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BACKGROUND MATERIAL

For a vector $x=(x_1, \cdots, x_n)^t \in \Re^n$, we define the norm and inner product

\begin{displaymath}\Vert x\Vert := (x_1^2+ \cdots+ x_n^2)^{1/2},
\end{displaymath}


\begin{displaymath}x \cdot y := x_1y_1+ \cdots+ x_ny_n.
\end{displaymath}

Theorem 1 (Cauchy-Schwarz)   $\vert x \cdot y\vert \leq \Vert x\Vert\Vert y\Vert,$ with equality if and only if $x=\lambda y,$ for some $\lambda.$



Henry Wolkowicz
2002-12-31