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#1 2009-02-06 10:11:19
- JaneFairfax
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Cauchy–Schwarz–Bunyakovsky inequality
Today I learned from Introduction to Metric and Topological Spaces by W.A. Sutherland a version of the Cauchy–Schwarz inequality involving integrals. It goes by the funny name of Cauchy–Schwarz–Bunyakovsky inequality. 
First, let’s recall the Cauchy–Schwarz inequality. It states
for al real numbers .
Proof:
The inequality is obviously true if . Hence we may assume that at least one is not 0.
Then
Treating the LHS as a quadratic in , we see that its discriminant cannot be positive.
This is the proof given in Introduction to Metric and Topological Spaces.
The integral version is as follows.
The proof is similar to the Cauchy–Schwarz case, only this time you start with
Last edited by JaneFairfax (2009-02-07 02:32:01)
#3 2009-02-06 23:56:02
- TheDude
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Re: Cauchy–Schwarz–Bunyakovsky inequality
JaneFairfax wrote:
Treating the LHS as a quadratic in , we see that its discrimant cannot be positive.
I don't follow this part. Why can't the discriminant be positive?
Wrap it in bacon
#4 2009-02-07 00:04:20
- JaneFairfax
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Re: Cauchy–Schwarz–Bunyakovsky inequality
Because then the quadratic equation LHS = 0 would have two distinct real roots and the LHS would be negative between these roots.
Last edited by JaneFairfax (2009-02-07 00:36:09)
#5 2009-02-07 00:09:12
- Daniel123
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Re: Cauchy–Schwarz–Bunyakovsky inequality
TheDude wrote:
JaneFairfax wrote:
Treating the LHS as a quadratic in , we see that its discrimant cannot be positive.I don't follow this part. Why can't the discriminant be positive?
The fact that the quadratic is always greater than or equal to 0 means that it must have at most one real root.
EDIT: In other words, what Jane said. I clicked 'quote' and left the room for too long 
Last edited by Daniel123 (2009-02-07 00:10:35)
#6 2009-02-07 03:14:03
- TheDude
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Re: Cauchy–Schwarz–Bunyakovsky inequality
I'm an idiot. Thanks for the explanation.
Wrap it in bacon
#7 2009-02-07 06:01:18
- Ricky
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Re: Cauchy–Schwarz–Bunyakovsky inequality
It goes by the funny name of Cauchy–Schwarz–Bunyakovsky inequality.
That is rather odd, normally I've heard it referred to as the Cauchy-Schwarz special case of Holder's inequality, where Holder's inequality is:
Where 1/p + 1/q = 1. Of course, Cauchy-Schwarz is the special case with p = q = 2.
"In the real world, this would be a problem. But in mathematics, we can just define a place where this problem doesn't exist. So we'll go ahead and do that now..."
#8 2009-02-08 08:26:59
- George,Y
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Re: Cauchy–Schwarz–Bunyakovsky inequality
That's nice. I remember we have a similar proof in Calculus for multi-variable function's Taylor expansion. It adds in lamda as well. Such method is called "adding parameter", which shares the same delicacy as adding a line to solve geometry problems.
X'(y-Xβ)=0
#10 2010-09-27 23:06:44
- tharun reddy
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Re: Cauchy–Schwarz–Bunyakovsky inequality
...hi jane 
.........but you assumed that "lambda" was real but by setting discriminant to less than zero ur making lambda value imaginary:)
#11 2010-09-27 23:08:05
- tharun reddy
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Re: Cauchy–Schwarz–Bunyakovsky inequality
..iam really in need of a solution to this problem please reply soon
#12 2010-10-05 21:24:11
- George,Y
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Re: Cauchy–Schwarz–Bunyakovsky inequality
Jane has already stopped discussing serious topics.
X'(y-Xβ)=0
#13 2010-10-05 21:40:37
- bobbym
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Re: Cauchy–Schwarz–Bunyakovsky inequality
Hi George,Y;
George you are a good man and I like you.
Jane has done a lot for the forum.
She has solved more than her share of tough problems here.
I know you mean you miss her input, so do I.
In mathematics, you don't understand things. You just get used to them.
Probability is the most important concept in modern science, especially as nobody has the slightest notion what it means.
90% of mathematicians do not understand 90% of currently published mathematics.
#14 2010-11-17 11:56:45
- ChiaraM27
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Re: Cauchy–Schwarz–Bunyakovsky inequality
Basically, the roots cannot be real. Consider the quadratic equation as a parabola. If the equation has real roots then it crosses the x axis twice and has negative values between them, but we know that our quadratic function cannot be negative, so the roots have to be imaginary and so the discriminant has to be less than zero.
#15 2010-11-26 23:46:50
- JaneFairfax
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Re: Cauchy–Schwarz–Bunyakovsky inequality
tharun reddy wrote:
...hi jane
Last edited by JaneFairfax (2010-12-22 06:37:00)