By the real spectral theorem, a real symmetric matrix has an orthogonal diagonalizationWriting givesThis is nonnegative for every exactly when every . Thus the quadratic-form and eigenvalue definitions of a positive semidefinite matrix agree.
When is positive semidefinite, defineThis matrix is symmetric and positive semidefinite, and its square is , so it is the principal square root of a positive semidefinite matrix.
For nonsingular , the matrix is symmetric andfor every nonzero . Thus is positive definite, andexists and is nonsingular. Let . Since is symmetric,Hence is an orthogonal matrix andthe polar decomposition of an invertible real matrix.
In three dimensions, stretches or contracts along three mutually perpendicular eigenvector directions by its positive eigenvalues. The orthogonal map is then applied: it is a rotation when , and a rotation combined with a reflection when .
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