/**/
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 39th file
Upload 2010-04-19
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
<a name="ch10c001">Index beginIndex this file
2010-04-16-11-38 start
■ Exercise 10.4 problem statement
textbook page 163
(Integral Version)
Prove the integral form of Hilbert's
inequality. That is, show that for
any f,g:[0,∞)→Real, one has
---Page 163
---line 22
---eqn.10.22
width of above equation
<a name="ch10c003">
The discrete Hilbert's inequality
(10.1) can be used to prove a
continuous version, but the strict
inequality would be lost in the
process. Typically, it is better
to mimic the earlier argument
rather than to apply the earlier
result.
2010-04-16-11-54 stop
<a name="ch10c004">
2010-04-16-11-55 start
■ Exercise 10.4 hint
textbook page 268
One can repeat the proof of the
discrete case line-by-line, and
to do so is worth one's time.
The parallel between the discrete
and continuous problems is really
quite striking.
2010-04-16-11-57 stop
<a name="ch10c005">Index beginIndex this file
2010-04-16-12-13 start
■ Exercise 10.4 solution
Exercise 10.4 hint said
[[
One can repeat the proof of the
discrete case line-by-line
]]
LiuHH need copy line-by-line.
<a name="ch10c006">
But Cauchy's Inequality for
countable set is really a puzzle.
Textbook page 14 eqn.1.22,
greater side 2αβ is 2aman and
greater side 2xy is 2bmbn and
less side αy+βx is ambn+anbm
This mean that Cauchy use same
matrix at both side of inequality.
<a name="ch10c007">
To prove Hilbert's inequality
start from generalized Cauchy's
Inequality, this explain
Hilbert's less than side. But
generalized Cauchy use same
matrix (see eqn.1.22) at greater
than side, which shows aman and
bmbn.
<a name="ch10c008">
To prove Hilbert from Cauchy,
we should start from greater
than side aman and convert
greater than side Hilbert
matrix (show aman) to identity
matrix (set aman m≠n to zero).
But Problem 10.1 use Cauchy's
Inequality for countable seteqn.10.2 and did not say how
to convert.
<a name="ch10c009">Textbook page 157 line 16
eqn.BE120 has double sum for
1/(m+n) and for (m/n), But not
use aman. equation use amam.
Liu,Hsinhan still think why.
Exercise 10.4 is NOT DONE
2010-04-16-12-45 stop
<a name="ch10c010">Index beginIndex this file
2010-04-16-14-20 start
■ Exercise 10.5 problem statement
textbook page 164
(Homogeneous Kernel Version)
If the function K:[0,∞)×[0,∞)→[0,∞)
has the homogeneity property
<a name="ch10c011">
K(λx,λy)=λ-1K(x,y) ---eqn.BG001
for all λ>0, then for any pair
of function f,g:[0,∞)→Real one
has
---Page 269
---line 10
---eqn.BG012 & eqn.BG013
width
<a name="ch10c024">
so we see at least that
I≦
u=∞
∫
u=0
K(1,u)
du
√u
(
x=∞
∫
x=0
|f(x)|2dx
)
1/2
(
v=∞
∫
v=0
|g(v)|2dv
)
1/2
---Page 269
---line 12
---eqn.BG014
width of above equation
<a name="ch10c025">Index beginIndex this file
2010-04-16-18-46 here
This completes the solution of the
exercise with c given by the first
of the three indicated integrals,
and we can make a simple change of
variables to check that all three
of the integrals are equal.
<a name="ch10c026">
This argument is yet another of the
gems from Schur's remarkable 1911
paper. Actually, Schur proved the
tricker finite range result.
---Page 269
---line 18
---eqn.BG015
width of above equation
<a name="ch10c028">
where 0≦a≦b≦∞.
In this case, the domain of
integration changes with the
change of variables, but the
original plan still works.
2010-04-16-19-00 stop
<a name="ch10c029">Index beginIndex this file
2010-04-16-19-28 start
■ Exercise 10.5 solution
The requirement
K(λx,λy)=λ-1K(x,y) ---eqn.BG001
satisfy Hilbert inequality
matrix element mij function.
<a name="ch10c030">
For element located at (i,j)
place, its element value is
mij=1/(i+j) ---eqn.BG016
See a 3×3 Hilbert matrix eqn.BE108How to build matrix element value.
<a name="ch10c031">
If change i to 3*i and change
j to 3*j, then
m3i,3j=1/(3i+3j)=1/[3(i+j)] ---eqn.BG017
here '3' is 'λ' in eqn.BG001
'3' does factor out with a
power of -1. (we get 1/3)
<a name="ch10c032">
Start from eqn.BG006, which
can be Hilbert's Inequality
eqn.10.1 less than side
integral version with
K(i,j)=mij=1/(i+j) ---eqn.BG018
<a name="ch10c033">
From eqn.BG006 to eqn.BG007 is
separation of variable partially.
Since K(x,y) is in y integration
and K(x,y) still contain x.
<a name="ch10c034">Index beginIndex this file
From eqn.BG007 to eqn.BG008 use
the condition
K(λx,λy)=λ-1K(x,y) ---eqn.BG001
The magic part is that K(λx,λy)
factor out a 1/λ and y=ux let dy
factor out a λ. λ multiply 1/λ
get one. λ disappear !!
<a name="ch10c035">
From eqn.BG008 to eqn.BG009 is
the cancellation of λ/λ=1 or
x/x=1
K(x,y) change to K(1,u) where '1'
is constant. K(1,u) is a function
of u only.
From eqn.BG009 to eqn.BG010 is
separation of variable.
<a name="ch10c036">
Integration in {...} of eqn.BG010
is a function of x and u is a
constant to x integration. We can
apply Schwarz's inequality to x
integration. Get eqn.BG011 and
eqn.BG012.
eqn.BG012 has g(ux), we change
variable again, let v=ux, to
eliminate 'u' from g(ux). That
is the process from eqn.BG012
to eqn.BG013.
<a name="ch10c037">
Put partial calculation back to
whole equation of eqn.BG010, we
have eqn.BG014. Two square root
of integration are Hilbert's
greater than side two-norms.
u integration in eqn.BG014 is
Hilbert's greater than side
coefficient.
Exercise 10.5 is done
2010-04-16-20-06 stop
<a name="ch10c038">Index beginIndex this file
2010-04-16-21-42 start
■ Exercise 10.6 problem statement
textbook page 164
(The Method of "Parameterized
Parameters")
For any positive weights wk,
k=1,2,...,n, Cauchy's inequality
can be restated as a bound on
the square of a general sum
---Page 164
---line 12
---eqn.10.23
width of above equation
<a name="ch10c040">
and given such a bound it is
sometimes useful to note the
values wk, k=1,2,...,n, can be
regarded as free parameters.
The natural question then
becomes, "What can be done with
this freedom?" Oddly enough,
<a name="ch10c041">
one may then benefit from
introducing yet another real
parameter t so that we can
write each weight wk as wk(t).
<a name="ch10c042">
This purely psychological step
hopes to simplify our search
for a wise choice of the wk by
refocusing our attention on
desirable properties of the
functions wk(t), k=1,2,...,n.
<a name="ch10c043">Index beginIndex this file
Here we want to squeeze
information out of the bound
(10.23), and one concrete idea
is to look for choices where
<a name="ch10c044">
(1) the first factor of the
product (10.23) is bounded
uniformly in t and where
(2) one can calculate the
minimum value over all t
of the second factor.
<a name="ch10c045">
These may seem like tall orders,
but they can be filled and the
next three steps show how this
plan leads to some marvelous
inferences.
<a name="ch10c046">
(a) Show that if one takes
wk(t)=t+k2/t ---eqn.BG019
for k=1,2,...,n. then the
first factor of the
inequality (10.23) is
bounded by π/2 for all t≧0
and all n=1,2,...
<a name="ch10c047">
(b) Show that for this choice
we also have the identity
min
t:t≧0
{
k=n
∑
k=1
ak2wk(t)
}
= 2
{
k=n
∑
k=1
ak2
}
1/2
{
k=n
∑
k=1
k2ak2
}
1/2
---Page 164
---line 31
---eqn.BG020
width of above equation
---Page 165
---line 2
---eqn.10.24
width of above equation
<a name="ch10c050">
This curious bound is known as
Carlson's inequality, and it
has been known since 1934.
Despite several almost arbitrary
steps on the path to the
inequality (10.24),
<a name="ch10c051">
the value π2
cannot be replaced by a smaller
one, as one can prove by the
stress testing method (page 159)
though not without thought.
2010-04-16-22-33 stop
<a name="ch10c052">Index beginIndex this file
2010-04-16-23-24 start
■ Exercise 10.6 hint
textbook page 269
Integral comparison gives part (a)
by
---Page 270
---line 2
---eqn.BG023
width of above equation
is minimized by taking
t=(B/A)1/2 ---eqn.BG024
<a name="ch10c056">
Part (c) just assembles the pieces.
2010-04-16-23-50 stop
<a name="ch10c057">Index beginIndex this file
2010-04-17-00-05
Chapter 10 title is
"Hilbert's Inequality and
Compensating Difficulties"
what is "compensating difficulties"?
2009-10-01-22-28 LiuHH access
http://www.carma.newcastle.edu.au/~jb616/hw.pdf
hilbert_carma.newcastle.edu.au_981001.pdf
this file page 3/15 has
[[
Proof of Theorem 1. We may assume the
right-hand side is finite. We apply
H¨older’s inequality with what Hardy
calls “compensating difficulties”
(inserting a term and its reciprocal)
.....
]]
<a name="ch10c058">
For example, please see eqn.BF044
red term.
First appearance is eqn.10.4
it is black print, not red.
2010-04-17-00-17 stop
<a name="ch10c059">Index beginIndex this file
2010-04-17-12-12 start
■ One data, two data, one data+prob.
Index use "UQ" link to here. "UQ"
is arbitrary assigned two bytes
string not used elsewhere.
Exercise 10.6 Problem statement
start from eqn.10.23 and describe
using "Cauchy's inequality"
<a name="ch10c060">
If you read textbook chapter by
chapter and come to this point,
you should know Cauchy's rule
very well. If you did not read
previous chapters and just stop
by here. Following is a brief
for you.
<a name="ch10c061">
If we have observed data in hand,
for example, pressure data,
temperature data, distance data
etc. Different calculation give
us different answer. Inequality
math. compare several answers.
<a name="ch10c062">
Cauchy's inequality need two data
sequences. Chapter 01
Rearrangement inequality need
two data sequences. Chapter 05
Holder Inequality is broader than
Cauchy. Chapter 09
Hilbert's inequality need two data
sequences. Chapter 10<a name="ch10c063">
Simple AM-GM inequality need one
data sequence. Chapter 02
Generalized AM-GM ineq. is under
power mean next.
Power mean inequality need one
data sequence, one probability
sequence. Chapter 08
Jensen's inequality need one
data sequence, one probability
sequence. Chapter 06<a name="ch10c064">Index beginIndex this file
Data sequence indicate numbers
with physics dimension, for
example 'meter' for length.
Probability sequence can not
have physics dimension. The
word "mean" ask for averaging
coefficients. Probability is
good candidate for "mean".
Prob. seq. must be pure numbers.
Prob. seq. must be 0≦pk≦1
Prob. seq. must be ∑[k]pk=1
<a name="ch10c065">
Please read each chapter for
detail. Here just tell you for
Cauchy, we need two sequences.
Problem statement give us one
sequence a1,a2,...,an
Can Cauchy work with just one
sequence? The answer is no.
<a name="ch10c066">
Cauchy require two sequences.
For sequences a1,a2,...,an and
b1,b2,...,bn
Cauchy's inequality less than
side is dot product of two
sequences a1b1+a2b2+...+anbn
Cauchy's inequality greater
than side is product of 2-norm
of each sequence. ∥a∥2∥b∥2<a name="ch10c067">
Textbook tell us two tricks for
Cauchy to meet ONE sequence.
First is 1-trick
Second is splitting trick<a name="ch10c068">
If given one sequence {a} and
not given second sequence {b}
1-trick build {b} as [1,1,...,1]
Given a1,a2,...,an dot product
with [1,1,...,1] get a1+a2+...+an
satisfy Cauchy.
<a name="ch10c069">Index beginIndex this file
If given one sequence {a} and
not given second sequence {b}
splitting-trick split {a} as
first seq.=[√a1,√a2,...,√an]
second seq=[√a1,√a2,...,√an]
<a name="ch10c070">
Dot product two sequences get
a1+a2+...+an
Square root is equal power split.
It is possible do other split.
For example
first seq. use power 0.3,
second seq. use power 0.7 etc.
Must sum power to ONE 0.3+0.7=1<a name="ch10c071">
If not use power splitting,
Cauchy accept negative seq.
elements.
If use power splitting,
Cauchy must use non-negative
seq. elements. Since square
root of negative is complex
which we want to avoid.
<a name="ch10c072">
Exercise 10.6 use third method
to satisfy Cauchy.
Third method close to 1-trick
1-trick use honest 1 as one.
Third method use wk/wk as one.
<a name="ch10c073">
Hope above brief introduction
help you understand the back-
ground of Exercise 10.6.
2010-04-17-13-19 stop
<a name="ch10c074">Index beginIndex this file
2010-04-17-14-48 start
■ Exercise 10.6 solution
We have one data sequence in
hand a1,a2,...,an. We build
second sequence [1,1,...1]
which is
---eqn.BG026
Above sequence is for illustration and is not used.
Real application is eqn.BG027 and eqn.BG028
width
<a name="ch10c078">
Why use square root of wk?
Compare eqn.10.23 with Cauchy's
inequality eqn.1.7. eqn.1.7
greater than side ak2 show up at
eqn.10.23 greater than side.
<a name="ch10c079">Index beginIndex this file
ak2 get a company wk (that is ak2wk)
ak squared get ak2, then
wk original face must be √(wk)
Since follow ak, square operation
for √(wk) get wk.
That is why we use √(wk) to
build two sequences as following.
<a name="ch10c082">
2010-04-17-15-28 here
Dot product two sequences get
a1+a2+...+an
Cauchy's ineq. greater than side
use 2-norm for both sequences
eqn.BG027 and eqn.BG028.
<a name="ch10c083">
2-norm for eqn.BG027 is take
square for each element as
first step. Second step is
sum these squares. We start
from 1/√wk, now 2-norm
square 1/√wk first, recover
original face 1/wk Second
step is sum 1/wk then we
get eqn.10.23 {∑1/wk} term
width
<a name="ch10c085">
Cauchy's greater than side "wk(t) only" two-norm term is
(
t
t2+12
)
2/2
+
(
t
t2+22
)
2/2
+...+
(
t
t2+n2
)
2/2
---eqn.BG030
width
<a name="ch10c086">
Each term in (division) in
eqn.BG030 is 1/wk(t)
Red power 1/2 in eqn.BG030 is
build by us at eqn.BG027
Blue power 2 in eqn.BG030 is
Cauchy's operation.
eqn.BG030 become eqn.BG021
2010-04-17-16-21 here
<a name="ch10c087">
Now solve problem (a)
Exercise 10.6 hint guide us
eqn.BG021 < eqn.BG022
this step is an application of
eqn.BE123<a name="ch10c088">
What is t domain? Problem (a)
tell us that "for all t≧0"
so eqn.BG021 are all positive
terms and gradual decrease term
value. Satisfy "nonnegative
decreasing function" requirement.
Application of eqn.BE123 is
reasonable.
<a name="ch10c089">Index beginIndex this file
Next in eqn.BG022 left integral
is less/equal to right integral.
First is change variable
x=t*y ---eqn.BG031
This change of variable require
that t≠0, otherwise we can not
cancel t from numerator and
denominator. "for all t≧0"
become "for all t>0"
<a name="ch10c090">
Second is extend integration
upper bound from x=n to y=∞
This change bound cause '≦'
in eqn.BG022.
(if n initial value is ∞,
equality in '≦' active.)
<a name="ch10c091">
Right end equality in eqn.BG022
is a simple formula from integral
table. (Peirce, page 62, item 480)
2010-04-17-16-54 here
<a name="ch10c092">
Now solve problem (b)
Problem (b) ask for minimum value.
Minimum or maximum problem involve
define f(t) and set d[f(t)]/dt to
zero.
Problem (b) specified f(t) be
---eqn.BG031 f(t) ---eqn.BG029 w(t)
width of above equation
<a name="ch10c094">Index beginIndex this file
Put wk(t) into f(x) we get
eqn.BG023. Here t is variable.
Lump all non-t term to constants
'A' and 'B' as shown in eqn.BG023
right side. f(t) look like
f(t)=A*t+B/t ---eqn.BG032
<a name="ch10c095">
If t is small (0<t<1),
A*t drop out and B/t dominate.
Curve similar to g(t)=1/t
If t is great (t>10),
B/t drop out and A*t dominate.
Curve similar to h(t)=t
<a name="ch10c096">
g(t) shoot to infinity as t→0
h(t) go to infinity as t→∞
In between we have minimum f(t)
value. Mark this special t as t0
(t is variable, t0 is constant)
Find t0 as following. Set
d[f(t)]/dt=0 ---eqn.BG033
that is set
d[A*t+B/t]/dt=0 ---eqn.BG034
get A+(-1)B/t/t=0
or A*t*t=B
<a name="ch10c097">
The result is
t0=(B/A)1/2 ---eqn.BG024
Constants A and B are defined
in eqn.BG023
Put t0 to eqn.BG032
min_f(t)=A*(B/A)1/2+B*(A/B)1/2
=2*A1/2*B1/2=eqn.BG020problem (b) solved.
2010-04-17-17-27 here
<a name="ch10c098">
Now solve problem (c)
Problem (c) ask for proving
eqn.10.24
We start at eqn.10.23
with given
wk(t)=t+k2/t ---eqn.BG019
width of above equation
<a name="ch10c101">
Problem (b) tell us that ∑ak2wk term in eqn.BG036
is bounded by eqn.BG020, one more replacement get
(a1+a2+...+an)2
≦
π
2
× 2
{
k=n
∑
k=1
ak2
}
1/2
{
k=n
∑
k=1
k2ak2
}
1/2
---eqn.BG037
width of above equation
<a name="ch10c102">
In eqn.BG037, cancel 2.
Whole equation take square, the
result is our goal eqn.10.24.
Exercise 10.6 is done.
2010-04-17-18-05 stop
<a name="ch10c103">
We start at
wk(t)=t+k2/t ---eqn.BG019
with 't' as variable. The final
answer eqn.10.24 do not have t !
Can you find out which step
eliminated t? How to remove t?
2010-04-17-18-10 stop
<a name="ch10c103a">
2010-04-19-16-03 start
eqn.BG033 is next
d[f(t)]/dt=0 ---eqn.BG033
If we define
g(t)=d[f(t)]/dt ---eqn.BG077
and not set d[f(t)]/dt to zero
then t vary, g(t) value change.
<a name="ch10c103b">
g(t) is a curve which has one
degree of freedom.
Now we set d[f(t)]/dt to zero.
(or set to any non-zero, same)
One degree of freedom evaporated.
1 dof - 1 constraint = 0 dof
Variable t become constant t0.
2010-04-19-16-11 stop
<a name="ch10c104">Index beginIndex this file
2010-04-17-19-54 start
■ Exercise 10.7 problem statement
textbook page 165
(Hilbert's Inequality via the
Toeplitz Method)
Show that the elementary integral
<a name="ch10c109">
then show that this representation
and Schwarz's inequality yield
a quick and easy proof of
Hilbert's inequality.
2010-04-17-20-22 stop
<a name="ch10c110">Index beginIndex this file
2010-04-17-20-24 start
■ Exercise 10.7 hint
textbook page 270
Since |t-π|≦π ---eqn.BG041
for t in [0,2π], we have
<a name="ch10c114">
2010-04-17-20-56 here
This remarkably quick way of
obtaining Hilbert's inequality
is known as Toeplitz's method.
Hilbert's original proof also
used trigonometric integrals,
<a name="ch10c115">Index beginIndex this file
but those used by Hilbert were
not quite as efficient.
Toeplitz's argument tells us
more generally that if φ is any
bounded function on [0,2π] with
Fourier coefficients cn,
-∞<n<∞, then one has the bound
<a name="ch10c117">
Integral representation can also
be used to prove more distinctive
generalization of Hilbert's
inequality. For example, if
α is not an integer, one finds
2010-04-17-21-26 stop
<a name="ch10c120">Index beginIndex this file
2010-04-18-09-52 start
■ Exercise 10.7 solution
First verify eqn.BG038
The following
i = sqrt(-1)
n = positive integer, 1/n OK.
t = variable, 0≦t≦PI
e = 2.718281828459045
<a name="ch10c121">
2010-04-18-09-55
∫[t=0,2PI]t*e^(int)*dt ---eqn.BG048
//insert 1=(in)/(in)
= ∫[t=0,2PI]t*e^(int)*d(int)/(in)
//d[e^x]/dx=e^x, here x=int
= ∫[t=0,2PI]t*d(e^(int))/(in) ---eqn.BG049
<a name="ch10c122">
//next line integration by parts
= [t=0 & 2PI]t*(e^(int))/(in) - ---eqn.BG050
- ∫[t=0,2PI](dt)*(e^(int))/(in)
//insert 1=(in)/(in)
= {2PI*[e^(in2PI)]-0*e^0}/(in) - ---eqn.BG051
- ∫[t=0,2PI](d(int))*(e^(int))/(in)/(in)
<a name="ch10c123">
//Euler formula e^(iθ)=cos(θ)+i*sin(θ)
= {2PI*[cos(n2PI)+i*sin(n2PI)]}/(in) - ---eqn.BG052
- ∫[t=0,2PI]d(e^(int))/(in)/(in)
= [2PI*(1+0)]/(in) - ---eqn.BG053
- [(e^(in2PI))-(e^(in*0))]/(in)/(in)
<a name="ch10c124">
= 2PI/(in) - ---eqn.BG054
- {[cos(n2PI)+i*sin(n2PI)]-1}/(in)/(in)
= 2PI/(in) - ---eqn.BG055
- [(1+i*0)-1]/(in)/(in)
= 2PI/(in) ---eqn.BG056
2010-04-18-10-06
<a name="ch10c125">Index beginIndex this file
2010-04-18-10-07
∫[t=0,2PI]e^(int)*dt ---eqn.BG057
= ∫[t=0,2PI]e^(int)*d(int)/(in) ---eqn.BG058
= ∫[t=0,2PI]d[e^(int)]/(in) ---eqn.BG059
= [e^(in2PI)-e^(in*0)]/(in) ---eqn.BG060
= [cos(n2PI)+i*sin(n2PI)-1]/(in) ---eqn.BG061
= [1+i*0-1]/(in) ---eqn.BG062
= 0
<a name="ch10c126">
2010-04-18-10-12
∫[t=0,2PI]t*e^(int)*dt ---eqn.BG063
-PI*∫[t=0,2PI]e^(int)*dt
= 2PI/(in) -PI*0
= 2PI/(in)
<a name="ch10c127">
2010-04-18-10-14
Next is eqn.BG038
{ ∫[t=0,2PI]t*e^(int)*dt ---eqn.BG064
-PI*∫[t=0,2PI]e^(int)*dt
}/(2PI)
= 2PI/(in)/(2PI)
= 1/(in)
correct !! same as eqn.BG038
2010-04-18-10-15 stop
<a name="ch10c128">
2010-04-18-12-20 start
Above is to verify eqn.BG038
How to change from eqn.BG038
to eqn.BG039?
The difference between eqn.BG038
and eqn.BG039 is that e^(int) in
eqn.BG038 change to product of
two summations.
<a name="ch10c129">
It is better write eqn.BG039 as
following
change ak to am and change relatives
change bk to bn and change relatives
width
<a name="ch10c130">
∫[t=0,2π] take t as variable and m,n are constants.
∑[m=1,m=N] take m as variable and t,n are constants.
∑[n=1,n=N] take n as variable and t,m are constants.
Because t,m,n are not linked each other,
it is possible to switch order as next line
<a name="ch10c131">Index beginIndex this file
I =
m=N
∑
m=1
n=N
∑
n=1
1
2π
2π
∫
t=0
(t-π)
ameimt
bneint
dt
---p.165, L.13
---switch order
---eqn.BG066
width
<a name="ch10c132">
In eqn.BG066 we bring
ameimt
and
bneint
together.
am and bn are constants to integration variable t.
Move am and bn out, write eqn.BG066 as next
<a name="ch10c133">
<a name="ch10c136">
Why i=sqrt(-1) show up in eqn.BG068?
2010-04-18-13-00 here
<a name="ch10c137">Index beginIndex this file
2010-04-18-13-22 continue
Above is Hilbert's Inequality
less than side.
Below is Hilbert's Inequality
greater than side.
<a name="ch10c138">
Greater than side also start
from eqn.BG039
eqn.BG039 integrand has a
factor (t-π) We know the
integration
start from t=0 , end at t=2PI
all shift -π get
<a name="ch10c139">
start: t-π=0-π , end: t-π=2π-π
that is
start: t-π=-π , end: t-π=π
Last line tell us that
-π≦t-π≦π, here t is variable.
-π≦t-π≦π again tell us that
|t-π|≦π ---eqn.BG069
We write equality eqn.BG039 to
next inequality
<a name="ch10c141">
2010-04-18-13-43 here
eqn.BG039 is equality equation.
The condition
|t-π|≦π ---eqn.BG069
change eqn.BG039 to eqn.BG070.
eqn.BG070 has same bound as
eqn.BG069. We can add absolute
sign to eqn.BG070, which is
eqn.BG042<a name="ch10c142">Index beginIndex this file
From eqn.BG042 to eqn.BG043, it
is application of Schwarz's
inequality eqn.1.19
how eqn.BG043 change to
eqn.BG044?
2010-04-18-14-44 stop
<a name="ch10c143">
2010-04-18-14-55 start
eqn.BG043 use absolute value.
For the term akeikt we need
only its absolute value.
We know
|eikt|=1 ---eqn.BG071
<a name="ch10c144">
We simply drop eikt from ak
and drop eikt from bk. Left
only ∑ak and ∑bk they are
not function of t. Separate
k summation from t integration.
k summation goto eqn.BG044
t integration get value 2π
and cancel denominator 2π to
one.
<a name="ch10c145">
That is how we get eqn.BG044 .
eqn.BG044 is Hilbert's Inequality
greater than side.
eqn.BG068 is Hilbert's Inequality
less than side. Let
eqn.BG068 ≦ eqn.BG044
It is NOT Hilbert's Inequality
because the factor 1/i in
eqn.BG068
Exercise 10.7 is NOT DONE.
2010-04-18-15-08 stop
<a name="ch10c146">Index beginIndex this file
2010-04-18-16-33 start
■ Exercise 10.8 problem statement
textbook page 165
(Functional Equation for the
Gamma Function)
Recall that the gamma function is
defined by the integral
<a name="ch10c149">
As a consequence, one finds that
the evaluation of the integral
(10.8) yields the famous functional
equation for the Gamma function,
<a name="ch10c156">
2010-04-18-18-46 here
In eqn.BG075
"aa=" is insert a "1=r/r"
"bb=" is change variable
from 'tr' to 's'
"cc=" insert "1=(-1)/(-1)"
"dd=" is exdx=d[ex], x=-s
<a name="ch10c157">
In eqn.BG075, replace 'r' with
'1+y', indeed, eqn.BG074 first
line red term is an integral
representation for 1/(1+y).
<a name="ch10c158">Index beginIndex this file
From eqn.BG074 line 1 to line 2
group all y-term into {...} and
calculate as following
<a name="ch10c160">
2010-04-18-19-35 here
In eqn.BG076, start term has
e-ty*dy and y2λ
where e-ty is master, we unify
variable from 'y' to '-ty'
<a name="ch10c161">
"ee=" insert a red 1=t2λ*t-2λ
"ee=" insert a blue 1=d(ty)/t
"ff=" merge to (ty)2λ
"gg=" change variable from ty to x
"gg=" right side numerator has
form match eqn.BG072<a name="ch10c162">Index beginIndex this fileeqn.BG072 x power (λ-1) plus 1
become Γ(λ) parameter λ.
"gg=" numerator x power (-2λ)
plus 1 become Γ(α) parameter
1-2λ, that is Γ(1-2λ)
"gg=" denominator t1-2λ is constant
not influenced by x or y.
eqn.BG076 answer is Γ(1-2λ)/t1-2λ
Above is from eqn.BG074 line 1 to
line 2.
<a name="ch10c163">
From eqn.BG074 line 2 to line 3
is easy. In line 3, write 1/t1-2λ
as t-1+2λ. Γ(1-2λ) is not a
function of t. it is a constant.
In line 3, all 't' term is in
Γ function definition form.
<a name="ch10c164">
Variable t power '-1+2λ' plus one
is 2λ,
Variable t power '-1+2λ' plus one
is Γ function variable. We get Γ(2λ)
Γ(2λ) together with first Γ(1-2λ)
become final answer Γ(1-2λ)Γ(2λ).
<a name="ch10c165">Index beginIndex this file
Gamma function parameter must be
greater than zero, we have
for Γ(1-2λ): 1-2λ>0 ⇒ 1/2>λ
for Γ(2λ) : 2λ>0 ⇒ λ>0
That is 1/2>λ>0
2010-04-18-20-00 stop
2010-04-19-17-01 done proofread
2010-04-19-19-16 done spelling check
========= Chapter ten end here =========
<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