
Appendix A
Review of Matrix Algebra
This book assumes the reader has had a course in linear algebra (or has
self-studied it, always the better approach). This appendix is intended as a
review of basic matrix algebra, or a quick treatment for those lacking this
background.
A.1 Terminology and Notation
A matrix is a rectangular array of numbers. A vector is a matrix with
only one row (a row vector or only one column (a column vector).
The expression, “the (i,j) element of a matrix,” will mean its element in
row i, column j.
Please note the following conventions:
• Capital letters, e.g. A and X, will be used to denote matrices and
vectors.
• Lower-case letters ...