TheoremBase

Cauchy-Schwarz Inequality for a Positive Semidefinite Quadratic Form on Rn\mathbb{R}^n

Statement

Let nn be a natural number with 1≤n1\le n, let R\mathbb{R} be the real numbers with the order ≤\le of its ordered field structure, and let BB be a symmetric positive semidefinite real n×nn\times n matrix. On Euclidean space Rn\mathbb{R}^n, a real vector space by Euclidean Space Rn\mathbb{R}^n is a Real Vector Space, write x⋅yx\cdot y for the dot product, BxBx for the matrix-vector product, and 0Rn0_{\mathbb{R}^n} for the origin. For t∈Rt\in\mathbb{R} write t2t^{2} for t tt\,t. Let x,y∈Rnx,y\in\mathbb{R}^n.

Then the following hold.

1. (Symmetry of the form) y⋅(Bx)=x⋅(By)y\cdot(Bx)=x\cdot(By).

2. (Cauchy-Schwarz)

(x⋅(By))2≤(x⋅(Bx)) (y⋅(By)).\bigl(x\cdot(By)\bigr)^{2}\le\bigl(x\cdot(Bx)\bigr)\,\bigl(y\cdot(By)\bigr).

3. (Null vectors) If x⋅(Bx)=0x\cdot(Bx)=0, then Bx=0RnBx=0_{\mathbb{R}^n}.

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