Step 1: Use the given transformation \( X = BY \).
We are given that: \[ X^\top AX = Y^\top PY \] Substitute \( X = BY \): \[ (BY)^\top A (BY) = Y^\top P Y \] Since \( (BY)^\top = Y^\top B^\top \), we get: \[ Y^\top B^\top A B Y = Y^\top P Y \]
Step 2: Compare both sides.
We now compare the quadratic forms: \[ Y^\top B^\top A B Y = Y^\top P Y \Rightarrow P = B^\top A B \]
Step 3: Use symmetry condition.
If \( B \) is symmetric, then \( B^\top = B \). Thus, \[ P = B A B \]