Notation

I have made an effort to keep a consistent mathematical notation throughout the book. Although every symbol is defined in the text prior to its use, it may be convenient for the reader to have the list of major symbols summarized together. The list is presented below:

 Vectors are denoted with boldface letters, such as x.

 Matrices are denoted with capital letters, such as A.

 The determinant of a matrix is denoted as det{A}, and sometimes as |A|.

 A diagonal matrix with elements a1, a2, . . . , al, in its diagonal is denoted as A = diag{a1, a2, . . . , al}.

 The identity matrix is denoted as I.

 The trace of a matrix is denoted as trace{A}.

 Random variables are denoted with roman fonts, such as x, and their corresponding ...

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