Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/ia/paper-1/7b/a/iii/solution

Eigenvectors belonging to distinct eigenvalues are linearly independent. With distinct eigenvalues there are eigenvectors forming a basis, and the matrix is diagonalizable. In this eigenbasis, the Rayleigh quotient is a weighted average of the eigenvalues, so it is maximized by choosing in the eigenspace of the largest eigenvalue.

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