定理
对于所有 x , y ∈ R n , ∥ x + y ∥ ≤ ∥ x ∥ + ∥ y ∥ x, y \in \Bbb R^n, \|x+y\| \leq \|x\|+\|y\| x,y∈Rn,∥x+y∥≤∥x∥+∥y∥,其中对于 x ∈ R n x \in \Bbb R^n x∈Rn, ∥ x ∥ 2 = ∑ i = 1 n x i 2 \|x\|_2 = \sqrt{\sum_{i=1}^{n}x^2_i} ∥x∥2=i=1∑nxi2
证明
柯西不等式:
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\left(\sum_{k=1}^na_kb_k\right)^2 \leq \sum_{k=1}^na_k^2\sum_{k=1}^nb_k^2
(k=1∑nakbk)2≤k=1∑nak2k=1∑nbk2
利用柯西不等式,证明过程如下:
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\|x+y\| = \sqrt{\sum^n_{i=1}(x_i+y_i)^2} = \sqrt{\sum^n_{i=1}(x_i^2+y_i^2+2x_iy_i})
∥x+y∥=i=1∑n(xi+yi)2=i=1∑n(xi2+yi2+2xiyi)
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\leq\sqrt{\sum^n_{i=1}(x_i^2+y_i^2)+2\sqrt{\sum_{i=1}^nx_i^2\sum^n_{i=1}y_i^2}}
≤i=1∑n(xi2+yi2)+2i=1∑nxi2i=1∑nyi2
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=\sqrt{\sum^n_{i=1}x_i^2+\sum^n_{i=1}y_i^2+2\sqrt{\sum^n_{i=1}x_i^2}\sqrt{\sum^n_{i=1}y_i^2}}
=i=1∑nxi2+i=1∑nyi2+2i=1∑nxi2i=1∑nyi2
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=\sqrt{\sum^n_{i=1}x_i^2}+\sqrt{\sum^n_{i=1}y_i^2}
=i=1∑nxi2+i=1∑nyi2
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=∥x∥+∥y∥
证毕