MathLabs

Problem 3

Let x1,x2,…,xnx_1, x_2, \ldots, x_n be real numbers satisfying x12+x22+⋯+xn2=1x_1^2 + x_2^2 + \cdots + x_n^2 = 1. Prove that for every integer k≥2k \ge 2 there are integers a1,a2,…,ana_1, a_2, \ldots, a_n, not all 00, such that ∣ai∣≤k−1|a_i| \le k - 1 for all ii and ∣a1x1+a2x2+⋯+anxn∣≤(k−1)nkn−1|a_1 x_1 + a_2 x_2 + \cdots + a_n x_n| \le \dfrac{(k-1)\sqrt{n}}{k^n - 1}.
Step 1 of 6: Reduce to nonnegative weights
In plain words

Working with ∣xi∣|x_i| instead of xix_i removes all the sign headaches; we can always put the correct sign back on aia_i at the very end without changing ∣aixi∣|a_ix_i|.

yi=∣xi∣≥0,y12+⋯+yn2=1y_i = |x_i| \ge 0, \qquad y_1^2+\cdots+y_n^2 = 1
Detailed analysis

Set yi=∣xi∣≥0y_i=|x_i|\ge0 for each ii; then ∑yi2=∑xi2=1\sum y_i^2=\sum x_i^2=1 still holds. It suffices to find integers d1,…,dnd_1,\ldots,d_n, not all zero, with ∣di∣≤k−1|d_i|\le k-1 and ∣∑diyi∣≤(k−1)nkn−1\left|\sum d_i y_i\right|\le \frac{(k-1)\sqrt n}{k^n-1}: once such did_i are found, set ai=dia_i=d_i when xi≥0x_i\ge0 and ai=−dia_i=-d_i when xi<0x_i<0; then aixi=diyia_ix_i=d_iy_i for every ii, so ∑aixi=∑diyi\sum a_ix_i=\sum d_iy_i has the same absolute value, and ∣ai∣=∣di∣≤k−1|a_i|=|d_i|\le k-1.