Table 1 Notational conventions

⊗

Kronecker product

I _n

n × n identity matrix

O _{n ×  m}

n × m matrix of zeros

1 _{n ×  m}

n × m matrix of ones

blkdiag[A₁ A₂ ⋯ A_n]

A block diagonal matrix with matrices {A_k}_{1 ≤ k ≤ n} on the main diagonal

rank[A]

Rank of matrix A

rank[A]

Linear subspace spanned by the column vectors of matrix A

A ^1/2

Square root of matrix A

A ^†

Moore–Penrose inverse of matrix A

Π^⊥[A]

Orthogonal projection matrix onto the orthogonal subspace of range[A]