Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and here for more.

Identity Matrix

A matrix which exclusively consists of zeroes except the principal diagonal, is called a diagonal matrix. It is usually denoted by diag(a11, a22, ..., ann). The matrix diag(1, 1,..., 1) with n 1s is called the identity matrix of order n.

We denote the identity matrix of order n by I, or if the order is relevant, by In.

Last Update: 2012-10-08