Deducing Generalization of Cauchy Schwarz from double summation identity

proof-explanationreal-analysis

I am trying to solve the following problem in Kolmogorov's analysis textbook.

Verify that
$$
(\sum\limits_{k=1}^n a_k b_k)^2 = \sum\limits_{k=1}^n a_k^2 \sum\limits_{k=1}^n b_k^2 – \frac{1}{2} \sum\limits_{i=1}^n \sum\limits_{j=1}^n (a_i b_j – b_i a_j)^2.
$$

Deduce the Cauchy-Schwarz inequality,
$$
(\sum\limits_{k=1}^n a_k b_k)^2 \leq \sum\limits_{k=1}^n a_k^2 \sum\limits_{k=1}^n b_k^2.
$$

from this identity.

The initial inequality is giving me some trouble, as there does not appear to be an algebraic trick. I have tried expanding out the summand on the right and breaking apart the sum. Since the left-hand is a summation only over $k$, it must be the case that the $i$ and $j$ sums vanish somehow. There doesn't seem to be a good way to factor the right-hand side in order to make this true.

Any help on this would be greatly appreciated.

Best Answer

The right-hand side of the first equality is \begin{align*} (RHS)&=\left(\sum_ka_k^2\right)\left(\sum_kb_k^2\right)-\frac{1}{2}\sum_i\sum_j(a_ib_j-b_ia_j)^2\\ &=\left(\sum_ka_k^2\right)\left(\sum_kb_k^2\right)-\frac{1}{2}\sum_i\sum_j(a_i^2b_j^2-2a_ib_ia_jb_j+b_i^2a_j^2)\\ &=\left(\sum_ka_k^2\right)\left(\sum_kb_k^2\right)-\frac{1}{2}\sum_i\sum_ja_i^2b_j^2+\sum_i\sum_ja_ib_ia_jb_j-\frac{1}{2}\sum_i\sum_jb_i^2a_j^2\\ &=\left(\sum_ka_k^2\right)\left(\sum_kb_k^2\right)-\frac{1}{2}\left(\sum_ia_i^2\right)\left(\sum_jb_j^2\right)+\left(\sum_i a_ib_i\right)\left(\sum_ja_jb_j\right)-\frac{1}{2}\left(\sum_ib_i^2\right)\left(\sum_ja_j^2\right) \end{align*} Change all summation indices to $k$: \begin{align*} (RHS)&=\left(\sum_ka_k^2\right)\left(\sum_kb_k^2\right)-\frac{1}{2}\left(\sum_ka_k^2\right)\left(\sum_kb_k^2\right)+\left(\sum_k a_kb_k\right)\left(\sum_ka_kb_k\right)-\frac{1}{2}\left(\sum_kb_k^2\right)\left(\sum_ka_k^2\right)\\ &=\left(\sum_ka_kb_k\right)^2 \end{align*}

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