Statistics and Probability Dictionary

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Diagonal Matrix

A diagonal matrix matrix is a special kind of symmetric matrix. It is a symmetric matrix with zeros in the off-diagonal elements. Two diagonal matrices are shown below.

A =    
1 0
0 3
B =    
5 0 0
0 3 0
0 0 1

Note that the diagonal of a matrix refers to the elements that run from the upper left corner to the lower right corner.

See also:   How to Find the Inverse of a Matrix: Special Cases