Assume that xp is a particular solution to the equation Ax=b with x,b∈R3 and a real 3×3 matrix A. Explain why the general solution to Ax=b is given by x=xp+h where h is any vector such that Ah=0.
Now assume that A is a real symmetric 3×3 matrix with three different eigenvalues λ1,λ2 and λ3. Show that eigenvectors of A with respect to different eigenvalues are orthogonal. Let xk be a normalised eigenvector of A with respect to the eigenvalue λk, k=1,2,3. Show that the linear system
(A−λkI)x=b
where I denotes the 3×3 unit matrix, is solvable if and only if xk⋅b=0. Show that the general solution is given by
x=i=k∑λi−λkb.xixi+βxk,β∈R
[Hint: consider the components of x and b with respect to a basis of eigenvectors of A.]