Hi,

Suppose is a n vector and is a diagonal n x n matrix.

What is the geometric interpretation of ?

If is the Identity matrix, this simplifies to the Euclidean distance (L2 norm), but what about for an arbitary diagonal matrix X?

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- Apr 16th 2010, 04:19 AMclaytsGeometric Interpretation
Hi,

Suppose is a n vector and is a diagonal n x n matrix.

What is the geometric interpretation of ?

If is the Identity matrix, this simplifies to the Euclidean distance (L2 norm), but what about for an arbitary diagonal matrix X?