Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/ia/paper-2/8b/i/solution

The independence of eigenvectors for distinct eigenvalues ensures that such eigenvectors form a linearly independent set. For completeness, apply to a proposed relation . It leaves , so every . Thus the three eigenvectors form a basis over the relevant field and . Substitution into the linear system of ordinary differential equations gives ; linear independence implies . Hence
A real matrix may have a complex conjugate pair of eigenvalues. In that case the calculation is over and conjugate coefficients yield real solutions; equivalently use real and imaginary parts of the complex modes. No unstated assumption that all three eigenvalues are real is needed.

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