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$\Huge\star$复内积空间的柯西不等式
The version of Cauchy's inequality in Proposition S.5.4 holds also in the complex case, where again we define $\|u\|=\sqrt{\langle u, u\rangle}$; the proof has an added complication, which we now explain.
We first note that any non-zero complex number $w$ may be written in polar form, $w=|w| \mathrm{e}^{i \theta}$ for some (real) $\theta \in[0,2 \pi)$. We also note that Cauchy's inequality is trivially true if $\langle u, v\rangle=0$, so we may assume that $\langle u, v\rangle \neq 0$, and as above we may write it as $|\langle u, v\rangle| \mathrm{e}^{i \theta}$ for some $\theta \in[0,2 \pi)$. For any complex number $z$, the inner product $\langle z u+v, z u+v\rangle \geqslant 0$ by (CI1). Now
\[
\langle z u+v, z u+v\rangle=|z|^2\|u\|^2+z\langle u, v\rangle+\bar{z}\langle v, u\rangle+\|v\|^2=|z|^2\|u\|^2+z\langle u, v\rangle+\overline{z\langle u, v\rangle}+\|v\|^2
\]
\[
=|z|^2\|u\|^2+2 \operatorname{Re}(z\langle u, v\rangle)+\|v\|^2 \text {. }
\]
Let $x$ be any real number $x$ and set $z=x \mathrm{e}^{-i \theta}$. Then $|z|^2=x^2$ and $\operatorname{Re}(z\langle u, v\rangle)=x|\langle u, v\rangle|$, since $\langle u, v\rangle=|\langle u, v\rangle| \mathrm{e}^{i \theta}$. The upshot is that
\[
x^2\|u\|^2+2 x|\langle u, v\rangle|+\|v\|^2 \geqslant 0 \text { for all } x \in \mathbb{R},
\]
and Cauchy's inequality follows just as in the case of a real inner product space.
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