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Another famous inequality is given various names in different texts, although in the United States it is usually referred to as the Cauchy - Schwarz Inequality (named for Augustin Cauchy, 1789-1857; and Hermann Amandus Schwarz, 1843-1921). Some call it the Schwarz Inequality, while others, including the Russians, call it the Cauchy-Buniakowski Inequality.
THEOREM: Let a1, a2, ..., an and b1, b2, ..., bn be any real numbers. Then
that is,
Proof: We define a polynomial function f(x) by
Clearly f(x) is positive or zero for all real numbers x, since it is a sum of squares. Now
Let
so that
f(x) = Ax2 +2Bx + C.
Since
for
all x, the discriminant
since
D > 0 implies that f(x) is sometimes positive and
sometimes negative. (See Section 10.2.) Now
Hence
Translating this back into our original notation, we have the Cauchy-Schwarz
Inequality:
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Monday, June 22, 1998