AM–GM, Cauchy–Schwarz and the triangle inequality

Prove and apply the AM–GM, Cauchy–Schwarz and triangle inequalities, including their equality cases.

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An inequality proof shows that one expression can never be smaller than another, for every allowed value of the variables. Two classical inequalities do most of the work at H3 level. The AM–GM inequality compares a sum with a product, and the Cauchy–Schwarz inequality compares a sum of products with sums of squares. This lesson proves both from the fact that a square is never negative, uses them to find least and greatest values, and shows the two checks that examiners look for: that every step is valid for the stated variables, and that the equality case can actually occur.

AM–GM from a square

For real a,b ≥ 0, (square root of a - square root of b)² ≥ 0 expands to a + b-2 square root of ab ≥ 0. Rearranging gives the two-variable AM–GM inequality:

(a + b)/2 ≥ square root of ab (a,b ≥ 0),

with equality exactly when square root of a = square root of b, that is a = b. The arithmetic mean is at least the geometric mean. More generally, for non-negative a₁,…,aₙ,

(a₁ + a₂ + … + aₙ)/n ≥ nth root of (a₁a₂… aₙ),

with equality exactly when all the aᵢ are equal.

AM–GM turns a fixed product into a lower bound for a sum. For x > 0,

x + 4/x ≥ 2 square root of (x · 4/x) = 4,

with equality when x = 4/x, that is x = 2. So the least value of x + 4/x is 4. A bound is a least value only if its equality case is allowed.

Worked example 1

Split a term to fix the product

Find the least value of x² + 2/x for x > 0, without calculus.

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  1. Choose terms with a constant product

    Method

    Write 2/x = 1/x + 1/x and apply AM–GM to the three terms x², 1/x, 1/x.

    Reason

    Applying two-term AM–GM to x² and 2/x gives 2 square root of 2x, which still depends on x. Splitting makes the product x² · 1/x · 1/x = 1 constant.

    Working

    Answer

    x² + 1/x + 1/x ≥ 3 cube root of (x² · 1/x · 1/x); = 3.
  2. Check that equality can occur

    Working

    Answer

    Equality needs x² = 1/x, so x = 1, which is allowed. The least value is 3, attained at x = 1.

Spot the mistake 1

A bound that is never reached

About 5 min

A student is asked for the least value of x + 1/x for x ≥ 2. The student writes x + 1/x ≥ 2 square root of (x · 1/x) = 2 and answers 2. Explain the error and find the least value.

Write your answer, then compare it with the solution

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  1. Test the equality case

    Method

    Equality in AM–GM needs x = 1/x, that is x = 1.

    Reason

    x = 1 is not in the domain x ≥ 2, so the value 2 is a true lower bound but is never attained.

    Working

    Answer

    For x ≥ 2,

    (x + 1/x)-5/2 = (2x²-5x + 2)/(2x) = ((2x-1)(x-2))/(2x) ≥ 0,

    since 2x-1 > 0, x-2 ≥ 0 and x > 0. Equality holds at x = 2, so the least value is 5/2.

Exam-style question 1

A product of three sums

4 marks

Prove that for all positive real numbers a, b, c,

(a + b)(b + c)(c + a) ≥ 8abc,

and state when equality holds. [4]

Write your answer, then compare it with the solution

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  1. Bound each factor

    Method

    By AM–GM, a + b ≥ 2 square root of ab, b + c ≥ 2 square root of bc, c + a ≥ 2 square root of ca.

    Reason

    Each factor is a sum of two positive numbers.

    Working

    Answer

    All six quantities are positive, so the inequalities may be multiplied:

    (a + b)(b + c)(c + a) ≥ 8 square root of (ab · bc · ca) = 8abc.
  2. Equality

    Method

    Equality needs equality in all three bounds.

    Reason

    A product of strict and non-strict inequalities between positives is strict.

    Working

    Answer

    So equality holds exactly when a = b, b = c and c = a, that is a = b = c. blacksquare

Cauchy–Schwarz from a quadratic

For real a₁,…,aₙ and b₁,…,bₙ,

(∑ᵢ₌₁ⁿ aᵢbᵢ)² ≤ (∑ᵢ₌₁ⁿ aᵢ²)(∑ᵢ₌₁ⁿ bᵢ²).

Proof. If every aᵢ = 0, both sides are 0. Otherwise consider

q(t) = ∑ᵢ₌₁ⁿ(aᵢt + bᵢ)² = (∑ aᵢ²)t² + 2(∑ aᵢbᵢ)t + ∑ bᵢ².

As a sum of squares, q(t) ≥ 0 for every real t, and its leading coefficient is positive, so its discriminant is at most 0:

4(∑ aᵢbᵢ)²-4(∑ aᵢ²)(∑ bᵢ²) ≤ 0,

which is the inequality. Equality holds exactly when q has a real root t, so that bᵢ = -taᵢ for every i: the two lists are proportional.

In vector form this is |a · b| ≤ |a||b|. The triangle inequality follows:

|a + b|² = |a|² + 2 a · b + |b|² ≤ (|a| + |b|)².

For real numbers, |x + y| ≤ |x| + |y|, with equality exactly when xy ≥ 0.

Check your understanding 1

A greatest value on a sphere

Real numbers x, y, z satisfy x² + y² + z² = 1. Use Cauchy–Schwarz to find the greatest value of x + 2y + 2z and the point where it occurs.

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With (1,2,2) and (x,y,z): (x + 2y + 2z)² ≤ (1 + 4 + 4)(x² + y² + z²) = 9, so x + 2y + 2z ≤ 3. Equality needs (x,y,z) proportional to (1,2,2) with positive constant and length 1: (x,y,z) = (1/3,2/3,2/3), which gives 1/3 + 4/3 + 4/3 = 3.

Common mistakes

  • Using AM–GM with a negative term. The inequality needs every term to be non-negative.
  • Multiplying inequalities whose sides may be negative.
  • Stating a least or greatest value without checking that the equality case satisfies every condition in the question.
  • Applying AM–GM to terms whose product still depends on the variable, which gives a bound that is not a constant.
  • In Cauchy–Schwarz, forgetting that equality needs the two lists to be proportional, and with the right sign for a greatest value.

Before you move on

Check your understanding 2

Two least values

  1. Find the least value of 4x + 9/x for x > 0.
  2. Positive real numbers x, y, z satisfy xyz = 8. Find the least value of x + y + z.

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  1. 4x + 9/x ≥ 2 square root of (4x · 9/x) = 12, with equality when 4x = 9/x, that is x = 3/2. The least value is 12.
  2. x + y + z ≥ 3 cube root of xyz = 3 cube root of 8 = 6, with equality when x = y = z = 2, which satisfies xyz = 8. The least value is 6.

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