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You could draw a circle [center at origin] with radius of (a + b), for the two magnitudes a and b. This represents the sum of the magnitudes. Then draw one of the vectors starting at the origin [suppose it's vector a], and then draw a circle centered at the endpoint of vector a, with a radius of b. Drawing a circle demonstrates how the second vector can point in any direction relative to the first vector. The distance from the origin to a point on this second circle is the magnitude of the resultant vector. Graphically this second circle will be entirely inside the first circle and touching it at just one point. Since it lies within the first circle, the distance from the origin to a point on that circle will be less than or equal to the radius of the first circle.

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Q: How do you prove using a diagram that the magnitude of the sum of two vectors is less than or equal to the sum of the magnitude of the two vectors?
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