Tuesday, May 22, 2007

Cauchy–Schwarz inequality

The statement of the Cauchy–Schwarz inequality is:

For all vectors x and y of a real or complex inner product space V the following inequality holds:

|\langle x,y\rangle|^2 \leq \langle x,x\rangle \cdot \langle y,y\rangle.

or, equivalently, by taking the square root of both sides, and referring to the norms of the vectors:

|\langle x,y\rangle| \leq \|x\| \cdot \|y\|.\,

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