Prerequisites & Notation
Before You Begin
This chapter assumes basic familiarity with the following. If any item feels unfamiliar, revisit the linked material first.
- High-school algebra and basic set notation
Self-check: Can you define what a set, a function, and a field are?
- Complex numbers: arithmetic, polar form, Euler's formula
Self-check: Can you compute and without hesitation?
- Systems of linear equations and basic matrix operations (multiply, transpose)
Self-check: Can you multiply a matrix by a vector?
- Summation notation and basic proof techniques (induction, contradiction)
Self-check: Can you prove that by induction?
Notation for This Chapter
Symbols introduced in this chapter. See also the NGlobal Notation Table master table in the front matter.
| Symbol | Meaning | Introduced |
|---|---|---|
| Column vectors in (boldface lowercase) | s01 | |
| Vector spaces | s01 | |
| Linear span of a set of vectors | s01 | |
| Dimension of vector space | s01 | |
| Inner product (conjugate-linear in second argument) | s02 | |
| Euclidean norm | s02 | |
| norm: | s02 | |
| Matrices (boldface uppercase) | s03 | |
| Range (column space) of | s03 | |
| Null space of | s03 | |
| Rank of matrix | s03 | |
| Conjugate transpose (Hermitian transpose) | s03 | |
| , | Positive definite, positive semidefinite | s03 |
| -th eigenvalue of (ordered by magnitude unless stated otherwise) | s04 | |
| Eigendecomposition of a square matrix | s04 | |
| Rayleigh quotient | s04 | |
| -th singular value of (ordered ) | s05 | |
| Singular value decomposition | s05 | |
| Trace of : | s06 | |
| Determinant of | s06 | |
| Kronecker product | s07 | |
| Column-wise vectorization of matrix | s07 | |
| Gradient of scalar with respect to vector | s08 | |
| Matrix derivative of scalar with respect to matrix | s08 |