Sample mean, sample standard deviation, sample covariance matrix
Scalar product: for vectors, for matrices
Second-order approximation of a function
Second-order cone
Second-order cone program (SOCP)
Semidefinite program (SDP)
Singular value of a general matrix
Singular value decomposition (SVD)
Slater's condition for strong duality
Spectral theorem, or symmetric eigenvalue decomposition (SED) theorem
Symmetric matrix