9.2 Workshop 2 (Reading)

9.2.1 Preparatory Exercises (30 mins)

Task 9.11.

Without using a calculator, try and prove that

17<1+10\sqrt{17}<1+\sqrt{10}

using:

  1. (a)

    an algebraic argument.

  2. (b)

    a geometric (visual) argument.

Come to the Reading workshop prepared to share and discuss your arguments with your group.

9.2.2 B5 Reading Workshop Supplementary Material

For Task B5.2.1:

Theorem (AM-GM inequality).
a+b2abfor alla,b0.\frac{a+b}{2}\geq\sqrt{ab}\quad\mbox{for all}\quad a,b\geq 0.

Consider the following three proofs of the AM-GM Inequality.

Geometric proof 1: This is a Proof without words.

aabbbbaa
(a+b)2(ab)2=4ab(a+b)^{2}-(a-b)^{2}=4ab
a+b2ab.\implies\frac{a+b}{2}\geq\sqrt{ab}.

\square

Algebraic proof 1: Observe that

0\displaystyle 0 (ab)2\displaystyle\leq(a-b)^{2}
=a22ab+b2\displaystyle=a^{2}-2ab+b^{2}
=a2+2ab+b24ab\displaystyle=a^{2}+2ab+b^{2}-4ab
=(a+b)24ab.\displaystyle=(a+b)^{2}-4ab.

Rearranging the last line, we get

a+b2ab.\frac{a+b}{2}\geq\sqrt{ab}.

\square

Geometric proof 2: This is another Proof without words.

aabbab\sqrt{ab}a+b2\tfrac{a+b}{2}
aba+b2\sqrt{ab}\leq\frac{a+b}{2}

\square

For Task B5.2.2:

Theorem (Generalised AM-GM Inequality).

For any list of nn non-negative real numbers a1,a2,,ana_{1},\ a_{2},\ \ldots,\ a_{n},

a1a2anna1+a2++ann.\sqrt[n]{a_{1}\cdot a_{2}\cdots a_{n}}\leq\frac{a_{1}+a_{2}+\cdots+a_{n}}{n}.

Cauchy’s original proof: This is the first proof of the AM-GM inequality. It uses a special kind of forward-backward induction.

Proof.

Let P(n)P(n) be the statement

a1a2anna1+a2++ann.\sqrt[n]{a_{1}\cdot a_{2}\cdots a_{n}}\leq\frac{a_{1}+a_{2}+\cdots+a_{n}}{n}.

The idea of the proof is as follows.

  1. 1.

    Prove P(2k)P(2^{k}) for each kk\in\mathbb{N}.

  2. 2.

    If n<2kn<2^{k} then prove P(2k)P(n)P(2^{k})\Rightarrow P(n)

To prove P(2k)P(2^{k}) for each integer k>1k>1, we apply the simple AM-GM inequality repeatedly using an induction argument.

The statement P(2)P(2) holds immediately from the simple AM-GM inequality. Assuming P(2k1)P(2^{k-1}) holds, we have

(a1a2a2k1a2k)12k\displaystyle\left(a_{1}a_{2}\cdots a_{2^{k}-1}a_{2^{k}}\right)^{\frac{1}{2^{k% }}} =((a1a2)12(a2k1a2k)12)12k1\displaystyle=\left((a_{1}a_{2})^{\frac{1}{2}}\cdots(a_{2^{k}-1}a_{2^{k}})^{% \frac{1}{2}}\right)^{\frac{1}{2^{k-1}}}
(a1a2)12++(a2k1a2k)122k1\displaystyle\leq\frac{\left(a_{1}a_{2}\right)^{\frac{1}{2}}+\cdots+\left(a_{2% ^{k}-1}a_{2^{k}}\right)^{\frac{1}{2}}}{2^{k-1}}
a1+a2++a2k1+a2k2k.\displaystyle\leq\frac{a_{1}+a_{2}+\cdots+a_{2^{k}-1}+a_{2^{k}}}{2^{k}}.

So by induction on kk, P(2k)P(2^{k}) holds for all kk\in\mathbb{N}.

If n<2kn<2^{k}, to show P(2k)P(n)P(2^{k})\Rightarrow P(n) let AA be defined as

A:=a1+a2++ann.A:=\frac{a_{1}+a_{2}+\cdots+a_{n}}{n}.

Consider the following product with 2k2^{k} terms:

(a1a2anA2kn),\left(a_{1}a_{2}\cdots a_{n}A^{2^{k}-n}\right),

and then apply P(2k)P(2^{k}) so

(a1a2anA2kn)1/2ka1+a2++an+(2kn)A2k=2kA2k=A.\left(a_{1}a_{2}\cdots a_{n}A^{2^{k}-n}\right)^{1/2^{k}}\leq\frac{a_{1}+a_{2}+% \cdots+a_{n}+(2^{k}-n)A}{2^{k}}=\frac{2^{k}A}{2^{k}}=A.

By clearing the powers of AA to the right-hand side, we have

(a1a2an)1/2kAn/2k.\left(a_{1}a_{2}\cdots a_{n}\right)^{1/2^{k}}\leq A^{{n}/{2^{k}}}.

Finally, raising both sides to the power 2k/n2^{k}/n gives

(a1a2an)1/nA=a1+a2++ann.\left(a_{1}a_{2}\cdots a_{n}\right)^{1/n}\leq A=\frac{a_{1}+a_{2}+\cdots+a_{n}% }{n}.

Polya’s proof: George Polya used calculus to prove the AM-GM inequality.

Proof.

Let f(x)=ex1xf(x)=e^{x-1}-x (a sketch of the graph of ff is given below). Using basic calculus we see that

f(x)=ex11,f′′(x)=ex1.f^{\prime}(x)=e^{x-1}-1,\quad f^{\prime\prime}(x)=e^{x-1}.

Then f(1)=0f(1)=0, f(1)=0f^{\prime}(1)=0 and f′′(x)>0f^{\prime\prime}(x)>0 for all xx.

4-43-32-21-11122331-1112233445566

Hence

xex1x\leq e^{x-1} (9.1)

with equality only when x=1x=1. (A sketch of the graphs of ex1e^{x-1} in blue and xx in red are given below).

4-43-32-21-11122331-1112233445566

Consider the non-negative real numbers a1,a2,,ana_{1},\ a_{2},\ \ldots,\ a_{n}. If they are all zero then the AM-GM inequality holds.

Assume they are not all zero and define the mean aa to be

a=a1+a2++ann>0a=\frac{a_{1}+a_{2}+\cdots+a_{n}}{n}>0

By repeated application of (9.1), we see that

a1aa2aana\displaystyle\frac{a_{1}}{a}\frac{a_{2}}{a}\cdots\frac{a_{n}}{a} ea1a1ea2a1eana1\displaystyle\leq e^{\frac{a_{1}}{a}-1}e^{\frac{a_{2}}{a}-1}\cdots e^{\frac{a_% {n}}{a}-1}
=ea1a1+a2a1++ana1\displaystyle=e^{\frac{a_{1}}{a}-1+\frac{a_{2}}{a}-1+\cdots+\frac{a_{n}}{a}-1}
=ea1+a2++anan\displaystyle=e^{\frac{a_{1}+a_{2}+\cdots+a_{n}}{a}-n}
=enaan\displaystyle=e^{\frac{na}{a}-n}
=e0=1.\displaystyle=e^{0}=1.

Equality holds on the first line if, and only if, ak=aa_{k}=a for all k=1,2,,nk=1,2,\ldots,n (i.e. x=1x=1 in (9.1)).

Hence

a1aa2aana1\frac{a_{1}}{a}\frac{a_{2}}{a}\cdots\frac{a_{n}}{a}\leq 1

which implies that

a1a2anan.a_{1}a_{2}\cdots a_{n}\leq a^{n}.

Hence,

a1a2anna=a1+a2++ann\sqrt[n]{a_{1}a_{2}\cdots a_{n}}\leq a=\frac{a_{1}+a_{2}+\cdots+a_{n}}{n}

which proves the general AM-GM inequality.

For Task B5.2.3:

Lemma (LEMMA A).

The quadratic inequality Ax2+2Bx+C0Ax^{2}+2Bx+C\geq 0 holds for all xx\in\mathbb{R} if and only if A>0A>0 and ACB20AC-B^{2}\geq 0 (or A=B=0A=B=0, and C0C\geq 0).

Proof.

This is almost identical to the problem in the B5 Exploration preparatory exercises.

First suppose A=B=0A=B=0 and C0C\geq 0. Then

Ax2+2Bx+C=C0.Ax^{2}+2Bx+C=C\geq 0.

Also, if A>0A>0 and ACB20AC-B^{2}\geq 0, then CB2AC\geq\frac{B^{2}}{A}. Thus, by completing the square,

Ax2+2Bx+C=Ax^{2}+2Bx+C={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0% }\ldots}

[Complete this step.]

Hence, if A>0A>0 and ACB20AC-B^{2}\geq 0 (or A=B=0A=B=0, and C0C\geq 0), we obtain Ax2+2Bx+C0Ax^{2}+2Bx+C\geq 0.

For the other direction, suppose that Ax2+2Bx+C0Ax^{2}+2Bx+C\geq 0 holds for all xx\in\mathbb{R}.

If A=0A=0 then Ax2+2Bx+C=2Bx+C0Ax^{2}+2Bx+C=2Bx+C\geq 0 holds for all xx\in\mathbb{R}. This means that B=0B=0 and C0C\geq 0. [Why?]

If A0A\neq 0, then by completing the square, we have

Ax2+2Bx+C=,Ax^{2}+2Bx+C={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0% }\ldots},

[Complete this step.] for all xx\in\mathbb{R}. This means A>0A>0 and its minimum value B2A+C-\frac{B^{2}}{A}+C must be non-negative i.e.

B2A+C0ACB20.-\frac{B^{2}}{A}+C\geq 0\iff AC-B^{2}\geq 0.
Lemma (LEMMA B).

Let nn\in\mathbb{N} and a1,,an,b1,,bna_{1},\ldots,a_{n},b_{1},\ldots,b_{n}\in\mathbb{R}. Then,

k=1n(akx+bk)20,\sum_{k=1}^{n}(a_{k}x+b_{k})^{2}\geq 0,

for every xx\in\mathbb{R}.

Proof.

We prove this by induction on nn.

Let P(n)P(n) be the statement “i=1n(aix+bi)20\sum_{i=1}^{n}(a_{i}x+b_{i})^{2}\geq 0”.

For n=1n=1 we have

(a1x+b1)20(a_{1}x+b_{1})^{2}\geq 0

since y20y^{2}\geq 0 for all yy\in\mathbb{R}. Hence P(1)P(1) is true.

Assume P(k)P(k) is true. Then [Complete the induction step.]

Hence P(k+1)P(k+1) is true.

Since P(1)P(1) holds and P(k)P(k+1)P(k)\Rightarrow P(k+1), we conclude P(n)P(n) holds for all nn\in\mathbb{N} by induction.

Lemma (LEMMA C).

Let nn\in\mathbb{N} and a1,,an,b1,,bna_{1},\ldots,a_{n},b_{1},\ldots,b_{n}\in\mathbb{R}.Then

k=1n(akx+bk)2=x2k=1nak2+2xk=1nakbk+k=1nbk2\sum_{k=1}^{n}(a_{k}x+b_{k})^{2}=x^{2}\sum_{k=1}^{n}a_{k}^{2}+2x\sum_{k=1}^{n}% a_{k}b_{k}+\sum_{k=1}^{n}b_{k}^{2}

for all xx\in\mathbb{R}.

Proof.

We prove by induction on nn. Let P(n)P(n) be the statement

i=1n(aix+bi)2=x2i=1nai2+2xi=1naibi+i=1nbi2.\sum_{i=1}^{n}(a_{i}x+b_{i})^{2}=x^{2}\sum_{i=1}^{n}a_{i}^{2}+2x\sum_{i=1}^{n}% a_{i}b_{i}+\sum_{i=1}^{n}b_{i}^{2}.

For n=1n=1 we have

(a1x+b1)2=x2a12+2xa1b1+b12.(a_{1}x+b_{1})^{2}=x^{2}a_{1}^{2}+2xa_{1}b_{1}+b_{1}^{2}.

Hence P(1)P(1) is true.

Assume P(k)P(k) is true and consider:

i=1k+1(aix+bi)2\displaystyle\sum_{i=1}^{k+1}(a_{i}x+b_{i})^{2} =(i=1k(aix+bi)2)+(ak+1x+bk+1)2\displaystyle=\left(\sum_{i=1}^{k}(a_{i}x+b_{i})^{2}\right)+(a_{k+1}x+b_{k+1})% ^{2}
=(x2i=1kai2+2xi=1kaibi+i=1kbi2)+(ak+1x+bk+1)2, by P(k),\displaystyle=\left(x^{2}\sum_{i=1}^{k}a_{i}^{2}+2x\sum_{i=1}^{k}a_{i}b_{i}+% \sum_{i=1}^{k}b_{i}^{2}\right)+(a_{k+1}x+b_{k+1})^{2},\text{ by $P(k)$},
=\displaystyle={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{% 1,0,0}\ldots}
=x2i=1k+1ai2+2xi=1k+1aibi+i=1k+1bi2.\displaystyle=x^{2}\sum_{i=1}^{k+1}a_{i}^{2}+2x\sum_{i=1}^{k+1}a_{i}b_{i}+\sum% _{i=1}^{k+1}b_{i}^{2}.

[Complete the induction step.] Hence P(k+1)P(k+1) is true.

Since P(1)P(1) holds and P(k)P(k+1)P(k)\Rightarrow P(k+1), we conclude P(n)P(n) holds for all nn\in\mathbb{N} by induction.

Theorem (Cauchy–Schwarz inequality).

Let a1,a2,,ana_{1},\,a_{2},\cdots,a_{n} and b1,b2,,bnb_{1},\,b_{2},\cdots,b_{n} be two sequences (lists) of real numbers. Then

k=1nakbkk=1nak2k=1nbk2.\sum_{k=1}^{n}a_{k}b_{k}\leq\sqrt{\sum_{k=1}^{n}a_{k}^{2}}\sqrt{\sum_{k=1}^{n}% b_{k}^{2}}.
Proof.

By Lemma B and C, we see that

k=1n(akx+bk)2=\sum_{k=1}^{n}(a_{k}x+b_{k})^{2}={\color[rgb]{1,0,0}\definecolor[named]{% pgfstrokecolor}{rgb}{1,0,0}\ldots}

[Complete this step.] By Lemma A, we know Ax2+2Bx+C0Ax^{2}+2Bx+C\geq 0 for all xx\in\mathbb{R} if and only if A>0A>0 and ACB20AC-B^{2}\geq 0 (or A=B=0A=B=0, and C>0C>0). So take A=A={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0}\ldots}, B=B={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0}\ldots} and C=C={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0}\ldots}.

If A=B=0A=B=0 and C>0C>0, then ak=0a_{k}=0 for all k=1,2,,nk=1,2,\ldots,n and the stated inequality holds since 000\leq 0.

If A>0A>0 and ACB20AC-B^{2}\geq 0, we conclude that .

[Complete this step.]

9.2.3 Workshop Tasks

Task 9.12 (Warm Up (10 mins)).

Share your proofs that

17<1+10\sqrt{17}<1+\sqrt{10}

from the preparatory exercises with the rest of your group.

  1. 1.

    Which proof is the most rigorous?

  2. 2.

    Which proof is the simplest?

  3. 3.

    Which proof do you prefer and why?

11331110\sqrt{10}17\sqrt{17}
Figure 9.1: Visual proof of 17<1+10\sqrt{17}<1+\sqrt{10}

9.2.4 The AM-GM Inequality

In its simplest form the AM–GM inequality is as follows.

Theorem (AM-GM inequality).
a+b2abfor alla,b0.\frac{a+b}{2}\geq\sqrt{ab}\quad\mbox{for all}\quad a,b\geq 0. (9.2)

This inequality relates the arithmetic mean a+b2\frac{a+b}{2} with the geometric mean ab\sqrt{ab}.

Task 9.13 (15 mins).

In your supplementary material, you’ve been given three proofs of the AM-GM inequality.

  1. 1.

    Discuss these proofs with your group and clarify any steps you don’t understand.

  2. 2.

    Which is the most rigorous?

  3. 3.

    Which is the simplest?

  4. 4.

    Which gives you the best insight into what the inequality is saying and why it is true?

EXTENSION: Can you use the AM-GM inequality to derive a lower bound for the arithmetic mean of more than two real numbers?

Consider the following three proofs

Geometric proof 1: This is a Proof without words.

aabbbbaa
(a+b)2(ab)2=4ab(a+b)^{2}-(a-b)^{2}=4ab
a+b2ab.\implies\frac{a+b}{2}\geq\sqrt{ab}.

\square

Algebraic proof 1: Observe that

0\displaystyle 0 (ab)2\displaystyle\leq(a-b)^{2}
=a22ab+b2\displaystyle=a^{2}-2ab+b^{2}
=a2+2ab+b24ab\displaystyle=a^{2}+2ab+b^{2}-4ab
=(a+b)24ab.\displaystyle=(a+b)^{2}-4ab.

Rearranging the last line, we get

a+b2ab.\frac{a+b}{2}\geq\sqrt{ab}.

\square

Geometric proof 2: This is another Proof without words.

aabbab\sqrt{ab}a+b2\tfrac{a+b}{2}
aba+b2\sqrt{ab}\leq\frac{a+b}{2}

\square

Task 9.14 (20 mins).

In your supplementary material, you’ve been given two proofs of the generalised AM-GM inequality.

  1. 1.

    Discuss these proofs with your group and clarify any steps you don’t understand.

  2. 2.

    Which is the most rigorous?

  3. 3.

    Which is the simplest?

  4. 4.

    Cauchy only uses elementary algebra, but Polya uses some calculus. What are the relative merits of these approaches?

EXTENSION: Are there any corollaries you can pull from these proofs?

Theorem (Generalised AM-GM Inequality).

For any list of nn non-negative real numbers a1,a2,,ana_{1},\ a_{2},\ \ldots,\ a_{n},

a1a2anna1+a2++ann.\sqrt[n]{a_{1}\cdot a_{2}\cdots a_{n}}\leq\frac{a_{1}+a_{2}+\cdots+a_{n}}{n}.

Cauchy’s original proof: This is the first proof of the AM-GM inequality. It uses a special kind of forward-backward induction.

Proof.

Let P(n)P(n) be the statement

a1a2anna1+a2++ann.\sqrt[n]{a_{1}\cdot a_{2}\cdots a_{n}}\leq\frac{a_{1}+a_{2}+\cdots+a_{n}}{n}.

The idea of the proof is as follows.

  1. 1.

    Prove P(2k)P(2^{k}) for each kk\in\mathbb{N}.

  2. 2.

    If n<2kn<2^{k} then prove P(2k)P(n)P(2^{k})\Rightarrow P(n)

To prove P(2k)P(2^{k}) for each integer k>1k>1, we apply the simple AM-GM inequality repeatedly using an induction argument.

The statement P(2)P(2) holds immediately from the simple AM-GM inequality. Assuming P(2k1)P(2^{k-1}) holds, we have

(a1a2a2k1a2k)12k\displaystyle\left(a_{1}a_{2}\cdots a_{2^{k}-1}a_{2^{k}}\right)^{\frac{1}{2^{k% }}} =((a1a2)12(a2k1a2k)12)12k1\displaystyle=\left((a_{1}a_{2})^{\frac{1}{2}}\cdots(a_{2^{k}-1}a_{2^{k}})^{% \frac{1}{2}}\right)^{\frac{1}{2^{k-1}}}
(a1a2)12++(a2k1a2k)122k1\displaystyle\leq\frac{\left(a_{1}a_{2}\right)^{\frac{1}{2}}+\cdots+\left(a_{2% ^{k}-1}a_{2^{k}}\right)^{\frac{1}{2}}}{2^{k-1}}
a1+a2++a2k1+a2k2k.\displaystyle\leq\frac{a_{1}+a_{2}+\cdots+a_{2^{k}-1}+a_{2^{k}}}{2^{k}}.

So by induction on kk, P(2k)P(2^{k}) holds for all kk\in\mathbb{N}.

If n<2kn<2^{k}, to show P(2k)P(n)P(2^{k})\Rightarrow P(n) let AA be defined as

A:=a1+a2++ann.A:=\frac{a_{1}+a_{2}+\cdots+a_{n}}{n}.

Consider the following product with 2k2^{k} terms:

(a1a2anA2kn),\left(a_{1}a_{2}\cdots a_{n}A^{2^{k}-n}\right),

and then apply P(2k)P(2^{k}) so

(a1a2anA2kn)1/2ka1+a2++an+(2kn)A2k=2kA2k=A.\left(a_{1}a_{2}\cdots a_{n}A^{2^{k}-n}\right)^{1/2^{k}}\leq\frac{a_{1}+a_{2}+% \cdots+a_{n}+(2^{k}-n)A}{2^{k}}=\frac{2^{k}A}{2^{k}}=A.

By clearing the powers of AA to the right-hand side, we have

(a1a2an)1/2kAn/2k.\left(a_{1}a_{2}\cdots a_{n}\right)^{1/2^{k}}\leq A^{{n}/{2^{k}}}.

Finally, raising both sides to the power 2k/n2^{k}/n gives

(a1a2an)1/nA=a1+a2++ann.\left(a_{1}a_{2}\cdots a_{n}\right)^{1/n}\leq A=\frac{a_{1}+a_{2}+\cdots+a_{n}% }{n}.

Polya’s proof: George Polya used calculus to prove the AM-GM inequality.

Proof.

Let f(x)=ex1xf(x)=e^{x-1}-x (a sketch of the graph of ff is given below). Using basic calculus we see that

f(x)=ex11,f′′(x)=ex1.f^{\prime}(x)=e^{x-1}-1,\quad f^{\prime\prime}(x)=e^{x-1}.

Then f(1)=0f(1)=0, f(1)=0f^{\prime}(1)=0 and f′′(x)>0f^{\prime\prime}(x)>0 for all xx.

4-43-32-21-11122331-1112233445566

Hence

xex1x\leq e^{x-1} (9.3)

with equality only when x=1x=1. (A sketch of the graphs of ex1e^{x-1} in blue and xx in red are given below).

4-43-32-21-11122331-1112233445566

Consider the non-negative real numbers a1,a2,,ana_{1},\ a_{2},\ \ldots,\ a_{n}. If they are all zero then the AM-GM inequality holds.

Assume they are not all zero and define the mean aa to be

a=a1+a2++ann>0.a=\frac{a_{1}+a_{2}+\cdots+a_{n}}{n}>0.

By repeated application of (9.3), we see that

a1aa2aana\displaystyle\frac{a_{1}}{a}\frac{a_{2}}{a}\cdots\frac{a_{n}}{a} ea1a1ea1a1eana1\displaystyle\leq e^{\frac{a_{1}}{a}-1}e^{\frac{a_{1}}{a}-1}\cdots e^{\frac{a_% {n}}{a}-1}
=ea1a1+a1a1++ana1\displaystyle=e^{\frac{a_{1}}{a}-1+\frac{a_{1}}{a}-1+\cdots+\frac{a_{n}}{a}-1}
=ea1+a2++anan\displaystyle=e^{\frac{a_{1}+a_{2}+\cdots+a_{n}}{a}-n}
=enaan\displaystyle=e^{\frac{na}{a}-n}
=e0=1.\displaystyle=e^{0}=1.

Equality holds on the first line if, and only if, ak=aa_{k}=a for all k=1,2,,nk=1,2,\ldots,n (i.e. x=1x=1 in (9.3)).

Hence

a1aa2aana1\frac{a_{1}}{a}\frac{a_{2}}{a}\cdots\frac{a_{n}}{a}\leq 1

which implies that

a1a2anan.a_{1}a_{2}\cdots a_{n}\leq a^{n}.

Hence,

a1a2anna=a1+a2++ann\sqrt[n]{a_{1}a_{2}\cdots a_{n}}\leq a=\frac{a_{1}+a_{2}+\cdots+a_{n}}{n}

which proves the general AM-GM inequality.

Task 9.15 (20 mins).

In your supplementary material, you have a sparse outline of a proof of the Cauchy-Schwarz inequality and proofs of the results that it uses.

  1. 1.

    Work with your group to complete the details of these proofs.

  2. 2.

    Work together to clarify any steps that you don’t understand.

EXTENSION: Try and prove that the Cauchy-Schwarz inequality holds with equality if and only if there exists some rr\in\mathbb{R} such that ai=rbia_{i}=rb_{i} for all i=1,2,,ni=1,2,\ldots,n.

Lemma (LEMMA A).

The quadratic inequality Ax2+2Bx+C0Ax^{2}+2Bx+C\geq 0 holds for all xx\in\mathbb{R} if and only if A>0A>0 and ACB20AC-B^{2}\geq 0 (or A=B=0A=B=0, and C0C\geq 0).

Proof.

This is almost identical to the problem in the B5 Exploration preparatory exercises.

First suppose A=B=0A=B=0 and C0C\geq 0. Then

Ax2+2Bx+C=C0.Ax^{2}+2Bx+C=C\geq 0.

Also, if A>0A>0 and ACB20AC-B^{2}\geq 0, then CB2AC\geq\frac{B^{2}}{A}. Thus, by completing the square,

Ax2+2Bx+C=Ax^{2}+2Bx+C={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0% }\ldots}

[Complete this step.]

Hence, if A>0A>0 and ACB20AC-B^{2}\geq 0 (or A=B=0A=B=0, and C0C\geq 0), we obtain Ax2+2Bx+C0Ax^{2}+2Bx+C\geq 0.

For the other direction, suppose that Ax2+2Bx+C0Ax^{2}+2Bx+C\geq 0 holds for all xx\in\mathbb{R}.

If A=0A=0 then Ax2+2Bx+C=2Bx+C0Ax^{2}+2Bx+C=2Bx+C\geq 0 holds for all xx\in\mathbb{R}. This means that B=0B=0 and C0C\geq 0. [Why?]

If A0A\neq 0, then by completing the square, we have

Ax2+2Bx+C=,Ax^{2}+2Bx+C={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0% }\ldots},

[Complete this step.] for all xx\in\mathbb{R}. This means A>0A>0 and its minimum value B2A+C-\frac{B^{2}}{A}+C must be non-negative i.e.

B2A+C0ACB20.-\frac{B^{2}}{A}+C\geq 0\iff AC-B^{2}\geq 0.
Lemma (LEMMA B).

Let nn\in\mathbb{N} and a1,,an,b1,,bna_{1},\ldots,a_{n},b_{1},\ldots,b_{n}\in\mathbb{R}. Then,

k=1n(akx+bk)20,\sum_{k=1}^{n}(a_{k}x+b_{k})^{2}\geq 0,

for every xx\in\mathbb{R}.

Proof.

We prove this by induction on nn.

Let P(n)P(n) be the statement “i=1n(aix+bi)20\sum_{i=1}^{n}(a_{i}x+b_{i})^{2}\geq 0”.

For n=1n=1 we have

(a1x+b1)20(a_{1}x+b_{1})^{2}\geq 0

since y20y^{2}\geq 0 for all yy\in\mathbb{R}. Hence P(1)P(1) is true.

Assume P(k)P(k) is true. Then [Complete the induction step.]

Hence P(k+1)P(k+1) is true.

Since P(1)P(1) holds and P(k)P(k+1)P(k)\Rightarrow P(k+1), we conclude P(n)P(n) holds for all nn\in\mathbb{N} by induction.

Lemma (LEMMA C).

Let nn\in\mathbb{N} and a1,,an,b1,,bna_{1},\ldots,a_{n},b_{1},\ldots,b_{n}\in\mathbb{R}.Then

k=1n(akx+bk)2=x2k=1nak2+2xk=1nakbk+k=1nbk2\sum_{k=1}^{n}(a_{k}x+b_{k})^{2}=x^{2}\sum_{k=1}^{n}a_{k}^{2}+2x\sum_{k=1}^{n}% a_{k}b_{k}+\sum_{k=1}^{n}b_{k}^{2}

for all xx\in\mathbb{R}.

Proof.

We prove by induction on nn. Let P(n)P(n) be the statement

i=1n(aix+bi)2=x2i=1nai2+2xi=1naibi+i=1nbi2.\sum_{i=1}^{n}(a_{i}x+b_{i})^{2}=x^{2}\sum_{i=1}^{n}a_{i}^{2}+2x\sum_{i=1}^{n}% a_{i}b_{i}+\sum_{i=1}^{n}b_{i}^{2}.

For n=1n=1 we have

(a1x+b1)2=x2a12+2xa1b1+b12.(a_{1}x+b_{1})^{2}=x^{2}a_{1}^{2}+2xa_{1}b_{1}+b_{1}^{2}.

Hence P(1)P(1) is true.

Assume P(k)P(k) is true and consider:

i=1k+1(aix+bi)2\displaystyle\sum_{i=1}^{k+1}(a_{i}x+b_{i})^{2} =(i=1k(aix+bi)2)+(ak+1x+bk+1)2\displaystyle=\left(\sum_{i=1}^{k}(a_{i}x+b_{i})^{2}\right)+(a_{k+1}x+b_{k+1})% ^{2}
=(x2i=1kai2+2xi=1kaibi+i=1kbi2)+(ak+1x+bk+1)2, by P(k),\displaystyle=\left(x^{2}\sum_{i=1}^{k}a_{i}^{2}+2x\sum_{i=1}^{k}a_{i}b_{i}+% \sum_{i=1}^{k}b_{i}^{2}\right)+(a_{k+1}x+b_{k+1})^{2},\text{ by $P(k)$},
=\displaystyle={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{% 1,0,0}\ldots}
=x2i=1k+1ai2+2xi=1k+1aibi+i=1k+1bi2.\displaystyle=x^{2}\sum_{i=1}^{k+1}a_{i}^{2}+2x\sum_{i=1}^{k+1}a_{i}b_{i}+\sum% _{i=1}^{k+1}b_{i}^{2}.

[Complete the induction step.] Hence P(k+1)P(k+1) is true.

Since P(1)P(1) holds and P(k)P(k+1)P(k)\Rightarrow P(k+1), we conclude P(n)P(n) holds for all nn\in\mathbb{N} by induction.

Theorem (Cauchy–Schwarz inequality).

Let a1,a2,,ana_{1},\,a_{2},\cdots,a_{n} and b1,b2,,bnb_{1},\,b_{2},\cdots,b_{n} be two sequences (lists) of real numbers. Then

k=1nakbkk=1nak2k=1nbk2.\sum_{k=1}^{n}a_{k}b_{k}\leq\sqrt{\sum_{k=1}^{n}a_{k}^{2}}\sqrt{\sum_{k=1}^{n}% b_{k}^{2}}.
Proof.

By Lemma B and C, we see that

k=1n(akx+bk)2=\sum_{k=1}^{n}(a_{k}x+b_{k})^{2}={\color[rgb]{1,0,0}\definecolor[named]{% pgfstrokecolor}{rgb}{1,0,0}\ldots}

[Complete this step.] By Lemma A, we know Ax2+2Bx+C0Ax^{2}+2Bx+C\geq 0 for all xx\in\mathbb{R} if and only if A>0A>0 and ACB20AC-B^{2}\geq 0 (or A=B=0A=B=0, and C>0C>0). So take A=A={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0}\ldots}, B=B={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0}\ldots} and C=C={\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0}\ldots}.

If A=B=0A=B=0 and C>0C>0, then ak=0a_{k}=0 for all k=1,2,,nk=1,2,\ldots,n and the stated inequality holds since 000\leq 0.

If A>0A>0 and ACB20AC-B^{2}\geq 0, we conclude that .

[Complete this step.]

Task 9.16 (Optional Extension).

Use the AM-GM inequality to show that

3abca3+b3+c33abc\leq a^{3}+b^{3}+c^{3}

for all a,b,ca,b,c\in\mathbb{R}.