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10.4 THE CAUCHY-SCHWARZ INEQUALITY

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
 

f(x) = (a1x + b1)2 + (a2x + b2)2 + ... + (anx + bn)2.

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