Statistics and Probability Dictionary

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Identity Matrix

The identity matrix is an n x n diagonal matrix with 1's in the diagonal and zeros everywhere else. The identity matrix is denoted by I or In. Two identity matrices appear below.

I2 =    
1 0
0 1
I3 =    
1 0 0
0 1 0
0 0 1

The identity matrix has a unique talent. Any matrix that can be premultiplied or postmultiplied by I remains the same; that is:

AI = IA = A

See also:   Matrix Multiplication