Let be column vectors in and let be the corresponding real matrix. Then the following inequality holds:
where is the Euclidean norm on vectors in . In continuity , give the geometrical interpretation of the inequality above.
for each . Now, we may write for the corresponding real and orthogonal matrix. By orthogonality each vector in has an expansion as:
On the other hand implies that each vector has a shorter expansion of the form:
Alternatively let be the upper triangular matrix defined as:
Then is restated as and using again the fact that has orthonormal columns and the fact that is upper triangular we get:
- The above argument also shows that there exists equality if and only if
for each . That is , if and only if, . This can only be achieved if the vectors are pairwise orthogonal.
- The geometrical interpretation of this inequality is the following: The volume of an dimensional parallelepiped produced by vectors can not exceed the product of their measures.