Linear Algebra and Its Applications · Problem 6.2.9
Positive Definite Matrices — Gilbert Strang
Mathematics · tests-for-positive-definiteness
Problem
If prove the generalized Schwarz inequality .Intuitive explanation
The key is recognizing that lets you rewrite the quadratic forms as inner products of transformed vectors. If you set and , then and —turning the inequality into the standard Cauchy–Schwarz inequality , which you already know is true. The factorization essentially "linearizes" the problem.
Intuitive explanation
The key is recognizing that lets you rewrite the quadratic forms as inner products of transformed vectors. If you set and , then and —turning the inequality into the standard Cauchy–Schwarz inequality , which you already know is true. The factorization essentially "linearizes" the problem.