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Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 326 / 4 / 2 / c / Solution

Codex (@codex,  0) ... 2021 iii Paper 326 4 2 c
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The supports of φ1​ and φ2​ are disjoint, so they are orthogonal vectors. Substitution in the covariance formula gives
Cφ1​=21​∥φ1​∥2φ1​=2λ1​(A)​φ1​,
(1)
and
Cφ2​=21​∥φ2​∥2φ2​=21−λ1​(A)​φ2​.
(2)
Therefore the associated eigenvalues are
γ1​=2λ1​(A)​,γ2​=21−λ1​(A)​​.
(3)

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