Inequality on infinite matrices

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Take the square of sum of elements in every column for first finite rows (say m). Then take their sum for all the columns (say n). If $m,n \rightarrow \infty$, can we show that it is bounded by some constant times the sum of squares of all the elements of the infinite matrix.

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If I understand you correctly you're asking whether every infinite matrix $A$ satisfies $$ \sum_{k=1}^n\Big(\sum_{j=1}^mA_{jk}\Big)^2\leq C\sum_{j,k=1}^\infty |A_{jk}|^2 $$ for some constant $C$ and all $m,n\in\mathbb N$. This, however, is not true. Take $$ A=\begin{pmatrix} 1&0&0&0&\cdots\\ \frac12&0&0&0&\cdots\\ \frac13&0&0&0&\cdots\\ \frac14&0&0&0&\cdots\\ \vdots&\vdots&\vdots&\vdots&\ddots \end{pmatrix}\,; $$ then $ \sum_{k=1}^n(\sum_{j=1}^mA_{jk})^2=(\sum_{j=1}^m\frac1j)^2 $, whereas $ \sum_{j,k=1}^\infty |A_{jk}|^2=\sum_{j=1}^\infty \frac1{j^2}=\frac{\pi^2}6 $. As $\lim_{m\to\infty}\sum_{j=1}^m\frac1j=\infty$, there for all constants $C$ exists $m\in\mathbb N$ such that $\sum_{j=1}^m\frac1j>\pi\sqrt{\frac{C}6}$. Therefore $$ \sum_{k=1}^n\Big(\sum_{j=1}^mA_{jk}\Big)^2= \Big(\sum_{j=1}^m\frac1j\Big)^2 >\frac{C\pi^2}6 =C\sum_{j,k=1}^\infty |A_{jk}|^2 \,, $$ which is the desired contradiction.