标量形式
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a_i,\lambda_i>0(i=1,2,\cdots,n)
ai,λi>0(i=1,2,⋯,n),
∑
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n
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\sum_{i=1}^{n}a_i=1
∑i=1nai=1,
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\lambda_1\le \lambda_2\le\cdots\le\lambda_n
λ1≤λ2≤⋯≤λn,则
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(\sum_{i=1}^{n}\lambda_i a_i)(\sum_{i=1}^{n}\lambda_i^{-1} a_i)\le \frac{(\lambda_1+\lambda_n)^2}{4\lambda_1\lambda_n}
(i=1∑nλiai)(i=1∑nλi−1ai)≤4λ1λn(λ1+λn)2
证明:
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f(x)=(\sum_{i=1}^{n}\lambda_i^{-1} a_i)x^2-\frac{\lambda_1+\lambda_n}{\sqrt{\lambda_1\lambda_n}}x+\sum_{i=1}^{n}\lambda_i a_i
f(x)=(i=1∑nλi−1ai)x2−λ1λnλ1+λnx+i=1∑nλiai
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\begin{aligned} f(\sqrt{\lambda_1\lambda_n})&=(\sum_{i=1}^{n}\lambda_i^{-1} a_i)\lambda_1 \lambda_n-(\lambda_1+\lambda_n)+\sum_{i=1}^{n}\lambda_i a_i \\ &=\lambda_n a_1+\lambda_1 a_n+(\sum_{i=2}^{n-1}\lambda_i^{-1} a_i)\lambda_1 \lambda_n-(\lambda_1+\lambda_n)+\lambda_1 a_1+\lambda_n a_n+\sum_{i=2}^{n-1}\lambda_i a_i \\ &=(a_1+a_n-1)(\lambda_1+\lambda_n)+(\sum_{i=2}^{n-1}\lambda_i^{-1} a_i)\lambda_1 \lambda_n+\sum_{i=2}^{n-1}\lambda_i a_i\\ &=(a_1+a_n-\sum_{i=1}^{n}a_i)(\lambda_1+\lambda_n)+(\sum_{i=2}^{n-1}\lambda_i^{-1} a_i)\lambda_1 \lambda_n+\sum_{i=2}^{n-1}\lambda_i a_i\\ &=-\sum_{i=2}^{n-1}a_i(\lambda_1+\lambda_n)+(\sum_{i=2}^{n-1}\lambda_i^{-1} a_i)\lambda_1 \lambda_n+\sum_{i=2}^{n-1}\lambda_i a_i\\ &=\sum_{i=2}^{n-1}a_i(\lambda_1+\lambda_n+\lambda_i^{-1}\lambda_1 \lambda_n+\lambda_i )\\ &=\sum_{i=2}^{n-1}a_i\frac{\lambda_i^2+(\lambda_1+\lambda_n)\lambda_i+\lambda_1 \lambda_n}{\lambda_i}\\ &=\sum_{i=2}^{n-1}a_i\frac{(\lambda_i-\lambda_1)(\lambda_i-\lambda_n)}{\lambda_i}\\ &\le 0 \end{aligned}
f(λ1λn)=(i=1∑nλi−1ai)λ1λn−(λ1+λn)+i=1∑nλiai=λna1+λ1an+(i=2∑n−1λi−1ai)λ1λn−(λ1+λn)+λ1a1+λnan+i=2∑n−1λiai=(a1+an−1)(λ1+λn)+(i=2∑n−1λi−1ai)λ1λn+i=2∑n−1λiai=(a1+an−i=1∑nai)(λ1+λn)+(i=2∑n−1λi−1ai)λ1λn+i=2∑n−1λiai=−i=2∑n−1ai(λ1+λn)+(i=2∑n−1λi−1ai)λ1λn+i=2∑n−1λiai=i=2∑n−1ai(λ1+λn+λi−1λ1λn+λi)=i=2∑n−1aiλiλi2+(λ1+λn)λi+λ1λn=i=2∑n−1aiλi(λi−λ1)(λi−λn)≤0
f
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x
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f(x)
f(x)是抛物线,开口向上,且至少有一个零点,所以
f
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x
)
=
0
f(x)=0
f(x)=0的判别式
Δ
=
b
2
−
4
a
c
≥
0
\Delta =b^2-4ac\ge 0
Δ=b2−4ac≥0
从而
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(\sum_{i=1}^{n}\lambda_i a_i)(\sum_{i=1}^{n}\lambda_i^{-1} a_i)\le \frac{(\lambda_1+\lambda_n)^2}{4\lambda_1\lambda_n}
(i=1∑nλiai)(i=1∑nλi−1ai)≤4λ1λn(λ1+λn)2
矩阵形式
矩阵
G
∈
S
+
+
n
G\in S_{++}^{n}
G∈S++n,其特征值
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1
≤
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≤
⋯
≤
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,
\lambda_1\le \lambda_2\le \cdots \le \lambda_n,
λ1≤λ2≤⋯≤λn,则,
∀
x
∈
R
n
\forall x\in R^n
∀x∈Rn,有
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\frac{(x^T G x)(x^T G^{-1}x)}{(x^T x)^2}\le \frac{(\lambda_1+\lambda_n)^2}{4\lambda_1\lambda_n}
(xTx)2(xTGx)(xTG−1x)≤4λ1λn(λ1+λn)2
证明:
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+
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G\in S_{++}^{n}
G∈S++n,实对称矩阵必可对角化
存在正交矩阵
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P,使得
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G=P^T \Lambda P
G=PTΛP,其中
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\Lambda P=diag(\lambda_1,\lambda_2,\cdots,\lambda_n)
ΛP=diag(λ1,λ2,⋯,λn)
设
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y=Px,a_i=y_i^2
y=Px,ai=yi2
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标量形式
)
\begin{aligned} \frac{(x^T G x)(x^T G^{-1}x)}{(x^T x)^2} &=\frac{(x^TP^T \Lambda P x)(x^TP^T \Lambda^{-1} P x) }{(x^T P^T Px)^2}\\ &=\frac{(y^T \Lambda y)(y^T \Lambda^{-1} y) }{(y^T y)^2}\\ &=\frac{(y^T \Lambda y)(y^T \Lambda^{-1} y) }{(y^T y)^2}\\ &=\frac{(\sum_{i=1}^{n}\lambda_i y_i^2)(\sum_{i=1}^{n}\lambda_i^{-1} y_i^2) }{(\sum_{i=1}^{n}y_i^2)^2}\\ &=\frac{(\sum_{i=1}^{n}\lambda_i a_i)(\sum_{i=1}^{n}\lambda_i^{-1} a_i) }{(\sum_{i=1}^{n}a_i)^2}\\ &=(\sum_{i=1}^{n}\lambda_i \frac{a_i}{\sum_{j=1}^{n}a_j})(\sum_{i=1}^{n}\lambda_i^{-1} \frac{a_i}{\sum_{i=j}^{n}a_j})(\text{其中}\sum_{i=1}^{n}\frac{a_i}{\sum_{j=1}^{n}a_j}=1) \\ &\le \frac{(\lambda_1+\lambda_n)^2}{4\lambda_1\lambda_n}(\text{标量形式}) \end{aligned}
(xTx)2(xTGx)(xTG−1x)=(xTPTPx)2(xTPTΛPx)(xTPTΛ−1Px)=(yTy)2(yTΛy)(yTΛ−1y)=(yTy)2(yTΛy)(yTΛ−1y)=(∑i=1nyi2)2(∑i=1nλiyi2)(∑i=1nλi−1yi2)=(∑i=1nai)2(∑i=1nλiai)(∑i=1nλi−1ai)=(i=1∑nλi∑j=1najai)(i=1∑nλi−1∑i=jnajai)(其中i=1∑n∑j=1najai=1)≤4λ1λn(λ1+λn)2(标量形式)
积分形式
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f(x)
f(x)在
[
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\left[a,b\right]
[a,b]上是连续正值函数,
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M=\max \limits_{a\le x \le b} f(x)
M=a≤x≤bmaxf(x),
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m=\min \limits_{a\le x \le b} f(x)
m=a≤x≤bminf(x),则
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\int_{a}^{b}f(x)\mathrm{d}x\int_{a}^{b}\frac{1}{f(x)}\mathrm{d}x\le \frac{(M+m)^2}{4Mm}(b-a)^2
∫abf(x)dx∫abf(x)1dx≤4Mm(M+m)2(b−a)2
证明:
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\begin{aligned} g(t)&=\int_{a}^{b}f(x)\mathrm{d}x\ t^2-\frac{M+m}{\sqrt{mM}}(b-a)\ t+\int_{a}^{b}\frac{1}{f(x)}\mathrm{d}x\\ &=\int_{a}^{b}f(x)\mathrm{d}x\ t^2-\int_{a}^{b}\frac{M+m}{\sqrt{mM}}t\mathrm{d}x+\int_{a}^{b}\frac{1}{f(x)}\mathrm{d}x\\ &=\int_{a}^{b}(f(x)t^2-\frac{M+m}{\sqrt{mM}}t+\frac{1}{f(x)})\mathrm{d}x\\ &=\int_{a}^{b}\frac{\sqrt{mM}f^2(x)t^2-(M+m)f(x)t+\sqrt{mM}}{\sqrt{mM}f(x)}\mathrm{d}x\\ &=\int_{a}^{b}\frac{t^2(f(x)-\frac{1}{Mt})(f(x)-\frac{1}{mt})}{f(x)}\mathrm{d}x \end{aligned}
g(t)=∫abf(x)dx t2−mMM+m(b−a) t+∫abf(x)1dx=∫abf(x)dx t2−∫abmMM+mtdx+∫abf(x)1dx=∫ab(f(x)t2−mMM+mt+f(x)1)dx=∫abmMf(x)mMf2(x)t2−(M+m)f(x)t+mMdx=∫abf(x)t2(f(x)−Mt1)(f(x)−mt1)dx
1
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=
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⇒
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=
1
M
m
⇒
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=
∫
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\frac{1}{Mt}=m\Rightarrow t=\frac{1}{Mm}\Rightarrow g(\frac{1}{Mm})=\int_{a}^{b}\frac{(f(x)-m)(f(x)-M)}{(MN)^2f(x)}\mathrm{d}x\le 0
Mt1=m⇒t=Mm1⇒g(Mm1)=∫ab(MN)2f(x)(f(x)−m)(f(x)−M)dx≤0
g
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t
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g(t)
g(t)是抛物线,开口向上,且至少有一个零点,所以
g
(
t
)
=
0
g(t)=0
g(t)=0的判别式
Δ
=
b
2
−
4
a
c
≥
0
\Delta =b^2-4ac\ge 0
Δ=b2−4ac≥0
从而
∫
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f
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x
)
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x
∫
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1
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x
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≤
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+
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\int_{a}^{b}f(x)\mathrm{d}x\int_{a}^{b}\frac{1}{f(x)}\mathrm{d}x\le \frac{(M+m)^2}{4Mm}(b-a)^2
∫abf(x)dx∫abf(x)1dx≤4Mm(M+m)2(b−a)2