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 ∣1+j∣|1 + j| and ejΟ€/4e^{j\pi/4} without hesitation?

  • Systems of linear equations and basic matrix operations (multiply, transpose)

    Self-check: Can you multiply a 3Γ—23 \times 2 matrix by a 2Γ—12 \times 1 vector?

  • Summation notation and basic proof techniques (induction, contradiction)

    Self-check: Can you prove that βˆ‘k=1nk=n(n+1)/2\sum_{k=1}^{n} k = n(n+1)/2 by induction?

Notation for This Chapter

Symbols introduced in this chapter. See also the NGlobal Notation Table master table in the front matter.

SymbolMeaningIntroduced
x,y,z\mathbf{x}, \mathbf{y}, \mathbf{z}Column vectors in Cn\mathbb{C}^n (boldface lowercase)s01
V,WV, WVector spacess01
span(v1,…,vk)\text{span}(\mathbf{v}_1, \ldots, \mathbf{v}_k)Linear span of a set of vectorss01
dim⁑(V)\dim(V)Dimension of vector space VVs01
⟨x,y⟩\langle \mathbf{x}, \mathbf{y} \rangleInner product yHx\mathbf{y}^H \mathbf{x} (conjugate-linear in second argument)s02
βˆ₯xβˆ₯\|\mathbf{x}\|Euclidean norm ⟨x,x⟩\sqrt{\langle \mathbf{x}, \mathbf{x} \rangle}s02
βˆ₯xβˆ₯p\|\mathbf{x}\|_pβ„“p\ell_p norm: (βˆ‘i∣xi∣p)1/p(\sum_i |x_i|^p)^{1/p}s02
A,B,H\mathbf{A}, \mathbf{B}, \mathbf{H}Matrices (boldface uppercase)s03
R(A)\mathcal{R}(\mathbf{A})Range (column space) of A\mathbf{A}s03
N(A)\mathcal{N}(\mathbf{A})Null space of A\mathbf{A}s03
rank(A)\text{rank}(\mathbf{A})Rank of matrix A\mathbf{A}s03
(β‹…)H(\cdot)^HConjugate transpose (Hermitian transpose)s03
A≻0\mathbf{A} \succ 0, Aβͺ°0\mathbf{A} \succeq 0Positive definite, positive semidefinites03
Ξ»i(A)\lambda_i(\mathbf{A})ii-th eigenvalue of A\mathbf{A} (ordered by magnitude unless stated otherwise)s04
QΞ›Qβˆ’1\mathbf{Q} \mathbf{\Lambda} \mathbf{Q}^{-1}Eigendecomposition of a square matrixs04
R(A,x)R(\mathbf{A}, \mathbf{x})Rayleigh quotient xHAx/xHx\mathbf{x}^H \mathbf{A} \mathbf{x} / \mathbf{x}^H \mathbf{x}s04
Οƒi(A)\sigma_i(\mathbf{A})ii-th singular value of A\mathbf{A} (ordered Οƒ1β‰₯Οƒ2β‰₯β‹―β‰₯0\sigma_1 \geq \sigma_2 \geq \cdots \geq 0)s05
UΞ£VH\mathbf{U} \mathbf{\Sigma} \mathbf{V}^HSingular value decompositions05
tr(A)\text{tr}(\mathbf{A})Trace of A\mathbf{A}: βˆ‘iaii\sum_i a_{ii}s06
det⁑(A)\det(\mathbf{A})Determinant of A\mathbf{A}s06
βŠ—\otimesKronecker products07
vec(A)\text{vec}(\mathbf{A})Column-wise vectorization of matrix A\mathbf{A}s07
βˆ‚fβˆ‚x\frac{\partial f}{\partial \mathbf{x}}Gradient of scalar ff with respect to vector x\mathbf{x}s08
βˆ‚fβˆ‚A\frac{\partial f}{\partial \mathbf{A}}Matrix derivative of scalar ff with respect to matrix A\mathbf{A}s08