Lemma 1.1. Let V be a vector space over F where F is ℝ or ℂ. If S and T are hermitian and ST = TS, then there is an orthogonal basis for S and T.
Proof. Let λ be an eigenvalue of T and set W to be the eigenspace with respect to lambda. Then the commutativity of ST and TS gives us that
for w ∈ W. In other words Sw ∈ W, implying that W is S-invariant. Now since T is hermitian, then W is 1-dimensional, implying that lambda is an eigenvalue for S and furthermore the eigenspace for S corresponding to λ is W. Since λ is arbitrary and both S and T are diagonalizable, then we know that there exists an orthogonal basis v1,,vn. __
Now for the main event. Let V be a vector space over F where F is ℝ or ℂ. Also let (⋅|⋅)1 and (⋅|⋅)2 be two distinct inner products on V . Due to Gram-schmitt, we can assume that (⋅|⋅)1 is simply the standard inner product on V . So Then there exists hermitian, positive definite operators T ∈ EndF(V ) such that (x|y)2 = (Tx|y)1, and in the case of (⋅|⋅)1, the hermitian operator corresponding to it is Id. Certainly T Id and IdT are commutative and T and Id are both hermitian. Hence Lemma 1.1 implies that we can find an orthogonal basis for the standard inner product, i.e. (⋅|⋅)1, but because (x|y)2 = (Tx|y)1, then this will be othogonal with respect to both inner products.
Now assume that w ∈ W(λ), then Sw = Tw = λw, which implies that w ∈ Ker(S - λIdW).
Hence Ker(S - λIdW) = W(λ).
Now assume that w ∈ Ker(S2 - (λ -λ)S + λλIdW) = Ker((S -λIdW)(S - λIdW)).
for some symmetric A = (aij) ∈ Mn(ℝ). Let λ1 ≥ λ2 ≥≥ λn be the eigenvalues of A with possible multiplicity.
again by the orthonormality of β. Hence λ1 ≥ b12λ1 + + bn2λn, i.e