A special case of Hölder's sum inequality with ,
(1)
where equality holds for . The inequality is sometimes also called Lagrange's
inequality (Mitrinović 1970, p. 42), and can be written in vector form
as
(2)
In two-dimensions, it becomes
(3)
It can be proven by writing
(4)
If
is a constant ,
then .
If it is not a constant, then all terms cannot simultaneously vanish for real , so the solution is complex
and can be found using the quadratic equation
(5)
In order for this to be complex , it must be true
that
(6)
with equality when
is a constant. The vector derivation is much simpler,
(7)
where
(8)
and similarly for .
See also Chebyshev Inequality ,
Chebyshev Sum Inequality ,
Hölder's
Inequalities ,
Schwarz's Inequality
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References Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing.
New York: Dover, p. 11, 1972. Apostol, T. M. Calculus,
2nd ed., Vol. 1: One-Variable Calculus, with an Introduction to Linear Algebra.
Waltham, MA: Blaisdell, pp. 42-43, 1967. Cauchy, A. L. Cours
d'analyse de l'École Royale Polytechnique, 1ère partie: Analyse algébrique.
Paris: Debure frères, p. 373, 1821. Reprinted in Œuvres complètes,
2e série, Vol. 3. Paris: Gauthier-Villars, 1897. Gradshteyn,
I. S. and Ryzhik, I. M. Tables
of Integrals, Series, and Products, 6th ed. San Diego, CA: Academic Press,
p. 1092, 2000. Hardy, G. H.; Littlewood, J. E.; and Pólya,
G. "Cauchy's Inequality." §2.4 in Inequalities,
2nd ed. Cambridge, England: Cambridge University Press, pp. 16-18, 1952. Jeffreys,
H. and Jeffreys, B. S. "Cauchy's Inequality." §1.16 in Methods
of Mathematical Physics, 3rd ed. Cambridge, England: Cambridge University
Press, p. 54, 1988. Krantz, S. G. Handbook
of Complex Variables. Boston, MA: Birkhäuser, p. 12, 1999. Mitrinović,
D. S. "Cauchy's and Related Inequalities." §2.6 in Analytic
Inequalities. New York: Springer-Verlag, pp. 41-48, 1970. Referenced
on Wolfram|Alpha Cauchy's Inequality
Cite this as:
Weisstein, Eric W. "Cauchy's Inequality."
From MathWorld --A Wolfram Resource. https://mathworld.wolfram.com/CauchysInequality.html
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