absolute value
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Short set of notes by Phil (dated 8.14.09) that states and proves a numbered list of absolute value theorems. Part A covers complex numbers: |ab|=|a||b|, the Cauchy-Schwarz inequality (including a Hilbert space proof), and the triangle inequality with two proofs and variants. Part B covers real-only results such as |a-b| ≥ ||a|-|b|| and an epsilon corollary, citing Ahlfors, Stakgold and Wikipedia.
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Absolute value theorems PhL 8.14.09
************** A. Theorems where a and b are complex numbers ***********************
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Theorem 1: |ab| = |a||b|
Proof: Let a = Aeiα and b = Beiβ. Then |ab| = AB, |a| = A, |b| = B, QED. You can think of a and b as vectors in the space Cn where n = 1. If we made n-dimensional vectors A = (a1, a2. ,,,,, an) and similarly for b, then this Theorem 1 is seen to be the famous Cauchy Schwarz Inequality |AB| ≤ |A| |B| in Cn. So let's write this out as a variant of Theorem 1: [ note that ai and bi are just arbitrary complex numbers ]
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Theorem 1A: |a1b1 + a2b2| ≤ |a1+a2| |b1+ b2| ≤ (|a1| + |a2|) (|b1| + |b2|)
| Σi aibi | ≤ |Σi ai| | Σi bi | ≤ (Σi | ai|) (Σi | bi|)
Proof: The first ≤ sign on both lines is the CSI as just noted (and which I will prove in a moment). The second ≤ sign on each line comes from Theorem 2 (or Theorem 2C) stated below. According to Ahlfors, it is the comparison of the first with the third expressions which he calls Cauchy's Inequality on p 10.
But others refer to the CSI itself as Cauchy's Inequality.
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Theorem 1B: |<x,y>| ≤ <x,x><y,y> x,y any Hilbert Space, including Cn
The Cauchy-Schwarz Inequality = CSI in my notes (apologies to the Russian B)
Proof: Stakgold page 107 has a short proof, but it is specific to Rn. Wiki gives a short proof which works for any Hilbert Space, as follows. (The trick is to pick λ in a smart way.) Remember that an inner product is a complex number and that <a,b> = <b,a>*. This proof uses <x,λy> = <x,y> which is the Stakgold/Math form, not the Quantum Mechanics form.
Here is some algebra to go with the above:
(x,x) -(x,y) - λ (y,x) + |λ|2 (y,y) =
= (x,x) -(y,x)(x,y)/(y,y) - (x,y) (y,x)/(y,y) + (x,y) (y,x)/ (y,y) // two terms cancel
= (x,x) -(y,x)(x,y)/(y,y) = (x,x) - |(x,y)|2/(y,y) ≥ 0
So you conclude that |(x,y)|2≤ (x,x) (y,y)
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Theorem 2: |a + b| ≤ |a| + |b|
Proof # 1. Let a = x+iy and b = u + iv. Then
|a + b|2 = |(x+u) + i(y+v)|2 = (x+u)2 + (y+v)2
|a|2 = x2 + y2
|b|2 = u2 + v2
So we need to show that, where all square roots are positive,
[(x+u)2 + (y+v)2]1/2 ≤ [x2 + y2]1/2 + [u2 + v2]1/2 (5)
We will now construct a sequence of steps which, when run backwards, show the above is true. Square both sides:
(x+u)2 + (y+v)2 ≤ x2 + y2 + u2 + v2 + 2 [x2 + y2]1/2[u2 + v2]1/2 (4)
2xu + 2yv ≤ 2 [x2 + y2]1/2[u2 + v2]1/2
xu + yv ≤ [x2 + y2]1/2[u2 + v2]1/2 (3)
Square both sides
x2u2 + y2v2 ≤ [x2 + y2][u2 + v2] = x2u2 + y2 v2 + y2u2 + x2 v2 (2)
0 ≤ y2u2 + x2 v2 (1)
So start with (1) and go backwards and you end up with 5 and hence theorem is proved.
Proof #2. Think of a and b as 2D vectors in the complex plane:
Then |a + b| ≤ |a| + |b| because the length of side a+b is obviously at most the sum of the lengths of sides a and b and this happens when θ = π. Hence this theorem is always called "the triangle inequality".
Comment: we know that c2 ≡ (a+b)2 = a2 + b2 + 2ab = a2 + b2 – 2abcosθ where now a and b are lengths of triangle sides, not complex numbers. Thus, the RHS here ranges from (a-b)2 to (a+b)2 . So for sure this tells us c2 ≤ (a+b)2 or c ≤ a+b, which is our theorem's claim.
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Theorem 2A: |a – b| ≤ |a| + |b|
Proof: Just take b → -b in Theorem 2, QED. Just a different triangle:
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Theorem 2B: |a-b| ≤ |a-c| + |b-c|.
Proof: start with Theorem 2A which says |A - B| ≤ |A| + |B|. Then set A = a-c and B = b-c, QED.
Just another triangle:
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Theorem 2C: | a + b + c| ≤ |a| + |b| + |c| and so on | Σi ai| ≤ Σi | ai|
Proof: Let a+b = d and apply theorem 2 twice. Can install any signs you want on the LHS.
******************* B. Theorems where a and b are real numbers: *********************
Since real numbers are a subset of complex numbers, all versions of Theorem 1 and Theorem 2 given above are true for reals. But there are now more theorems for reals only that we can produce.
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Theorem 3: |a-b| ≥ |a| - |b| a,b real
Proof: Again for |b| ≥ |a| the RHS is negative and LHS is positive, so theorem is blatantly true, so we only need consider |a| > |b|. In this realm, there are two cases to consider: a and b have the same sign, or they have opposite sign. This seems to involve 4 different cases, but the ab = ++ case is the same as the ab = - - case, since nothing on either side of our theorem changes under this double sign change. Similarly, the ab = -+ case is the same as the ab = +- case. So we can now examine our only two unique cases:
++ a-b ≥ a-b true
+- Here, let B = - b > 0. Then theorem says
a+B ≥ a - B which is obviously true
Thus our theorem is proved.
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Theorem 4: |a-b| ≥ | |a| - |b| | a,b real
Proof: If |a| > |b|, we showed this to be true in Theorem 3. If |b| ≥ |a|, Theorem 3 would also tell us that
|a-b| ≥ |b| - |a| , just by swapping a ↔ b. Thus, if |b| ≥ |a|, we know that |a-b| ≥ | |a| - |b| |. Thus we have shown that |a-b| ≥ | |a| - |b| | in both cases |a| > |b| and |b| ≥ |a|, QED.
This is a stronger theorem in a sense than Theorem.
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Theorem 5: |a-b| < ε => |a| - |b| < ε a,b real
Proof: By theorem 3 we have |a-b| ≥ |a| - |b|. Adding the hypothesis of Theorem 5 we have
|a| - |b| ≤ |a-b| < ε
Therefore |a| - |b| < ε, QED.
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Here is some verification of some of our theorems from http://en.wikipedia.org/wiki/Absolute_value, these involve only reals: