I have proven that $(x,y) = \sum_{n=0}^{\infty} (1+n^2) x_n \overline{y_n}$ is an inner product.
Now, I have to prove that $H = \{x=(x_n)_{n\in\mathbb{N}} \in \mathbb{C}^{\mathbb{N}}, \sum_{n=0}^{\infty} (1+n^2) |x_n|^2 < +\infty \} $ is a Hilbert space, i.e. I have to prove that $H$ is complete.
To do it, I would like to prove that all Cauchy sequence is convergent. But how to do it? I really need help for this question...
Hint:
Define $U : \ell^2 \to H$ as
$$U(x_1, x_2, x_3, \ldots) = \left(\frac{x_1}{\sqrt{1+1^2}}, \frac{x_2}{\sqrt{1+2^2}}, \frac{x_3}{\sqrt{1+3^2}}, \ldots\right)$$
Clearly $U$ is linear and surjective. $U $ is also an isometry:
$$\|Ux\|^2 = \sum_{n=1}^\infty (1+n^2)\left|\frac{x_n}{1+n^2}\right| = \sum_{n=1}^\infty |x_n|^2 = \|x\|_2^2 $$
Therefore, $U$ is an isometric isomorphism so $H$ is complete because $\ell^2$ is complete.