Re: [eigen] Calculation of weighted norm

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On 02.04.2012 10:14, Claas H. Koehler wrote:

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).


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