Let $f:\mathbb{N}\cup\{0\}\to\mathbb{N}\cup\{0\}$ be a function which satisfies $f(x^2+y^2)=f(x)^2+f(y)^2$ for all $x,y \in\mathbb{N}\cup\{0\}$. It' easy to see that $f(0)=0$ and $f(1)=0$ or $f(1)=1$. Suppose let's assume that $f(1)=1$. Then it's very easy to see that $f(2)=2$ and since $f(2)=2$, we can see that $f(4)=4$ and $f(5)=5$ because $5=2^2+1^2$. To see $f(3)=3$, note that $$25=f(5^2)=f(3)^2+f(4)^2 \implies f(3)=3$$ One can even see that $f(6)=6$, $f(7)=7$ and so on. Is it generally true that $f(n)=n$ for all $n$?
Edit. If anyone wondering how $f(7)=7$ here is the way. Note that $f$ satisfies $f(n^2)=f(n)^2$. One can see that $$25^{2}=24^2+7^2 \implies 25^{2}=f(24)^{2}+f(7)^{2}$$ We have to show $f(24)=24$. For this note that $$26^2 = 24^2+10^2 \implies f(26)^{2} = f(24)^{2}+f(10)^{2}$$ But $f(26)=26$ because $26=5^2+1^2$ and $f(10)=10$ since $10=3^{2}+1^{2}$. In short if $n=x^2+y^2$ for some $x,y$ and $f(1)=1$, then we can see that $f(n)=n$.
Answer
Yes.
Suppose you already know that $f(n)=n$ for all $n < N$. You want to find $a,b,c$, all smaller than $N$, such that $N^2+a^2=b^2+c^2$. If you find such a triplet, you immediately conclude that $f(N)=N$, and you have the necessary inductive step.
For odd $N>6$, use
$N^2+\left(\frac{N-5}{2}\right)^2 = (N-2)^2+\left(\frac{N+3}{2}\right)^2$
For even $N>6$, use
$N^2+\left(\frac{N}{2}-5\right)^2 = (N-4)^2 + \left(\frac{N}{2}+3\right)^2$
Since the question details already prove that $f(n)=n$ for small values of $n$, this inductive step finishes the argument.
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