Pascal once coined a phrase that has become a rather popular maxim used in answer to those who would question why people choose to love as they love: "The heart has its reasons of which reason knows nothing."
However, the original context of the phrase is notably different:
"The heart has its reasons of which reason knows nothing: we know this in countless ways. I say that it is natural for the heart to love the universal being or itself, according to its allegiance, and it hardens itself against either as it chooses. You have rejected one and kept the other. Is it reason that makes you love yourself?"
In other words, it is not by some rational demonstration that one's will or affections are directed at one thing or another, though it is possible (in some cases) to provide a rational demonstration of what follows from that initial choice.
Man's first principle is always a choice between believing in himself, or in something infinitely greater than himself, and he cannot, out of the stores of his own rationality, demonstrate why he chooses himself rather than the Infinite.