Proof: Let A=a1−a2a1a2,B=a1−a3a1a3,C=a2−a3a2a3, then
=a1b1+a2b2+a3b3=a1(1+A)(1+B)+a2(1−A)(1+C)+a3(1−B)(1−C)a1+a2+a3+(a1−a2)A+(a1−a3)B+(a2−a3)C+a1AB−a2AC+a3BC
By calculation, we get (a1−a2)A+(a1−a3)B+(a2−a3)C=a1a2+a1a3+a2a3,
a1AB−a2AC+a3BC=a1a2a3(a1−a2)(a2−a3)(a1−a3)a12(a2−a3)+a22(a3−a1)+a32(a1−a2)=a1a2a3.
Therefore, 1+∣a1b1+a2b2+a3b3∣=1+∣a1+a2+a3+a1a2+a1a3+a2a3+a1a2a3∣
≤1+∣a1∣+∣a2∣+∣a3∣+∣a1a2∣+∣a1a3∣+∣a2a3∣+∣a1a2a3∣=(1+∣a1∣)(1+∣a2∣)(1+∣a3∣).
The equality holds if and only if the seven real numbers a1,a2,a3,a1b1,a2b2,a3b3,a1a2a3 are all non-negative or all non-positive. Note that at most one of a1,a2,a3 is 0, thus the equality holds if and only if a1,a2,a3 are all non-negative.