Theorem 1. If \(x\) and \(y\) are vectors in an inner product space, then (Schwarz’s inequality) \[|(x, y)| \leq\|x\| \cdot\|y\|.\]
Proof. If \(y=0\) , both sides vanish. If \(y \neq 0\) , then the set consisting of the vector \(y /\|y\|\) is orthonormal, and, consequently, by Bessel’s inequality \[|(x, y /\|y\|)|^{2} \leq \|x\|^{2}.\] ◻
The Schwarz inequality has important arithmetic, geometric, and analytic consequences.
- In any inner product space we define the distance \(\delta(x, y)\) between two vectors \(x\) and \(y\) by \[\delta(x, y)=\|x-y\|=\sqrt{(x-y, x-y)}.\] In order for \(\delta\) to deserve to be called a distance, it should have the following three properties:
- \(\delta(x, y)=\delta(y, x)\) ,
- \(\delta(x, y) \geq 0\) ; \(\delta(x, y)=0\) if and only if \(x=y\) ,
- \(\delta(x, y) \leq \delta(x, z)+\delta(z, y)\) .
- \(\delta(x, y)=\delta(x+z, y+z)\) .)
- In the Euclidean space \(\mathbb{R}^{n}\) , the expression \[\frac{(x, y)}{\|x\| \cdot\|y\|}\] gives the cosine of the angle between \(x\) and \(y\) . The Schwarz inequality in this case merely amounts to the statement that the cosine of a real angle is \(\leq 1\) .
- In the unitary space \(\mathbb{C}^{n}\) , the Schwarz inequality becomes the so-called Cauchy inequality; it asserts that for any two sequences \((\xi_{1}, \ldots, \xi_{n})\) and \((\eta_{1}, \ldots, \eta_{n})\) of complex numbers, we have \[\bigg|\sum_{i=1}^{n} \xi_{i} \bar{\eta}_{i}\bigg|^{2} \leq \sum_{i=1}^{n}|\xi_{i}|^{2} \cdot \sum_{i=1}^{n}|\eta_{i}|^{2}.\]
- In the space \(\mathcal{P}\) , the Schwarz inequality becomes \[\bigg|\int_{0}^{1} x(t) \overline{y(t)} \,d t\bigg|^{2} \leq \int_{0}^{1}|x(t)|^{2} \,d t \cdot \int_{0}^{1}|y(t)|^{2} \,d t.\]
It is useful to observe that the relations mentioned in (1)-(4) above are not only analogous to the general Schwarz inequality, but actually consequences or special cases of it.
- We mention in passing that there is room between the two notions (general vector spaces and inner product spaces) for an intermediate concept of some interest. This concept is that of a normed vector space, a vector space in which there is an acceptable definition of length, but nothing is said about angles. A norm in a (real or complex) vector space is a numerically valued function \(\|x\|\) of the vectors \(x\) such that \(\|x\| \geq 0\) unless \(x=0\) , \(\|\alpha x\|=|\alpha| \cdot\|x\|\) , and \(\|x+y\| \leq\|x\|+\|y\|\) . Our discussion so far shows that an inner product space is a normed vector space; the converse is not in general true. In other words, if all we are given is a norm satisfying the three conditions just given, it may not be possible to find an inner product for which \((x, x)\) is identically equal to \(\|x\|^{2}\) . In somewhat vague but perhaps suggestive terms, we may say that the norm in an inner product space has an essentially "quadratic" character that norms in general need not possess.