For every integer $j \in \llbracket 1, n \rrbracket$, we define the matrices
$$B_j = S - \alpha_j I_n \quad \text{and} \quad C_j = I_n - \alpha_j S$$
Let $j \in \llbracket 1, n \rrbracket$. Show that $C_j^\top C_j - B_j^\top B_j = (1 - \alpha_j^2) U U^\top$.