Notation

Here we define some notation used in this text: matrices, vectors, sets and scalars are distinguished by font, matrices/vectors are typeset using $\mathbf{bold math font}$, sets and scalars are typeset by using $normal math font$. Matrices and sets are typeset using capitalized letters. We do not really use vectors since we use matrix calculus. Vectors are viewed as a nx1 matrix, therefore if $\mathbf{w}$ is a vector then $\mathbf{w}^T\mathbf{w}$ is a scalar and $\mathbf{w}\mathbf{w}^T$ is a dxd matrix, where d is the vector dimension.

$s$	scalar $s$
$\vert s\vert$	absolute value of scalar $s$
$\mathbf{A}$	matrix $\mathbf{A}$
$\vert\mathbf{A}\vert$	determinant of matrix $\mathbf{A}$
$\mathbf{w}$	vector $\mathbf{w}$
$D$	set $D$
$\vert D\vert$	cardinality of set $D$
$\mathbf{w}^T$	transpose matrix/vector
$\vert\vert\mathbf{w}\vert\vert$	Euclidean norm of $\mathbf{w}$