Let $n \in \mathbb{N}$. Let $z_1, \ldots, z_n$ and $w_1, \ldots, w_n$ be complex numbers such that $$ \sum_{j = 1}^n |w_j|^2 \leq 1 $$ and $$ \left| \sum_{j = 1}^n z_j w_j \right| \leq 1 $$ Show that $$ \sum_{j = 1}^n |z_j|^2 \leq 1$$ The reverse is easy, but I have no clue as to why this is true.
EDIT The question should be:
Let $n \in \mathbb{N}$. Let $z_1, \ldots, z_n$ such that $$ \left| \sum_{j = 1}^n z_j w_j \right| \leq 1 $$ for all complex numbers $w_1, \ldots, w_n$ with $$ \sum_{j = 1}^n |w_j|^2 \leq 1 $$ Show that $$ \sum_{j = 1}^n |z_j|^2 \leq 1$$
There is no reason why this should be true. It certainly isn't.
Take for instance $w_1 = 0.1$, $w_2 = 0.01$, $z_1 = 1$ and $z_2 = 10$.
Edited:
For each $1 \le j \le n$, assume that $z_j \neq 0$ and let:
$$w_j = \frac{|z_j|^2}{z_j \sqrt{\sum_{i=1}^n |z_i|^2}}$$
Then,
$$\sum_{j=1}^n |w_j|^2 = \sum_{j=1}^n \frac{|z_j|^2}{\sum_{i=1}^n |z_j|^2} = 1 $$
Hence,
$$\left| \sum_{j=1}^n z_j w_j \right| \le 1$$
But,
$$\left| \sum_{j=1}^n w_j z_j \right| = \sum_{j=1}^n \frac{|z_j|^2}{\sqrt{\sum_{i=1}^n |z_i|^2}} = \sqrt{\sum_{j=1}^n |z_j|^2}$$
Therefore,
$$\sum_{j=1}^n |z_j|^2 \le 1$$
One doesn't need to take into consideration the case where one of the $z_j$'s is equal to $0$ because it just amounts to reducing $n$ to a smaller number.