Cauchy–Schwarz Inequality
Statement
For real numbers and : , 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 and the expression . Since it is a sum of squares of real numbers, it is always for every real : .
**Step 2: Expand into a quadratic in .** Expanding, . Write , , , so the expression is for all real .
Step 3: Handle the degenerate case. If then every , so both sides of the claimed inequality are , and the inequality holds trivially (with equality).
**Step 4: Use the discriminant when .** A quadratic with positive leading coefficient that is for every real can have at most one real root, so its discriminant cannot be positive: , i.e. , i.e. .
Step 5: Conclude. Substituting back, , which is exactly . Equality holds exactly when the discriminant is zero, i.e. the quadratic has a real double root , i.e. for every — the sequences and are proportional.
Topics that use this theorem
Step-by-step proofs
No step-by-step proof yet for this theorem.
References
- J. Michael Steele (2004). The Cauchy-Schwarz Master Class
- Radmila Bulajich Manfrino, José Antonio Gómez Ortega, Rogelio Valdez Delgado (2009). Inequalities: A Mathematical Olympiad Approach
- Thomas M. Cover, Joy A. Thomas (2006). Elements of Information Theory