I recently read about how to construct $\Bbb R$ from $\Bbb Q$ and Cauchy sequences in $\Bbb Q$. My book says that Cauchy sequences built in $\Bbb Q$ do not all have limits in $\Bbb Q$, and therefore by defining an equivalence relation on all sequences in $\Bbb Q$ by Cauchy criterion result in the set of real numbers, $\Bbb R$.
My question is: why do Cauchy sequences in $\Bbb Q$ do not all have a limit in $\Bbb Q$?
We know this because we have a bunch of examples of rational Cauchy sequences which can provably not converge to rational limits.
Example. The proof that there is no rational number $r\in\Bbb Q$ with $r^2=2$ is well know. This is often quoted as "the square root of $2$ is not rational".
However, we can find a Cauchy sequence $(r_n)$ of rational numbers so that $r_n^2$ converges to $2$. What should the limit of this sequence be? It can certainly be no rational number. So you have the following options:
The first option is disliked because we want to deal with complete spaces.