Question: Use Cauchy's Inequality to show that
||u + v|| ≤ ||u|| + ||v||;
This is called the triangle inequality.
A careful examination of the proof just presented shows that we did not explicitly use the definition of the complex vector dot product, but only some of its properties. This suggested to mathematicians the possibility of abstracting these properties and using them to define a more general concept, an inner product, between objects more general than complex vectors, such as infinite sequences, random variables, and matrices. Such an inner product can then be used to define the norm of these objects and thereby a distance between such objects. Once we have an inner product defined, we also have available the notions of orthogonality and best approximation. We shall address all of these topics shortly.