Proof of Cauchy-Schwarz Inequality for a Positive Semidefinite Quadratic Form on
lemmalem:psd-cauchy-schwarz-rn-2026aWrite for the initial segment determined by . By Symmetric, Positive Semidefinite, and Positive Definite Real Matrices and Transpose of a Real Matrix, symmetry of means for all , and positive semidefiniteness means for every . Record that squares are nonnegative in an ordered field: by Zero Products and Elementary Identities in a Field; if then by claim 5 of Elementary Order Arithmetic in an Ordered Field; and if then by claim 4 of that lemma, so .
Claim 1. By claim 4 of Linearity of the Matrix-Vector Product and the Quadratic Form as a Double Sum,
the sums being finite sums in . Interchanging the order of summation in the first double sum by Interchange of a Finite Double Sum and then renaming the two summation indices turns it into , which equals the second double sum because and multiplication in is commutative.
Claim 2. Put , and , so that and . Let . By claim 3 of Linearity of the Matrix-Vector Product and the Quadratic Form as a Double Sum and claims 2, 4 and 5 of Bilinearity and Symmetry of the Dot Product on , together with claim 1 above,
Since is total, either or .
Suppose , so that by Zero Products and Elementary Identities in a Field and reads for every . Assume for contradiction that . Setting , we have by claim 8 of Elementary Order Arithmetic in an Ordered Field, so , and therefore by Zero Products and Elementary Identities in a Field. Taking in , and using , gives , which contradicts (claim 6 of Elementary Order Arithmetic in an Ordered Field) by claim 4 of that lemma. Hence , so and by Zero Products and Elementary Identities in a Field, and the asserted inequality reads .
Suppose now . By claim 7 of Elementary Order Arithmetic in an Ordered Field, exists and . Taking in and simplifying with the field axioms,
so , that is by claim 3 of Elementary Arithmetic in an Ordered Field. Multiplying by the nonnegative element using claim 5 of Elementary Arithmetic in an Ordered Field, and using , gives .
Claim 3. Suppose and let . Let be the point whose th coordinate is and whose remaining coordinates are . Applying claim 2 with , and using from Zero Products and Elementary Identities in a Field,
Since squares are nonnegative, , and hence by Zero Products and Elementary Identities in a Field. By claim 1, .
Finally, by Difference, Dot Product, and Orthogonality in , ; every summand with vanishes, because and , so claim 7 of Properties of Finite Sums evaluates this sum as . Hence for every , that is by The Origin of .
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