Solution

ID: past-exam-of-the-mathematics-course-of-the-year-2-of-the-natural-sciences-course-of-the-university-of-cambridge/2016/paper-1/5/b/solution

Let be the real orthogonal matrix. If for a nonzero complex eigenvector, then preservation of the complex Euclidean norm gives
so . Its characteristic polynomial has real coefficients, hence nonreal eigenvalues occur in conjugate pairs. Such a pair is , and the remaining real eigenvalue is or .
If all three eigenvalues are real, each is ; two have the same sign and can be paired as with or . Thus in every case the spectrum has the form
Their product shows that .

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