[Math] Square root of a matrix proof

eigenvalues-eigenvectorslinear algebra

Let $B$ be a real symmetric $2 \times2$ matrix which satisfies: $$\sqrt{B}v_1=\lambda_1v_1$$
$$\sqrt{B}v_2=\lambda_2v_2,$$

where $v_1,v_2$ are eigenvectors of matrix $B$ and $\lambda_1,\lambda_2$ are the corresponding eigenvalues.

My book doesn't provide a proof to show that $(\sqrt{B})^2$ is equal to $B$. I tried searching online for a proof but I couldn't find any. What will be the proof to show that?

Best Answer

Expansion of my comment above:

If $B$ is a positive semidefinite (symmetric) matrix then there exist an orthonormal matrix $S$ (satisfying $S'S=I$) and a diagonal matrix $\Lambda$ with nonnegative diagonal entries ($\Lambda=\text{diag}(\lambda_1,\ldots,\lambda_n)$ where each $\lambda_j\geq 0$) such that $$ B=S'\Lambda S. $$ Then $\sqrt{B}$ is usually defined as $S'\sqrt{\Lambda}S$ where $\sqrt{\Lambda}=\text{diag}(\sqrt{\lambda_1},\ldots,\sqrt{\lambda_n})$. You can now check via direct multiplication that $$ \sqrt{B}\sqrt{B}=S'\sqrt{\Lambda}(SS')\sqrt{\Lambda}S=S'\sqrt{\Lambda}\sqrt{\Lambda}S=S'\Lambda S=B. $$ By the way, the eigenvalues of $\sqrt{B}$ are the square roots of the eigenvalues for $B$.

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