Positive diagonal symmetrization of a matrix

ID: positive-diagonal-symmetrization-of-a-matrix

If a real matrix has a positive diagonal matrix such that is a symmetric matrix, then is a symmetric matrix related to by a similarity transformation: gives . Thus is a diagonalizable matrix with real eigenvalues. If for all real vectors , its eigenvalues are nonpositive. This converts symmetry in a weighted inner product into Euclidean symmetry.

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