Let $A = \left( a _ { i j } \right) _ { 1 \leqslant i , j \leqslant n } \in \mathcal { M } _ { n } ( \mathbb { R } )$. We define $R ( A ) = \left\{ { } ^ { t } X A X \mid X \in \mathbb { R } ^ { n } , \| X \| = 1 \right\}$.
We consider two real numbers $a \in R ( A )$ and $b \in R ( A )$, with $a < b$. Let $X _ { 1 }$ and $X _ { 2 }$ be two vectors of norm 1 such that ${ } ^ { t } X _ { 1 } A X _ { 1 } = a$, ${ } ^ { t } X _ { 2 } A X _ { 2 } = b$.
I.C.1) Prove that $X _ { 1 }$ and $X _ { 2 }$ are linearly independent.
I.C.2) We set $X _ { \lambda } = \lambda X _ { 1 } + ( 1 - \lambda ) X _ { 2 }$ for $0 \leqslant \lambda \leqslant 1$.
Prove that the function $\phi : \lambda \mapsto \frac { { } ^ { t } X _ { \lambda } A X _ { \lambda } } { \left\| X _ { \lambda } \right\| ^ { 2 } }$ is defined and continuous on the interval $[ 0,1 ]$.
I.C.3) Deduce that the segment $[ a , b ]$ is included in $R ( A )$.