ProofComplete

Proof: The Cauchy-Schwarz Inequality

We prove the Cauchy-Schwarz inequality, one of the most fundamental results in mathematics, relating inner products to norms in any inner product space.

ProofCauchy-Schwarz Inequality

Theorem: For any vectors u,v\mathbf{u}, \mathbf{v} in an inner product space: u,vuv|\langle \mathbf{u}, \mathbf{v} \rangle| \leq \|\mathbf{u}\| \|\mathbf{v}\|

with equality if and only if u\mathbf{u} and v\mathbf{v} are linearly dependent.

Proof: We consider two cases.

Case 1: If v=0\mathbf{v} = \mathbf{0}, both sides equal zero, so equality holds.

Case 2: Assume v0\mathbf{v} \neq \mathbf{0}. For any scalar tt, consider the vector utv\mathbf{u} - t\mathbf{v}. By positivity of the norm: utv20\|\mathbf{u} - t\mathbf{v}\|^2 \geq 0

Expanding using inner product properties: utv,utv0\langle \mathbf{u} - t\mathbf{v}, \mathbf{u} - t\mathbf{v} \rangle \geq 0 u,utu,vtv,u+t2v,v0\langle \mathbf{u}, \mathbf{u} \rangle - t\langle \mathbf{u}, \mathbf{v} \rangle - t\langle \mathbf{v}, \mathbf{u} \rangle + t^2\langle \mathbf{v}, \mathbf{v} \rangle \geq 0

By symmetry, u,v=v,u\langle \mathbf{u}, \mathbf{v} \rangle = \langle \mathbf{v}, \mathbf{u} \rangle: u22tu,v+t2v20\|\mathbf{u}\|^2 - 2t\langle \mathbf{u}, \mathbf{v} \rangle + t^2\|\mathbf{v}\|^2 \geq 0

This is a quadratic in tt that is non-negative for all tt. Choose the special value: t=u,vv2t = \frac{\langle \mathbf{u}, \mathbf{v} \rangle}{\|\mathbf{v}\|^2}

This choice minimizes the quadratic. Substituting: u22u,vv2u,v+[u,v]2v4v20\|\mathbf{u}\|^2 - 2\frac{\langle \mathbf{u}, \mathbf{v} \rangle}{\|\mathbf{v}\|^2} \cdot \langle \mathbf{u}, \mathbf{v} \rangle + \frac{[\langle \mathbf{u}, \mathbf{v} \rangle]^2}{\|\mathbf{v}\|^4} \cdot \|\mathbf{v}\|^2 \geq 0

Simplifying: u22[u,v]2v2+[u,v]2v20\|\mathbf{u}\|^2 - 2\frac{[\langle \mathbf{u}, \mathbf{v} \rangle]^2}{\|\mathbf{v}\|^2} + \frac{[\langle \mathbf{u}, \mathbf{v} \rangle]^2}{\|\mathbf{v}\|^2} \geq 0 u2[u,v]2v20\|\mathbf{u}\|^2 - \frac{[\langle \mathbf{u}, \mathbf{v} \rangle]^2}{\|\mathbf{v}\|^2} \geq 0

Multiplying both sides by v2>0\|\mathbf{v}\|^2 > 0: u2v2[u,v]20\|\mathbf{u}\|^2 \|\mathbf{v}\|^2 - [\langle \mathbf{u}, \mathbf{v} \rangle]^2 \geq 0 [u,v]2u2v2[\langle \mathbf{u}, \mathbf{v} \rangle]^2 \leq \|\mathbf{u}\|^2 \|\mathbf{v}\|^2

Taking square roots: u,vuv|\langle \mathbf{u}, \mathbf{v} \rangle| \leq \|\mathbf{u}\| \|\mathbf{v}\|

Equality condition: Equality holds if and only if the minimum of the quadratic is zero, which occurs when: utv2=0for t=u,vv2\|\mathbf{u} - t\mathbf{v}\|^2 = 0 \quad \text{for } t = \frac{\langle \mathbf{u}, \mathbf{v} \rangle}{\|\mathbf{v}\|^2}

By definiteness, this means: utv=0    u=tv\mathbf{u} - t\mathbf{v} = \mathbf{0} \implies \mathbf{u} = t\mathbf{v}

So u\mathbf{u} and v\mathbf{v} are linearly dependent.

Conversely, if u=cv\mathbf{u} = c\mathbf{v} for some scalar cc, then: u,v=cv,v=cv2|\langle \mathbf{u}, \mathbf{v} \rangle| = |\langle c\mathbf{v}, \mathbf{v} \rangle| = |c|\|\mathbf{v}\|^2 uv=cvv=cv2\|\mathbf{u}\|\|\mathbf{v}\| = \|c\mathbf{v}\|\|\mathbf{v}\| = |c|\|\mathbf{v}\|^2

So equality holds. ∎

Remark

This proof uses a clever trick: examining a parametrized family of vectors utv\mathbf{u} - t\mathbf{v} and choosing tt optimally. The geometric intuition is that we're projecting u\mathbf{u} onto the line spanned by v\mathbf{v}, and the projection achieves the minimum distance.

Alternative proofs exist using Lagrange multipliers or the polarization identity, but this "completing the square" approach is elementary and constructive, directly producing the optimal parameter value.