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.
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