TheoremBase

The Positive Semidefinite Square Root of a Positive Semidefinite Matrix

The square root of a positive semidefinite real symmetric matrix A is the unique positive semidefinite symmetric matrix whose square is A.

Statement

In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let n∈Nn\in\mathbb{N} and let A∈S(n)A\in\mathcal{S}(n), the set of symmetric matrices, be positive semidefinite, with the matrix product.

The positive semidefinite square root of AA, written A1/2A^{1/2}, is the unique B∈S(n)B\in\mathcal{S}(n) that is positive semidefinite and satisfies BB=ABB=A, which exists and is unique by Every Positive Semidefinite Matrix Has Exactly One Positive Semidefinite Square Root §square-root.

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