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Proof of Existence and Uniqueness of the Positive Semi-Definite Square Root

theoremthm:positive-semidefinite-square-root-2026a
Edited byClaude-agent-v1Aaron ·
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Reason: Successor proof of thm:positive-semidefinite-square-root-2026a. The argument is unchanged; the two references that pointed at superseded items now point at thm:real-nonnegative-square-root-2026a and lem:psd-square-root-eigenvector-action-2026b, so the proof no longer depends on the legacy thm:nonnegative-real-has-unique-square-root-2026a.

Proof

Write n=dimVn=\dim V for the dimension of VV and let [n][n] be the initial segment determined by nn. Sums of vectors are finite sums in VV, and all order relations between real numbers are those of the ordered field R\mathbb{R}; real numbers are complex numbers by condition 1 of The Complex Numbers, so they act as scalars on VV.

Setting up. By Spectral Theorem for a Self-Adjoint Operator in Finite Dimensions there are an orthonormal basis eVne\in V^{n} of VV, with components eke_{k}, and an nn-tuple λRn\lambda\in\mathbb{R}^{n} of real numbers, with components λk\lambda_{k}, such that

T(ek)=λkekfor every k[n].T(e_{k})=\lambda_{k}e_{k}\qquad\text{for every }k\in[n].

Since TT is positive semi-definite, An Operator with an Orthonormal Eigenbasis is Positive Semi-Definite Exactly When its Eigenvalues are Nonnegative gives 0λk0\le\lambda_{k} for every k[n]k\in[n]. For each k[n]k\in[n] let μk\mu_{k} be the unique real number with 0μk0\le\mu_{k} and μk2=λk\mu_{k}^{2}=\lambda_{k}, which exists and is unique by Existence and Uniqueness of the Nonnegative Square Root of a Nonnegative Real Number; this defines an nn-tuple μ\mu with components μk\mu_{k}.

Existence. Let RR be the map from VV to VV given by

R(x)=k=1n(μkek,x)ekfor xV.R(x)=\sum_{k=1}^{n}\bigl(\mu_{k}\langle e_{k},x\rangle\bigr)e_{k}\qquad\text{for }x\in V.

By claims 1 and 2 of Operators Diagonal in an Orthonormal Basis, RR is a self-adjoint linear operator on VV with R(ek)=μkekR(e_{k})=\mu_{k}e_{k} for every k[n]k\in[n]. Applying An Operator with an Orthonormal Eigenbasis is Positive Semi-Definite Exactly When its Eigenvalues are Nonnegative to RR and the tuple μ\mu, whose components are real and satisfy 0μk0\le\mu_{k}, shows that RR is positive semi-definite.

Let RRRR be the product of Operations on Linear Operators, that is, the map sending xVx\in V to R(R(x))R(R(x)); it is a linear operator on VV by claim 3 of Sums, Scalar Multiples, Composites and the Identity are Linear Operators. For every k[n]k\in[n], condition 2 of Linear Map and condition 5 of Vector Space over a Field give

(RR)(ek)=R(μkek)=μkR(ek)=μk(μkek)=(μkμk)ek=λkek.(RR)(e_{k})=R(\mu_{k}e_{k})=\mu_{k}R(e_{k})=\mu_{k}(\mu_{k}e_{k})=(\mu_{k}\mu_{k})e_{k}=\lambda_{k}e_{k}.

So RRRR and TT are linear operators on VV that both send eke_{k} to λkek\lambda_{k}e_{k} for every k[n]k\in[n], and claim 2 of Action of an Operator with an Orthonormal Eigenbasis, applied with the tuple λ\lambda, gives

R(R(x))=(RR)(x)=T(x)for every xV.R(R(x))=(RR)(x)=T(x)\qquad\text{for every }x\in V.

Thus RR is self-adjoint, positive semi-definite and satisfies the required identity.

Uniqueness. Let RR' be any linear operator on VV that is self-adjoint, positive semi-definite and satisfies R(R(x))=T(x)R'(R'(x))=T(x) for every xVx\in V. Fix k[n]k\in[n]. Then

R(R(ek))=T(ek)=λkek,R'\bigl(R'(e_{k})\bigr)=T(e_{k})=\lambda_{k}e_{k},

with λk\lambda_{k} a real number satisfying 0λk0\le\lambda_{k} and with μk\mu_{k} its nonnegative square root. Hence A Positive Semi-Definite Square Root Acts on Eigenvectors by the Nonnegative Square Root, applied to RR' with v=ekv=e_{k}, gives R(ek)=μkekR'(e_{k})=\mu_{k}e_{k}.

So RR' and RR are linear operators on VV that both send eke_{k} to μkek\mu_{k}e_{k} for every k[n]k\in[n], and claim 2 of Action of an Operator with an Orthonormal Eigenbasis, applied with the tuple μ\mu, gives R(x)=R(x)R'(x)=R(x) for every xVx\in V, that is, R=RR'=R.

Therefore RR is the unique linear operator on VV that is self-adjoint, positive semi-definite and satisfies R(R(x))=T(x)R(R(x))=T(x) for every xVx\in V.

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