To prove the finite-dimensional spectral theorem, first note that the continuous quadratic function has a maximum on the unit sphere. The Lagrange multiplier equation at a maximizing vector gives , so has a real unit eigenvector. Its orthogonal complement is invariant becauseInduction on the dimension supplies an orthonormal eigenbasis of that complement and hence of .
For ,while symmetry and bilinearity are immediate, so the displayed formula defines an inner product on . Sinceintegration by parts givesThe boundary term vanishes for polynomials, proving that is self-adjoint.
On the monomial ,Thus the matrix of in the monomial basis is triangular with diagonalThese are therefore its eigenvalues. For , corresponding eigenvectors arefor eigenvalues , respectively. They are the first Laguerre polynomials up to normalization, as described by the Laguerre differential operator on polynomials.
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