1  Notation

1.1 Sets

  • \mathbb{R}: The set of real numbers.
  • \mathbb{R}^n: The set of n-dimensional real vectors.
  • \mathbb{Z}: The set of integers.

1.2 Linear Algebra

  • \mathbf{x}, \mathbf{y}: Vectors, denoted by bold lowercase letters.
  • \mathbf{x}^\top: Transpose of vector \mathbf{x}.
  • \mathbf{A}, \mathbf{B}: Matrices, denoted by bold uppercase letters.
  • \mathbf{I}: Identity matrix.

1.3 Functions

  • f: \mathbb{R}^n \to \mathbb{R}: A function that takes a vector in \mathbb{R}^n and returns a real number.
  • \|\mathbf{y} - \mathbf{x}\|: The Euclidean distance between vectors \mathbf{x} and \mathbf{y}. \|\mathbf{y} - \mathbf{x}\| = \sqrt{\sum_{i=1}^n (y_i - x_i)^2}.