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I'm trying to prove the following statement.

Let $P_n \subset Mat_{nxn}(\mathbb R)$ be the set of all symmetric positive definite matrices with real entries of size $n$x$n$.

Let $\sqrt{}:P_n \to P_n$ such that $\sqrt{A}=B$ where $B^2=A$ (From Linear Algebra 2, we know that there is such a matrix and there is only one, so this function is well defined).

Show that $\sqrt{}$ is smooth $C^{\infty}$, meaning, it is differentiable $\infty$ times and each differential (which can be seen as a linear transformation) is continuous.

Would appreciate any push in the right direction. This is not homework, I am preparing for an exam.

Oria Gruber
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