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Mar 22, 2023 at 21:25 comment added Fedor Petrov @heroxav I am afraid that with fixed $D$ the matrix $R$ may be almost singular which makes $R^{-1}$ too large. Check the matrix $\pmatrix{1&1-\varepsilon\\1-\varepsilon&1}$.
Mar 22, 2023 at 20:14 comment added heroxav @FedorPetrov Can one also give an upper bound of similar flavor, that is, $x^\top R^{-1} x \le c \cdot x^\top D^{-1} x$?
Mar 7, 2019 at 20:18 comment added Mamal I got it. Thank you.
Mar 7, 2019 at 20:14 vote accept Mamal
Mar 7, 2019 at 20:12 comment added Fedor Petrov We know that $D^{1/2}$ exists, and so does $D^{-1/2}$, and we define $Q$ as $Q:=D^{-1/2}RD^{-1/2}$.
Mar 7, 2019 at 20:10 comment added Fedor Petrov There is no theory, I simply define $Q$ this way.
Mar 7, 2019 at 20:02 history edited Fedor Petrov CC BY-SA 4.0
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Mar 7, 2019 at 20:01 comment added Fedor Petrov $Q=D^{-1/2}RD^{-1/2}$, diagonal elements of $Q$ are equal to 1.
Mar 7, 2019 at 19:57 history edited Fedor Petrov CC BY-SA 4.0
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Mar 7, 2019 at 19:48 history answered Fedor Petrov CC BY-SA 4.0