Example: confidence
The Matrix Cookbook
A B Hadamard (elementwise) product A B Kronecker product 0 The null matrix. Zero in all entries. I The identity matrix Jij The single-entry matrix, 1 at (i;j) and zero elsewhere A positive de nite matrix A diagonal matrix Petersen & Pedersen, The Matrix Cookbook, Version: November 15, 2012, Page 5
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