# 柯西-施瓦茨不等式

## 叙述

${\displaystyle V}$  是個複内积空间，則對所有的 ${\displaystyle v,\,w\in V}$  有：

(a) ${\displaystyle \|v\|\|w\|\geq |\langle v,\,w\rangle |}$
(b) ${\displaystyle \|v\|\|w\|=|\langle v,\,w\rangle |}$  ${\displaystyle \Leftrightarrow }$  存在 ${\displaystyle \lambda \in \mathbb {C} }$  使 ${\displaystyle v=\lambda \cdot w}$

## 特例

### Rn-n维欧几里得空间

${\displaystyle \left(\sum _{i=1}^{n}x_{i}y_{i}\right)^{2}\leq \left(\sum _{i=1}^{n}x_{i}^{2}\right)\left(\sum _{i=1}^{n}y_{i}^{2}\right)}$

${\displaystyle {\frac {x_{1}}{y_{1}}}={\frac {x_{2}}{y_{2}}}=\cdots ={\frac {x_{n}}{y_{n}}}.}$

${\displaystyle (x_{1}^{2}+x_{2}^{2}+\cdots +x_{n}^{2})(y_{1}^{2}+y_{2}^{2}+\cdots +y_{n}^{2})\geq (x_{1}y_{1}+x_{2}y_{2}+\cdots +x_{n}y_{n})^{2}}$

${\displaystyle (x_{1}t+y_{1})^{2}+\cdots +(x_{n}t+y_{n})^{2}\geq 0}$

${\displaystyle (x_{1}^{2}+x_{2}^{2}+\cdots +x_{n}^{2})t^{2}+2(x_{1}y_{1}+x_{2}y_{2}+\cdots +x_{n}y_{n})t+(y_{1}^{2}+y_{2}^{2}+\cdots +y_{n}^{2})\geq 0}$

${\displaystyle D=4(x_{1}y_{1}+x_{2}y_{2}+\cdots +x_{n}y_{n})^{2}-4(x_{1}^{2}+x_{2}^{2}+\cdots +x_{n}^{2})(y_{1}^{2}+y_{2}^{2}+\cdots +y_{n}^{2})\leq 0}$

${\displaystyle (x_{1}^{2}+x_{2}^{2}+\cdots +x_{n}^{2})(y_{1}^{2}+y_{2}^{2}+\cdots +y_{n}^{2})\geq (x_{1}y_{1}+x_{2}y_{2}+\cdots +x_{n}y_{n})^{2}}$

${\displaystyle (x_{1}t+y_{1})^{2}+\cdots +(x_{n}t+y_{n})^{2}=0}$

${\displaystyle (x_{1}^{2}+x_{2}^{2}+\cdots +x_{n}^{2})(y_{1}^{2}+y_{2}^{2}+\cdots +y_{n}^{2})\geq (x_{1}y_{1}+x_{2}y_{2}+\cdots +x_{n}y_{n})^{2}}$

${\displaystyle {\frac {x_{1}}{y_{1}}}={\frac {x_{2}}{y_{2}}}=\cdots ={\frac {x_{n}}{y_{n}}}.}$

${\displaystyle \left|\int f(x)g(x)\,dx\right|^{2}\leq \int \left|f(x)\right|^{2}\,dx\cdot \int \left|g(x)\right|^{2}\,dx}$

${\displaystyle \langle x,x\rangle \cdot \langle y,y\rangle =|\langle x,y\rangle |^{2}+|x\times y|^{2}}$

${\displaystyle \left(\sum _{i=1}^{n}x_{i}y_{i}\right)^{2}=\left(\sum _{i=1}^{n}x_{i}^{2}\right)\left(\sum _{i=1}^{n}y_{i}^{2}\right)-\left(\sum _{1\leq i
n=3 时的特殊情况。

### L2

${\displaystyle \left|\int _{\mathbb {R} ^{n}}f(x){\overline {g(x)}}\,dx\right|^{2}\leq \int _{\mathbb {R} ^{n}}|f(x)|^{2}\,dx\int _{\mathbb {R} ^{n}}|g(x)|^{2}\,dx.}$

## 矩阵不等式

${\displaystyle x,y}$ 列向量，则${\displaystyle |x^{*}y|^{2}\leq x^{*}x\cdot y^{*}y}$ [a]

${\displaystyle x=0}$  時不等式成立，设${\displaystyle x}$ 非零，${\displaystyle z=y-{\cfrac {y^{*}x}{\|x\|^{2}}}x}$ ，则${\displaystyle x^{*}z=0}$
${\displaystyle 0\leq \|z\|^{2}=z^{*}y=\|y\|^{2}-{\cfrac {x^{*}y}{\|x\|^{2}}}x^{*}y=\|y\|^{2}-{\cfrac {|x^{*}y|^{2}}{\|x\|^{2}}}}$
${\displaystyle |x^{*}y|^{2}\leq \|x\|^{2}\|y\|^{2}}$

${\displaystyle A}$ ${\displaystyle n\times n}$ Hermite阵，且${\displaystyle A\geq 0}$ ，则${\displaystyle |x^{*}Ay|^{2}\leq x^{*}Ax\cdot y^{*}Ay}$

${\displaystyle |u^{*}v|^{2}\leq u^{*}u\cdot v^{*}v}$
${\displaystyle |x^{*}A^{1/2}A^{1/2}y|^{2}\leq x^{*}A^{1/2}A^{1/2}x\cdot y^{*}A^{1/2}A^{1/2}y}$
${\displaystyle |x^{*}Ay|^{2}\leq x^{*}Ax\cdot y^{*}Ay}$

${\displaystyle A}$ ${\displaystyle n\times n}$ Hermite阵，且${\displaystyle A>0}$ ，则${\displaystyle |x^{*}y|^{2}\leq x^{*}Ax\cdot y^{*}A^{-1}y}$

${\displaystyle |u^{*}v|^{2}\leq u^{*}u\cdot v^{*}v}$
${\displaystyle |x^{*}A^{1/2}A^{-1/2}y|^{2}\leq x^{*}A^{1/2}A^{1/2}x\cdot y^{*}A^{-1/2}A^{-1/2}y}$
${\displaystyle |x^{*}y|^{2}\leq x^{*}Ax\cdot y^{*}A^{-1}y}$

${\displaystyle \displaystyle q_{i}\geq 0,\sum _{i}q_{i}=1}$ ，则${\displaystyle \displaystyle (x^{*}A^{\sum _{i}a_{i}q_{i}}x)\leq \prod _{i}(x^{*}A^{a_{i}}x)^{q_{i}}}$ [2]

## 复变函数中的柯西不等式

${\displaystyle f(z)}$ 在区域${\displaystyle D}$ 及其边界上解析，${\displaystyle a}$ ${\displaystyle D}$ 内一点，以${\displaystyle a}$ 为圆心做圆周 ${\displaystyle C_{R}:|z-a|=R}$ ，只要${\displaystyle C_{R}}$ 及其内部${\displaystyle G}$ 均被${\displaystyle D}$ 包含，则有：

${\displaystyle \left|f^{(n)}(z_{0})\right|\leq {\frac {n!M}{R^{n}}}\qquad (n=1,2,3,...)}$

## 其它推广

${\displaystyle {\sqrt {\sum _{i=1}^{n}(\sum _{j=1}^{m}a_{ij})^{2}}}\leq \sum _{j=1}^{m}{\sqrt {\sum _{i=1}^{n}a_{ij}^{2}}}}$ [3]

${\displaystyle m\geq \alpha >0,(\sum _{i=1}^{n}\prod _{j=1}^{m}a_{ij})^{\alpha }\leq \prod _{j=1}^{m}\sum _{i=1}^{n}a_{ij}^{\alpha }}$ [4]

## 注释

1. ^ ${\displaystyle x^{*}}$ 表示x的共轭转置

## 参考资料

1. ^ 王松桂. 矩阵不等式-(第二版).
2. ^ 程伟丽 齐静. Cauchy不等式矩阵形式的推广. 郑州轻工业学院学报(自然科学版). 2008, (4) [2015-03-24]. （原始内容存档于2019-06-08）.
3. ^ 赵明方. Cauchy不等式的推广. 四川师范大学学报(自然科学版). 1981, (2) [2015-03-24]. （原始内容存档于2019-06-03）.
4. ^ 洪勇. 推广的Cauchy不等式的再推广. 曲靖师范学院学报. 1993, (S1) [2015-03-24]. （原始内容存档于2019-06-03）.