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A non-negative operator has a unique non-negative square root
Statement
Let be a finite-dimensional real or complex inner product space and let be non-negative. Then there exists a unique non-negative operator such that
Facts & Assumptions
Given: A finite-dimensional real or complex inner product space and a non-negative endomorphism .
A non-negative operator has an orthonormal eigenbasis with nonnegative eigenvalues (A non-negative operator is equivalently self-adjoint with nonnegative eigenvalues, a positive semidefinite matrix in an orthonormal basis, or an operator of the form S^*S).
Every nonnegative real number has a unique nonnegative square root (Square roots exist: a unique with ; the positives are ).
Proof
By [L1], there is an orthonormal basis of and numbers such that . By [L2], each has a nonnegative square root. Define by . Then for every , so ; the same basis shows that is self-adjoint with nonnegative eigenvalues, hence non-negative by [L1].
Let be another non-negative square root of . Because , each eigenspace is -invariant. On one has , and [L1] applied to the non-negative operator shows that all its eigenvalues are nonnegative; by [L2], the only nonnegative number whose square is is , so on . Thus acts on every basis vector exactly as does, and therefore .
Depends on
Used by
- The singular values of a linear map as the eigenvalues of the positive square root of T^*T Definition
- FALSE: A non-negative operator has a unique square root among all operators False statement
- Singular values are well defined because the positive square root of T^*T is unique Proposition
- The non-negative square root of a non-negative operator is a polynomial in the operator Proposition
- Every endomorphism has a polar decomposition T = SU with U non-negative and S an isometry on the orthogonal complement of ker T, and S is unique exactly when T is invertible Theorem
Dependency tree · two levels
12 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Sheldon Axler, Linear Algebra Done Right, fourth edition (standard reference, not scraped)