O
_{
M ×
N}

M × N matrix with allzero entries

\( {\boldsymbol{i}}_M^{(l)} \)

M × 1 vector of zeros except for the lth element, which has value 1

I
_{
N}

N dimensional identity matrix

⊗ 
Kronecker product

⊙ 
Schur product (elementbyelement multiplication)

vecd[⋅] 
Vector formed diagonal element of a matrix

tr{⋅} 
Trace

diag{⋅} 
Composition of the diagonal matrix

blkdiag{⋅} 
Composition of the block diagonal matrix

‖ ⋅ ‖ 
Euclidean norm of a vector

a(i : j)

Subvector composed from the ith to jth elements

A(i : j, k : m)

Submatrix composed from the ith to jth row and kth to mth column of A

sgn(⋅) 
Signum function
