Let $\Phi$ be a root system in a real inner product space $E$. Define $\alpha^\vee = \frac{2\alpha}{(\alpha, \alpha)}$. Then the set $\Phi^\vee = \{\alpha^\vee: \alpha \in \Phi \}$ is also a root system.
Let $B$ be a base for the root system $\Phi$, ie. $B$ is a basis for $E$ and each $\alpha \in \Phi$ can be written as $\alpha = \sum_{\beta \in B} {k_\beta} \beta$ such that $k_\beta$ are integers of same sign.
Question: How to prove that $B^\vee = \{ \alpha^\vee: \alpha \in B\}$ is a base for the root system $\Phi^\vee$?
It is easy to see that $B^\vee$ is a basis for $E$. For the other property, here is what I have so far. Let $\alpha = \sum_{\beta \in B} {k_\beta} \beta$ be a root. Then
$$\alpha^\vee = \sum_{\beta \in B} \frac{k_\beta (\beta, \beta)}{(\alpha, \alpha)} \beta^\vee$$
so to prove the claim, it is necessary to prove that $\frac{k_\beta (\beta, \beta)}{(\alpha, \alpha)}$ is an integer. I don't see how that follows. In the case where $(\alpha, \beta) = 0$ the proportion $\frac{(\beta, \beta)}{(\alpha, \alpha)}$ could be anything, so I am a bit confused.
This is an exercise in Humphreys, namely Exercise 1 of Chapter 10.
Solution
Let $\Phi^\vee$ be the dual to $\Phi$ and $\Delta^\vee = \{\alpha^\vee : \alpha\in \Delta\}$. By property of the Weyl group $W$, every $\alpha\in \Phi$ can be written as $ \alpha = \sigma(\beta)$ for some $\beta\in \Delta$ and $\sigma\in W$. Then $$\alpha^\vee = \sigma(\beta)^\vee = \frac{2\sigma(\beta)}{(\sigma(\beta),\sigma(\beta))} = \frac{2}{(\beta,\beta)}\sigma(\beta) = \sigma(\beta^\vee)$$ Let $\Delta = \{\alpha_1,\cdots, \alpha_l\}$, claim for any $\sigma\in W$, $\sigma(\alpha_i^\vee)$ is a linear combination of $\alpha_i^\vee,\cdots, \alpha_l^\vee$ with integer coefficients. Note that we may write $\sigma = \sigma_{\alpha_{i_1}}\cdots \sigma_{\alpha_{i_l}}$, it is enough to show that $\sigma_{\alpha_j}(\alpha_i^\vee)$ is a linear combination of $\alpha_i^\vee,\cdots, \alpha_l^\vee$ with integer coefficients. $$\sigma_{\alpha_j}(\alpha_i^\vee) = \alpha_i^\vee - \langle \alpha_i^\vee, \alpha_j\rangle \alpha_j = \alpha_i^\vee - \frac{2(\alpha_i^\vee,\alpha_j)}{(\alpha_j,\alpha_j)\alpha_j}$$ $$ = \alpha_i^\vee - \frac{4(\alpha_i,\alpha_j)}{(\alpha_i,\alpha_i)(\alpha_j,\alpha_i)}\alpha_j = \alpha_i^\vee - \frac{2(\alpha_i,\alpha_j)}{(\alpha_i,\alpha_i)}\alpha_j^\vee = \alpha_i^\vee - \langle \alpha_j,\alpha_i\rangle \alpha_j^\vee$$ We are done since $\langle \alpha_j,\alpha_i\rangle$ is an integer. Hence for $\alpha\in \Phi$ $$\alpha^\vee = \sum_{i = 1}^l k_i \alpha_i^\vee,\;\;k_i\in\mathbb{Z}$$ Now we show $k_i$ are all nonnegative or nonpositive. Since we can write $\alpha = \sum_{i = 1}^l k_i' \alpha_i$ with all nonnegative or nonpositive coefficients, then $$\alpha^\vee = \frac{2\alpha}{(\alpha,\alpha)} = \frac{2}{(\alpha,\alpha)}\sum_{i = 1}^lk_i'\alpha_i= \sum_{i = 1}^l \frac{(\alpha_i,\alpha_i)}{(\alpha,\alpha)}k_i'\alpha_i^\vee$$ Note that $\{\alpha_i^\vee,\cdots,\alpha_l^\vee\}$ is linearly independent, whence $$ k_i =\frac{(\alpha_i,\alpha_i)}{(\alpha,\alpha)} k_i'$$ and since $\frac{(\alpha_i,\alpha_i)}{(\alpha,\alpha)}>0$ for all $i = 1,\cdots, l$ and $\alpha\in\Phi$, we conclude that $k_i$ and $k_i'$ have the same sign.