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Cauchy-Schwarz Inequality: Soham Garg September 2020

The document discusses the Cauchy–Schwarz inequality, which states that the product of the sums of squares of two sets of real numbers will always be greater than or equal to the sum of the products of the corresponding members of the two sets. It provides examples to prove Cauchy–Schwarz for two terms and explains how this can be extended to any finite number of terms. It also gives two sample problems applying Cauchy–Schwarz to find maximum and minimum values and provides contact information for any additional questions.

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Manuel Martínez Flores
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59 views3 pages

Cauchy-Schwarz Inequality: Soham Garg September 2020

The document discusses the Cauchy–Schwarz inequality, which states that the product of the sums of squares of two sets of real numbers will always be greater than or equal to the sum of the products of the corresponding members of the two sets. It provides examples to prove Cauchy–Schwarz for two terms and explains how this can be extended to any finite number of terms. It also gives two sample problems applying Cauchy–Schwarz to find maximum and minimum values and provides contact information for any additional questions.

Uploaded by

Manuel Martínez Flores
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Cauchy–Schwarz Inequality

Soham Garg
September 2020

1 Introduction
1.1 What is Cauchy-Schwarz
So first of all I will be referring to Cauchy–Schwarz inequality as Cauchy to
make my life easier. This inequality can be used to solve many problems and I
think it is a wondrous inequality

1.2 My first time


This is my first time writing handouts like these, so please remember that I am
a human and I may make mistakes. There may be typos, grammatical errors,
but I will try to be as clear as possible. I am sorry if you didn’t like this and
please give me your honest feedback! I may make more handouts like these in
the future

1.3 How to use this?


One should use this handout like a textbook. This will include problems for
you to solve, and you will get a rough understand on what Cauchy is. You may
want to look deeper into this formula, but I will give you a rough and basic
knowledge for this AMAZING theorem. If you have any questions, please feel
free to contact me!

1
2 What is Cauchy?
2.1 Let’s look at the Formula
So we have two sets of numbers:

a1 , a2 , a3 , . . . an

and
b1 , b2 , b3 , . . . bn
Cauchy basically says the following:

(a21 + a22 + . . . a2n )(b21 + b22 + . . . b2n ) ≥ (a1 b1 + a2 b2 + . . . an bn )2

If you are not sure what this means, it is OK! We will learn on how to derive
this and how we get this. We will also go over a few sample problems!

2.2 The Proof


So before we start proving for an infinite amount of terms, lets start off simple.
Lets take two sets of numbers, a, b and c, d. We can prove Cauchy for this. So
Cauchy basically says the following:

(a2 + b2 )(c2 + d2 ) ≥ (ac + bd)2

This can be easily derived from the Fibonacci-Brahmagupta identity (I can make
a handout for that one if you want):

(a2 + b2 )(c2 + d2 ) = (ac + bd)2 + (ad − bc)2 ≥ (ac + bd)2

So we have proven the Cauchy for 2 terms. We can use the same proof for n
terms and Cauchy will still hold true!

2.3 Sample problem 1


If a + b2 + c2 = 1, what is the maximum value of 9a + 6b + 4c?
2

This can be easily solved with Cauchy! We can let one set of numbers be
a, b, c and the other set of numbers we equal to 9, 6, 4. We can substitute in the
values and get the following inequality:

(a2 + b2 + c2 )(92 + 62 + 42 ) ≥ (9a + 6b + 4c)2

This is starting to look like what we were trying to solve for. We know that the
value of a2 + b2 + c2 is equal to 1. So we can substitute that in and get:

1(92 + 62 + 42 ) ≥ (9a + 6b + 4c)2

2
We can simplify 92 + 62 + 42 and we get a value of 133. So the new inequality
we get is
133 ≥ (9a + 6b + 4c)2
If we square root both sides of the inequality, we get:
√
133 ≥ 9a + 6b + 4c

Here we see that the minimum value (This is kind of weird. It is the highest
√
value you always take.) is 133 .

3 Problems
1. Let a, b, c, d, e be real numbers such that a + b + c + d + e = 2. Find the
minimum value of a1 + 1b + 1c + d1 + 1e .

2. If a + b + c + d = 1, what is the minimum value of 4a + 3b + 2c + d?

Thats it from my side. If you have any questions, you can DM me on AOPS -
bobthefam, or discord message me - bobthefam#4294!

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