A brief account on Lagrange's algebraic identity (Q1931299)

The aim of the paper is to illustrate the relation between mathematics and applications by focusing on the well-known Lagrange identity \[ \left(\sum_{i=1}^n a_i^2 \right)\left(\sum_{i=1}^n b_i^2 \right) = \left(\sum_{i=1}^n a_ib_i \right)^2 + \sum_{1 \leq i < j \leq n}(a_ib_j - a_jb_i)^2. \] Historical information about its origin is given, as well as other identities related to the transport problem and the weighted least squares problem, namely the Huygens-Leibniz identity \[ \sum_{k=1}^n m_k \|x - x_k\|^2 = M \left\| x - \frac{1}{M} \sum_{k=1}^n m_kx_k \right\|^2 + \sum_{k=1}^n m_k \left\|x_k - \frac{1}{M} \sum_{j=1}^n m_jx_j\right\|^2 \] and Lagrange's second identity \[ \sum_{k=1}^n m_k \|x - x_k\|^2 = M \left\| x - \frac{1}{M} \sum_{k=1}^n m_kx_k \right\|^2 + \frac{1}{M}\sum_{1 \leq i < j \leq n} m_im_j \|x_i - x_j\|^2, \] where \(x,x_1,\dots, x_n \in \mathbb R^N\), \(m_1,\dots,m_n \in \mathbb R\), and \(M = \sum_{k=1}^n m_k \neq 0\). Mechanical and probabilistic interpretations are given, as well as connections with metric geometry, including curved spaces.