Thanks, I read the post and it makes sense but I still have a few questions:
when you say A has a positive square root , do you mean is positive definite?
And why do we need it to be positive?
Yes, that is what it means; and no, for this proof it's not important to take the positive square root of A. In general, a positive definite matrix has many square roots (but only one of them is positive definite), and for this proof any square root would do.
Originally Posted by math8
Also, how do you prove that if then ?
The only way I know to prove that is to use the norm of an operator. Define , where . Then and . It follows that