CauchySchwarz inequality

In mathematics, the CauchySchwarz inequality, also 2 Proofs

known as the CauchyBunyakovskySchwarz inequal-
ity, is a useful inequality encountered in many dier-
2.1 First proof
ent settings, such as linear algebra, analysis, probability
theory, vector algebra and other areas. It is consid-
Let u and v be arbitrary vectors in a vector space over
ered to be one of the most important inequalities in all
F with an inner product, where F is the eld of real or
of mathematics.[1] It has a number of generalizations,
complex numbers. We prove the inequality
among them Hlders inequality.
The inequality for sums was published by Augustin-Louis  
Cauchy (1821), while the corresponding inequality for in-
tegrals was rst proved by Viktor Bunyakovsky (1859).
The modern proof of the integral inequality was given by
Hermann Amandus Schwarz (1888).[1]
1 Statement of the inequality
The CauchySchwarz inequality states that for all vectors inequality is obviously true, because neither u nor v
u and v of an inner product space it is true that
|u, v| u, u v, v
2
u, v uv
and that equality holds only when either u or v is a mul-
tiple of the other (which includes the special case that
either is the zero vector).
If v = 0 , it is clear that we have equality, and in this
case u and v are also linearly dependent, regardless of u
. Similarly if u = 0 . We henceforth assume that v is
nonzero. We also assume that u, v = 0 otherwise the
can be negative.
Let

where , is the inner product. Examples of inner prod- z = u uv = u u, v v.

ucts include the real and complex dot product, see the v, v
examples in inner product. Equivalently, by taking the Then, by linearity of the inner product in its rst argu-
square root of both sides, and referring to the norms of ment, one has
the vectors, the inequality is written as

|u, v| uv .[2][3] u, v u, v
z, v = u v, v = u, v v, v = 0.
v, v v, v
Moreover, the two sides are equal if and only if u and v Therefore, z is a vector orthogonal to the vector v (In-
are linearly dependent (meaning they are parallel, one of deed, z is the projection of u onto the plane orthogonal
the vectors magnitudes is zero, or one is a scalar multiple to v .) We can thus apply the Pythagorean theorem to
of the other).[4]:14
If u1 , . . . , un C and v1 , . . . , vn C have an imagi- u, v
nary component, the inner product is the standard com- u = v+z
v, v
plex inner product where the bar notation is used for
complex conjugation and then the inequality may be re- which gives
stated more explicitly as
 
 u, v 2
 v2 +z2 = |u, v| +z2 |u, v|
2 2
u = 
2 
|u1 v1 + +un vn |2 (|u1 |2 + +|un |2 )(|v1 |2 + +|vn |2 ) v, v  v2 v2
and, after multiplication by v2 , we get the Cauchy
or
Schwarz inequality. Moreover, if the relation in the
above expression is actually an equality, then z2 = 0
 n 2 and hence z = 0 ; the denition of z then establishes
 
n
n
  a relation of linear dependence between u and v . This
 ui vi  |uj |2 |vk |2 .
  establishes the theorem.
i=1 j=1 k=1

1
2 4 APPLICATIONS

2.2 Second proof 3.2 Rn (n-dimensional Euclidean space)

Let u and v be arbitrary vectors in a vector space F with In Euclidean space Rn with the standard inner product,
an inner product, where F is the eld of real or complex the CauchySchwarz inequality is
numbers.
In the special case that u, v = 0 , or if either u = 0 or ( n )2 ( n )( n )

v = 0 , then the theorem is trivially true. ui vi u2
v 2
i i
Now assume that the special case above does not hold: i=1 i=1 i=1

that u = 0 and v = 0 . Let C be given by = The CauchySchwarz inequality can be proved using only
v, u/v2 then ideas from elementary algebra in this case. Consider the
following quadratic polynomial in x
0 u v2
v + v
= u2 v, u u, 2 ( ) ( )
0 (u 1 x+v 1 ) 2
+ +(un x+v n ) 2
= u 2
i x 2
+2 ui v i x+ v
|v, u|2 |v, u|2 |v, u|2
= u
2
+
v2 v2 v2 Since it is nonnegative, it has at most one real root for x ,
|v, u|2 hence its discriminant is less than or equal to zero. That
= u2 . is,
v2

( )2
Therefore, 0 u2 |v,u|
2

v2 , or |v, u| uv. (ui vi ) u2i vi2 0,

which yields the CauchySchwarz inequality.

2.3 More proofs
There are indeed many dierent proofs[5] of the 3.3 L2
CauchySchwarz inequality other than the above two
examples.[1][3] When consulting other sources, there are For the inner product space of square-integrable
often two sources of confusion. First, some authors de- complex-valued functions, one has
ne , to be linear in the second argument rather than
the rst. Second, some proofs are only valid when the  2
eld is and not .[6]  
 f (x)g(x) dx |f (x)|2 dx |g(x)|2 dx.

Rn Rn Rn

A generalization of this is the Hlder inequality.

3 Special cases

3.1 R2 (ordinary two-dimensional space) 4 Applications

In the usual 2-dimensional space with the dot product, let 4.1 Analysis
v = (v1 , v2 ) and u = (u1 , u2 ) . The CauchySchwarz
inequality is that The triangle inequality for the standard norm is often
shown as a consequence of the CauchySchwarz inequal-
ity, as follows: given vectors x and y:
(u, v)2 = (uv cos )2 u2 v2
where is the angle between u and v .
x + y2 = x + y, x + y
The form above is perhaps the easiest in which to under- = x2 + x, y + y, x + y2
stand the inequality, since the square of the cosine can be
at most 1, which occurs when the vectors are in the same = x2 + 2x, y + y2
or opposite directions. It can also be restated in terms of x2 + 2|x, y| + y2
the vector coordinates v1 , v2 , u1 and u2 as
x2 + 2xy + y2
= (x + y)2
(u1 v1 + u2 v2 )2 (u21 + u22 ) (v12 + v22 ) Taking square roots gives the triangle inequality.
where equality holds if and only if the vector (u1 , u2 ) is The CauchySchwarz inequality is used to prove that the
in the same or opposite direction as the vector (v1 , v2 ) , inner product is a continuous function with respect to the
or if one of them is the zero vector. topology induced by the inner product itself.[7][8]
 3

4.2 Geometry the domain and/or range are replaced by a C*-algebra or

W*-algebra.
The CauchySchwarz inequality allows one to extend the
An inner product can be used to dene a positive linear
notion of angle between two vectors to any real inner
functional. For example, given a Hilbert space L2 (m), m
product space, by dening:
being a nite measure, the standard inner product gives
rise to a positive functional by (g) = g, 1 . Con-
x,y [9][10]
cos xy = xy . versely, every positive linear functional on L2 (m) can
be used to dene an inner product f, g := (g f )

The CauchySchwarz inequality proves that this deni- where g is the pointwise complex conjugate of g . In
tion is sensible, by showing that the right-hand side lies this language, the CauchySchwarz inequality becomes
in the interval [1, 1], and justies the notion that (real)
Hilbert spaces are simply generalizations of the Euclidean |(g f )|2 (f f )(g g) [15]
space. It can also be used to dene an angle in complex
inner product spaces, by taking the absolute value or the which extends verbatim to positive functionals on C*-
real part of the right-hand side,[11][12] as is done when ex- algebras:
tracting a metric from quantum delity.
Theorem (CauchySchwarz inequality for positive func-
tionals on C*-algebras)[16][17] If is a positive linear
4.3 Probability theory functional on a C*-algebra A, then for all a, b A ,
|(b a)|2 (b b)(a a) .
Let X, Y be random variables, then the covariance The next two theorems are further examples in operator
inequality[13][14] is given by: algebra.
Theorem (KadisonSchwarz inequality,[18][19] named
Cov(Y, X) Cov(Y, X) after Richard Kadison) If is a unital positive map,
Var(Y ) . then for every normal element a in its domain, we have
Var(X)
(a a) (a )(a) and (a a) (a)(a ) .
After dening an inner product on the set of random vari- This extends the fact (a a) 1 (a) (a) = |(a)|2
ables using the expectation of their product, , when is a linear functional. The case when a is self-
adjoint, i.e. a = a , is sometimes known as Kadisons
inequality.
X, Y := E(XY ), Theorem (Modied Schwarz inequality for 2-positive
maps).[20] For a 2-positive map between C*-algebras,
then the CauchySchwarz inequality becomes
for all a, b in its domain,

| E(XY )|2 E(X 2 ) E(Y 2 ).

(a) (a) (1)(a a), and
To prove the covariance inequality using the Cauchy
(a b)2 (a a) (b b).
Schwarz inequality, let = E(X) and = E(Y ) , then

| Cov(X, Y )|2 = | E((X )(Y ))|2 6 See also

= |X , Y | 2
Hlders inequality
X , X Y , Y
= E((X )2 ) E((Y )2 ) Minkowski inequality
= Var(X) Var(Y ), Jensens inequality
where Var denotes variance and Cov denotes covariance. Bessels inequality

5 Generalizations 7 Notes
Various generalizations of the CauchySchwarz inequal- [1] The CauchySchwarz Master Class: an Introduction to
ity exist in the context of operator theory, e.g. for the Art of Mathematical Inequalities, Ch. 1 by J. Michael
operator-convex functions, and operator algebras, where Steele.
4 8
[2] Strang, Gilbert (19 July 2005). 3.2. Linear Algebra and
its Applications (4th ed.). Stamford, CT: Cengage Learn-
ing. pp. 154155. ISBN 978-0030105678.
[3] Hunter, John K.; Nachtergaele, Bruno (2001-01-
01). Applied Analysis. World Scientic. ISBN
9789810241919.
[4] Bachmann, George; Narici, Lawrence; Beckenstein,
Edward (2012-12-06). Fourier and Wavelet Analy-
sis. Springer Science & Business Media. ISBN
9781461205050.
[5] Wu, Hui-Hua; Wu, Shanhe (April 2009). Various proofs
of the Cauchy-Schwarz inequality (PDF). OCTOGON
MATHEMATICAL MAGAZINE. 17 (1): 221229. ISBN
978-973-88255-5-0. ISSN 1222-5657. Retrieved 18
May 2016.
[6] Aliprantis, Charalambos D.; Border, Kim C. (2007-
05-02). Innite Dimensional Analysis: A Hitchhikers
Guide. Springer Science & Business Media. ISBN
9783540326960.
[7] Bachman, George; Narici, Lawrence (2012-09-26).
Functional Analysis. Courier Corporation. p. 141. ISBN
9780486136554.
[8] Swartz, Charles (1994-02-21). Measure, Integration and
Function Spaces. World Scientic. p. 236. ISBN
9789814502511.
[9] Ricardo, Henry (2009-10-21). A Modern Introduc-
tion to Linear Algebra. CRC Press. p. 18. ISBN
9781439894613.
[10] Banerjee, Sudipto; Roy, Anindya (2014-06-06). Linear
Algebra and Matrix Analysis for Statistics. CRC Press. p.
181. ISBN 9781482248241.
[11] Valenza, Robert J. (2012-12-06). Linear Algebra: An In-
troduction to Abstract Mathematics. Springer Science &
Business Media. p. 146. ISBN 9781461209010.
[12] Constantin, Adrian (2016-05-21). Fourier Analysis with
Applications. Cambridge University Press. p. 74. ISBN
9781107044104.
[13] Mukhopadhyay, Nitis (2000-03-22). Probability and
Statistical Inference. CRC Press. p. 150. ISBN
9780824703790.
[14] Keener, Robert W. (2010-09-08). Theoretical Statistics:
Topics for a Core Course. Springer Science & Business
Media. p. 71. ISBN 9780387938394.
[15] Faria, Edson de; Melo, Welington de (2010-08-12).
Mathematical Aspects of Quantum Field Theory. Cam-
bridge University Press. p. 273. ISBN 9781139489805.
[16] Lin, Huaxin (2001-01-01). An Introduction to the Clas-
sication of Amenable C*-algebras. World Scientic. p.
27. ISBN 9789812799883.
[17] Arveson, W. (2012-12-06). An Invitation to C*-Algebras.
Springer Science & Business Media. p. 28. ISBN
9781461263715.
REFERENCES
[18] Strmer, Erling (2012-12-13). Positive Linear Maps of
Operator Algebras. Springer Science & Business Media.
ISBN 9783642343698.
[19] Kadison, Richard V. (1952-01-01). A Generalized
Schwarz Inequality and Algebraic Invariants for Opera-
tor Algebras. Annals of Mathematics. 56 (3): 494503.
doi:10.2307/1969657. JSTOR 1969657.
[20] Paulsen (2002), Completely Bounded Maps and Operator
Algebras, ISBN 9780521816694 page 40.
8 References
Aldaz, J.M.; Barza, S.; Fujii, M.; Moslehian,
M.S. (2015), Advances in Operator Cauchy
Schwarz inequalities and their reverses, An-
nals of Functional Analysis, 6 (3): 275295,
doi:10.15352/afa/06-3-20
Bityutskov, V.I. (2001), Bunyakovskii inequality,
in Hazewinkel, Michiel, Encyclopedia of Mathemat-
ics, Springer, ISBN 978-1-55608-010-4
Bouniakowsky, V. (1859), Sur quelques inegal-
its concernant les intgrales aux dirences nies
(PDF), Mem. Acad. Sci. St. Petersbourg, 7 (1): 9
Cauchy, A-L. (1821), Sur les formules qui r-
sultent de l'emploie du signe et sur > ou <, et
sur les moyennes entre plusieurs quantits, Cours
d'Analyse,1er Partie: Analyse algbrique 1821;
OEuvres ser.2 III 373-377
Dragomir, S. S. (2003), A survey on Cauchy
BunyakovskySchwarz type discrete inequalities,
JIPAM. J. Inequal. Pure Appl. Math., 4 (3): 142
pp
Grinshpan, A. Z. (2005), General inequal-
ities, consequences, and applications, Ad-
vances in Applied Mathematics, 34 (1): 71100,
doi:10.1016/j.aam.2004.05.001
Kadison, R.V. (1952), A generalized Schwarz in-
equality and algebraic invariants for operator alge-
bras, Annals of Mathematics, 56 (3): 494503,
doi:10.2307/1969657, JSTOR 1969657.
Lohwater, Arthur (1982), Introduction to Inequali-
ties, Online e-book in PDF fomat
Paulsen, V. (2003), Completely Bounded Maps and
Operator Algebras, Cambridge University Press.
Schwarz, H. A. (1888), "ber ein Flchen kleinsten
Flcheninhalts betreendes Problem der Variation-
srechnung (PDF), Acta Societatis scientiarum Fen-
nicae, XV: 318
Solomentsev, E.D. (2001), Cauchy inequality, in
Hazewinkel, Michiel, Encyclopedia of Mathematics,
Springer, ISBN 978-1-55608-010-4
 5

Steele, J.M. (2004), The CauchySchwarz Master

Class, Cambridge University Press, ISBN 0-521-
54677-X

9 External links
Earliest Uses: The entry on the CauchySchwarz in-
equality has some historical information.

Example of application of CauchySchwarz in-

equality to determine Linearly Independent Vectors
Tutorial and Interactive program.
6 10 TEXT AND IMAGE SOURCES, CONTRIBUTORS, AND LICENSES

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