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Welcome to my notes
This is my wiki where I keep my notes about some math topics that are commonplace in engineering, such as probability, linear algebra, functional analysis and optimization. Most of my notes are about fairly simple things (that I constantly forget), others are slightly more advanced stuff.

My notes are mainly from the following sources:
 * Stephen Boyd, EE263 Introduction to Dynamical Systems Class
 * Stephen Boyd, EE364A Convex Optimization I
 * Stephen Boyd, Convex Optimization (book), 2008
 * Athanasios Papoulis, Probability, Random Variables, and Stochastic Processes
 * D. Harville, Matrix Algebra from a Statistician's Perspective
 * Ole Christensen, Functions, Spaces, and Expansions, 2010
 * Probabilistic Graphical Models, Daphne Koller, 2009