle x,x\right\rangle \leq0

and hence

\displaystyle (Re\left\langle x,y\right\rangle )^{2}\leq\left\langle x,x\right\rangle \left\langle y,y\right\rangle . \ \ \ \ \ (1)

Since this inequality must hold for any pair of vectors, it must hold if {y} is replaced by {\left\langle x,y\right\rangle y}, so we also have the inequality

\displaystyle (Re\left\langle x,\left\langle x,y\right\rangle y\right\rangle )^{2}\leq\left\langle x,x\right\rangle \left\langle y,y\right\rangle \left|\left\langle x,y\right\rangle \right|^{2}

But {Re\left\langle x,\left\langle x,y\right\rangle y\right\rangle =Re\overline{\left\langle x,y\right\rangle }\left\langle x,y\right\rangle =Re\left|\left\langle x,y\right\rangle \right|^{2}=\left|\left\langle x,y\right\rangle \right|^{2}}, so

\displaystyle \left|\left\langle x,y\right\rangle \right|^{4}\leq\left\langle x,x\right\rangle \left\langle y,y\right\rangle \left|\left\langle x,y\right\rangle \right|.^{2} \ \ \ \ \ (2)

If {\left\langle x,y\right\rangle =0}, then the statement of the theorem is trivial; if not, then we may divide equation (2) by the quantity {\left|\left\langle x,y\right\rangle \right|^{2}} to obtain the desired inequality

\displaystyle \left|\left\langle x,y\right\rangle \right|^{2}\leq\left\langle x,x\right\rangle \left\langle y,y\right\rangle .

Because of axiom (1.), {p(t)} can have a real (double) root only if {x+ty=0} for some {t}. Thus, equality can occur in the discriminant condition in equation (1) if and only if {x} and {y} are linearly dependent. \Box

We will now present a matrix proof, focusing on the complex vector space, which is perhaps the simplest proof of the Cauchy-Schwarz inequality.

Proof: For any vectors {x,y\in\mathbb{C}^{n}} we noticed that,

\displaystyle \left[x,y\right]^{*}\left[x,y\right]=\left[\begin{array}{cc} x^{*}x & x^{*}y\\ y^{*}x & y^{*}y \end{array}\right]\geq0.

By taking the determinant for the {2\times2} matrix,

\displaystyle \begin{array}{rcl} \left|\begin{array}{cc} x^{*}x & x^{*}y\\ y^{*}x & y^{*}y \end{array}\right| & = & (x^{*}x)(y^{*}x)-(x^{*}y)(y^{*}x)\\ & = & \left\langle x,x\right\rangle \left\langle x,y\right\rangle -\left\langle y,x\right\rangle \left\langle x,y\right\rangle \\ & = & \left\langle x,x\right\rangle \left\langle x,y\right\rangle -\overline{\left\langle x,y\right\rangle }\left\langle x,y\right\rangle \\ & = & \left\langle x,x\right\rangle \left\langle x,y\right\rangle -\left|\left\langle x,y\right\rangle \right|^{2} \end{array}

the inequality follows at once,

\displaystyle \left|\left\langle x,y\right\rangle \right|^{2}\leq\left\langle x,x\right\rangle \left\langle y,y\right\rangle .

Equality occurs if and only if the {n\times2} matrix {\left[x,y\right]} has rank 1; that is, {x} and {y} are linearly dependent. \Box

References

[1] Zhang, Fuzhen. Matrix theory: basic results and techniques. Springer Science & Business Media, 2011.

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