Cauchy–Schwarz inequality - Wikipedia
linear-algebrafunctional-analysisinequalitiesinner-product-spaces
Abstraction: Fundamental inequality bounding inner product by product of vector norms
Key points:
- States |<u,v>| <= ||u|| * ||v|| for all vectors in an inner product space; equality iff u and v are linearly dependent
- Published for sums by Cauchy (1821), for integrals by Bunyakovsky (1859) and Schwarz (1888) independently
- Implies triangle inequality, continuity of inner product, and enables definition of angles in real inner product spaces
- Sedrakyan's/Engel's/Titu's lemma is a direct consequence: sum(a_i^2/b_i) >= (sum a_i)^2 / sum(b_i)
- Used to prove spectral theorem for self-adjoint operators in finite dimensions; also proves Mantel's theorem in extremal graph theory (triangle-free graphs have at most n^2/4 edges)
- Generalizes to Holder's inequality for Lp norms and extends to C*-algebras (Kadison-Schwarz inequality for positive maps)
Connections: Augustin Louis Cauchy · Hermann Schwarz · Cauchy Schwarz Inequality · Inner Product Spaces · Functional Analysis
Source: http://en.wikipedia.org/wiki/Cauchy%E2%80%93Schwarz_inequality