/**/
function alert4() //9812060000
{
document.write(''
+'Output may contain error, Please verify first. '
+'Program environment is MSIE 6.0, please use MSIE '
+''
);
} //function alert4() 9812060002
/**
Cauchy Inequality used frequently
create a command to build it any
where.
2009-06-26-10-52 here
2009-06-26-11-20 must call HelloCauchy(hcPar)
outside of
..
otherwise width
wrong.
9903101457 add w1 to HelloCauchy()
in holder02.htm
99,02,07,21,45 the use of w1
from 9902072131
to 9902072143
solve infinite loop problem
and no need change from uppercase
to lowercase.
/**/
function HelloCauchy(hcPar1) //9806261053
{
strCauchy1=''
+'<a name="Cauchy'
+hcPar1
+'"> '
+'Cauchy's Inequality'
+'
'
+'
'
+'
k=∞
\n
∑
\n
k=1
'
+'
a k b k
'
+'
≦
'
+'
[
'
+'
k=∞
\n
∑
\n
k=1
'
+'
a k2
'
+'
]
'
+'
1/2
\n
\n
'
+'
[
'
+'
k=∞
\n
∑
\n
k=1
'
+'
b k2
'
+'
]
'
+'
1/2
\n
\n
'
+'
'
+'
---Page 5 ---eqn.1.7 '
+'width of above equation'
+''
+' calling ID '+hcPar1
;
var iter0=0; //9902161139
var iterMax=5; //[=][][]
if(arguments.length==1)
document.write(strCauchy1);
else
{
argLen=arguments.length; //9806261457
var w0; //9806261502
var w2; //9806261336
var w1; //9902072131
var strCauchy2=strCauchy1;
for(w0=1;w0=0)
{ //9902161158 add this '{', '}'
strCauchy2= //9806261337
strCauchy2.replace(arguments[w0][0],arguments[w0][1]);
w1=arguments[w0][1].length; //9902072133
if(w1==0)w1=1; //9902072143
//iter0++;
} //9902161158 add this '{', '}'
} //if(arguments[w0].length==1) else
} //for(w0=0;w0.. otherwise width
wrong.
one test call code is next, but delete four '#'
99,02,07,21,45 the use of w1
from 9902072131
to 9902072143
solve infinite loop problem
and no need change from uppercase
to lowercase.
/**/
function HelloHilbert(hhPar1) //9904041826
{
var strHilbert1=''
+'<a name="Hilbert'
+hhPar1
+'"> '
+'Hilbert's Inequality'
+'
'
+'
'
+'
m=∞
∑
m=1
'
+'
n=∞
∑
n=1
'
+'
ambn
m+n
'
+'
<C
(
'
+'
m=∞
∑
m=1
'
+'
am2
'
+'
)
'
+'
1/2
'
+'
(
'
+'
n=∞
∑
n=1
'
+'
bn2
'
+'
)
'
+'
1/2
'
+'
'
+'
---Page 155 ---line 16 ---eqn.10.1 '
+'width of above equation'
+''
+' calling ID '+hhPar1
;
var iter0=0; //9902161139
var iterMax=5; //[=][][]
if(arguments.length==1)
document.write(strHilbert1);
else
{
argLen=arguments.length; //9806261457
var w0; //9806261502
var w2; //9806261336
var w1; //9902072131
var strHilbert2=strHilbert1;
for(w0=1;w0=0)
{ //9902161158 add this '{', '}'
strHilbert2= //9806261337
strHilbert2.replace(arguments[w0][0],arguments[w0][1]);
w1=arguments[w0][1].length; //9902072133
if(w1==0)w1=1; //9902072143
//iter0++;
} //9902161158 add this '{', '}'
} //if(arguments[w0].length==1) else
} //for(w0=0;w0
Inequality
Study 38th file
Upload 2010-04-14
indexthis
program
DocA
Limit
XYGraph v2.3 - web page graph
☜☞
donate
get code
The Cauchy-Schwarz Master Class
J. Michael
Steele
★★★★★
This file is personal home work. No one
proofread. Cannot promise correctness.
If you suspect any view point wrong,
please ask a math expert near by.
Freeman 2009-06-19-10-46
Please use MSIE browser to read this file.
Did not test other browser. This file is
written under MSIE 6.0
<a name="docA001">Index beginIndex this file
2009-06-08-19-10 start
This file http://freeman2.com/tute0008.htm
is Freeman's reading notes. Although Freeman
always keep correct view point. But Freeman's
capability is limited, plus no one proofread
this file. Then you can still find wrong view
point. When read, please put question mark as
often as possible. If you suspect any view
point wrong, please ask a math expert near by.
<a name="docA002">,<a name="textbook">
This file is a note for reading inequality
book written by ProfessorJ. MichaelSteeleThe Cauchy-Schwarz Master Class★★★★★
Below use 'textbook' as abbreviation.
Freeman also read web pages online, and will
indicate the source URL at discussion point.
<a name="docA003">
Freeman study mechanical engineering.
Engineering mathematics do not teach
inequality. Above book is first inequality
book. First time read, it was very hard.
Although high school time learned
a*a + b*b >= 2*a*b
But this little knowledge do not help.
<a name="docA004">
This file follow textbook chapter section
order, but not continuous, Freeman skip
those uncertain sections/problems.
This file first function is to learn
inequality. Second function is to learn
how to use html code to write math
equations.
<a name="docA005">Index beginIndex this file
On 2009-01-27-10-08 Freeman accessed
the next page
http://www.sftw.umac.mo/~fstitl/10mmo/inequality.html
save as sftw.umac.mo_text_math_eqn_good.htm
Above page is the main reference for html
math equation.
In order to let reader to build html math
equation, previous file tute0007.htm page
end has math symbol and internal code.
This file third function is to display how
to draw curves in web page. The main engine
is XYGraph v2.3 - Technical Figures
Thank you for read Freeman's inequality page.
2009-06-08-19-47 stop
<a name="docA006">
2009-08-23-15-00 start
□ Exercise 1.14 solution
Exercise 1.14 problem (a) is solved by hint
Exercise 1.14 problem (b) is out of LiuHH's
reach. What is "cardinality of a set B⊂Z3" ?
Without clear understand the definition,
LiuHH is unable to solve problem (b)
LiuHH major in mechanical engineering.
LiuHH is mathematics admirer and outsider.
<a name="docA007">
To solve problems in
The Cauchy-Schwarz Master Class
LiuHH's goal is to solve 50% of the exercise
problems. In reality, solve 40% is good enough.
Please do not be surprise that LiuHH skip some
text section, skip some problems.
2009-08-23-15-12 stop
---Page 159
---line 15
---eqn.10.10
width of above equation
<a name="ch10b003">
for all pairs of sequences
of real numbers {am} and {bn}.
Show that C≧π.
2010-04-10-12-01 stop
<a name="ch10b004">
2010-04-10-12-12 start
The summation in eqn.10.10 is
infinity summation. If we use
diverge sequence
lim[n→∞]bn>0 ---eqn.BF001
then eqn.10.10 two side are
infinity < C*infinity
There is no point to study this
infinity inequality.
<a name="ch10b005">
We require both {am} and {bn}
converge at infinity limit.
It is necessary that
lim[m→∞]am=0 ---eqn.BF002A
lim[n→∞]bn=0 ---eqn.BF002B
<a name="ch10b006">Index beginIndex this file
We also need a parameter ε
build in both {am} and {bn}
so that we have a handle to
work with. Let us define
an=bn=n-ε-1/2 ---eqn.BF003
{am} and {bn} are identical
sequences.
<a name="ch10b007">
Put eqn.BF003 to eqn.10.10
greater than side, we find
(
m=∞
∑
m=1
am2
)
1/2
(
n=∞
∑
n=1
bn2
)
1/2
=
(
m=∞
∑
m=1
m2*(-ε-1/2)
)
1/2
(
n=∞
∑
n=1
n2*(-ε-1/2)
)
1/2
---Page 160
---line 9
---eqn.BF004
width of above equation
<a name="ch10b008">
eqn.BF004 right side has
m summation and n summation,
m and n are dummy variable.
We can change m to n.
Both summation are identical.
Product of square root of two
identical term is this term
to power one.
eqn.BF004 become next
---Page 160
---line 9
---eqn.10.11A
width of above equation
<a name="ch10b010">
textbook Page 157 line 26
say For any nonnegative decreasing
function f:[0,∞]→Real, we have the
integral bound //simplified equation.
∑[n=1,∞]f(n)≦∫[x=0,∞]f(x)dx ---eqn.BE123
We will do order of magnitude
analysis below. We ask only
approximately equal to, so we say
---Page 160
---line 9
---eqn.10.11B
width of above equation
<a name="ch10b012">
2010-04-10-13-01 here
Next, verify integration in
eqn.10.11B
∫[x=1,∞]{x(-1-2*ε)}dx
=∫[x=1,∞]d{x(-1-2*ε+1)}/(-1-2*ε+1)
=[∞(-1-2*ε+1) - 1(-1-2*ε+1)]/(-1-2*ε+1)
=[0-1]/(-2*ε)
=1/(2*ε) ---eqn.BF005
<a name="ch10b013">
Above calculation indicate that
Hilbert's inequality greater
than side is in the order of
1/(2*ε).
Next see Hilbert's inequality
less than side.
2010-04-10-13-10 stop
<a name="ch10b014">
2010-04-10-14-52 start
eqn.10.10 can be written
symbolically as
less_than_side< ---eqn.BF006
C*greater_than_side
Greater than side is in the order
of 1/(2*ε). eqn.BF006 can be
written as
less_than_side<C/(2*ε) ---eqn.BF007
<a name="ch10b015">
We target at C≧π, eqn.BF007
become (expected)
less_than_side<π/(2*ε) ---eqn.BF008
Let us see eqn.10.10 less than
side
---page 160
---line 16
---eqn.BF010
width of above equation
<a name="ch10b019">
We start from integral version
of eqn.BF010. Target equation
change to next.
As ε →0 we have
I(ε)
define
=
x=∞
∫
x=1
y=∞
∫
y=1
dx dy
x(ε+1/2)*y(ε+1/2)*(x+y)
approx.
equal to
π
2ε
---page 160
---line 19
---eqn.BF011
width of above equation
<a name="ch10b020">
The term (x+y) tie x,y two
variables together. Hard to do
integral separation. We can
change variable as following.
Let
u=y/x ---eqn.BF012
to eliminate y, use
y=u*x ---eqn.BF013
<a name="ch10b021">
eqn.BF011 denominator
x(ε+1/2)*y(ε+1/2)*(x+y)
=x(ε+1/2)*(u*x)(ε+1/2)*(x+u*x)
=x(2ε+1)*u(ε+1/2)*x*(1+u) ---eqn.BF014
Alert, x(2ε+1) come from x(ε+1/2)
and (u*x)(ε+1/2) two sources.
<a name="ch10b022">
First key point is that addition
of two variables (x+y) change to
multiplication of two variables
x*(1+u), integral separation is
possible now.
<a name="ch10b023">Index beginIndex this file
Second key point is that y=u*x
give us
dy=d(u*x) ---eqn.BF015
then
dy=u*dx+x*du ---eqn.BF016
eqn.BF011 use dx*dy, we have
dx*dy=dx*u*dx+dx*x*du ---eqn.BF017
dx*x*du enter the following
equation, but dx*u*dx drop out.
Because dx*dx is higher order
smaller than dx. (if dx=1.e-4
then dx*dx=1.e-8<<1.e-4)
<a name="ch10b024">
From above analysis rewrite
eqn.BF011 as next
As ε →0 we have
I(ε)=
x=∞
∫
x=1
u=∞
∫
u=1/x
dx (x*du)
x(2ε+1)*u(ε+1/2)*x*(1+u)
---eqn.BF018
width of above equation
<a name="ch10b025">
eqn.BF017 give us numerator x,
eqn.BF014 give
us denominator x. Two red x cancel each other.
Good news about eqn.BF018 is that we can
separate variable as next
<a name="ch10b026">
I(ε)=
x=∞
∫
x=1
x(-2ε-1)
[
u=∞
∫
u=1/x
u(-ε-1/2)
du
(1+u)
]
dx
---eqn.BF019
width of above equation
<a name="ch10b027">
But, not so good news about
eqn.BF018 is that variable u
lower bound is u=1/x ! See
u=y/x ---eqn.BF012
y lower bound is 1, y replaced
by u with the rule u=y/x , and
y=1 change to u=1/x. Then, the
integration of u is influenced
by x ! Complicated calculation.
<a name="ch10b028">Index beginIndex this file
This Double Sum Lemma analysis
is approximation every where.
It is OK to add one more. Now
change u integral
from ∫[u=1/x,u=∞] //hard calculate
to ∫[u=0, u=∞] //easy calculate
added ∫[u=0, u=1/x] !! //trouble
<a name="ch10b029">
Now we are working at eqn.10.10
less than side.
Less than side add few positive
value ?! Inequality could be
reversed !! That is a damage to
our inequality !! ('damage' used
in textbook page 160, line-4)
U integration ∫[u=0, u=1/x] add
how much to less than side?
Let's take a look.
<a name="ch10b030">
Next red term same as textbook page 160 line-2.
errata change to x(-ε-1/2), possibly a wrong change.
0<
u=1/x
∫
u=0
u(-ε-1/2)
du
(1+u)
<
u=1/x
∫
u=0
u(-ε-1/2)
du
1
=
x(+ε-1/2)
-ε+1/2
---eqn.BF020
dropped u, (1+u) change to u, cause blue <
width
<a name="ch10b031">
why errata change ? find the integral value.
1/x contribute a '-'
u=1/x
∫
u=0
u(-ε-1/2) du
=
u=1/x
∫
u=0
d[u(+1-ε-1/2)]
+1-ε-1/2
=
x-(-ε+1/2) - 0+(-ε+1/2)
-ε+1/2
---eqn.BF021
support x(+ε-1/2),
not support x(-ε-1/2).
■ Power integration is simple
width of above equation
<a name="ch10b032">
2010-04-10-17-00 here
think why eqn.BF020 has errata
change?
<a name="ch10b033">Index beginIndex this file
2010-04-10-17-53
textbook page 160 line-2 equation
right end use the term x(+ε-1/2)
errata page change to x(-ε-1/2)
eqn.BF021 is to verify which one
is correct.
x-(-ε+1/2) left '-' from u=1/x
x-(-ε+1/2) right '-' from u(+1-ε-1/2)
LiuHH found textbook is correct.
<a name="ch10b034">
2010-04-10-18-05 here
eqn.BF020 left '0<' is because
the integrand and du are all
positive. The integration result
is positive.
eqn.BF020 right '<' is because
integrand change from (1+u)
to 1, dropped positive u from
denominator.
<a name="ch10b035">eqn.BF020 right end come from
eqn.BF019 square bracket term.
Let us go back to eqn.BF019.
I(ε)=
x=∞
∫
x=1
x-1-2ε
[
u=∞
∫
u=0
u-ε-1/2
du
(1+u)
]
dx
+O
(
x=∞
∫
x=1
x-ε-3/2dx
)
---eqn.BF022
width of above equation
<a name="ch10b036">eqn.BF019 use lower bound u=1/x
eqn.BF022 use lower bound u=0
Since x≧1, eqn.BF022 has greater
integral value than eqn.BF019.
eqn.BF019 is equality for I(ε)
eqn.BF022 is equality for I(ε)
too ! Because eqn.BF022 used
big O() to absorb the approximate
values. big O() even absorb a
negative sign ! (is this right?)
eqn.BF022 u-integration lower
bound reduce to u=0 added extra
positive value. For equality to
be true. big O must be negative
value. big O() is blue integral
in eqn.BF022.
<a name="ch10b037">
Why eqn.BF022 blue integral
integrand is x-ε-3/2 ?
It is because
x-ε-3/2=x+ε-1/2*x-1-2*ε ---eqn.BF023
where x+ε-1/2 come from eqn.BF020
and x-1-2*ε come from eqn.BF019<a name="ch10b038">Index beginIndex this fileeqn.BF022 blue integral result
is (this is big O value)
---eqn.BF024
■ Power integration is simple
width of above equation
<a name="ch10b039">
2010-04-10-19-00 here
2010-04-11-11-49 insert start
eqn.BF024 is big O value. We
still have one more calculation.
eqn.BF022 left end x integration
separated from u integration.
Next evaluate left end x
integration.
---eqn.BF025
■ Power integration is simple
width of above equation
<a name="ch10b041">
We require ε approach to zero
but not equal to zero.
For non-zero ε, 1/(∞2ε) is 1/∞
which evaluate to zero.
The result of eqn.BF025 is
1/(2ε) which contribute to next
eqn.BF026 first factor right to
equality sign.
2010-04-11-12-08 insert stop
<a name="ch10b042">
2010-04-10-19-00 here
Textbook say above result is
2010-04-10-19-50 stop
not see numerator ε in eqn.BF024
tripped at eqn.BF027 Red was O(1)
eight hour delayed eqn.BF028
<a name="ch10b045">
2010-04-11-04-40 start
In eqn.BF027, ε approach to zero
but ε is not zero. Whole equation
multiply by ε, we get eqn.BF028.
Left term and right term cancel ε.
Red term get a ε. When ε goto zero,
red term (was big O) become zero.
Also damage (big O) go to zero.
eqn.BF028 left term factor u-ε-1/2
become u-1/2. eqn.BF028 reduce to
<a name="ch10b047">
In eqn.BF029 cancel factor 1/2.
Left side has value π, please see
eqn.10.9.
<a name="ch10b048">
At this point (after refer to
eqn.10.9 get value π)
If we consider eqn.BF029 less
than side only, we conclude
Double Sum Lemma
If we consider eqn.BF029 both
side, we solved Problem 10.2
2010-04-11-04-52 stop
<a name="ch10b049">Index beginIndex this file
2010-04-11-13-50 start
■ Exercise 10.1 problem statement
textbook page 162
(Guaranteed Positivity)
Show that for any real numbers
a1,a2,...,an one has
width of above equation
<a name="ch10b051">
and, more generally, show that for positive
λ1,λ2,...,λn one has
j,k=n
∑
j,k=1
ajak
λj+λk
≧0
---page 162
---line 9
---eqn.10.17
width of above equation
<a name="ch10b052">
Obviously the second inequality
implies the first, so the bound
(10.16) is mainly a hint which
makes the link to Hilbert's
inequality. As a better hint,
one might consider the possibility
of representing 1/λj as an
integral.
2010-04-11-14-04 stop
<a name="ch10b053">Index beginIndex this file
2010-04-11-14-06 start
■ Exercise 10.1 hint
textbook page 267
The proof fits in a single line:
just note
<a name="ch10b055">
2010-04-11-14-18 from
http://www-stat.wharton.upenn.edu/~steele/Publications/Books/CSMC/ByronSchmuland.txt
include
[[
267 5 There are two typos in the displayed equation.
(comma after = under the sum, x_j should be x^j)
but the whole solution has to be reworked since
\int_0^1 x^{\lambda_j}\,dx=1/(1+\lambda_j), not 1/\lambda_j.
Use 1/\lambda_j=\int_0^\infty exp(-\lambda_jx)\,dx instead.
]]
<a name="ch10b056">
2010-04-11-14-23 continue
and integrate over [0,1]. For the
general case, one naturally uses
the representation
1/λj≠∫[x=0,1]xλjdx ---eqn.BF031
<a name="ch10b057">
This problem is a reminder that
there are many circumstance
where dramatic progress is made
possible by replacing a number
(or a function) with an appropriate
integral. Although this example
and the one given by Exercise 7.5
page 116, are simple, the basic
theme has countless variations.
Some of these variation are quite
deep.
2010-04-11-14-31 stop
---eqn.BF034 ---eqn.BF035
■ Power integration is simple
width of above equation
<a name="ch10b062">
Both eqn.BF032 and eqn.BF033
right side equality are correct.
(LiuHH change eqn.BF032 left
equality to red inequality)
To solve Exercise 10.1, use
eqn.BF033.
<a name="ch10b063">Index beginIndex this file
2010-04-11-18-29 here
■ Exercise 10.1 solution
The following solve for general
case eqn.10.17 which cover the
special case eqn.10.16<a name="ch10b064">eqn.BF033 move λj from denominator
to power of 2.718281828459045...
Change λj to λj+λk get
ajak
λj+λk
=ajak
x=∞
∫
x=0
e-x*(λj+λk)dx
---eqn.BF036
width of above equation
<a name="ch10b065">
We can not change λj+λk to λj*λk. But we
can change exp(λj+λk) to exp(λj)*exp(λk)
Next sum eqn.BF036 over j and k, we get
j,k=n
∑
j,k=1
ajak
λj+λk
=
j,k=n
∑
j,k=1
(
aj
x=∞
∫
x=0
e-x*λjdx
)(
ak
x=∞
∫
x=0
e-x*λkdx
)
---eqn.BF037
width of above equation
<a name="ch10b066">
In eqn.BF037 sum of j and sum
of k are separated. Also j and
k are dummy variable. eqn.BF037
right side is the square of one
summation. Square of real number
is non-negative.
eqn.10.17 is proved. eqn.10.16
is special case of eqn.10.17.
Exercise 10.1 is done.
2010-04-11-19-02 stop
<a name="ch10b067">Index beginIndex this file
2010-04-12-10-51 start
■ Exercise 10.2 problem statement
textbook page 163
(Insertion of a Fudge Factor)
There are many ways to continue
the theme of Exercise 10.1, and
this exercise is one of the most
useful. It provides a generic
way to leverage an inequality
such as Hilbert's.
<a name="ch10b068">
Show that if the complex array
{ajk:1≦j≦m,1≦k≦n} satisfies
the bound
|∑[j,k]ajkxjyk|
≦M∥x∥2∥y∥2 ---eqn.10.18
then one also has the bound
|∑[j,k]ajkhjkxjyk|
≦αβM∥x∥2∥y∥2 ---eqn.10.19
provided that the factors hjk have
<a name="ch10b069">
an integral representation of
the form
hjk=∫[D]fj(x)gk(x)dx ---eqn.10.20
for which for all j and k one
has the bound
∫[D]|fj(x)|2dx≦α2 ---eqn.10.21A
and
∫[D]|gk(x)|2dx≦β2 ---eqn.10.21B
2010-04-12-11-05 stop
<a name="ch10b070">
2010-04-12-11-09 start
■ Exercise 10.2 hint
textbook page 267
We substitute, switch order,
apply the bound (10.18), switch
again, and finish with Cauchy's
inequality to find
---page 267
---line 16
---eqn.BF038
continue next line
width of above equation
<a name="ch10b072">Index beginIndex this file
eqn.BF039 and eqn.BF041 inserted by LiuHH.
May be error. eqn.BF040 deleted. move 2-norm out.
eqn.BF039 applied
eqn.10.18 to
replace ajkxjyk
by its maximum value which is a constant.
≦
∫D
M
|
∑
j,k
{
∥x∥2
fj(x)}
{
∥y∥2
gk(x)}
|
dx
---eqn.BF039
width
<a name="ch10b072a">
Textbook hint use xj, yk, not use ∥x∥2, ∥y∥2.
Because 2-norm is greater than equal to any
of its component, find the reverse inequality.
Replace ajk by M get uncertainty.
≧
∫D
M
|
∑
j,k
{
xj
fj(x)}
{
yk
gk(x)}
|
dx
---p.267 L17
---insert
---eqn.BF041
width
<a name="ch10b072b">
apply Cauchy's inequality, get next equation.
Next eqn.BF042 and eqn.BF043 are in textbook.
≦
∫DM(
∑
j
|xjfj(x)|2
)
1/2
(
∑
k
|ykgk(x)|2
)
1/2
dx
---page 267
---line 17
---eqn.BF042
continue next line
width
<a name="ch10b073">
2010-04-12-15-09 here
if there is no power operation (here has square root)
switch summation with integration is understandable.
How to switch when square root present ?
≦M
(
∑
j
xj2
∫D
|fj(x)|2dx
)
1/2
(
∑
k
yk2
∫D
|gk(x)|2dx
)
1/2
---page 267
---line 18
---eqn.BF043
width of above equation
<a name="ch10b074">
2010-04-12-12-50 here
The bound αβM∥x∥2∥y∥2 now
follows from the assumption
(10.21)
2010-04-12-12-52 stop
<a name="ch10b075">
2010-04-12-14-12 start
■ Exercise 10.2 discussion
eqn.10.20 has hjk definition.
Substitute eqn.10.20 to
eqn.BF038 left side, result
is eqn.BF038 right side. hjk
definition carries integration
which show up at eqn.BF038
right side.
<a name="ch10b076">
Most discussion write in between
equations. From eqn.BF038 to
eqn.BF043. Still think how to
switch ∑ and ∫.
2010-04-12-15-24 stop
<a name="ch10b077">
■ Exercise 10.2 solution
Why eqn.BF041 has
reverse inequality?
How to switch ∑ and ∫ ?
Exercise 10.2 is NOT DONE
2010-04-12-15-25 stop
2010-04-12-16-39 delete eqn.BF040 and stop
<a name="ch10b078">Index beginIndex this file
2010-04-12-17-12 start
■ Exercise 10.3 problem statement
textbook page 163
(Max. Version of Hilbert's Inequality)
Show that for every pair of
sequences of real numbers
{an} and {bn} one has
---Page 163
---line 17
---eqn.10.22
width of above equation
<a name="ch10b080">
and show that 4 may not be
replaced by a smaller constant.
2010-04-12-17-27 stop
<a name="ch10b081">
2010-04-12-17-29 start
■ Exercise 10.3 hint
textbook page 267
To mimic our proof of Hilbert's
inequality we take λ>0 and use
the analogous splitting to find
to remove max(), split sum to ∑[n=1,m] + ∑[n=m+1,∞]
∑[n=1,m] has max(m,n)=m, ∑[n=m+1,∞] has max(m,n)=n.
---Page 268
---line 4
---eqn.BF048
width
<a name="ch10b087">
∑[n] operation m is constant, m can be moved out of ∑
no ≦
ok =
1
√m
n=m
∑
n=1
1
√n
+
√m
∞
∑
n=m+1
1
n3/2
---P.268 L.5
---●●change
---eqn.BF049
∑[n=m+1,∞] corrected by ByronSchmuland. was ∑[n=m+1,m]
width
<a name="ch10b088">
≦
1
√m
2√m
+
√(m)*2
1
√m
=4
---P.268,L6
---was '≦4'
---eqn.BF050
width of above equation
<a name="ch10b089">Index beginIndex this file
so, to complete the proof we
only need to note that the {bn2}
sum satisfies an exact analogous
bound.
<a name="ch10b090">
Finally, the usual "stress testing"
method shows that 4 cannot be
replaced with a smaller value.
After setting
an=bn=n-ε-1/2 ---eqn.BF051
one checks that
<a name="ch10b093">Index beginIndex this file
Peeking ahead and take
K(x,y)=1/max(x,y) ---eqn.BF054
in Exercise 10.5, one finds
that the constant 4 in the
bound (10.3) is perhaps best
understood when interpreted as
the integral
2010-04-12-19-04 stop
<a name="ch10b095">
2010-04-13-11-21 start
■ Exercise 10.3 solution
In Problem 10.1, textbook use
Cauchy's Inequality for countable
set to prove Hilbert's Inequality.
<a name="ch10b096">
Here, Max. Version of Hilbert's
Inequality, still use same method.
If we use
αs=am/√(m+n) ---eqn.BE115
βs=bn/√(m+n) ---eqn.BE116
we can not reach our goal.
Textbook use eqn.10.4A and
eqn.10.4B as starting point.
That is how we get eqn.BF044.
<a name="ch10b097">
Red term in eqn.BF044 is one
and λ is under our control.
From eqn.BF044 to eqn.BF045
it is simple splitting. Please
pay attention to eqn.BF045
denominator, it is √ * √
<a name="ch10b098">Index beginIndex this file
Two summations in eqn.BF045 are
similar and separated. am series
and bn series are formulated
in eqn.BF046 and eqn.BF047.
The summation which contain
1/max(m,n) is single out as
eqn.BF048<a name="ch10b099">
In web page tute0037.htm, start
from ch10a048 to ch10a068
textbook tell us how to find λ
value. The best value is
λ=1/4 ---eqn.BE126
eqn.BF048 applied λ=1/4.
<a name="ch10b100">
To solve max(m,n), eqn.BF048
split sum
from ∑[n=1,∞]
to ∑[n=1,m] + ∑[n=m+1,∞]
∑[n=1,m] has max(m,n)=m and
∑[n=m+1,∞] has max(m,n)=n.
We have simpler eqn.BF048 right
side equation.
<a name="ch10b101">
In ∑[n] summation operation,
m is constant, m can be moved
out of n summation.
2010-04-13-12-05 here
<a name="ch10b102">
2010-04-13-12-18 made eqn.BF049
●●change from 'no ≦' to 'ok ='
2010-04-13-12-20 here,
why eqn.BF050 is true?
<a name="ch10b103">Index beginIndex this file
2010-04-13-12-38 refer to
eqn.BE123
∑[n=1,∞]{1/√n}≦∫[x=0,∞]dx/√x ---eqn.BF056
find proof !<a name="ch10b104">
Write eqn.BF049 left summation
∑[n=1,m]{1/√n}
≦∫[x=0,m]dx/√x
=∫[x=0,m]d(√x√x)/√x
=∫[x=0,m]2*√x*d(√x)/√x
=∫[x=0,m]2*d(√x)
=2*(√m-√0)
=2*√m
then we have
∑[n=1,m]{1/√n}≦2*√m ---eqn.BF057
<a name="ch10b105">
Write eqn.BF049 right summation
∑[n=m+1,∞]{n(-3/2)}
≦∫[x=m,∞]x(-3/2)dx
=∫[x=m,∞]d[x(+1-3/2)]/(+1-3/2)
=∫[x=m,∞]d[x(-1/2)]/(-1/2)
=[∞(-1/2)-m(-1/2)]/(-1/2)
=[0-1/√m]/(-1/2)
=2/(√m)
then we have
∑[n=m+1,∞]{n(-3/2)}≦2/(√m) ---eqn.BF058
<a name="ch10b106">
eqn.BF057 and eqn.BF058 support
eqn.BF050 left inequality. But
look like strict inequality '<'
instead of '≦'. If m=1,
eqn.BF049 ∑[n=1,1]{1/√n} = 1
eqn.BF050 2√m = 2*1 = 2 get
eqn.BF049 < eqn.BF050
2010-04-13-13-05 stop
2010-04-13-14-00 start
<a name="ch10b107">Index beginIndex this file
Above analysis give us
m=∞
∑
m=1
am2
n=∞
∑
n=1
1
max(m,n)
(
m
n
)
2λ
≦
4*
m=∞
∑
m=1
am2
---Page 268
---line 2
---eqn.BF046 ;
'4' from eqn.BF050
width of above equation
<a name="ch10b108">
Same story for b sum eqn.BF047.
Put both result back to
eqn.BF045 get greater than
side coefficient 4*4. After
take square root in eqn.10.22
we get coefficient 4 as
required.
2010-04-13-14-11 here
<a name="ch10b109">
To prove that coefficient 4
is the best value. textbook
use "stress testing",
Exercise 10.3 specify sequences
{an} and {bn} as
"for every pair of sequences
of real numbers", then set
an=bn=n-ε-1/2 ---eqn.BF051
still satisfy requirement.
<a name="ch10b110">
When ε approach zero and n≧1
1/√n is a positive monotone
decrease function. Satisfy
eqn.BE123 requirement.
Again refer to eqn.BE123
∑[n=1,∞]{n-ε-1/2}
≦∫[x=0,∞]{x-ε-1/2dx} ---eqn.BF059
Evaluate eqn.BF059 integration
as following
---eqn.BF060
■ Power integration is simple
width of above equation
<a name="ch10b112">
2010-04-13-14-51 wonder, why infinity ?
in ∫[x=1,∞]xpdx, p=-1 is border.
p<-1 get finite, p≧-1 get infinity.
for nearly zero ε, -ε-1/2>-1.
2010-04-13-14-57 LiuHH ●●change
from set
an=bn=n-ε-1/2 ---eqn.BF051
to set
an=bn=n-1-2ε ---eqn.BF061
then the result of eqn.BF025 is
valid. eqn.BF052 would be written
as
How to evaluate O(1) ?
2010-04-13-15-07 stop
<a name="ch10b114">
2010-04-13-17-22 start
From eqn.BF052 to eqn.BF053 look
like it is a simple multiplication
by 4. This 4 possibly come from
eqn.BF050. Liu,Hsinhan is not
sure how to get eqn.BF053. We have
one summation ∑[n=1,∞]an=1/(2ε)
Why two summation
∑[m=1,∞]∑[n=1,∞]aman/max(m,n)
is simply multiply by 4?
<a name="ch10b115">Index beginIndex this file
Hilbert's Inequality never see
aman, only see ambn and amam
For example eqn.10.1, eqn.10.10.
Why aman show up at eqn.BF053
LiuHH thought aman should show
up at eqn.10.1 and eqn.10.10
proving process.
<a name="ch10b116">How Cauchy's Inequality for
countable set convert aman?
Please see eqn.10.2
Cauchy Inequality should contain
aman, please see textbook page 14
eqn.1.22, 2αβ is 2aman and 2xy is
2bmbn.
<a name="ch10b117">
LiuHH wish junior, senior level
reader also write study notes.
So that LiuHH can learn more.
LiuHH is just sophomore level
and target at freshman level.
Exercise 10.3 is NOT DONE
2010-04-13-17-46 stop
<a name="ch10b118">Index beginIndex this file
2010-04-14-11-42 start
■ Power integration is simple
Liu,Hsinhan target at freshman
level reader. Advanced reader
can take a break.
We see few power integrations.
List them as following
<a name="ch10b125">Index beginIndex this file
2010-04-14-12-11 done collect 6 eqn.
Now we pay attention how to
change from left integral to
right integral. Above six
equations has two groups.
eqn.BF035 integral variable
locate at power. 1-eqn-group.
Other five integral have their
variable locate at base. They
are 5-eqn-group.
<a name="ch10b126">
Now observe 5-eqn-group
(exclude eqn.BF035)
All left integrand has power p
and right integrand has power p+1.
For example, eqn.BF060
left integrand has power -ε-1/2
right integrand has power +1-ε-1/2
left side has 'dx'
right side has 'd(x1-ε-1/2)'
<a name="ch10b127">
Why move 'd' from d single_x to
d all_x then all_x get power + 1?
The reason is simple, very simple.
If x is length, left integration
x-ε-1/2dx has physics dimension of
length to power '-ε-1/2' plus one.
This power one come from length x
in 'dx'
<a name="ch10b128">
Right integration has d(x1-ε-1/2)
It is length to power '1-ε-1/2'.
Physics dimension is balanced.
Differentiation symbol 'd' do not
carry Physics dimension. 'd' just
say take very very tiny amount.
<a name="ch10b129">
Why right integration has division
of '1-ε-1/2' ?
This is elementary calculus rule
d[x^n]=n*d[x^(n-1)] ---eqn.BF063
In order to be able go backward
from right integration to left
integration with same value.
The forward calculation divide
a '1-ε-1/2', let backward factor
(1-ε-1/2) cancel forward 1/(1-ε-1/2)
to one.
2010-04-14-12-35 here.
<a name="ch10b130">Index beginIndex this file
If problem is ∫x-1dx
we get
∫x-1dx=∫d[x-1+1]/(-1+1) ---eqn.BF064
divide by zero !!
∫x-1dx is special integration
its answer is
∫x-1dx=log(x) ---eqn.BF065
Above is 5-eqn-group
variable is at base.
<a name="ch10b131">
Next 1-eqn-group
variable is at power.
Any power must be pure number.
If not, we have trouble.
What is the meaning of two
meters (length) to power of
three seconds (time)? This is
non-sense statement.
<a name="ch10b132">
Power must be pure number.
That is eqn.BF035 left side
e-x*λj has pure number '-x*λj'
If x is length, x*λ is pure number
then λ is 1/length !
1/λ is 1/(1/length)=length
<a name="ch10b133">
eqn.BF035 left side is
pure number e-x*λj multiply
by length dx
eqn.BF035 right side is
1/λ=1/(1/length)=length
eqn.BF035 has physics dimension
consistency !!
<a name="ch10b134">
In eqn.BF035, how denominator λ
is born ?
We know the calculus rule for
exponential function is that
d[e^y]/dy = e^y ---eqn.BF066
or
d[e^y] = e^y * dy ---eqn.BF067
<a name="ch10b135">Index beginIndex this file
now eqn.BF035 left side is
e-x*λjdx
Simple !! multiply by ONE
this ONE is next
1=-λj/(-λj) ---eqn.BF068
<a name="ch10b136">
For constant λ,
λ*dx=d(λx) ---eqn.BF069
then we have
e-x*λjd(-λjx)/(-λj) ---eqn.BF070
the term e-x*λjd(-λjx) match
d[e^y] = e^y * dy rule and
denominator λ is born.
2010-04-14-12-56 stop
2010-04-14-17-52 done proofread
2010-04-14-18-18 done spelling check
<a name="Copyright">Index beginIndex this file
2009-06-19-10-48
If you are interested in inequality,
suggest you buy the book
The Cauchy-Schwarz Master Class
written by Prof. J. Michael Steele
The Cauchy-Schwarz Master Class is
this web page's textbook.
To buy textbook, that is to show thanks
to Prof. J.M. Steele's great work.
and it is also respect copyright law.
Thank you. Freeman 2009-06-19
The Cauchy-Schwarz Master Class
J. MichaelSteele★★★★★
ISBN 978-0-521-54677-5
2009-06-19-10-56