Matrix congruence ($C=P^{T}AP$)

Two square matrices $A,C$ are congruent when $C=P^{T}AP$ for an invertible matrix $P$. This is the transformation of the matrix of a bilinear form under change of basis, and also transforms a quadratic form under an invertible linear map on its coordinates. The matrices need not be symmetric. It differs from matrix similarity, which uses $P^{-1}AP$ for a linear operator. For real symmetric matrices, completing the square diagonalizes the corresponding quadratic form by matrix congruence.

If $A$ is real symmetric positive definite and $B$ is real symmetric, let $S=A^{-1/2}$. The matrix $SBS$ is symmetric and has an orthonormal eigenbasis, represented by $Q$. Taking $P=SQ$ gives the two displayed congruences. The diagonal entries are determined by the generalized eigenvalue problem $\det (B-\lambda A)=0$, since $P^T(B-\lambda A)P$ is diagonal with entries ${\lambda }_j-\lambda$. Positive definiteness of the first form is essential to this construction.