In order to prove this statements, we will use such notations:
σx=(0110),σy=(0i−i0),σz=(100−1)
As we can see the first statement is right:
(0110)(0110)=(1001)=I
(0i−i0)(0i−i0)=(1001)=I
(100−1)(100−1)=(1001)=I
The commutator of the two matrices is:
[σx,σy]=σxσy−σyσx=(0110)(0i−i0)−(0i−i0)(0110)=2i(100−1)
So we have proved the second statement
Let's finish our work and prove the last statement:
[σx,σz]=σxσz−σzσx=(0110)(100−1)−(100−1)(0110)=−2i(0i−i0)
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