In multivariate statistics, if ε {\displaystyle \varepsilon } is a vector of n {\displaystyle n} random variables, and Λ {\displaystyle \Lambda } is an n {\displaystyle n} -dimensional symmetric matrix, then the scalar quantity ε T Λ ε {\displaystyle \varepsilon ^{T}\Lambda \varepsilon } is known as a quadratic form in ε {\displaystyle \varepsilon }. Wikipedia