Square root of nilpotent matrix How could I show that $\forall n \ge 2$ if $A^n=0$ and $A^{n-1} \ne 0$ then $A$ has no square root? That is there is no $B$ such that $B^2=A$. Both matrices are $n \times n$.
Thank you.

Hmm. This is deeper than I thought when I gave my first glib answer. 
Consider the rank $r_k$ of the matrix $A^k$. It's certainly no greater than $r_{k-1}$. So the ranks form a non-increasing sequence that looks like
$$
n = r_0 \ge r_1 \ge r_2 \ge \ldots \ge r_{n-1} > r_n = 0.
$$
Each matrix $A^k$ defines a linear transformation on $R^n$ whose image
$$V_k = \{ A^k {\mathbf x} : {\mathbf x} \in R^n \}
$$
is a subspace of $R^n$.  Furthermore, these images are nested:
$$
\{0\} = V_n \subset V_{n-1} \subset V_{n-2} \subset \ldots \subset V_1 \subset V_0 = R^n$$
because if ${\mathbf u} = A^k {\mathbf x}$ is in $V_k$, then ${\mathbf u}$ can be rewritten as 
$$
{\mathbf u} = A^{k-1} (A^k {\mathbf x}),
$$
which is clearly in the image $A^{k-1}$, i.e., $V_{k-1}$. 
Suppose that for some $k$, we have $r_k = r_{k-1}$. Then by basic facts about dimensions, we have $V_k = V_{k-1}$ as well. And that means that for $j > k$, we have $V_j = V_k$, i.e., the images "stabilize". If they stablize at anything above dimension $0$, then $A$ is not nilpotent. 
That means that in the sequence of non-increasing $r$-values, we can replace the weak inequality with strong inequality, to get
$n = r_0 > r_1 > r_2 > \ldots > r_{n-1} > r_n = 0$. 
Since $r_1 < n$, we must have that each successive $r$ is one less than the previous one, i.e., $r_j = n-j$. 
Summary so far: For an $n \times n$ matrix $A$ with $A^n = 0$ but $A^{n-1} \ne 0$, the rank of $A^k$ is $n-k$, for $k = 1, \ldots n$. 
Now suppose that $A = B^2$. The sequence of matrices $B^k$ can be analyzed in the same way as the powers of $A$. Each successive matrix must have a lower rank than the last, with the rank of matrix $B^{2(n-1)} = A^{n-1}$ being at least 1. But the rank of this matrix can be no greater than $n - (2(n-1)) = 1-n$. So we have that this rank -- call it $s$ --- satisfies $1-n \ge s \ge 1$, so $1-n \ge 1$, hence $n \le 0$. 
In other words, if $A$ had a square root, it would have to be a very small matrix. :)
Your problem is stated only for $n \ge 2$, but my proof seems to show that it works for $n = 1$ as well, which is wrong: for $n =1$, the matrix $[0]$ actually has the required property: its first power is zero, but its zeroth power is nonzero, and it is the square of a matrix $B$, namely $[0]$. Probably I've got an off-by-one error in my proof, or I assumed $n > 1$ somewhere without noting it. 
