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(\int_a^b f(x)g(x)dx)^2 \le \int_a^bf^2(x)dx \int_a^bg^2(x)dx.
(∫abf(x)g(x)dx)2≤∫abf2(x)dx∫abg2(x)dx.
证明如下：
∵ f ( x ) , g ( x ) \because f(x),g(x) ∵f(x),g(x)在区间上连续.
∴ ∃ r ∈ R , ∫ a b [ f ( x ) + r g ( x ) ] d x \therefore \exist r \in R,\int_a^b [f(x)+rg(x)]dx ∴∃r∈R,∫ab[f(x)+rg(x)]dx在区间上连续,且 ∫ a b [ f ( x ) + r g ( x ) ] 2 d x ≥ 0. \int_a^b [f(x)+rg(x)]^2dx \ge 0. ∫ab[f(x)+rg(x)]2dx≥0.
将以上不等式展开，则
∫ a b f 2 ( x ) d x + 2 ∫ a b r f ( x ) g ( x ) d x + r 2 ∫ a b g 2 ( x ) d x ≥ 0. \int_a^bf^2(x)dx+2\int_a^b rf(x)g(x)dx+r^2\int_a^bg^2(x)dx\ge 0. ∫abf2(x)dx+2∫abrf(x)g(x)dx+r2∫abg2(x)dx≥0.
将这个不等式左侧看作关于 r r r的函数，则
H ( x ) = ∫ a b g 2 ( x ) d x ⋅ r 2 + 2 ∫ a b f ( x ) g ( x ) d x ⋅ r + ∫ a b f 2 ( x ) d x . H(x)=\int_a^bg^2(x)dx\cdot r^2+2\int_a^b f(x)g(x)dx\cdot r+\int_a^bf^2(x)dx. H(x)=∫abg2(x)dx⋅r2+2∫abf(x)g(x)dx⋅r+∫abf2(x)dx.
所以 H ( x ) H(x) H(x)是在坐标系中开口向上的二次函数，要使 H ( x ) H(x) H(x)在区间恒大于等于0，则
δ = b 2 − 4 a c = [ 2 ∫ a b f ( x ) g ( x ) d x ] 2 − 4 ∫ a b g 2 ( x ) d x ⋅ ∫ a b f 2 ( x ) d x ≤ 0. \delta = b^2-4ac=[2\int_a^b f(x)g(x)dx]^2-4\int_a^bg^2(x)dx\cdot \int_a^bf^2(x)dx \le0. δ=b2−4ac=[2∫abf(x)g(x)dx]2−4∫abg2(x)dx⋅∫abf2(x)dx≤0.
⇒ [ ∫ a b f ( x ) g ( x ) d x ] 2 ≤ ∫ a b g 2 ( x ) d x ⋅ ∫ a b f 2 ( x ) d x . \Rightarrow [\int_a^b f(x)g(x)dx]^2\le \int_a^bg^2(x)dx\cdot \int_a^bf^2(x)dx. ⇒[∫abf(x)g(x)dx]2≤∫abg2(x)dx⋅∫abf2(x)dx.
证毕！
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