簡介
數學上, 柯西-施瓦茨不等式,又稱 施瓦茨不等式或 柯西-布尼亞科夫斯基-施瓦茨不等式,是一條很多場合都用得上的不等式;例如線性代數的矢量,數學分析的無窮級數和乘積的積分,和機率論的方差和協方差。它被認為是最重要的數學不等式之一。它有一些推廣,如赫爾德不等式。
不等式以奧古斯丁·路易·柯西(Augustin Louis Cauchy),赫爾曼·阿曼杜斯·施瓦茨(Hermann Amandus Schwarz),和維克托·雅科夫列維奇·布尼亞科夫斯基(Виктор Яковлевич Буняковский)命名。
敘述
柯西-施瓦茨不等式敘述,對於一個內積空間所有向量 x和 y,
![施瓦爾茲不等式](/img/c/af2/nBnauM3X1QDO5ATNxUjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1YzL2EzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/2/46d/nBnauM3X3YTN1IDOwYzM3UzM1UTM1QDN5MjM5ADMwAjMwUzL2MzL3EzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
其中 表示內積,也叫點積。等價地,將兩邊開方,引用向量的範數,不等式可寫為
![施瓦爾茲不等式](/img/7/7c6/nBnauM3XxgDOzgzM4QTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL0UzLwEzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
另外,等式成立若且唯若 x和 y線性相關(或者在幾何上,它們是平行的,或其中一個向量的模為0)。
![施瓦爾茲不等式](/img/c/a80/nBnauM3X3QjMwQTN2MTN0YzM1UTM1QDN5MjM5ADMwAjMwUzLzUzLxQzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/9/bae/nBnauM3XxQzM1UzN1gjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL4YzL1gzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
若 和 有虛部,內積即為標準內積,用拔標記共軛複數那么這個不等式可以更明確的表述為
![施瓦爾茲不等式](/img/1/11b/nBnauM3X4EzM5IzN1ADO0YzM1UTM1QDN5MjM5ADMwAjMwUzLwgzLwQzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
柯西—施瓦茨不等式的一個重要結果,是內積為連續函式,甚至是滿足1階利普希茨條件的函式。
特例
對歐幾里得空間 R,有
![施瓦爾茲不等式](/img/f/08d/nBnauM3X4QTN5IjMxUjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1YzL4QzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
等式成立時:
![施瓦爾茲不等式](/img/2/538/nBnauM3X1QDOzgDO1YjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL2YzLwIzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
也可以表示成
![施瓦爾茲不等式](/img/b/f4d/nBnauM3X1QDN0gjNxUTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1UzL2czLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/c/f95/nBnauM3XyAzNwUTO5QTMwEDN0UTMyITNykTO0EDMwAjMwUzL0EzL2gzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/e/e1d/nBnauM3XxcDMwIDN0IjN0YzM1UTM1QDN5MjM5ADMwAjMwUzLyYzL2czLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/2/fd0/nBnauM3XyMTN2gTO4QzN0YzM1UTM1QDN5MjM5ADMwAjMwUzL0czL2MzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
證明則須考慮一個關於 的一個一元二次方程式 ,很明顯的,此方程式無實數解或有重根,故其判別式 。
注意到
![施瓦爾茲不等式](/img/2/9dc/nBnauM3XyUDMzYDO3YjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL2YzL2QzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/9/998/nBnauM3X1QTN5AzNwIzN0YzM1UTM1QDN5MjM5ADMwAjMwUzLyczL3YzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/c/523/nBnauM3XycjM2MDOyMDO0YzM1UTM1QDN5MjM5ADMwAjMwUzLzgzLwQzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
即
![施瓦爾茲不等式](/img/7/aaf/nBnauM3XxIDN2gzM5cjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL3YzL0gzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/1/af0/nBnauM3X0gjM4ATN1kjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL5YzL3EzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/b/f4d/nBnauM3X1QDN0gjNxUTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1UzL2czLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/4/b15/nBnauM3XxUzM0EjNzgTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL4UzL2YzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
而等號成立於判別式 時,也就是此時方程式有重根,故
![施瓦爾茲不等式](/img/2/538/nBnauM3X1QDOzgDO1YjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL2YzLwIzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
•對平方可積的復值函式,有
![施瓦爾茲不等式](/img/e/6b9/nBnauM3X3YTO3YzNzADO0YzM1UTM1QDN5MjM5ADMwAjMwUzLwgzLyUzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
這兩例可更一般化為赫爾德不等式。
•在3維空間,有一個較強結果值得注意:原不等式可以增強至拉格朗日恆等式
![施瓦爾茲不等式](/img/1/0d3/nBnauM3XzUjNxETM3YzN0YzM1UTM1QDN5MjM5ADMwAjMwUzL2czL3QzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
這是
![施瓦爾茲不等式](/img/0/9ef/nBnauM3X4UTOyQDOzgTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL4UzL3YzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
在n=3 時的特殊情況。
複變函數中的柯西不等式
![施瓦爾茲不等式](/img/0/496/nBnauM3XzgDOxQzM5EzMwEDN0UTMyITNykTO0EDMwAjMwUzLxMzLzIzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/7/735/nBnauM3X2czNwATM4ADMwADN0UTMyITNykTO0EDMwAjMwUzLwAzLyMzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/7/735/nBnauM3X2czNwATM4ADMwADN0UTMyITNykTO0EDMwAjMwUzLwAzLyMzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/8/d91/nBnauM3XwcTO4AjMyUTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1UzLxMzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/8/3e2/nBnauM3X4IjM1IzM4MDMwEDN0UTMyITNykTO0EDMwAjMwUzLzAzL0QzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
設 在區域D及其邊界上解析, 為D內一點,以 為圓心做圓周 ,只要 及其內部G均被D包含,則有:
![施瓦爾茲不等式](/img/b/9c1/nBnauM3X2EDNyETM2IjN0YzM1UTM1QDN5MjM5ADMwAjMwUzLyYzL4QzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/1/77c/nBnauM3X1EDM4QjM0IjN0YzM1UTM1QDN5MjM5ADMwAjMwUzLyYzLwgzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/9/73c/nBnauM3X3IzM0ADO5czN0YzM1UTM1QDN5MjM5ADMwAjMwUzL3czL3czLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
其中,M是 的最大值, 。
其它推廣
![施瓦爾茲不等式](/img/5/908/nBnauM3X2MDO5kTMxUjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1YzLzgzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
![施瓦爾茲不等式](/img/4/9c9/nBnauM3XxgjNygDM3gzN0YzM1UTM1QDN5MjM5ADMwAjMwUzL4czLwEzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
參見
•三角不等式
•內積空間