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In this section, we present some of the notation we use throughout the book. We have tried to use standard notation that would be found in any current publication on the subjects covered.

Throughout, we follow several conventions:

- Matrices are denoted by capital letters.
- Vectors are denoted by lowercase letters.
- Lowercase greek letters usually denote scalars.

We define matrix of dimension as follows:

We define vector of dimension *n* as follows:

Other notation is as follows:

- (or simply if the size is clear from the context) denotes the identity matrix.
- = diag denotes that matrix has elements on its diagonal, and zeros everywhere else.
- denotes the th element of vector during the th iteration