I'm independently studying Boyd & Vandenberghe's Convex Optimization and came across the following statement.
Suppose $x_1 \ne x_2$ are two points on $\mathbb{R}^n$. Points of the form $$y = \theta x_1 + (1 - \theta)x_2$$ where $\theta \in \mathbb{R}$, form the line passing through $x_1$ and $x_2$.
I understand intuitively how this is a line where $n = 2$ (i.e. you can write it in slope-intercept form with $m = x_1 - x_2$). But what about for more than two dimensions (i.e. $n \gt 2$)? Why is this guaranteed to be a line geometrically for any $n$?