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# CauchySchwarz inequality

## In mathematics, the CauchySchwarz inequality, also 2 Proofs

known as the CauchyBunyakovskySchwarz inequal-
ity, is a useful inequality encountered in many dier-
2.1 First proof
ent settings, such as linear algebra, analysis, probability
theory, vector algebra and other areas. It is consid-
Let u and v be arbitrary vectors in a vector space over
ered to be one of the most important inequalities in all
F with an inner product, where F is the eld of real or
of mathematics. It has a number of generalizations,
complex numbers. We prove the inequality
among them Hlders inequality.
The inequality for sums was published by Augustin-Louis
Cauchy (1821), while the corresponding inequality for in- u, v uv
tegrals was rst proved by Viktor Bunyakovsky (1859).
and that equality holds only when either u or v is a mul-
The modern proof of the integral inequality was given by
tiple of the other (which includes the special case that
Hermann Amandus Schwarz (1888).
either is the zero vector).
If v = 0 , it is clear that we have equality, and in this
1 Statement of the inequality case u and v are also linearly dependent, regardless of u
. Similarly if u = 0 . We henceforth assume that v is
nonzero. We also assume that u, v = 0 otherwise the
The CauchySchwarz inequality states that for all vectors inequality is obviously true, because neither u nor v
u and v of an inner product space it is true that can be negative.
Let
|u, v| u, u v, v
2

## where , is the inner product. Examples of inner prod- z = u uv = u u, v v.

ucts include the real and complex dot product, see the v, v
examples in inner product. Equivalently, by taking the Then, by linearity of the inner product in its rst argu-
square root of both sides, and referring to the norms of ment, one has
the vectors, the inequality is written as

|u, v| uv . u, v u, v
z, v = u v, v = u, v v, v = 0.
v, v v, v
Moreover, the two sides are equal if and only if u and v Therefore, z is a vector orthogonal to the vector v (In-
are linearly dependent (meaning they are parallel, one of deed, z is the projection of u onto the plane orthogonal
the vectors magnitudes is zero, or one is a scalar multiple to v .) We can thus apply the Pythagorean theorem to
of the other).:14
If u1 , . . . , un C and v1 , . . . , vn C have an imagi- u, v
nary component, the inner product is the standard com- u = v+z
v, v
plex inner product where the bar notation is used for
complex conjugation and then the inequality may be re- which gives
stated more explicitly as

u, v 2
v2 +z2 = |u, v| +z2 |u, v|
2 2
u =
2
|u1 v1 + +un vn |2 (|u1 |2 + +|un |2 )(|v1 |2 + +|vn |2 ) v, v v2 v2
and, after multiplication by v2 , we get the Cauchy
or
Schwarz inequality. Moreover, if the relation in the
above expression is actually an equality, then z2 = 0
n 2 and hence z = 0 ; the denition of z then establishes

n
n
a relation of linear dependence between u and v . This
ui vi |uj |2 |vk |2 .
establishes the theorem.
i=1 j=1 k=1

1
2 4 APPLICATIONS

## 2.2 Second proof 3.2 Rn (n-dimensional Euclidean space)

Let u and v be arbitrary vectors in a vector space F with In Euclidean space Rn with the standard inner product,
an inner product, where F is the eld of real or complex the CauchySchwarz inequality is
numbers.
In the special case that u, v = 0 , or if either u = 0 or ( n )2 ( n )( n )

v = 0 , then the theorem is trivially true. ui vi u2
v 2
i i
Now assume that the special case above does not hold: i=1 i=1 i=1

that u = 0 and v = 0 . Let C be given by = The CauchySchwarz inequality can be proved using only
v, u/v2 then ideas from elementary algebra in this case. Consider the
following quadratic polynomial in x
0 u v2
v + v
= u2 v, u u, 2 ( ) ( )
0 (u 1 x+v 1 ) 2
+ +(un x+v n ) 2
= u 2
i x 2
+2 ui v i x+ v
|v, u|2 |v, u|2 |v, u|2
= u
2
+
v2 v2 v2 Since it is nonnegative, it has at most one real root for x ,
|v, u|2 hence its discriminant is less than or equal to zero. That
= u2 . is,
v2

( )2
Therefore, 0 u2 |v,u|
2

## which yields the CauchySchwarz inequality.

2.3 More proofs
There are indeed many dierent proofs of the 3.3 L2
CauchySchwarz inequality other than the above two
examples. When consulting other sources, there are For the inner product space of square-integrable
often two sources of confusion. First, some authors de- complex-valued functions, one has
ne , to be linear in the second argument rather than
the rst. Second, some proofs are only valid when the 2
eld is and not .
f (x)g(x) dx |f (x)|2 dx |g(x)|2 dx.

Rn Rn Rn

3 Special cases

## 3.1 R2 (ordinary two-dimensional space) 4 Applications

In the usual 2-dimensional space with the dot product, let 4.1 Analysis
v = (v1 , v2 ) and u = (u1 , u2 ) . The CauchySchwarz
inequality is that The triangle inequality for the standard norm is often
shown as a consequence of the CauchySchwarz inequal-
ity, as follows: given vectors x and y:
(u, v)2 = (uv cos )2 u2 v2
where is the angle between u and v .
x + y2 = x + y, x + y
The form above is perhaps the easiest in which to under- = x2 + x, y + y, x + y2
stand the inequality, since the square of the cosine can be
at most 1, which occurs when the vectors are in the same = x2 + 2x, y + y2
or opposite directions. It can also be restated in terms of x2 + 2|x, y| + y2
the vector coordinates v1 , v2 , u1 and u2 as
x2 + 2xy + y2
= (x + y)2
(u1 v1 + u2 v2 )2 (u21 + u22 ) (v12 + v22 ) Taking square roots gives the triangle inequality.
where equality holds if and only if the vector (u1 , u2 ) is The CauchySchwarz inequality is used to prove that the
in the same or opposite direction as the vector (v1 , v2 ) , inner product is a continuous function with respect to the
or if one of them is the zero vector. topology induced by the inner product itself.
3

## 4.2 Geometry the domain and/or range are replaced by a C*-algebra or

W*-algebra.
The CauchySchwarz inequality allows one to extend the
An inner product can be used to dene a positive linear
notion of angle between two vectors to any real inner
functional. For example, given a Hilbert space L2 (m), m
product space, by dening:
being a nite measure, the standard inner product gives
rise to a positive functional by (g) = g, 1 . Con-
x,y 
cos xy = xy . versely, every positive linear functional on L2 (m) can
be used to dene an inner product f, g := (g f )

The CauchySchwarz inequality proves that this deni- where g is the pointwise complex conjugate of g . In
tion is sensible, by showing that the right-hand side lies this language, the CauchySchwarz inequality becomes
in the interval [1, 1], and justies the notion that (real)
Hilbert spaces are simply generalizations of the Euclidean |(g f )|2 (f f )(g g) 
space. It can also be used to dene an angle in complex
inner product spaces, by taking the absolute value or the which extends verbatim to positive functionals on C*-
real part of the right-hand side, as is done when ex- algebras:
tracting a metric from quantum delity.
Theorem (CauchySchwarz inequality for positive func-
tionals on C*-algebras) If is a positive linear
4.3 Probability theory functional on a C*-algebra A, then for all a, b A ,
|(b a)|2 (b b)(a a) .
Let X, Y be random variables, then the covariance The next two theorems are further examples in operator
inequality is given by: algebra.
Theorem (KadisonSchwarz inequality, named
Cov(Y, X) Cov(Y, X) after Richard Kadison) If is a unital positive map,
Var(Y ) . then for every normal element a in its domain, we have
Var(X)
(a a) (a )(a) and (a a) (a)(a ) .
After dening an inner product on the set of random vari- This extends the fact (a a) 1 (a) (a) = |(a)|2
ables using the expectation of their product, , when is a linear functional. The case when a is self-
adjoint, i.e. a = a , is sometimes known as Kadisons
inequality.
X, Y := E(XY ), Theorem (Modied Schwarz inequality for 2-positive
maps). For a 2-positive map between C*-algebras,
then the CauchySchwarz inequality becomes
for all a, b in its domain,

## | E(XY )|2 E(X 2 ) E(Y 2 ).

(a) (a) (1)(a a), and
To prove the covariance inequality using the Cauchy
(a b)2 (a a) (b b).
Schwarz inequality, let = E(X) and = E(Y ) , then

## | Cov(X, Y )|2 = | E((X )(Y ))|2 6 See also

= |X , Y | 2
Hlders inequality
X , X Y , Y
= E((X )2 ) E((Y )2 ) Minkowski inequality
= Var(X) Var(Y ), Jensens inequality
where Var denotes variance and Cov denotes covariance. Bessels inequality

5 Generalizations 7 Notes
Various generalizations of the CauchySchwarz inequal-  The CauchySchwarz Master Class: an Introduction to
ity exist in the context of operator theory, e.g. for the Art of Mathematical Inequalities, Ch. 1 by J. Michael
operator-convex functions, and operator algebras, where Steele.
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9781461205050.

##  Wu, Hui-Hua; Wu, Shanhe (April 2009). Various proofs

of the Cauchy-Schwarz inequality (PDF). OCTOGON
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5

## Steele, J.M. (2004), The CauchySchwarz Master

Class, Cambridge University Press, ISBN 0-521-
54677-X

9 External links
Earliest Uses: The entry on the CauchySchwarz in-
equality has some historical information.

## Example of application of CauchySchwarz in-

equality to determine Linearly Independent Vectors
Tutorial and Interactive program.
6 10 TEXT AND IMAGE SOURCES, CONTRIBUTORS, AND LICENSES

## 10 Text and image sources, contributors, and licenses

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