1. Background and issues

Bold uppercase letters are used to designate matrices, e.g.X; bold lowercase letters designate column vectors, e.g. x _j designates the j ^e column ofX (vectors are always assumed to be arranged in columns); bold lowercase letters designate scalars, e.g. matrix elements x _ij or indices i. Where necessary, the dimension of matrices can be indicated by a double indication in brackets, e.g.X _{(np )} indicates that the matrixX has n rows and p columns. The scalar product of two vectorsa andb is denoted bya ^T b. Quantities are indicated by a capital italic letter, e.g. temperature T. In the remainder of this article, the quantity...