柯西不等式
二维
这玩意儿证明实际上非常简单,只需要引入一个大家都知道的式子:
∣ a ⃗ ⋅ b ⃗ ∣ ≤ ∣ a ⃗ ∣ ∣ b ⃗ ∣ | \vec{a} \cdot \vec{b} | \le |\vec{a}||\vec{b}| ∣a⋅b∣≤∣a∣∣b∣
其中 a ⃗ = ( a , b ) \vec{a} = (a, b) a=(a,b), b ⃗ = ( c , d ) \vec{b} = (c, d) b=(c,d),然后就可以写出来这个:
a c + b d ≤ a 2 + b 2 c 2 + d 2 ac + bd \le \sqrt{a^2 + b^2}\sqrt{c^2 + d^2} ac+bd≤a2+b2c2+d2
再变一下形:
( a c + b d ) 2 ≤ ( a 2 + b 2 ) ( c 2 + d 2 ) (ac + bd)^2 \le (a^2 + b^2)(c^2 + d^2) (ac+bd)2≤(a2+b2)(c2+d2)
高维
推广一下,把 a ⃗ \vec{a} a, b ⃗ \vec{b} b 写成 a ⃗ = ( a 1 , a 2 , a 3 , ⋯ , a n ) \vec{a} = (a_1, a_2, a_3, \cdots, a_n) a=(a1,a2,a3,⋯,an), b ⃗ = ( b 1 , b 2 , b 3 , ⋯ , b n ) \vec{b} = (b_1, b_2, b_3, \cdots, b_n) b=(b1,b2,b3,⋯,bn)
然后继续带入上面那个式子就有:
∑ i = 1 n a i b i ≤ ∑ i = 1 n a i 2 ∑ i = 1 n b i 2 \sum_{i = 1}^n a_ib_i \le \sqrt{\sum_{i = 1}^n a_i^2}\sqrt{\sum_{i = 1}^n b_i^2 } i=1∑naibi≤i=1∑nai2i=1∑nbi2
然后再平方一下:
( ∑ i = 1 n a i b i ) 2 ≤ ( ∑ i = 1 n a i 2 ) ⋅ ( ∑ i = 1 n b i 2 ) \left(\sum_{i = 1}^n a_ib_i\right)^2 \le \left( \sum_{i = 1}^n a_i^2 \right) \cdot \left( \sum_{i = 1}^n b_i^2 \right) (i=1∑naibi)2≤(i=1∑nai2)⋅(i=1∑nbi2)