Journal of Inequalities in Pure and Applied Mathematics http://jipam.vu.edu.au/ Volume 4, Issue 2, Article 42, 2003 SOME GRÜSS TYPE INEQUALITIES IN INNER PRODUCT SPACES S.S. DRAGOMIR S CHOOL OF C OMPUTER S CIENCE & M ATHEMATICS V ICTORIA U NIVERSITY, PO B OX 14428, MCMC M ELBOURNE , V ICTORIA 8001, AUSTRALIA . sever@matilda.vu.edu.au URL: http://rgmia.vu.edu.au.SSDragomirWeb.html Received 12 March, 2003; accepted 12 April, 2003 Communicated by B. Mond A BSTRACT. Some new Grüss type inequalities in inner product spaces and applications for integrals are given. Key words and phrases: Grüss’ Inequality, Inner products, Integral inequalities, Discrete Inequalities. 2000 Mathematics Subject Classification. Primary 26D15, 46D05 Secondary 46C99. 1. I NTRODUCTION In [1], the author has proved the following Grüss type inequality in real or complex inner product spaces. Theorem 1.1. Let (H, h·, ·i) be an inner product space over K (K = R,C) and e ∈ H, kek = 1. If ϕ, γ, Φ, Γ are real or complex numbers and x, y are vectors in H such that the conditions Re hΦe − x, x − ϕei ≥ 0 and Re hΓe − y, y − γei ≥ 0 (1.1) hold, then we have the inequality The constant 1 |Φ − ϕ| · |Γ − γ| . 4 is best possible in the sense that it cannot be replaced by a smaller constant. |hx, yi − hx, ei he, yi| ≤ (1.2) 1 4 Some particular cases of interest for integrable functions with real or complex values and the corresponding discrete versions are listed below. Corollary 1.2. Let f, g : [a, b] → K (K = R,C) be Lebesgue integrable and such that h i h i (1.3) Re (Φ − f (x)) f (x) − ϕ ≥ 0, Re (Γ − g (x)) g (x) − γ ≥ 0 ISSN (electronic): 1443-5756 c 2003 Victoria University. All rights reserved. 032-03 2 S.S. D RAGOMIR for a.e. x ∈ [a, b] , where ϕ, γ, Φ, Γ are real or complex numbers and z̄ denotes the complex conjugate of z. Then we have the inequality Z b Z b Z b 1 1 1 (1.4) f (x) g (x)dx − f (x) dx · g (x)dx b−a a b−a a b−a a 1 ≤ |Φ − ϕ| · |Γ − γ| . 4 1 The constant 4 is best possible. The discrete case is embodied in Corollary 1.3. Let x, y ∈Kn and ϕ, γ, Φ, Γ are real or complex numbers such that Re [(Φ − xi ) (xi − ϕ)] ≥ 0, (1.5) Re [(Γ − yi ) (yi − γ)] ≥ 0 for each i ∈ {1, . . . , n} . Then we have the inequality n n n 1 X 1 X 1 1X xi · yi ≤ |Φ − ϕ| · |Γ − γ| . xi yi − (1.6) n n i=1 n i=1 4 i=1 The constant 1 4 is best possible. For other applications of Theorem 1.1, see the recent paper [2]. In the present paper we show that the condition (1.1) may be replaced by an equivalent but simpler assumption and a new proof of Theorem 1.1 is produced. A refinement of the Grüss type inequality (1.2) , some companions and applications for integrals are pointed out as well. 2. A N E QUIVALENT A SSUMPTION The following lemma holds. Lemma 2.1. Let a, x, A be vectors in the inner product space (H, h·, ·i) over K (K = R,C) with a 6= A. Then Re hA − x, x − ai ≥ 0 if and only if 1 a + A x − ≤ kA − ak . 2 2 Proof. Define 2 1 a + A 2 . I1 := Re hA − x, x − ai , I2 := kA − ak − x − 4 2 A simple calculation shows that I1 = I2 = Re [hx, ai + hA, xi] − Re hA, ai − kxk2 and thus, obviously, I1 ≥ 0 iff I2 ≥ 0, showing the required equivalence. The following corollary is obvious Corollary 2.2. Let x, e ∈ H with kek = 1 and δ, ∆ ∈ K with δ 6= ∆. Then Re h∆e − x, x − δei ≥ 0 if and only if x − δ + ∆ · e ≤ 1 |∆ − δ| . 2 2 J. Inequal. Pure and Appl. Math., 4(2) Art. 42, 2003 http://jipam.vu.edu.au/ G RÜSS ’ T YPE I NEQUALITIES 3 Remark 2.3. If H = C, then Re [(A − x) (x̄ − ā)] ≥ 0 if and only if 1 a + A x − ≤ |A − a| , 2 2 where a, x, A ∈ C. If H = R, and A > a then a ≤ x ≤ A if and only if x − a+A 2 ≤ 12 |A − a| . The following lemma also holds. Lemma 2.4. Let x, e ∈ H with kek = 1. Then one has the following representation 0 ≤ kxk2 − |hx, ei|2 = inf kx − λek2 . (2.1) λ∈K Proof. Observe, for any λ ∈ K, that hx − λe, x − hx, ei ei = kxk2 − |hx, ei|2 − λ he, xi − he, xi kek2 = kxk2 − |hx, ei|2 . Using Schwarz’s inequality, we have 2 kxk2 − |hx, ei|2 = |hx − λe, x − hx, ei ei|2 ≤ kx − λek2 kx − hx, ei ek2 = kx − λek2 kxk2 − |hx, ei|2 giving the bound kxk2 − |hx, ei|2 ≤ kx − λek2 , λ ∈ K. (2.2) Taking the infimum in (2.2) over λ ∈ K, we deduce kxk2 − |hx, ei|2 ≤ inf kx − λek2 . λ∈K Since, for λ0 = hx, ei , we get kx − λ0 ek2 = kxk2 − |hx, ei|2 , then the representation (2.1) is proved. We are able now to provide a different proof for the Grüss type inequality in inner product spaces mentioned in the Introduction, than the one from paper [1]. Theorem 2.5. Let (H, h·, ·i) be an inner product space over K (K = R,C) and e ∈ H, kek = 1. If ϕ, γ, Φ, Γ are real or complex numbers and x, y are vectors in H such that the conditions (1.1) hold, or, equivalently, the following assumptions ϕ+Φ 1 γ+Γ 1 (2.3) x − 2 · e ≤ 2 |Φ − ϕ| , y − 2 · e ≤ 2 |Γ − γ| are valid, then one has the inequality |hx, yi − hx, ei he, yi| ≤ (2.4) The constant 1 4 1 |Φ − ϕ| · |Γ − γ| . 4 is best possible. Proof. It can be easily shown (see for example the proof of Theorem 1 from [1]) that 1 1 (2.5) |hx, yi − hx, ei he, yi| ≤ kxk2 − |hx, ei|2 2 kyk2 − |hy, ei|2 2 , J. Inequal. Pure and Appl. Math., 4(2) Art. 42, 2003 http://jipam.vu.edu.au/ 4 S.S. D RAGOMIR for any x, y ∈ H and e ∈ H, kek = 1. Using Lemma 2.4 and the conditions (2.3) we obviously have that 1 1 ϕ + Φ 2 2 2 ≤ |Φ − ϕ| kxk − |hx, ei| = inf kx − λek ≤ x − · e 2 λ∈K 2 and 1 1 γ + Γ 2 2 2 ≤ |Γ − γ| kyk − |hy, ei| = inf ky − λek ≤ y − · e 2 λ∈K 2 and by (2.5) the desired inequality (2.4) is obtained. The fact that 14 is the best possible constant, has been shown in [1] and we omit the details. 3. A R EFINEMENT OF THE G RÜSS I NEQUALITY The following result improving (1.1) holds Theorem 3.1. Let (H, h·, ·i) be an inner product space over K (K = R,C) and e ∈ H, kek = 1. If ϕ, γ, Φ, Γ are real or complex numbers and x, y are vectors in H such that the conditions (1.1), or, equivalently, (2.3) hold, then we have the inequality |hx, yi − hx, ei he, yi| 1 1 1 ≤ |Φ − ϕ| · |Γ − γ| − [Re hΦe − x, x − ϕei] 2 [Re hΓe − y, y − γei] 2 . 4 Proof. As in [1], we have (3.2) |hx, yi − hx, ei he, yi|2 ≤ kxk2 − |hx, ei|2 kyk2 − |hy, ei|2 , (3.1) (3.3) 2 2 h kxk − |hx, ei| = Re (Φ − hx, ei) hx, ei − ϕ i − Re hΦe − x, x − ϕei and (3.4) h i kyk2 − |hy, ei|2 = Re (Γ − hy, ei) hy, ei − γ − Re hΓe − x, x − γei . Using the elementary inequality 4 Re ab ≤ |a + b|2 ; a, b ∈ K (K = R,C) we may state that (3.5) h i 1 Re (Φ − hx, ei) hx, ei − ϕ ≤ |Φ − ϕ|2 4 and i 1 h Re (Γ − hy, ei) hy, ei − γ ≤ |Γ − γ|2 . 4 Consequently, by (3.2) − (3.6) we may state that 1 2 1 2 2 2 (3.7) |hx, yi − hx, ei he, yi| ≤ |Φ − ϕ| − [Re hΦe − x, x − ϕei] 4 1 2 1 2 2 × |Γ − γ| − [Re hΓe − y, y − γei] . 4 Finally, using the elementary inequality for positive real numbers m2 − n2 p2 − q 2 ≤ (mp − nq)2 (3.6) J. Inequal. Pure and Appl. Math., 4(2) Art. 42, 2003 http://jipam.vu.edu.au/ G RÜSS ’ T YPE I NEQUALITIES 5 we have 1 2 1 2 |Φ − ϕ| − [Re hΦe − x, x − ϕei] 2 4 1 2 1 2 × |Γ − γ| − [Re hΓe − y, y − γei] 2 4 2 1 1 1 ≤ |Φ − ϕ| · |Γ − γ| − [Re hΦe − x, x − ϕei] 2 [Re hΓe − y, y − γei] 2 , 4 giving the desired inequality (3.1) . 4. S OME C OMPANION I NEQUALITIES The following companion of the Grüss inequality in inner product spaces holds. Theorem 4.1. Let (H, h·, ·i) be an inner product space over K (K = R,C) and e ∈ H, kek = 1. If γ, Γ ∈ K and x, y ∈ H are such that x+y x+y (4.1) Re Γe − , − γe ≥ 0 2 2 or, equivalently, x + y γ + Γ 1 2 − 2 · e ≤ 2 |Γ − γ| , (4.2) then we have the inequality The constant 1 |Γ − γ|2 . 4 is best possible in the sense that it cannot be replaced by a smaller constant. Re [hx, yi − hx, ei he, yi] ≤ (4.3) 1 4 Proof. Start with the well known inequality 1 (4.4) Re hz, ui ≤ kz + uk2 ; z, u ∈ H. 4 Since hx, yi − hx, ei he, yi = hx − hx, ei e, y − hy, ei ei then using (4.4) we may write (4.5) Re [hx, yi − hx, ei he, yi] = Re [hx − hx, ei e, y − hy, ei ei] 1 ≤ kx − hx, ei e + y − hy, ei ek2 4 2 x + y x+y = − , e · e 2 2 2 x + y 2 x + y . = − , e 2 2 If we apply Grüss’ inequality in inner product spaces for, say, a = b = 2 x + y 2 x + y ≤ 1 |Γ − γ|2 . (4.6) − , e 2 2 4 x+y , 2 we get Making use of (4.5) and (4.6) we deduce (4.3) . J. Inequal. Pure and Appl. Math., 4(2) Art. 42, 2003 http://jipam.vu.edu.au/ 6 S.S. D RAGOMIR The fact that 14 is the best possible constant in (4.3) follows by the fact that if in (4.1) we choose x = y, then it becomes Re hΓe − x, x − γei ≥ 0, implying 0 ≤ kxk2 − |hx, ei|2 ≤ 1 |Γ − γ|2 , for which, by Grüss’ inequality in inner product spaces, we know that the constant 4 1 is best possible. 4 The following corollary might be of interest if one wanted to evaluate the absolute value of Re [hx, yi − hx, ei he, yi] . Corollary 4.2. Let (H, h·, ·i) be an inner product space over K (K = R,C) and e ∈ H, kek = 1. If γ, Γ ∈ K and x, y ∈ H are such that x±y x±y (4.7) Re Γe − , − γe ≥ 0 2 2 or, equivalently, x ± y γ + Γ 1 2 − 2 · e ≤ 2 |Γ − γ| , (4.8) then we have the inequality 1 |Γ − γ|2 . 4 If the inner product space H is real, then (for m, M ∈ R, M > m) x±y x±y , − me ≥ 0 (4.10) Me − 2 2 (4.9) |Re [hx, yi − hx, ei he, yi]| ≤ or, equivalently, (4.11) x ± y m + M 1 · e ≤ 2 (M − m) , 2 − 2 implies (4.12) |hx, yi − hx, ei he, yi| ≤ In both inequalities (4.9) and (4.12) , the constant 1 4 1 (M − m)2 . 4 is best possible. Proof. We only remark that, if x−y x−y Re Γe − , − γe ≥ 0 2 2 holds, then by Theorem 4.1, we get Re [− hx, yi + hx, ei he, yi] ≤ 1 |Γ − γ|2 , 4 showing that 1 Re [hx, yi − hx, ei he, yi] ≥ − |Γ − γ|2 . 4 Making use of (4.3) and (4.13) we deduce the desired result (4.9) . (4.13) Finally, we may state and prove the following dual result as well J. Inequal. Pure and Appl. Math., 4(2) Art. 42, 2003 http://jipam.vu.edu.au/ G RÜSS ’ T YPE I NEQUALITIES 7 Proposition 4.3. Let (H, h·, ·i) be an inner product space over K (K = R,C) and e ∈ H, kek = 1. If ϕ, Φ ∈ K and x, y ∈ H are such that h i (4.14) Re (Φ − hx, ei) hx, ei − ϕ ≤ 0, then we have the inequalities (4.15) 1 kx − hx, ei ek ≤ [Re hx − Φe, x − ϕei] 2 √ 1 2 ≤ kx − Φek2 + kx − ϕek2 2 . 2 Proof. We know that the following identity holds true (see (3.3)) h i (4.16) kxk2 − |hx, ei|2 = Re (Φ − hx, ei) hx, ei − ϕ + Re hx − Φe, x − ϕei . Using the assumption (4.14) and the fact that kxk2 − |hx, ei|2 = kx − hx, ei ek2 , by (4.16) we deduce the first inequality in (4.15) . The second inequality in (4.15) follows by the fact that for any v, w ∈ H one has Re hw, vi ≤ 1 kwk2 + kvk2 . 2 The proposition is thus proved. 5. I NTEGRAL I NEQUALITIES Let (Ω, Σ, µ) be a measure space consisting of a set Ω, a σ−algebra of parts Σ and a countably additive and positive measure µ on Σ with values in R∪ {∞} . Denote by L2 (Ω, K) the Hilbert space of all real or complex valued functions f defined on Ω and 2−integrable on Ω, i.e., Z |f (s)|2 dµ (s) < ∞. Ω The following proposition holds R Proposition 5.1. If f, g, h ∈ L2 (Ω, K) and ϕ, Φ, γ, Γ ∈ K, are such that Ω |h (s)|2 dµ (s) = 1 and Z i h (5.1) Re (Φh (s) − f (s)) f (s) − ϕh (s) dµ (s) ≥ 0, Ω Z h i Re (Γh (s) − g (s)) g (s) − γh (s) dµ (s) ≥ 0 Ω or, equivalently (5.2) ! 12 2 Z Φ + ϕ 1 f (s) − h (s) dµ (s) ≤ |Φ − ϕ| , 2 2 Ω ! 12 2 Z Γ + γ 1 g (s) − h (s) dµ (s) ≤ |Γ − γ| , 2 2 Ω J. Inequal. Pure and Appl. Math., 4(2) Art. 42, 2003 http://jipam.vu.edu.au/ 8 S.S. D RAGOMIR then we have the following refinement of the Grüss integral inequality (5.3) Z Z Z f (s) g (s)dµ (s) − f (s) h (s)dµ (s) h (s) g (s)dµ (s) Ω Ω Ω Z h i 1 Re (Φh (s) − f (s)) f (s) − ϕh (s) dµ (s) ≤ |Φ − ϕ| · |Γ − γ| − 4 Ω 12 Z h i × Re (Γh (s) − g (s)) g (s) − γh (s) dµ (s) . Ω The constant 1 4 is best possible. The proof follows by Theorem 3.1 on choosing H = L2 (Ω, K) with the inner product Z hf, gi := f (s) g (s)dµ (s) . Ω We omit the details. Remark 5.2. It is obvious that a sufficient condition for (5.1) to hold is h i Re (Φh (s) − f (s)) f (s) − ϕh (s) ≥ 0, and h i Re (Γh (s) − g (s)) g (s) − γh (s) ≥ 0, for µ−a.e. s ∈ Ω, or equivalently, Φ + ϕ f (s) − ≤ h (s) 2 g (s) − Γ + γ h (s) ≤ 2 1 |Φ − ϕ| |h (s)| and 2 1 |Γ − γ| |h (s)| , 2 for µ−a.e. s ∈ Ω. The following result may be stated as well. Corollary 5.3. If z, Z, t, T ∈ K, µ (Ω) < ∞ and f, g ∈ L2 (Ω, K) are such that: i h (5.4) Re (Z − f (s)) f (s) − z̄ ≥ 0, h i Re (T − g (s)) g (s) − t̄ ≥ 0 for a.e. s ∈ Ω or, equivalently (5.5) z + Z f (s) − ≤ 2 g (s) − t + T ≤ 2 J. Inequal. Pure and Appl. Math., 4(2) Art. 42, 2003 1 |Z − z| , 2 1 |T − t| for a.e. s ∈ Ω 2 http://jipam.vu.edu.au/ G RÜSS ’ T YPE I NEQUALITIES 9 then we have the inequality Z Z Z 1 1 1 g (s)dµ (s) (5.6) f (s) g (s)dµ (s) − f (s) dµ (s) · µ (Ω) Ω µ (Ω) Ω µ (Ω) Ω Z h i 1 1 Re (Z − f (s)) f (s) − z̄ dµ (s) ≤ |Z − z| |T − t| − 4 µ (Ω) Ω 12 Z h i × Re (T − g (s)) g (s) − t̄ dµ (s) . Ω Using Theorem 4.1 we may state the following result as well. R Proposition 5.4. If f, g, h ∈ L2 (Ω, K) and γ, Γ ∈ K are such that Ω |h (s)|2 dµ (s) = 1 and ( #) " Z f (s) + g (s) f (s) + g (s) · − γ̄ h̄ (s) dµ (s) ≥ 0 (5.7) Re Γh (s) − 2 2 Ω or, equivalently, ! 12 2 Z f (s) + g (s) γ + Γ 1 − h (s) dµ (s) ≤ |Γ − γ| , 2 2 2 Ω (5.8) then we have the inequality Z h i (5.9) I := Re f (s) g (s) dµ (s) Ω Z Z − Re f (s) h (s)dµ (s) · h (s) g (s)dµ (s) Ω Ω 1 |Γ − γ|2 . 4 If (5.7) and (5.8) hold with “ ± ” instead of “ + ”, then 1 (5.10) |I| ≤ |Γ − γ|2 . 4 Remark 5.5. It is obvious that a sufficient condition for (5.7) to hold is ( #) " f (s) + g (s) f (s) + g (s) (5.11) Re Γh (s) − · − γ̄ h̄ (s) ≥0 2 2 ≤ for a.e. s ∈ Ω, or equivalently f (s) + g (s) γ + Γ 1 ≤ |Γ − γ| |h (s)| for a.e. s ∈ Ω. (5.12) − h (s) 2 2 2 Finally, the following corollary holds. Corollary 5.6. If Z, z ∈ K, µ (Ω) < ∞ and f, g ∈ L2 (Ω, K) are such that " !# f (s) + g (s) f (s) + g (s) (5.13) Re Z − −z ≥ 0 for a.e. s ∈ Ω 2 2 or, equivalently (5.14) f (s) + g (s) z + Z 1 ≤ |Z − z| for a.e. s ∈ Ω, − 2 2 2 J. Inequal. Pure and Appl. Math., 4(2) Art. 42, 2003 http://jipam.vu.edu.au/ 10 S.S. D RAGOMIR then we have the inequality Z h i 1 J := Re f (s) g (s) dµ (s) µ (Ω) Ω Z Z 1 1 − Re f (s) dµ (s) · g (s)dµ (s) µ (Ω) Ω µ (Ω) Ω 1 ≤ |Z − z|2 . 4 If (5.13) and (5.14) hold with “ ± ” instead of “ + ”, then 1 (5.15) |J| ≤ |Z − z|2 . 4 Remark 5.7. It is obvious that if one chooses the discrete measure above, then all the inequalities in this section may be written for sequences of real or complex numbers. We omit the details. R EFERENCES [1] S.S. DRAGOMIR, A generalization of Grüss’ inequality in inner product spaces and applications, J. Math. Anal. Appl., 237 (1999), 74–82. [2] S.S. DRAGOMIR AND I. GOMM, Some integral and discrete versions of the Grüss inequality for real and complex functions and sequences, RGMIA Res. Rep. Coll., 5(3) (2003), Article 9, ONLINE [http://rgmia.vu.edu.au/v5n3.html] J. Inequal. Pure and Appl. Math., 4(2) Art. 42, 2003 http://jipam.vu.edu.au/