Geometric Interpretation

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April 16th 2010, 04:19 AM
clayts

Geometric Interpretation

Hi,
Suppose $v$ is a n vector and $X$ is a diagonal n x n matrix.

What is the geometric interpretation of $v^T X v$ ?

If $X$ 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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