[Math] Cauchy Schwarz inequality using L1 norm

inner-productsnormed-spaces

1) Cauchy-Schwarz inequality states that the absolute value of vector inner product is always less or equal to product of norms of individual vectors i.e.,
$|a^Tb|\leq\Vert a\Vert_2 \Vert b\Vert_2$.

Does this inequality hold true for any Lp vector norms especially the L1 norm i.e., $|a^Tb|\leq\Vert a\Vert_1 \Vert b\Vert_1$.? If yes any Proofs?


2) Does this Cauchy-Schwarz inequality hold for a matrix $A$ having linearly independent columns $|A^Tb|\leq\Vert A\Vert_F \Vert b\Vert_2$

Best Answer

No it doesn't hold in $L^1$. Take $f(x)=g(x)=\frac{1}{\sqrt{x}}$ for $x \in (0,1)$ and $f(x)=g(x)=0$ elsewhere.

$\Vert f \Vert_1=\Vert g \Vert_1=2$ but $\int fg =+\infty$.

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