Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2013 / Paper 1 / 6 / iv

Normalize $e_1$ and put $f_1=M{e}_1/{\mu }_1$. The two vectors are an orthonormal basis of a plane $E$ invariant under $M$, since $M{e}_1={\mu }_1{f}_1$ and $M{f}_1=-{\mu }_1{e}_1$. Its orthogonal complement is also invariant: for $w\perp E$ and $z\in E$,Apply the spectral theorem for real symmetric matrices to the restriction of $M^2$ to $E^{\perp }$. Any remaining negative eigenvalue supplies another orthonormal pair by the same construction. Induction leaves only the kernel. Thus every nonzero eigenvalue of $M^2$ has even multiplicity. The pairs can share an eigenvalue, so this does not assert distinctness of the different $-{\mu }_j^2$.