Cauchy-Schwarz Inequality Proof
Here is the simple proof of Cauchy Schwarz Inequality I found that is easier to understand than other resources on the internet
Here we first start off drafting few statements we already know
b=b⊥+b∥
- Any vector can be broken down into two vectors: one that is parallel to particular subspace and one that is perpendicular to the subspace
b∥=∥d∥d∥d∥bTd
- The projection vector onto a vector d is given as above.
b⊥2=(b−b∥)2≥0
- Lastly, the magnitude of a perpendicular vector must be equal or greater than 0.
With that being said, we can prove this Inequality
(b−b∥)2≥0(b−∥d∥d∥d∥bTd)T(b−∥d∥d∥d∥bTd)≥0bTb−∥d∥2(bTd)2≥0∥b∥2∥d∥2≥(bd)2