Module 2 : Fundamentals of Vector Spaces
Section 4 : Inner Product Spaces and Hilbert Spaces
 

Axioms 2 and 3 imply that the inner product is linear in the first entry. The quantity MATH is a candidate function for defining norm on the inner product space$.$ Axioms 1 and 3 imply that MATH MATH and axiom 4 implies that MATH for MATH If we show that MATHsatisfies triangle inequality, then MATH defines a norm on space $X$ . We first prove Cauchy-Schwarz inequality, which is generalization of equation (cos), and proceed to show that MATH defines the well known 2-norm on $X,$ i.e. MATH.

Lemma 41 (Cauchey- Schwarz Inequality):
Let $X$ denote an inner product space. For all MATH ,the following inequality holds
MATH   ----------- (38)

The equality holds if and only if $\QTR{bf}{x}=$ $\lambda\QTR{bf}{y}$ or MATH

Proof:
If MATH, the equality holds trivially so we assume MATH Then, for all scalars $\lambda,$we have

MATH  ----------- (39)
In particular, if we choose MATH then, using axiom 1 in the definition of inner product, we have
MATH   ----------- (40)
MATH   ----------- (41)
MATH ----------- (42)
MATH ----------- (43)
The triangle inequality can be can be established easily using the Cauchy-Schwarz inequality as follows
MATH ----------- (44)
----------- (45)
----------- (46)
MATH ----------- (47)
Thus, the candidate function MATH satisfies all the properties necessary to define a norm, i.e.
MATH ----------- (48)
----------- (49)
----------- (50)
Thus, the function MATH indeed defines a norm on the inner product space $X.$ In fact the inner product defines the well known 2-norm on $X,$ i.e.
MATH  ----------- (51)
and the triangle inequality can be stated as
MATH ----------- (52)
MATH ----------- (53)