Positive diagonal symmetrization of a matrix

If a real matrix $B$ has a positive diagonal matrix $W$ such that $WB$ is a symmetric matrix, then $H=W^{1/2}B{W}^{-1/2}$ is a symmetric matrix related to $B$ by a similarity transformation: $B^{T}W=WB$ gives $H^T=H$. Thus $B$ is a diagonalizable matrix with real eigenvalues. If ${\mathbf{z}}^{T}WB\mathbf{z}\le 0$ for all real vectors $\mathbf{z}$, its eigenvalues are nonpositive. This converts symmetry in a weighted inner product into Euclidean symmetry.

Let a real tridiagonal matrix have diagonal entries $a_i$, positive upper entries $b_i$, and positive lower entries $c_i$. Set $d_1=1$, $d_{i+1}=d_i\sqrt{c_i/b_i}$ and $D=\mathrm{diag}(d_i)$. Then $D^{-1}AD$ is a symmetric matrix with diagonal $a_i$ and adjacent entries $\sqrt{b_i{c}_i}$. Indeed its two adjacent entries are $b_i{d}_{i+1}/d_i$ and $c_i{d}_i/d_{i+1}$, which are equal by construction. All other zeros are preserved. This matrix similarity implies real eigenvalues and diagonalizability, by the spectral theorem for real symmetric matrices. No sign assumption on $a_i$ is needed. In the weighted formulation of positive diagonal symmetrization of a matrix, the positive diagonal matrix is $W=D^{-2}$.