Schwarz Inequality

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The Schwarz Inequality Let be square-integrable functions. Then Proof: Let f,g be as above. Define the following integrals: Clearly the first integral vanishes only if f vanishes for all x, in which case the Swartz inequality is saturated. We can therefore consider only non-zero values of this integral. Define the following function, h: For any function we know that Plugging in the definition of h we get: From which the Schwarz Inequality follows. Q.E.D. f,g : R ! C Z 1 -1 dx |f (x)| 2 Z 1 -1 dx 0 |g(x 0 )| 2 Z 1 -1 dxf (x) g(x) 2 I ff = Z 1 -1 dxf (x)f (x) I fg = Z 1 -1 dxf (x)g(x) h(x)= g(x) - I fg I ff f (x) Z 1 -1 dx |h(x)| 2 0 Z 1 -1 dx |h(x)| 2 = Z 1 -1 dx (g (x) - I fg I ff f (x))(g(x) - I fg I ff f (x)) = Z 1 -1 dx |g(x)| 2 - I gf f (x)g(x)+ I fg g (x)f (x) I ff + I gf I fg I 2 ff f (x)f (x) ! = I gg - |I fg | 2 I ff 0

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Proof of the Schwartz Inequality

Transcript of Schwarz Inequality

Page 1: Schwarz Inequality

The Schwarz Inequality ! Let ��� be square-integrable functions. Then

��� !!! Proof:

Let f,g be as above. Define the following integrals:

��� !Clearly the first integral vanishes only if f vanishes for all x, in which case the Swartz inequality is saturated. We can therefore consider only non-zero values of this integral. !Define the following function, h: ! ��� !For any function we know that ! ��� !Plugging in the definition of h we get: !

��� From which the Schwarz Inequality follows. !

Q.E.D.

f, g : R ! C

Z 1

�1dx |f(x)|2

Z 1

�1dx0 |g(x0)|2 �

����Z 1

�1dx f(x)⇤g(x)

����2

Iff =

Z 1

�1dxf⇤(x)f(x) Ifg =

Z 1

�1dxf⇤(x)g(x)

h(x) = g(x)� Ifg

Ifff(x)

Z 1

�1dx |h(x)|2 � 0

Z 1

�1dx |h(x)|2 =

Z 1

�1dx (g⇤(x)�

I

⇤fg

Ifff

⇤(x))(g(x)� Ifg

Ifff(x))

=

Z 1

�1dx

|g(x)|2 � Igff

⇤(x)g(x) + Ifgg⇤(x)f(x)

Iff+

IgfIfg

I

2ff

f

⇤(x)f(x)

!

= Igg �|Ifg|2

Iff

� 0