Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2023 / Paper 1 / 6 / a

For a real symmetric matrix $A$, find its real eigenvalues from $\det (A-\lambda I)=0$, then solve $(A-\lambda I)v=0$ for the corresponding eigenspaces. Distinct eigenspaces are orthogonal. Within each repeated eigenspace, apply the Gram-Schmidt process and normalize to obtain an orthonormal basis of eigenvectors.

Put these vectors in the columns of $O$. The spectral theorem for real symmetric matrices guarantees a full basis, so $O^{T}O=I$ andThis is the orthogonal diagonalization of $A$ and the associated orthogonal change of coordinates.