I have question reading paper "Graph Sparsification by Effective Resistances" by Daniel A. Spielman and Nikhil Srivastava, on page N4 it says that it is obvious that L is semidefinite positive since $x^{T}B^TWBx=\|W^{1/2}Bx\|^2_2 \geq 0$ how did we get the equality $x^{T}B^TWBx=\|W^{1/2}Bx\|^2_2$?
2026-05-11 02:52:29.1778467949
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Why $x^{T}B^TWBx=\|W^{1/2}Bx\|^2_2$ for diagonal matrix W?
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Assuming that $W$ is symmetric and that there exists a matrix $W^{\frac12}$ with $W = W^{\frac12} W^{\frac12},$ we have \begin{align*} x^T B^T WBx &= x^T B^T W^{\frac12} W^{\frac12} Bx \\ &=\langle W^{\frac12} Bx, W^{\frac12} B x \rangle \\ &= \lVert W^{\frac12} Bx \rVert^2_2. \end{align*}
\begin{align} x^TB^TWBx &= x^TB^TW^{\frac12}W^\frac12Bx \\ &=x^TB^T(W^{\frac12})^TW^\frac12Bx \\ &=(W^\frac12Bx)^T(W^\frac12Bx) \\ &=\|W^\frac12Bx)\|^2 \end{align}
Note that $W$ is a diagonal matrix with positive diagonal entries and hence its square root is also symmetric.