CHEE 6331

Lecture Notes

Michael Nikolaou

1. CAUCHY-SCHWARZ MEET HEISENBERG

1.1

Inspiration from geometry

The usual inner product u, v = vT u for any two vectors v, u in 2 or 3 trivially satisfies

u, v u v

(1)

u
v

projv u
Figure 1.

1.2

Geometrical representation of , = proj .

General result

Theorem 1 Cauchy-Schwarz inequality

u, v u v
where equal holds iff u = cv .
Proof:
-

Simple version (for inner product of real-valued vectors):

0 < u + av, u + av=

u, u + 2a u, v + a 2 v, v= p (a ) for any real number a ,

unless

u + av =0 u + av, u + av =0 , in which case p (a ) has a double root.

Discriminant of p (a ) is non-positive

4 u, v 4 v, v u, u < 0 u, v u v , where equal holds iff u + av =

0,
2

QED.
-

Full version (for inner product of complex-valued vectors):

Assume u, v 0, u 0, v 0 . (Otherwise the inequality is trivial.) Then

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CHEE 6331

Lecture Notes

u
u

+a

v
v

u
u

u
u

+a

v
v

u
u

u
u

u
u

+a

+ a vv =
+a
v
v

u
=
+ 2 Re a
u

= 1+

2
v u

u
u

+a

+a

u
u
v
v

u
u

u
u

,
v
v

u
u

,
,

+a

u
u

+a

v
v

u
u

+a

v
v

v
v
v
v

+ a2

Re a v, u + a

v
v

Michael Nikolaou

+ aa
v
v

v
v

v
v

for any complex number a . Choose a=

v ,u
v ,u

a= 1

0 2

2
v u

Re

v ,u
v ,u

v, u u, v u v , where equal holds iff u + av =

0,

QED.

CHEE 6331

Lecture Notes

Michael Nikolaou

EXAMPLE 1 CAUCHY-SCHWARZ INEQUALITY FOR VARIOUS INNER PRODUCTS

T
u,=
v v=
u

v u

for any two vectors v, u in n

i i

i viui i vi2 i ui2

*
T
u,=
v v=
u v=
u

v u

for any two vectors v, u in n

i i

v u

i i

2
2
vi ui
i
i

f , g = f (t ) g (t )dt for any two continuous functions f , g

a

f (t ) g (t )dt

f (t ) 2 dt

)(

g (t ) 2 dt

X , Y = E [ XY ] for any two random variables X , Y with averages equal to zero

E [ XY ] E X 2 E Y 2
2

Note: The above inequality implies that the correlation coefficient magnitude does not exceed 1:

=
( X , Y )2

E [ XY ]

E X 2 E Y 2

CHEE 6331

1.3

Lecture Notes

Michael Nikolaou

Function spreads in the time (space) and frequency domains quantified

sin

cos

t 1
t
1.0

2
0.4

0.8

0.3

0.6

0.2

0.4

0.1

0.2
1.0

0.5

0.5

1.0

1.5

2.0

30

20

10

10

20

30

sin 4 t
1.0
0.5
3

0.5
1.0

1
2

0.8

1.0

0.6

0.5
3

0.4

0.2

0.5
1.0

x2
2

k2
2

1.0

1.0

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2
2

Figure 2. Functions of time or space (left) and their corresponding Fourier

transforms (right). Narrow spread (small standard deviation) will be exhibited either
by a function (of time or space) or by its Fourier transform, but not by both. The
functions plotted are (from the top) pulse, sine, impulse (Dirac delta), and normal
distribution.

CHEE 6331

Lecture Notes

Michael Nikolaou

Definition 1 Function spread in the time (space) and frequency domains 1

Let f ( x) and f (k ) be a function and its Fourier transform, respectively. Then energy spreads of

f ( x) and f (k ) are defined as

Wx2 =

x 2 f ( x) 2 dx

, Wk2 =

k 2 f (k ) dk

(3)

f ( x) dx

f (k ) dk

Figure 2 suggests that not both Wx2 and Wk2 can be small for a pair f ( x) and f (k ) . This is made
precise in the following result, whose most celebrated variant is known in quantum mechanics as
Heisenbergs Uncertainty Principle.

Theorem 2 Uncertainty Principle

WxWk

(4)

1
2

Proof:
Theorem 1 Cauchy-Schwarz inequality

xf ( x) f ( x)dx

x 2 f ( x) 2 dx

)(

f ( x) 2 dx

(5)

Now, integration by parts, and Parservals (Plancherels) theorem

xf ( x) f ( x)dx =
xf ( x) f ( x)dx
=

= xf (2x )

f ( x )2
2

x 12 ( f ( x) 2 ) dx
(6)

dx

f ( x )2
f ( x )2

xf ( x) f ( x)dx =
2 dx =
2 dx 2
2

f ( x )2
2

dx

where it is assumed that xf ( x) 2 is zero at x = .

Parservals (Plancherels) theorem and the Fourier transform of the derivative

2
2
=
f (k ) dk 2=
f ( x) dx 2=
ikf (k ) dk 2 k f (k ) dk
2

(7)

Substituting eqns. (6) and (7) into eqn. (5) yields

f ( x )2
2

1
4

dx 2

f ( x )2
2

dx

x 2 f ( x) 2 dx 2 k 2 f (k ) dk

x f ( x ) dx
k f ( k ) dk
2 =
Wx2Wk2 14 WxWk
2
f
(
x
)
dx
f
(
k
)
dk

QED.

Strang, G. Introduction to Applied Mathematics, Wellesley-Cambridge Press, 1986, p. 314.

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CHEE 6331

1.4

Lecture Notes

Michael Nikolaou

Cauchy-Schwarz and quantum mechanics

Quantum mechanics associates position with the multiplication operator A : f xf , and momentum
with the differentiation operator B : f

( BA AB ) f

d
dx

df
dx

. These operators do not commute:

( xf ) x dfdx = x dfdx + dfdx x dfdx =

df
dx

BA AB =
I
where I is the identity operator.
This fits our case into the general form of Heisenberg's uncertainty principle, namely

Af Bf

1
2

f T ( BA AB ) f

which can be easily proved in the same way using the Cauchy-Schwarz inequality.

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