| Re: [eigen] Calculation of weighted norm |
[ Thread Index |
Date Index
| More lists.tuxfamily.org/eigen Archives
]
On 02.04.2012 10:14, Claas H. Koehler wrote:
Hi!
I was wondering about the best way to calculate the weighted square norm of a complex vector, i.e.
x^t A x
where x is a complex vector and A is a real diagonal matrix. [...]
If A is a diagonal, this is equivalent to:
double norm2 = x.cwiseAbs2().cwiseProduct(A).sum();
assuming A is just the vector storing the diagonal entries.
If A is generic self-adjoint, the calculation will get more complex (pun
intended).
Christoph
--
----------------------------------------------
Dipl.-Inf. Christoph Hertzberg
Cartesium 0.049
Universität Bremen
Enrique-Schmidt-Straße 5
28359 Bremen
Tel: +49 (421) 218-64252
----------------------------------------------