Statistics Dictionary

To see a definition, select a term from the dropdown text box below. The statistics dictionary will display the definition, plus links to related web pages.

Select term:

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