has anyone ever seen the following notation:
$\ker S = \mathbb{R}\{a_j\}$,
where $a_j$ is the j-th column of some (arbitrary) Matrix and S is some covariance Matrix?
To give a little bit more context: I found this on some slides over optimization (linear chance constraints).
The left hand side is fine, but I don't know what is ment by the term $\mathbb{R}\{a_j\}$. I'm very confused, because I have never seen such a Notation. Can anyone give me a hint?
$a_j$ is a vector. So, of course, we know what does the $\lambda a_j$ mean for every $\lambda \in \mathbb R$.
So the standard notation $\mathbb R a_j$ for the set (actually, a space) $\{\lambda a_j$ $|$ $\lambda \in \mathbb R \}$ is quite logical, isn't it?