Past exam of the mathematics course of the University of Cambridge / 2007 / ii / Paper 3 / 38C / a

For ${\theta }_k=k\pi /(M+1)$, extend the proposed vector by $v_0=v_{M+1}=0$. The sine addition identity gives $v_{i-1}+v_{i+1}=2\cos {\theta }_k{v}_i$. Thus row-by-row multiplication yieldsThese vectors do not depend on $a,b$. To prove they form a basis even when eigenvalues of $A$ coincide, apply the calculation first to the symmetric matrix with $a=0,b=1$, whose eigenvalues $2\cos {\theta }_k$ are distinct. Its $M$ nonzero eigenvectors are orthogonal and form a basis. Their squared lengths are $(M+1)/2$, so multiplying each by $\sqrt{2/(M+1)}$ gives a common orthonormal eigenbasis for every matrix in the family.