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From Engineering Math


This a wiki with notes about some math topics that are commonplace in engineering, such as probability, linear algebra, functional analysis and optimization. Most of those notes are about fairly simple things (that are easy to 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
  • Intuitive Probability and Random Processes Using MATLAB, Steven Kay, 2006

"If you go after just aesthetics, then often very important practical things will follow." Stephen Boyd [1]


  1. Stephen Boyd, Online Convex Optimization I Class, Lecture 16, ~13:30