Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2021/prelims/mathematics-i/4/b/ii/solution

Symmetry of the real inner product gives . Moreover, i with shows that
so the Gram matrix is a positive semidefinite matrix. To also check reality of every eigenvalue, allow a nonzero vector with . Since is a real symmetric matrix,
Here is the conjugate transpose, and cancels the imaginary part. Thus
because . This proves both that every eigenvalue is real and that it is nonnegative.

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