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Let $n\ge 4$ and two vectors $x$ and $y$ in $\mathbb{R}^n$ that satisfy

  1. $\sum_{i=1}^{n}{x_{i}^2}=\sum_{i=1}^{n}{y_i}^2=1$
  2. $\sum_{i=1}^{n}{x_{i} y_i}=0$
  3. $\sum_{i=1}^{n}{x_{i}}=\sum_{i=1}^{n}{y_i}=0$

With these conditions, prove or disprove that $$\sum_{i=1}^n\sum_{j=1}^n{(|x_{i}-x_{j}|-|y_{i}-y_{j}|)^2}\geq 4$$

I have been trying to find counterexamples, but so far couldn't find any.

Edit (2019-06-18):

Indeed I have proved in the meantime the weaker inequality that $\sum_{i=1}^n\sum_{j=1}^n{(|x_{i}-x_{j}|-|y_{i}-y_{j}|)^2}\geq 1$ holds. This works as follows:

One has the equivalent formulation $$4 \leq \sum_{i=1}^n\sum_{j=1}^n{(|x_{i}-x_{j}|-|y_{i}-y_{j}|)^2}\\ = \sum_{i=1}^n\sum_{j=1}^n{(x_{i}-x_{j})^2} + \sum_{i=1}^n\sum_{j=1}^n{(y_{i}-y_{j})^2}- 2 \sum_{i=1}^n\sum_{j=1}^n{|x_{i}-x_{j}||y_{i}-y_{j}|}\\ = 4 n - 4 \sum_{i=1}^n\sum_{j>i}^n{|x_{i}-x_{j}||y_{i}-y_{j}|} $$ so the question is equivalent to asking whether $$ = \sum_{i=1}^n\sum_{j>i}^n{|x_{i}-x_{j}||y_{i}-y_{j}|} \le n - 1 $$ I have proved here that $\sum_{i=1}^n\sum_{j>i}^n{|x_{i}-x_{j}||y_{i}-y_{j}|} \le n - \frac14 $, or equivalently $\sum_{i=1}^n\sum_{j=1}^n{(|x_{i}-x_{j}|-|y_{i}-y_{j}|)^2}\geq 1$, so you might want to improve that.

Andreas
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  • You used $(|x_i - x_j| + |y_i - y_j|)^2 \le 8$ to get the bound $n- \frac{1}{4}.$ What if we can prove $(|x_i - x_j| + |y_i - y_j|)^2 \le 4$? – River Li Jun 20 '19 at 12:18
  • @RiverLi Yeah, if you can prove that, then we have $\sum_{i=1}^n\sum_{j=1}^n{(|x_{i}-x_{j}|-|y_{i}-y_{j}|)^2}\geq 2$ which is a further improvement. Can you demonstrate how you reach $(|x_i - x_j| + |y_i - y_j|)^2 \le 4$ ? – Andreas Jun 20 '19 at 14:06
  • Only some numerical computing support. – River Li Jun 20 '19 at 16:47
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    If we define vectors $v, w \in \mathbb{R}^{n^2}$ whose $k=(i+nj-n)$'th elements are $v_k=\frac{\sqrt{2}}{2n}(x_i-x_j)$ and $w_k=\frac{\sqrt{2}}{2n}(y_i-y_j)$, then $|v| = |w| = 1$, $v \cdot w = 0$, and $\sum_k v_k=\sum_k w_k=0$, so $v$ and $w$ also satisfy the conditions of the question, and the claim is equivalent to a bound on $\sum_k \left|v_k\right| \left|w_k\right|$. – Malper Jan 21 '21 at 04:25
  • It appears that the assumption $\sum_i x_i = \sum_i y_i = 0$ is not needed for this inequality to be true. – Hans Engler Jan 05 '22 at 22:09
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    @HansEngler Consider $x=(\frac{3}{5},\frac{4}{5},0,0)$ and $x=(0,0,\frac{3}{5},\frac{4}{5})$. The double sum seems to evaluate to $8/25$ which is far below $4$, doesn't it? – Peter Košinár Jan 08 '22 at 00:22
  • @PeterKošinár Nice examples. My comment two years ago is wrong. – River Li Jan 08 '22 at 01:24
  • @PeterKošinár I should be more precise: Only one of the sums needs to be 0, it seems. – Hans Engler Jan 08 '22 at 01:25
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    @HansEngler In that case $y=(4,-3,-1,0)/\sqrt{26}$ might do the trick? – Peter Košinár Jan 08 '22 at 04:47
  • @PeterKošinár Ahh ... you are right of course. I was only looking at the inequality $\sum_{i < j} |x_i - x_j||y_i - y_j| \le n-1$ and not at the original inequality in the post. These are equivalent if $\sum_i x_i = \sum_i y_i = \sum_i x_i y_i = 0$. – Hans Engler Jan 08 '22 at 21:45
  • @Malper With the conditions you state, $v, w \in \mathbb{R}^{n^2}$, $|v| = |w| = 1$, $v \cdot w = 0$, $\sum_{k=1}^{n^2} v_k=\sum_{k=1}^{n^2} w_k=0$, you have that $\sum_k \left|v_k\right| \left|w_k\right| \leq 1$ where this bound is tight: for equality conditions choose, for even $n$, $v_k = 1/n$ for $k = 1\ldots n^2/2$ and otherwise $v_k = -1/n$, and further $w_k = 1/n$ for $k = 1\ldots n^2/4$ and for $k = n^2/2\ldots 3 n^2/4$, and otherwise $w_k = -1/n$. (continued ...) – Andreas Jan 19 '22 at 13:29
  • @Malper (... continued) For odd $n$, let one (the same) element of $v$ and $w$ be zero and for the other elements, proceed analogously to the even $n$ case, with the modulus of the elements being $1/\sqrt{n^2-1}$. So you reach the Cauchy-Schwarz bound and no refinement can be reached. This is a consequence of neglecting any reference to the originating vectors $x$ and $y$, which of course is not viable. – Andreas Jan 19 '22 at 13:29
  • This could be true for $n = 3$ as well. – Jeroen Noels Jan 23 '22 at 15:27
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    @JeroenNoels It is. – Andreas Jan 23 '22 at 19:04
  • I was looking for counterexample for $n=3$ just because it is a bit simpler - do we have a proof for $n=3$? numerically I can get vectors to get approximately $4$, so no counterexample. But it could help to disprove another inequality if we change the RHS of the original inequality to say $5$ for $n=3$ at least. So I am wondering if we can disprove the inequality with $5$ instead of $4$... – Marco Bellocchi Jan 26 '22 at 12:09
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    @MarcoBellocchi For $n = 3$ you can parametrize the set of possible pairs of vectors $(\mathbf{x}, \mathbf{y})$ with an angle variable $\theta \in [0,2\pi]$ and then write the function in question in terms of $\theta$. Then a Calculus argument shows that the minimum of this function equals 4. – Hans Engler Jan 26 '22 at 14:56
  • Thanks @Hans Engler, it would be good to post it, it could inspire others to tackle for $n \geq 4$, I will think about it. interesting enough for $n=3$ it looks like that there is an upper bound to the (inverse) inequality, which is about $5.071$. Could we use the method you are describing to prove the upper bound? – Marco Bellocchi Jan 26 '22 at 15:20
  • @MarcoBellocchi For $n \in {4,5,6}$ the inequality was numerically tested to hold, and in fact the equality condition is reached. – Andreas Jan 26 '22 at 16:10
  • @Andreas Thanks. Are we saying we have a mathematical proof for $n=4,5,6$, like Hans Engler said it has one for $n=3$, or just numerically tested to reach the equality? – Marco Bellocchi Jan 26 '22 at 17:13
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    Numerically, the equality condition is reached, and no counterexamples are found. – Andreas Jan 26 '22 at 18:13
  • @Andreas thank you for clarifying, it is such an interesting question. It would be good to know how you came up with that. An interesting point is that it looks like that as $n$ grows, the upper bound grows too, for example for $n=3$ I could not go beyond $5.071$, for $n=4$ I easily get $9.44$, for $n=5$ I get $13.16$, $n=30$ I get $99.67$, so the LHS of the inequality seems to grow with $n$ (as expected? maybe it is trivial to show)...I wonder if we can prove anything about the growth of the upper bound with $n$ increasing... – Marco Bellocchi Jan 26 '22 at 23:00
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    It is possible to reach (near) equality for $n \sim 1000$. Such vectors $\mathbf{x} = (x_1, \tilde x)$ and $\mathbf{y} = (y_1, \tilde y)$ typically can be found in the form $x_1 \approx 1/\sqrt{2} \approx - y_1$ and $\tilde x$ an $n-1$ vector from a normal distribution w/ mean $- 1/((n-1)\sqrt{2})$ and standard dev. $1/\sqrt{2(n-1)}$, and then $\tilde y$ slightly larger than $\tilde x$, componentwise. The points with coordinates $(x_i,y_i)$ for $i \ge 2$ are exactly on a straight line with slope close to 1 and very small positive intercept. Also remarkable: $x_1y_1 \approx 1/2 - 1/2n$. – Hans Engler Jan 27 '22 at 03:08
  • @HansEngler Dear Hans, your observations motivated me for a new answer. Thanks! – Andreas Mar 21 '22 at 17:26

2 Answers2

2

This is an answer which is missing one necessity or sufficiency argument (see at the bottom) - please add if you have it!

Motivation:
As we are looking for a minimum of $\sum_{i=1}^n\sum_{j=1}^n{(|x_{i}-x_{j}|-|y_{i}-y_{j}|)^2}$, the aim could be to actually make the sum zero which would demand all terms to be zero. We have that $|x_{i}-x_{j}|=|y_{i}-y_{j}|$ for all $\{i,j\}$, if, for all $\{i\}$, holds: $y_i = x_i + d$ with some fixed distance $d$. Likewise, the condition $y_i = - x_i + d$ could be chosen.
Trying to match the conditions, we see that this attempt fails: We need to ensure $0 = \sum_{i=1}^{n}{y_{i}}=\sum_{i=1}^{n}{(d + x_i)}= n d + \sum_{i=1}^{n}{x_i} = nd$ which gives $d=0$ and hence $x_i = y_i$. Further, we need $ 0 = \sum_{i=1}^{n}{x_{i} y_i}=\sum_{i=1}^{n}{x_{i}^2}$ but the latter is $1$ so we have a contradiction and our aim fails.
However, this motivation may still work, if modified. As observations from @Hans Engler (see comments) show, at the minimum, all but one points $(x_i, y_i)$ lie on a straight line. So let's take this as the only condition in the following.

Answer:
As laid out above in the motivation, let us suppose that, at the minimum, for all $\{i = 1 \cdots n-1\}$ holds: $y_i = x_i + d$ with some fixed distance $d$. This is actually all that is being supposed.
Define a mean $m$ of the first $(n-1)$ values $x_i$, i.e. $\sum_{i=1}^{n-1}x_i = (n-1)m$. Then the condition $0 = \sum_{i=1}^{n}x_i$ gives $x_n = -(n-1)m$. Likewise, the condition $0 = \sum_{i=1}^{n}y_i = \sum_{i=1}^{n-1}(x_i + d) + y_n= (n-1)(m+d) + y_n$ gives $y_n = -(n-1)(m+d)$.
We now consider the conditions $\sum_{i=1}^{n}{x_{i}^2}=\sum_{i=1}^{n}{y_i}^2=1$. We evaluate $$ 1 = \sum_{i=1}^{n}{y_i}^2 = \sum_{i=1}^{n-1}(x_i + d)^2 + y_n^2\\ = (n-1)d^2 + 2 d (n-1)m + \sum_{i=1}^{n-1}{x_i}^2 + y_n^2 \\ = (n-1)d^2 + 2 d (n-1)m + 1 - x_n^2 + y_n^2 \\ = 1 - n(n-1)d(d+2m) $$ which entails $d = -2m$ and hence $y_n = (n-1)m = -x_n$.
The last condition is $$ 0 = \sum_{i=1}^{n}{x_{i}y_i}=\sum_{i=1}^{n-1}(x_i + d)x_i + x_n y_n\\ = 1 - x_n^2 + d(n-1)m + x_n y_n = 1 - (n-1)^2 m^2 - 2(n-1)m^2 - (n-1)^2 m^2 \\ = 1 - 2 n(n-1)m^2 $$ which gives $m = \sqrt{\frac{1}{2 n (n-1)}}$ (or the negative). So all conditions can be satisfied with the given choices of $d$ and $m$.

Let us now compute the target sum $S = \sum_{i=1}^n\sum_{j=1}^n{(|x_{i}-x_{j}|-|y_{i}-y_{j}|)^2}$. With our supposed condition we have, at the minimum, $S_{min} = 2 \sum_{i=1}^{n-1}{(|x_{i}-x_{n}|-|x_{i}+d-y_{n}|)^2} = 2 \sum_{i=1}^{n-1}{(|x_{i} - m +nm|-|x_{i}- m - nm|)^2} \; . $ Now observe the variance sum $\sum_{i=1}^{n-1} (x_i - m)^2 = 1 - x_n^2 - (n-1)m^2 = 1 - n(n-1)m^2 = \frac12 \; .$ From this, we have $|x_i - m| \le \frac{1}{\sqrt{2}} = \sqrt{n(n-1)} m < nm $ which allows to compute, using again the variance sum,

$$ S_{min} = 2 \sum_{i=1}^{n-1}(|x_{i} - m +nm|-|x_{i}- m - nm|)^2 \\ = 2 \sum_{i=1}^{n-1}{(x_{i} - m +nm - (nm + m - x_i))^2}\\ = 2 \sum_{i=1}^{n-1}{(2 x_i- 2 m)^2} = 8 \sum_{i=1}^{n-1}{(x_i-m)^2} = 8 \cdot \frac 12 = 4$$ This establishes the claim.

Remaining work
It remains to be shown that the only supposition used, namely that, at the minimum, for all $\{i = 1 \cdots n-1\}$ holds: $y_i = x_i + d$ with some fixed distance $d$, is indeed a necessary or sufficient condition for the minimum. As said in the beginning - please add arguments if you have them!

Andreas
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  • Nice one! However numerically for n=4 while sometimes the min follows the pattern you describe, I get the same good approx which don't, so I don't think it is a necessary condition. For example, I get $4.000000000023592$ for [x0,x1,x2,x3,y0,y1,y2,y3] being [-0.61237246,-0.0856908 , 0.7814729,-0.08340964,0.61237241, -0.49393902, 0.37322465, -0.49165805]. Except for $x_0-y_0 = -1.22$, the rest follows your pattern. But I get also 4.0000000002610845 with [-0.36840175, 0.55489063, -0.61237231, 0.42588343, 0.77664982, -0.14664207, -0.61237256, -0.01763519]) which does not follow the pattern... – Marco Bellocchi Mar 23 '22 at 22:53
  • @MarcoBellocchi The small deviations, at least if following my pattern, must be numerical. If there are also other patterns which reach 4, the condition I presented could be sufficient. What is needed is an argument that no smaller values than 4 can be reached. Do you have one? – Andreas Mar 23 '22 at 23:10
  • Ah, you added sufficient now in your edit but It should still indicates that it is not a necessary condition, however it could be sufficient in fact, I will think about it; in any case it is definitely a well deserved upvote for me – Marco Bellocchi Mar 23 '22 at 23:45
  • By the way, if I had an argument that no smaller value than 4 can be reached with those conditions that you mentioned, this would not still have proved the original question, as maybe with a different choice of params you could go below 4. However suppose indeed the lower bound is 4, you have put together a way to reach that bound (if your calculations are correct) for any n – Marco Bellocchi Mar 24 '22 at 00:22
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    That's a very nice analysis! It implies that when 2n(n-1) is a square, m is rational and so one can attempt to find rational vectors giving 4 exactly. I did it for n=9 and got x=[8/12, 2/12, 2/12, -2/12, -2/12, 0, 0, 0, -2/3], y=[6/12, 0, 0, -4/12, -4/12, -2/12, -2/12, -2/12, 2/3] – Gadi A Mar 24 '22 at 08:40
  • Nice one Gadi! And definitely great job from Andreas indeed (I cannot give more than 1 up :) ) – Marco Bellocchi Mar 24 '22 at 08:56
-1

We use the Gruss's inequality in supposing that :

$$2n \sum_{1\leq i<j\leq n}{|x_{i}-x_{j}||y_{i}-y_{j}|} \\ = n\sum_{1\leq i\leq n}\sum_{1\leq j\leq n}{|x_{i}-x_{j}||y_{i}-y_{j}|}\\\geq \left(\sum_{1\leq i\leq n}\sum_{1\leq j\leq n}{|x_{i}-x_{j}|}\right)\left(\sum_{1\leq i\leq n}\sum_{1\leq j\leq n}{|y_{i}-y_{j}|}\right)$$

Now using the inequality for $0<x_i\leq 1$:

$$\sqrt{n-1+\frac{n}{\sum_{i=1}^{n}x_{i}^{2}}}\sqrt{\sum_{i=1}^{n}x_{i}^{2}}-\left(\sum_{i=1}^{n}x_{i}\right)\geq 0$$

And the proof @Andreas(where he used Cauchy-Schwartz inequality) we have :

$$\left(\sum_{1\leq i\leq n}\sum_{1\leq j\leq n}{|x_{i}-x_{j}|}\right) \leq \sqrt{n-1+\frac{n}{2n}}\sqrt{2n}$$

So we have :

$$ \sum_{1\leq i<j\leq n}{|x_{i}-x_{j}||y_{i}-y_{j}|}\leq \left(\sqrt{n-1+\frac{n}{2n}}\right)^{2}+0.25$$

We can obviously improves it.

  • Dear Erik, so how does this improve my earlier result, which was weaker than the claim? – Andreas Jan 21 '22 at 10:53
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    You offer some nice avenues of how to proceed, but why won't you write full proofs? In the current state I cannot see a viable answer to the question. – Andreas Jan 22 '22 at 09:47