What is weighting matrix? What is weighting matrix? I heard from my teacher that it is used to calculate energy of some systems. But I don't have enough knowledge about it and can't imagine it. And I haven't found it in any book yet.

A weighting matrix $W$ is a matrix such that $$W^TW=I$$ where $W^T$ represents the transpose of matrix $W$ and $I$ the identity matrix.