Proof of Existence and Uniqueness of the Positive Semi-Definite Square Root
theoremthm:positive-semidefinite-square-root-2026aWrite for the dimension of and let be the initial segment determined by . Sums of vectors are finite sums in , and all order relations between real numbers are those of the ordered field ; real numbers are complex numbers by condition 1 of The Complex Numbers, so they act as scalars on .
Setting up. By Spectral Theorem for a Self-Adjoint Operator in Finite Dimensions there are an orthonormal basis of , with components , and an -tuple of real numbers, with components , such that
Since is positive semi-definite, An Operator with an Orthonormal Eigenbasis is Positive Semi-Definite Exactly When its Eigenvalues are Nonnegative gives for every . For each let be the unique real number with and , which exists and is unique by Existence and Uniqueness of the Nonnegative Square Root of a Nonnegative Real Number; this defines an -tuple with components .
Existence. Let be the map from to given by
By claims 1 and 2 of Operators Diagonal in an Orthonormal Basis, is a self-adjoint linear operator on with for every . Applying An Operator with an Orthonormal Eigenbasis is Positive Semi-Definite Exactly When its Eigenvalues are Nonnegative to and the tuple , whose components are real and satisfy , shows that is positive semi-definite.
Let be the product of Operations on Linear Operators, that is, the map sending to ; it is a linear operator on by claim 3 of Sums, Scalar Multiples, Composites and the Identity are Linear Operators. For every , condition 2 of Linear Map and condition 5 of Vector Space over a Field give
So and are linear operators on that both send to for every , and claim 2 of Action of an Operator with an Orthonormal Eigenbasis, applied with the tuple , gives
Thus is self-adjoint, positive semi-definite and satisfies the required identity.
Uniqueness. Let be any linear operator on that is self-adjoint, positive semi-definite and satisfies for every . Fix . Then
with a real number satisfying and with its nonnegative square root. Hence A Positive Semi-Definite Square Root Acts on Eigenvectors by the Nonnegative Square Root, applied to with , gives .
So and are linear operators on that both send to for every , and claim 2 of Action of an Operator with an Orthonormal Eigenbasis, applied with the tuple , gives for every , that is, .
Therefore is the unique linear operator on that is self-adjoint, positive semi-definite and satisfies for every .
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Prerequisites
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