I'm use to finding the solutions of linear Diophantine equations, but what are you suppose to do when you have quadratic terms? For example consider the following problem:
Find all solutions in positive integers to the following Diophantine equation
$x^2 + 2y^2 = z^2$
I'd usually start by finding the gcd and use some other tricks, but I'm not sure how to approach this type of problem
Here's the identity that completely solves it,
$$((a^2-nb^2)t)^2+n(2abt)^2 = ((a^2+nb^2)t)^2\tag{1}$$
for arbitrary $a,b$ and scaling factor $t$. Yours is just the case $n = 2$.
EDIT:
To address ShreevatsaR's comment if this is the complete solution (when $x_1 x_2 x_3 \ne 0$), given rational $x_1, x_2, x_3$ such that,
$$x_1^2+nx_2^2 = x_3^2\tag{2}$$
one can always find particular rational $a,b,t$ that recovers those values using the formulas,
$$\begin{aligned}a &= x_1+x_3\\ b &= x_2\\ t &= \frac{1}{2(x_1+x_3)}\end{aligned}\tag{3}$$
Example: Given the smallest solution to ,
$$x_1^2+2x_2^2 = x_3^2$$
as {$x_1, x_2, x_3$} = {$1, 2, 3$}, then using (3), we find,
$$\begin{aligned}a &= 4\\ b &= 2\\ t &= 1/8\end{aligned}$$
which yields,
$$\begin{aligned}x_1 &= (a^2-2b^2)t = 1\\ x_2 &= 2abt = 2\\ x_3 &= (a^2+2b^2)t = 3\end{aligned}$$
which are precisely the values we started with. I hope everything is clear?