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Cauchy–Schwarz Inequality

Statement

For real numbers a1,…,ana_1,\dots,a_n and b1,…,bnb_1,\dots,b_n: (∑ai2)(∑bi2)≥(∑aibi)2\left(\sum a_i^2\right)\left(\sum b_i^2\right) \ge \left(\sum a_i b_i\right)^2, with equality iff the sequences are proportional.

Why is it true?

This single inequality (and its Engel-form corollary, Titu's Lemma) is the single most useful tool in olympiad inequality problems, converting sums of fractions or products into bounds that are easy to manipulate.

Proof sketch

Step 1: Set up an auxiliary quadratic. Consider the real variable tt and the expression ∑i=1n(ait−bi)2\sum_{i=1}^n (a_i t - b_i)^2. Since it is a sum of squares of real numbers, it is always ≥0\ge 0 for every real tt: ∑(ait−bi)2≥0\sum(a_i t - b_i)^2 \ge 0.

**Step 2: Expand into a quadratic in tt.** Expanding, ∑(ait−bi)2=t2∑ai2−2t∑aibi+∑bi2\sum (a_i t - b_i)^2 = t^2 \sum a_i^2 - 2t \sum a_i b_i + \sum b_i^2. Write A=∑ai2A = \sum a_i^2, B=∑aibiB = \sum a_i b_i, C=∑bi2C = \sum b_i^2, so the expression is At2−2Bt+C≥0At^2 - 2Bt + C \ge 0 for all real tt.

Step 3: Handle the degenerate case. If A=0A = 0 then every ai=0a_i = 0, so both sides of the claimed inequality B2≤ACB^2 \le AC are 00, and the inequality holds trivially (with equality).

**Step 4: Use the discriminant when A>0A > 0.** A quadratic At2−2Bt+CAt^2 - 2Bt + C with positive leading coefficient AA that is ≥0\ge 0 for every real tt can have at most one real root, so its discriminant cannot be positive: (2B)2−4AC≤0(2B)^2 - 4AC \le 0, i.e. 4B2≤4AC4B^2 \le 4AC, i.e. B2≤ACB^2 \le AC.

Step 5: Conclude. Substituting back, (∑aibi)2≤(∑ai2)(∑bi2)\left(\sum a_i b_i\right)^2 \le \left(\sum a_i^2\right)\left(\sum b_i^2\right), which is exactly (∑ai2)(∑bi2)≥(∑aibi)2\left(\sum a_i^2\right)\left(\sum b_i^2\right) \ge \left(\sum a_i b_i\right)^2. Equality holds exactly when the discriminant is zero, i.e. the quadratic has a real double root t0t_0, i.e. ait0=bia_i t_0 = b_i for every ii — the sequences (ai)(a_i) and (bi)(b_i) are proportional.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. J. Michael Steele (2004). The Cauchy-Schwarz Master Class
  2. Radmila Bulajich Manfrino, José Antonio Gómez Ortega, Rogelio Valdez Delgado (2009). Inequalities: A Mathematical Olympiad Approach
  3. Thomas M. Cover, Joy A. Thomas (2006). Elements of Information Theory