I am new to convex combination, and I am quite amazed by some easy result.
I know that convex combination of 2 points($P_1P_2$) in $R^2$ is all points in the line segment $P_1P_2$.
And then I see a result that convex combination of 3 points $P_1P_2P_3$, which is not in a line, is all points in the triangle $\bigtriangleup P_1P_2P_3$. It is a reasonable result, but I want to see how people prove it.
Can anyone provide a proof?
The coefficients that arise in an affine combination of three 2D points are called barycentric coordinates. See here and here for more information.
These coordinates actually represent the (signed) areas of triangles, as the references explain. When a point is inside a triangle, the three relevant areas are all positive, so the barycentric coordinates correspond to a convex combination.
The references provide all the details, but a simple argument is as follows:
Suppose we have a triangle with vertices $\mathbf{A}$, $\mathbf{B}$, $\mathbf{C}$, and consider the convex combination $\mathbf{P} = u\mathbf{A} + v\mathbf{B} + w\mathbf{C}$, where $u,v,w $ are in the interval $[0,1]$ and $u+v+w=1$.
Define a point $\mathbf{Q}$ by $$ \mathbf{Q} = \frac{v}{v+w}\mathbf{B} + \frac{w}{v+w}\mathbf{C} $$ Clearly $\mathbf{Q}$ is on the line segment (the triangle edge) $\mathbf{B}\mathbf{C}$. But then $$ \mathbf{P} = u\mathbf{A} + (v+w)\mathbf{Q} = u\mathbf{A} + (1-u)\mathbf{Q} $$ So, $\mathbf{P}$ is on the line segment $\mathbf{A}\mathbf{Q}$, and therefore it lies inside the triangle $\mathbf{A}\mathbf{B}\mathbf{C}$.
If you're interested, the extension to three-dimensional space is easy: convex combinations give you the points inside a tetrahedron.