Re: [eigen] Calculation of weighted norm |

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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
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Dipl.-Inf. Christoph Hertzberg
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