• Title: Cauchy-Schwarz Inequality

  • Series: Functional Analysis

  • YouTube-Title: Functional Analysis 10 | Cauchy-Schwarz Inequality

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  • Timestamps

    00:00 Introduction

    00:25 Cauchy-Schwarz inequality

    02:00 Proof

    08:15 Triangle inequality for the norm

  • Subtitle in English

    1 00:00:00,479 –> 00:00:02,369 Hello and welcome back to

    2 00:00:02,380 –> 00:00:03,509 functional analysis

    3 00:00:03,599 –> 00:00:05,280 and first many thanks to

    4 00:00:05,289 –> 00:00:06,380 all the nice people that

    5 00:00:06,389 –> 00:00:07,769 support me on Steady or

    6 00:00:07,780 –> 00:00:08,489 PayPal.

    7 00:00:09,180 –> 00:00:10,960 And I can also tell you that

    8 00:00:10,970 –> 00:00:12,470 now you find the PDF

    9 00:00:12,479 –> 00:00:14,350 versions of all new videos

    10 00:00:14,359 –> 00:00:15,600 in the description below.

    11 00:00:16,430 –> 00:00:18,180 So this is part 10 today

    12 00:00:18,190 –> 00:00:19,739 and we will still talk about

    13 00:00:19,750 –> 00:00:20,780 inner products.

    14 00:00:21,719 –> 00:00:23,010 In particular, I want to

    15 00:00:23,020 –> 00:00:24,590 prove the Cauchy-Schwarz

    16 00:00:24,610 –> 00:00:25,430 inequality.

    17 00:00:26,379 –> 00:00:27,319 Depending where you come

    18 00:00:27,329 –> 00:00:27,809 from,

    19 00:00:27,829 –> 00:00:29,190 the equality is known by

    20 00:00:29,200 –> 00:00:30,280 different names,

    21 00:00:30,290 –> 00:00:31,700 but I stay here with the

    22 00:00:31,709 –> 00:00:32,598 most common one.

    23 00:00:33,270 –> 00:00:34,330 And here it is named after the

    24 00:00:34,340 –> 00:00:35,770 French mathematician Cauchy

    25 00:00:36,119 –> 00:00:37,659 and a German mathematician

    26 00:00:37,669 –> 00:00:38,119 Schwarz.

    27 00:00:39,060 –> 00:00:40,569 Indeed, this inequality is

    28 00:00:40,580 –> 00:00:42,270 very important, because it

    29 00:00:42,279 –> 00:00:44,049 holds for all inner products.

    30 00:00:44,560 –> 00:00:45,770 Therefore, let’s choose an

    31 00:00:45,779 –> 00:00:47,729 F-vector space X and an

    32 00:00:47,740 –> 00:00:48,529 inner product

    33 00:00:49,369 –> 00:00:50,790 and we also consider the

    34 00:00:50,799 –> 00:00:52,369 corresponding norm, which

    35 00:00:52,380 –> 00:00:53,459 is the square root of the

    36 00:00:53,470 –> 00:00:54,229 inner product.

    37 00:00:54,880 –> 00:00:56,650 And then with these notations,

    38 00:00:56,659 –> 00:00:58,119 the following inequality

    39 00:00:58,130 –> 00:01:00,020 holds. We

    40 00:01:00,029 –> 00:01:01,389 look at the inner product

    41 00:01:01,400 –> 00:01:02,630 x with y

    42 00:01:03,400 –> 00:01:04,489 and because it could be in

    43 00:01:04,500 –> 00:01:05,980 general a complex number,

    44 00:01:05,989 –> 00:01:07,120 we need the absolute value

    45 00:01:07,129 –> 00:01:07,489 here

    46 00:01:08,239 –> 00:01:09,849 and then we can say this

    47 00:01:09,860 –> 00:01:11,819 is less or equal than the

    48 00:01:11,830 –> 00:01:13,419 two norms multiplied.

    49 00:01:14,339 –> 00:01:15,580 And that’s the whole Cauchy-

    50 00:01:15,610 –> 00:01:16,919 Schwarz inequality.

    51 00:01:17,930 –> 00:01:19,510 Now we can visualize it with

    52 00:01:19,519 –> 00:01:21,139 the same picture we had when

    53 00:01:21,150 –> 00:01:22,339 we started with the inner

    54 00:01:22,349 –> 00:01:24,059 products. In this

    55 00:01:24,069 –> 00:01:25,510 multiplication x with

    56 00:01:25,519 –> 00:01:27,199 y only the parallel

    57 00:01:27,209 –> 00:01:28,900 part of y, the yellow part

    58 00:01:28,910 –> 00:01:30,050 here, should matter.

    59 00:01:30,779 –> 00:01:32,160 Then this picture tells you,

    60 00:01:32,169 –> 00:01:33,319 yeah, of course, the length

    61 00:01:33,330 –> 00:01:34,870 of the yellow part is less

    62 00:01:34,879 –> 00:01:36,199 or equal than the length

    63 00:01:36,209 –> 00:01:37,400 of the red arrow here.

    64 00:01:38,209 –> 00:01:39,669 With this in mind, we also

    65 00:01:39,680 –> 00:01:41,589 get the result in which cases

    66 00:01:41,599 –> 00:01:43,120 the equality here holds.

    67 00:01:43,900 –> 00:01:45,290 Indeed, this should only

    68 00:01:45,300 –> 00:01:46,730 be the case when the arrows

    69 00:01:46,739 –> 00:01:48,169 go into the same direction.

    70 00:01:48,989 –> 00:01:50,760 In other words, x and y

    71 00:01:50,769 –> 00:01:52,419 are linearly dependent

    72 00:01:52,430 –> 00:01:53,099 vectors.

    73 00:01:53,739 –> 00:01:54,199 OK.

    74 00:01:54,209 –> 00:01:55,419 Now the picture gets us in

    75 00:01:55,430 –> 00:01:56,919 the correct direction, but

    76 00:01:56,930 –> 00:01:58,230 we don’t have any choice.

    77 00:01:58,239 –> 00:01:59,910 We need to prove the inequality

    78 00:01:59,919 –> 00:02:00,319 now.

    79 00:02:01,160 –> 00:02:01,529 OK.

    80 00:02:01,540 –> 00:02:02,709 So let’s start with an easy

    81 00:02:02,720 –> 00:02:04,400 case. Let’s call it the first

    82 00:02:04,410 –> 00:02:06,389 case where x is the zero

    83 00:02:06,400 –> 00:02:06,860 vector.

    84 00:02:07,809 –> 00:02:09,270 Of course, there we know

    85 00:02:09,288 –> 00:02:10,839 the left-hand side has to

    86 00:02:10,850 –> 00:02:11,589 be zero.

    87 00:02:12,830 –> 00:02:14,410 simply by the linearity,

    88 00:02:14,419 –> 00:02:15,940 we can just pull out the

    89 00:02:15,949 –> 00:02:16,990 factor zero

    90 00:02:17,660 –> 00:02:18,679 and of course, the right-

    91 00:02:18,690 –> 00:02:20,309 hand side is also zero,

    92 00:02:20,380 –> 00:02:22,190 because the norm of x has

    93 00:02:22,199 –> 00:02:23,089 to be zero here.

    94 00:02:23,929 –> 00:02:25,440 In particular, the general

    95 00:02:25,449 –> 00:02:26,970 inequality is

    96 00:02:26,979 –> 00:02:28,649 obviously fulfilled for this

    97 00:02:28,660 –> 00:02:29,369 simple case.

    98 00:02:29,990 –> 00:02:31,570 Now you might already guess

    99 00:02:31,580 –> 00:02:33,220 the actual interesting case

    100 00:02:33,229 –> 00:02:34,559 would be the second one.

    101 00:02:35,320 –> 00:02:36,869 Here x is not a zero

    102 00:02:36,880 –> 00:02:38,419 vector, which means we can

    103 00:02:38,429 –> 00:02:40,270 divide by the norm of x

    104 00:02:41,029 –> 00:02:42,789 and that’s what we do immediately.

    105 00:02:42,800 –> 00:02:44,660 I want to define x hat

    106 00:02:44,710 –> 00:02:46,160 as the normalized vector

    107 00:02:46,169 –> 00:02:48,039 X. This means

    108 00:02:48,050 –> 00:02:50,039 that x hat has length one.

    109 00:02:50,050 –> 00:02:51,539 So it just gives the direction

    110 00:02:51,550 –> 00:02:53,300 of the vector x and

    111 00:02:53,309 –> 00:02:54,500 then we calculate the inner

    112 00:02:54,509 –> 00:02:56,070 product with x hat and

    113 00:02:56,080 –> 00:02:57,940 y and go into the

    114 00:02:57,949 –> 00:02:59,500 direction of x hat.

    115 00:03:00,850 –> 00:03:02,070 Now, you might recognize

    116 00:03:02,080 –> 00:03:03,660 that, because if we have

    117 00:03:03,669 –> 00:03:05,389 considered the normal Euclidean

    118 00:03:05,399 –> 00:03:07,070 geometry in the plane, this

    119 00:03:07,080 –> 00:03:08,240 picture would be completely

    120 00:03:08,250 –> 00:03:09,009 correct

    121 00:03:09,199 –> 00:03:10,860 and this expression is

    122 00:03:10,869 –> 00:03:12,830 exactly this orange line.

    123 00:03:13,559 –> 00:03:14,699 By our abstraction

    124 00:03:14,710 –> 00:03:16,179 this should be the same here.

    125 00:03:16,190 –> 00:03:17,520 So let’s call the orange arrow

    126 00:03:17,759 –> 00:03:19,009 just y

    127 00:03:19,020 –> 00:03:20,899 parallel. In the

    128 00:03:20,910 –> 00:03:22,039 Euclidean geometry

    129 00:03:22,050 –> 00:03:23,940 this is known as the orthogonal

    130 00:03:23,949 –> 00:03:25,800 projection of y onto

    131 00:03:25,809 –> 00:03:26,470 x.

    132 00:03:27,309 –> 00:03:28,550 So it makes sense to do the

    133 00:03:28,559 –> 00:03:30,020 same for a general inner

    134 00:03:30,029 –> 00:03:30,619 product.

    135 00:03:31,460 –> 00:03:33,119 Now the gray line here is

    136 00:03:33,130 –> 00:03:34,639 the orthogonal part, which

    137 00:03:34,649 –> 00:03:35,850 we also can calculate

    138 00:03:35,860 –> 00:03:37,630 now. This is

    139 00:03:37,639 –> 00:03:39,050 simply given by y

    140 00:03:39,059 –> 00:03:40,729 minus the parallel part.

    141 00:03:41,520 –> 00:03:41,880 OK.

    142 00:03:41,889 –> 00:03:43,220 So we defined some vectors

    143 00:03:43,229 –> 00:03:44,300 we want to deal with,

    144 00:03:44,449 –> 00:03:46,380 but now we need an idea how

    145 00:03:46,389 –> 00:03:47,850 to get to the inequality.

    146 00:03:48,580 –> 00:03:50,100 Indeed, the whole idea is

    147 00:03:50,110 –> 00:03:51,160 that we can calculate the

    148 00:03:51,169 –> 00:03:52,940 length or the norm of

    149 00:03:52,949 –> 00:03:54,240 this orthogonal part,

    150 00:03:55,179 –> 00:03:56,910 simply because we know the

    151 00:03:56,919 –> 00:03:58,830 norm can’t be negative.

    152 00:03:59,830 –> 00:04:01,399 Now, on the right we can put

    153 00:04:01,410 –> 00:04:03,389 in the definition and then

    154 00:04:03,399 –> 00:04:05,149 of course, also the definition

    155 00:04:05,160 –> 00:04:06,619 of y parallel.

    156 00:04:08,070 –> 00:04:09,169 Now if you see something

    157 00:04:09,179 –> 00:04:11,089 like this. Calculating norms,

    158 00:04:11,100 –> 00:04:12,570 but you have an inner product;

    159 00:04:12,600 –> 00:04:14,490 it’s better to use squares.

    160 00:04:15,149 –> 00:04:16,769 So square everything and

    161 00:04:16,779 –> 00:04:18,309 the square roots will vanish

    162 00:04:19,248 –> 00:04:20,878 and now you can see on the

    163 00:04:20,889 –> 00:04:22,169 right-hand side, we have

    164 00:04:22,178 –> 00:04:23,868 this long vector in the middle,

    165 00:04:24,058 –> 00:04:25,658 in both components of the

    166 00:04:25,669 –> 00:04:26,378 inner product.

    167 00:04:27,299 –> 00:04:28,720 So it looks like this

    168 00:04:29,989 –> 00:04:31,170 and in order to simplify

    169 00:04:31,179 –> 00:04:32,500 this, we will use the

    170 00:04:32,510 –> 00:04:33,410 linearity

    171 00:04:34,209 –> 00:04:35,390 and this linearity in the

    172 00:04:35,399 –> 00:04:36,950 second component means we

    173 00:04:36,959 –> 00:04:38,649 can pull out this minus

    174 00:04:38,660 –> 00:04:39,350 sign here.

    175 00:04:39,929 –> 00:04:41,149 So we have here the product

    176 00:04:41,160 –> 00:04:43,000 with y minus the other

    177 00:04:43,010 –> 00:04:43,380 part.

    178 00:04:44,119 –> 00:04:45,390 In the next step, we want

    179 00:04:45,399 –> 00:04:46,730 to pull out the minus sign

    180 00:04:46,739 –> 00:04:48,570 here and here, and we

    181 00:04:48,579 –> 00:04:50,510 know we can do that, because

    182 00:04:50,519 –> 00:04:51,679 the inner product is

    183 00:04:51,690 –> 00:04:53,250 conjugate linear in the

    184 00:04:53,260 –> 00:04:54,369 first argument.

    185 00:04:54,989 –> 00:04:56,160 So minus signs are not a

    186 00:04:56,170 –> 00:04:56,769 problem

    187 00:04:56,779 –> 00:04:58,230 and scalars get a complex

    188 00:04:58,239 –> 00:04:58,989 conjugation.

    189 00:04:59,570 –> 00:05:00,839 So that’s the first part

    190 00:05:00,850 –> 00:05:01,750 and the second part would

    191 00:05:01,760 –> 00:05:03,480 be this vector with y

    192 00:05:04,239 –> 00:05:05,380 and of course, now we do

    193 00:05:05,390 –> 00:05:06,470 the same with the second

    194 00:05:06,480 –> 00:05:07,480 inner product here.

    195 00:05:08,829 –> 00:05:09,179 OK.

    196 00:05:09,190 –> 00:05:11,049 Here we have y with the vector

    197 00:05:11,059 –> 00:05:12,100 on the right-hand side

    198 00:05:12,140 –> 00:05:13,730 and now we have minus minus.

    199 00:05:13,739 –> 00:05:15,450 So plus the rest.

    200 00:05:16,399 –> 00:05:17,600 In fact, here we have the

    201 00:05:17,609 –> 00:05:19,019 same vector left and right

    202 00:05:19,029 –> 00:05:19,959 in the inner product.

    203 00:05:20,619 –> 00:05:21,679 Therefore, now comes the

    204 00:05:21,690 –> 00:05:23,160 part where we can rewrite

    205 00:05:23,170 –> 00:05:23,630 everything

    206 00:05:23,640 –> 00:05:24,109 again.

    207 00:05:24,640 –> 00:05:26,070 The first thing is the norm

    208 00:05:26,079 –> 00:05:27,190 of y squared.

    209 00:05:27,970 –> 00:05:28,880 For the two parts in the

    210 00:05:28,890 –> 00:05:30,549 middle, we see they are almost

    211 00:05:30,559 –> 00:05:31,899 the same. The one is the

    212 00:05:31,910 –> 00:05:33,260 complex conjugate of the

    213 00:05:33,269 –> 00:05:33,660 other one.

    214 00:05:34,390 –> 00:05:35,440 So we can write it in this

    215 00:05:35,450 –> 00:05:36,839 way with parentheses, where we

    216 00:05:36,850 –> 00:05:38,209 put a bar over the second

    217 00:05:38,220 –> 00:05:38,640 part

    218 00:05:39,459 –> 00:05:41,079 and finally, the last part

    219 00:05:41,089 –> 00:05:42,760 is the norm of this vector

    220 00:05:42,769 –> 00:05:43,440 squared.

    221 00:05:44,380 –> 00:05:45,760 In the next equality here,

    222 00:05:45,769 –> 00:05:47,079 I want to simplify that even

    223 00:05:47,089 –> 00:05:48,709 more, because you see

    224 00:05:48,720 –> 00:05:50,450 here’s a complex number plus

    225 00:05:50,459 –> 00:05:51,799 the complex conjugate of

    226 00:05:51,809 –> 00:05:53,350 this number. Which means

    227 00:05:53,359 –> 00:05:54,910 this is two times the real

    228 00:05:54,920 –> 00:05:56,559 part of this complex

    229 00:05:56,570 –> 00:05:58,359 number. Which means that

    230 00:05:58,369 –> 00:05:59,869 we can write it like this

    231 00:06:00,790 –> 00:06:01,970 and now in the third part,

    232 00:06:01,980 –> 00:06:03,500 we can pull out the scalar.

    233 00:06:03,940 –> 00:06:05,149 Which means it comes out

    234 00:06:05,160 –> 00:06:06,850 with the absolute value squared.

    235 00:06:07,649 –> 00:06:09,299 You see it remains the norm

    236 00:06:09,309 –> 00:06:10,799 of x hat where we already

    237 00:06:10,809 –> 00:06:12,279 know, this is 1.

    238 00:06:12,529 –> 00:06:14,339 Now, finally, I want to simplify

    239 00:06:14,350 –> 00:06:15,769 the middle part here, which

    240 00:06:15,779 –> 00:06:16,839 to be honest, we could have

    241 00:06:16,850 –> 00:06:17,750 done before.

    242 00:06:17,760 –> 00:06:18,970 But then we would have done

    243 00:06:18,980 –> 00:06:19,880 it two times.

    244 00:06:20,649 –> 00:06:22,190 I want to show you visually

    245 00:06:22,200 –> 00:06:23,350 what we want to do.

    246 00:06:23,540 –> 00:06:25,230 We pull this scalar out

    247 00:06:25,239 –> 00:06:26,799 from the first argument of

    248 00:06:26,809 –> 00:06:28,510 the inner product, but

    249 00:06:28,519 –> 00:06:29,980 then it gets a complex

    250 00:06:29,989 –> 00:06:30,679 conjugation.

    251 00:06:31,549 –> 00:06:32,799 So let’s fill in the gaps

    252 00:06:32,809 –> 00:06:33,220 again

    253 00:06:33,230 –> 00:06:34,529 and then you see we have

    254 00:06:34,540 –> 00:06:36,100 the same complex number left

    255 00:06:36,109 –> 00:06:36,739 and right.

    256 00:06:36,750 –> 00:06:38,130 But the one is the complex

    257 00:06:38,140 –> 00:06:39,480 conjugate of the other one.

    258 00:06:40,290 –> 00:06:41,510 In other words, it’s the

    259 00:06:41,519 –> 00:06:42,970 absolute value of the complex

    260 00:06:42,980 –> 00:06:44,149 number squared

    261 00:06:44,880 –> 00:06:46,359 and since that is clearly

    262 00:06:46,369 –> 00:06:47,940 a real number, we can omit

    263 00:06:47,950 –> 00:06:48,959 the real part here.

    264 00:06:49,769 –> 00:06:50,989 So in summary, we have the

    265 00:06:51,000 –> 00:06:52,899 norm of y squared minus two

    266 00:06:52,910 –> 00:06:54,309 times this number,

    267 00:06:54,910 –> 00:06:56,500 but also plus one

    268 00:06:56,510 –> 00:06:57,869 times the same number.

    269 00:06:58,869 –> 00:07:00,089 Therefore, we can put both

    270 00:07:00,100 –> 00:07:01,420 things together and have

    271 00:07:01,429 –> 00:07:02,600 a simple result here.

    272 00:07:03,410 –> 00:07:05,369 The norm of y squared minus

    273 00:07:05,380 –> 00:07:06,720 the inner product in absolute

    274 00:07:06,730 –> 00:07:07,540 value squared.

    275 00:07:08,359 –> 00:07:09,720 So this is our right-hand

    276 00:07:09,730 –> 00:07:11,529 side and on the left, we

    277 00:07:11,540 –> 00:07:12,339 have the zero.

    278 00:07:13,600 –> 00:07:14,739 Hence, in the next step,

    279 00:07:14,750 –> 00:07:15,660 I want to bring the inner

    280 00:07:15,670 –> 00:07:17,339 product to the other side.

    281 00:07:18,380 –> 00:07:20,079 Now, you can see we are almost

    282 00:07:20,089 –> 00:07:21,670 there with our inequality.

    283 00:07:21,679 –> 00:07:22,859 The only thing missing is

    284 00:07:22,869 –> 00:07:23,929 that we have to translate

    285 00:07:23,940 –> 00:07:24,959 back x hat

    286 00:07:25,820 –> 00:07:27,119 which is not so hard to do,

    287 00:07:27,130 –> 00:07:28,920 because we defined it as x

    288 00:07:28,929 –> 00:07:30,670 divided by the norm of x.

    289 00:07:31,359 –> 00:07:32,399 Of course, we do the same

    290 00:07:32,410 –> 00:07:34,190 as always, we pull out one

    291 00:07:34,200 –> 00:07:35,799 divided by the norm of x.

    292 00:07:36,359 –> 00:07:37,959 Hence, that’s what we get

    293 00:07:37,970 –> 00:07:39,239 and you see, we just have

    294 00:07:39,250 –> 00:07:40,839 to multiply with the norm

    295 00:07:40,850 –> 00:07:42,600 of x squared on both sides

    296 00:07:43,679 –> 00:07:45,010 and then taking the square

    297 00:07:45,019 –> 00:07:46,579 root on both sides, we get

    298 00:07:46,589 –> 00:07:48,070 out our Cauchy-Schwarz

    299 00:07:48,079 –> 00:07:48,980 inequality.

    300 00:07:49,549 –> 00:07:51,130 Well, that’s the whole proof

    301 00:07:51,140 –> 00:07:52,279 of the inequality.

    302 00:07:52,510 –> 00:07:54,170 I will skip the part about

    303 00:07:54,179 –> 00:07:55,970 the equality now, because

    304 00:07:55,980 –> 00:07:57,790 I want to use the time to show

    305 00:07:57,799 –> 00:07:58,950 you that the symbol we used

    306 00:07:58,959 –> 00:08:00,600 here is indeed a norm.

    307 00:08:00,609 –> 00:08:02,059 So it fulfills the triangle

    308 00:08:02,070 –> 00:08:03,029 inequality

    309 00:08:03,190 –> 00:08:04,700 and we will do that by

    310 00:08:04,709 –> 00:08:06,220 using the Cauchy-Schwarz

    311 00:08:06,230 –> 00:08:07,059 inequality.

    312 00:08:07,920 –> 00:08:09,880 In fact, the triangle inequality

    313 00:08:09,890 –> 00:08:11,200 is most of the time, the

    314 00:08:11,209 –> 00:08:12,820 hardest part of the proof that

    315 00:08:12,829 –> 00:08:13,989 something is a norm.

    316 00:08:15,179 –> 00:08:16,779 So let’s do that very quickly.

    317 00:08:16,790 –> 00:08:18,059 Of course, we square the

    318 00:08:18,070 –> 00:08:18,839 norm again,

    319 00:08:19,820 –> 00:08:21,119 because then we don’t need

    320 00:08:21,130 –> 00:08:22,369 the square root. we can just

    321 00:08:22,380 –> 00:08:24,350 write x plus y, x

    322 00:08:24,359 –> 00:08:26,000 plus y in the inner product.

    323 00:08:26,420 –> 00:08:28,019 The linearity now gets us

    324 00:08:28,029 –> 00:08:29,920 to a similar result as before.

    325 00:08:30,809 –> 00:08:32,750 Namely the norm of x and

    326 00:08:32,760 –> 00:08:33,619 y squared

    327 00:08:33,630 –> 00:08:34,799 and in the middle, we get

    328 00:08:34,808 –> 00:08:36,479 two times the real part of

    329 00:08:36,489 –> 00:08:37,239 the product.

    330 00:08:37,890 –> 00:08:39,210 Now, of course, if we use

    331 00:08:39,219 –> 00:08:40,409 the absolute value instead

    332 00:08:40,419 –> 00:08:42,020 of the real part, it gets

    333 00:08:42,030 –> 00:08:42,489 bigger

    334 00:08:43,369 –> 00:08:44,710 and of course, here we now

    335 00:08:44,719 –> 00:08:46,599 can use our Cauchy-Schwarz

    336 00:08:46,609 –> 00:08:47,510 inequality.

    337 00:08:48,080 –> 00:08:49,630 And now knowing the binomial

    338 00:08:49,640 –> 00:08:51,109 theorem, you see this is

    339 00:08:51,119 –> 00:08:52,669 just the square of the sum

    340 00:08:52,679 –> 00:08:53,729 of the two norms.

    341 00:08:54,320 –> 00:08:55,419 Taking the square root on

    342 00:08:55,429 –> 00:08:56,109 both sides,

    343 00:08:56,119 –> 00:08:57,640 you see this is simply the

    344 00:08:57,650 –> 00:08:59,130 triangle inequality for the

    345 00:08:59,140 –> 00:09:00,820 norm we defined by the inner

    346 00:09:00,830 –> 00:09:01,349 product.

    347 00:09:02,169 –> 00:09:03,210 The other two properties

    348 00:09:03,219 –> 00:09:04,609 for a norm shouldn’t be a problem

    349 00:09:04,619 –> 00:09:05,250 to show

    350 00:09:05,299 –> 00:09:06,789 and therefore now it makes

    351 00:09:06,799 –> 00:09:08,650 sense to use this symbol

    352 00:09:08,659 –> 00:09:09,770 and call it a norm in an

    353 00:09:09,780 –> 00:09:11,229 inner product space.

    354 00:09:11,770 –> 00:09:12,229 OK.

    355 00:09:12,239 –> 00:09:13,190 I think that’s good enough

    356 00:09:13,200 –> 00:09:13,909 for today.

    357 00:09:13,929 –> 00:09:15,169 In the next videos, we will

    358 00:09:15,179 –> 00:09:16,590 talk a little bit more about

    359 00:09:16,599 –> 00:09:17,669 the geometry

    360 00:09:17,679 –> 00:09:18,989 an inner product gives the

    361 00:09:19,000 –> 00:09:20,780 space and I

    362 00:09:20,789 –> 00:09:22,280 already told you, if you need

    363 00:09:22,289 –> 00:09:23,650 it, you can download the

    364 00:09:23,659 –> 00:09:25,169 PDF version of this video

    365 00:09:25,179 –> 00:09:27,159 in the description and of

    366 00:09:27,169 –> 00:09:28,679 course use the comments, if

    367 00:09:28,690 –> 00:09:29,599 you have questions.

    368 00:09:29,719 –> 00:09:30,979 Otherwise I see you in the

    369 00:09:30,989 –> 00:09:31,609 next video.

    370 00:09:32,590 –> 00:09:33,609 Have a nice day.

    371 00:09:33,700 –> 00:09:34,289 Bye.

  • Quiz Content

    Q1: Let $(X, \langle \cdot, \cdot \rangle)$ be an inner product space and $x,y \in X$ with $\langle x, x \rangle = \langle y, y \rangle = 1$. What is always correct?

    A1: $|\langle x, y \rangle| \leq 1$

    A2: $|\langle x, y \rangle| \geq 1$

    A3: $|\langle x, y \rangle| = 1$

    A4: $|\langle x, y \rangle|^2 \geq \langle x, x \rangle + \langle y, y \rangle $

    A5: $|\langle x, y \rangle|^2 \geq \langle x, x \rangle \cdot \langle y, y \rangle $

    A6: $|\langle x, y \rangle|^2 \leq \frac{1}{2} \langle x, x \rangle \cdot \langle y, y \rangle $

    Q2: Let $(X, \langle \cdot, \cdot \rangle)$ be an inner product space and $x,y \in X$ with $\langle x, x \rangle = \langle y, y \rangle = 1$. Which statement is not true?

    A1: If $\langle x, y \rangle = 1$, then $x$ and $y$ are linearly dependent.

    A2: If $x$ and $y$ are linearly dependent, then $\langle x, y \rangle = 1$.

    A3: If $x$ and $y$ are linearly independent, then $\langle x, y \rangle = 0$.

    A4: If $\langle x, y \rangle = 0$, then $x$ and $y$ are linearly independent.

    Q3: Let $(X, \langle \cdot, \cdot \rangle)$ be an inner product space with $\dim(X) \geq 1$. Is the map $x \mapsto \langle x, x\rangle$ a norm?

    A1: Yes it is!

    A2: No, it’s not positive definite.

    A3: No, it’s not homogenous.

    A4: One needs more information.

  • Last update: 2024-10

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