Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2022/paper-2/17/a/solution

The displayed matrix is not orthogonal: its first column has squared Euclidean norm three, whereas every column of an orthogonal matrix must have squared length one.
For the general assertion, put . In the Einstein summation convention, orthogonality gives and . The entries of satisfy
This is exactly , proving that the matrix product is orthogonal. The Kronecker delta contracts the two middle indices without changing the multiplication order of the matrices.

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