Collecting the coefficients gives the coefficient matrix
A square homogeneous linear system has a nonzero solution precisely when its matrix is a singular matrix. Expanding the determinant down the first column,
Hence the necessary and sufficient condition is or or . A zero determinant gives a nontrivial kernel of a linear map; otherwise multiplication by the matrix inverse would force the zero solution.
Using the ordered orthonormal basis chosen in (c), the column matrix is
Other signs or another orthonormal choice within the repeated eigenspace are equally valid, provided the same choice is retained in the remaining parts.
Collect the coefficients of the three unknowns in rows. The linear system has matrix form
The next two parts solve this same system by the two requested methods.
The characteristic polynomial is . Solving each eigenvalue equation gives the eigenvalues and eigenvectors
For unit-length representatives divide each displayed direction by . The two eigendirections are orthogonal, consistently with the matrix being a symmetric matrix.
Use the order-reversal rule for the transpose of a product:
Therefore the product of two orthogonal matrices is orthogonal. The argument does not require and to commute.
To invert the matrix, row-reduce the augmented matrix . Subtracting row one from rows two and three gives left rows and , so the pivots are nonzero and back-substitution is possible. The resulting matrix inverse is
Multiplying by verifies the identity matrix. This inverse is not ; indeed
Thus is not orthogonal.
At , eliminate the first column by and in the augmented matrix. The last two rows give and . Hence , , and the first row then gives . Thus
The coefficient determinant at this parameter is nonzero, so this solution is unique.
Collect the coefficients of the unknowns into the matrix and the constants into a column. The requested linear system is
The unknown coordinate here is a scalar component; the right-hand column is the vector denoted by the question's matrix-form notation.
The vectors and are eigenvectors, with respective eigenvalues and . The exponential definitions reduce these to
At they coincide and the matrix is the identity.
A row's squared Euclidean norm is , and the dot product of the two rows is . Thus the row Gram matrix is
For the column Gram matrix, the first and third squared column norms are , the middle one is , and the respective cross-products are . Hence
The two products are square matrices of different sizes; their unequal dimensions are consistent with being rectangular.
For a matrix with equal diagonal entries, the symmetric and antisymmetric directions and are eigenvectors. Direct multiplication of gives eigenvalues and . Dividing each direction by its Euclidean norm gives
The two normalized eigenvectors are orthogonal; either may independently be replaced by its negative.
In , every row sums to one, so is an eigenvector with eigenvalue . The antisymmetric direction gives eigenvalue . A direction orthogonal to both is , and direct multiplication shows that it lies in the kernel of a linear map. Normalizing all three gives the complete system
They form an orthonormal basis of . The extra zero eigenvalue reflects the one-dimensional kernel of a linear map for this rank-two rectangular matrix. The question's symbols denote the eigenvalues of ; the nonzero singular values of are their square roots, namely and .
The matrix is symmetric under interchange of the first and third coordinates. For an antisymmetric vector , direct multiplication gives . For a symmetric vector , the linear transformation reduces to
The reduced characteristic polynomial is . At , its equations give ; at , they give . Normalizing the three eigenvectors gives
Their norms are one. Their unnormalized pairwise dot products are , and , proving mutual orthogonality. The eigenvalues sum to six and have product zero, agreeing with the matrix trace and determinant from part (a).
Multiplication of a matrix by a column vector forms the linear combination of its columns with coefficients from that vector. Here
so . Equating this expression with reproduces the original three linear equations.
For , a nonzero coefficient vector with is precisely a linear dependence of the three columns. Three vectors in three dimensions are linearly dependent exactly when the determinant of their column matrix, or their scalar triple product, is zero. Thus
For this square homogeneous linear system, the condition is also sufficient.
Successive substitution in the matrix recurrence relation gives . In the matrix power of , every adjacent cancels, so . Consequently
Here for , and . The formula also gives correctly at .
Put . The matrix is real and symmetric, so orthogonality means . Multiplication gives the scalar conditions
If , then and ; if , then and or . In both cases . The eight parameter triples are therefore
These conditions are sufficient as well as necessary, since they make every entry of equal to the corresponding entry of the identity matrix.
Expanding the determinant along the first row gives
Under the matrix trace condition , this simplifies to . A square matrix is invertible exactly when its determinant is nonzero. Thus
For any real square matrix , the symmetric and antisymmetric parts of a matrix give , whose summands are respectively a symmetric matrix and an antisymmetric matrix. Here it gives
Transposing the first summand leaves it unchanged; transposing the second changes its sign. Entrywise addition recovers the original matrix. The decomposition is unique because a matrix that is both symmetric and antisymmetric must be zero.