Convex Optimization: Linear Algebra Review

This lecture covers a review of linear algebra concepts essential for understanding convex optimization. Topics include convex sets, vector norms, convex functions, dot product, inequalities involving vector norms, eigenvalues, singular value decomposition, matrix norms, and positive semidefinite matrices. The lecture also discusses the rule of Sarrus for 2x2 and 3x3 matrices, the rank of a matrix, and references for further study.