[step:Reconstruct a positive trace-class operator from a positive normal functional]Let $\varphi:\mathcal{L}(H)\to\mathbb C$ be a positive normal functional. Define a sesquilinear form
\begin{align*}
b_\varphi:H\times H&\to\mathbb C
\end{align*}
\begin{align*}
(\xi,\eta)&\mapsto \varphi(\theta_{\xi,\eta}).
\end{align*}
Since $\theta_{\xi,\xi}\ge 0$ and $\theta_{\xi,\xi}\le \|\xi\|_H^2 I_H$, positivity of $\varphi$ gives
\begin{align*}
0\le b_\varphi(\xi,\xi)\le \varphi(I_H)\|\xi\|_H^2.
\end{align*}
The [Cauchy-Schwarz inequality](/theorems/432) for positive sesquilinear forms gives
\begin{align*}
|b_\varphi(\xi,\eta)|^2
\le
b_\varphi(\xi,\xi)b_\varphi(\eta,\eta)
\le
\varphi(I_H)^2\|\xi\|_H^2\|\eta\|_H^2.
\end{align*}
Thus $b_\varphi$ is bounded. By the Hilbert-space representation theorem for bounded sesquilinear forms, there is a unique positive operator $T_\varphi\in\mathcal{L}(H)$ such that
\begin{align*}
(T_\varphi\xi,\eta)_H=b_\varphi(\xi,\eta)=\varphi(\theta_{\xi,\eta})
\end{align*}
for all $\xi,\eta\in H$.
Let $(e_j)_{j\in J}$ be an orthonormal basis of $H$. For each finite subset $F\subset J$, define the finite-rank projection
\begin{align*}
P_F:H&\to H
\end{align*}
\begin{align*}
\xi&\mapsto \sum_{j\in F}(\xi,e_j)_H e_j.
\end{align*}
The projections $(P_F)$, ordered by inclusion of finite subsets $F\subset J$, increase strongly to $I$. Since $\varphi$ is normal and positive,
\begin{align*}
\varphi(P_F)\uparrow \varphi(I_H).
\end{align*}
But
\begin{align*}
\varphi(P_F)
=
\sum_{j\in F}\varphi(\theta_{e_j,e_j})
=
\sum_{j\in F}(T_\varphi e_j,e_j)_H.
\end{align*}
Therefore
\begin{align*}
\sup_{F\subset J,\ F\text{ finite}}\sum_{j\in F}(T_\varphi e_j,e_j)_H
=
\varphi(I)<\infty.
\end{align*}
For a positive operator $S\in\mathcal{L}(H)$, the trace-class criterion says that $S\in\mathcal{T}(H)$ if and only if, for one equivalently every orthonormal basis $(f_j)_{j\in J}$ of $H$,
\begin{align*}
\sup_{F\subset J,\ F\text{ finite}}\sum_{j\in F}(Sf_j,f_j)_H<\infty,
\end{align*}
and in that case this supremum equals $\operatorname{Tr}(S)$. Applying this criterion to $S=T_\varphi$ and the basis $(e_j)_{j\in J}$ proves $T_\varphi\in\mathcal{T}(H)$ and
\begin{align*}
\operatorname{Tr}(T_\varphi)=\varphi(I_H).
\end{align*}[/step]