 Solution

Let $L=\sqrt{D}$. Regroup the finite divisor sum using the least common multiple:This is nonnegative. If $n$ has no prime factor in $\mathcal{P}$, only $d=1$ can contribute to the inner sum, so it equals ${\rho }_1=1$. This proves the required pointwise upper-bound sieve inequality. Whenever a term defining ${\lambda }_d$ is nonzero, $u,v\le L$ and their prime factors lie in $\mathcal{P}$. Hence $d=[u,v]\le uv\le L^2=D$, and every prime factor of $d$ lies in $\mathcal{P}$. Thus these are upper-bound sieve weights of level $D$, as described by the Selberg least-common-multiple weights.