Past exam of the mathematics course of the year 1 of the natural sciences course of the University of Cambridge / 2016 / Paper 1 / 14 / a / i / Solution

By the spectral theorem for real symmetric matrices, choose the normalized eigenvectors to form an orthonormal basis. With $P_n={\mathbf{e}}_n{\mathbf{e}}_n^{\mathsf{T}}$, orthonormality gives $P_n{P}_m={\delta }_{nm}{P}_n$ and ${\sum }_n{P}_n=I$. For every vector $\mathbf{x}$, expand $\mathbf{x}={\sum }_n({\mathbf{e}}_n^{\mathsf{T}}\mathbf{x}){\mathbf{e}}_n$ and apply $A$:Since this equality holds for every $\mathbf{x}$, the spectral decomposition isEach $P_n$ is the rank-one orthogonal projection onto its eigenvector direction. In a degenerate eigenspace, normalized eigenvectors must be chosen mutually orthogonal; normalization alone does not guarantee this resolution of the identity.