What is the dual norm of Mahalanobis norm? $||x||_M = \sqrt{x^TMx}$ where $M$ is positive definite. here are the definitions. https://en.wikipedia.org/wiki/Dual_norm
2026-04-03 12:55:03.1775220903
What is the dual norm of Mahalanobis norm?
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The dual norm of $||x||_M$ is $||x||_{M^{-1}}$.
Letting $M$ be the Identity matrix yields the well known special case that the dual of the Euclidean norm is the Euclidean norm.
The proof is left as an exercise for the reader.