One day I was trying to prove the Cauchy Schwarz inequality using the rearrangement inequality. However, at last I succeeded in proving it. Assume that a 1 , a 2 , … a n and b 1 , b 2 , … b n are sequences of real numbers. Here are my steps:
Step 1: Let A = i = 1 ∑ n a i 2 = 0 , B = i = 1 ∑ n b i 2 = 0
Step 2: 2 = 1 + 1
Step 3: 2 = A i = 1 ∑ n a i 2 + B i = 1 ∑ n b i 2
Step 4: 2 = A a 1 2 + A a 2 2 + … A a n 2 + B b 1 2 + B b 2 2 + … B b n 2
Step 5: So by rearrangement inequality, we have :
2 ≥ A B a 1 b 1 + A B a 2 b 2 + ⋯ + A B a n b n + A B b 1 a 1 + A B b 2 a 2 + ⋯ + A B b n a n
Step 6: 2 A B ≥ 2 ( a 1 b 1 + a 2 b 2 + ⋯ + a n b n )
Step 7: A B ≥ ( a 1 b 1 + a 2 b 2 + ⋯ + a n b n )
Step 8: Squaring both sides, we have:
A B ≥ ( a 1 b 1 + a 2 b 2 … a n b n ) 2
Step 9: By replacing A,B we restore the form and we get the famous Cauchy Schwarz Inequality:
( i = 1 ∑ n a i 2 ) ( i = 1 ∑ n b i 2 ) ≥ ( i = 1 ∑ n a i b i ) 2
If you think I made a mistake in the proof, click the step number where I made a mistake. If you think that my proof is valid, click 0 .
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@Calvin Lin Can I write a note on this problem having a title "Proof of Cauchy Schwarz Inequality using Rearrangement inequality" ?
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@Calvin Lin Sir , I am waiting for your reply.
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@Calvin Lin – Sir , I thought If I wrote a note , then some people will just read it and get this question correct. Hence I preferred asking you. Anyways I will soon post a note. Thanks!
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@Nihar Mahajan – Ah I see.
It will likely be best to add this as a (corrected) proof to the CS wiki directly, as one of the various ways of proving CS.
I don't really understand. Why should we guarantee if it is non-negative? Even if it is negative, we get a positive answer, right?
I would really appreciate it if someone could explain it to me.
Thank you.
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You see, 4>-9 but (4)^2 < (-9)^2
really, I too didn't get the logic. Had it been negative, then also we could have got the proof.
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See Abhijeet's example. It explains the whole thing.
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In step 8 , we cannot square until we guarantee that a 1 b 1 + a 2 b 2 + … a n b n is always non negative.Hence the step 8 is wrong.
So how did I complete the proof? I used a suitable trick.Firstly we have that
A B ≥ ( a 1 b 1 + a 2 b 2 + … a n b n ) … ( 1 )
Then I replaced all the a i with − a i to get the following :
A B ≥ − ( a 1 b 1 + a 2 b 2 + … a n b n ) … ( 2 )
Using ( 1 ) , ( 2 ) , we have
A B ≥ ∣ a 1 b 1 + a 2 b 2 + … a n b n ∣
And only then we can square both the sides to get :
A B ≥ ( a 1 b 1 + a 2 b 2 + … a n b n ) 2
And the proof becomes valid.
Cheers!