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(1)
N
Y
kan k,
N =1
where k k is the Euclidean norm on vectors in RN . Perhaps the simplest proof of this
inequality is as follows.
By the Gram-Schmidt process we can establish the existence of an orthonormal basis
b1 , b2 , . . . , bN for RN such that
(2)
spanR a1 , a2 , . . . , an = spanR b1 , b2 , . . . , bn
for each n = 1, 2, . . . , N . Write
B = b1 b2 . . . bN )
for the corresponding N N real, orthogonal matrix. By orthonormality each vector
in RN has an expansion as
N
X
h, bn ibn ,
=
n=1
and then
2
kk =
N
X
|h, bn i|2 .
n=1
However, (2) implies that each vector am has a shorter expansion of the form
(3)
am =
m
X
ham , bn ibn .
n=1
N
Y
|han , bn i|2
n=1
n
N n X
Y
n=1
N
Y
|ham , bn i|2
m=1
kan k2 ,
n=1
which gives (1). This argument also shows that there is equality in Hadamards inequality
if and only if
n
X
2
|han , bn i| =
|ham , bn i|2
m=1