Schwarz Inequality
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Transcript of 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