Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more. 
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See also: fundamentals, Ergodicity, Zero Matrix  
Identity Matrix
A matrix which exclusively consists of zeroes except the principal diagonal, is called a diagonal matrix. It is usually denoted by diag(a_{11}, a_{22}, ..., a_{nn}). 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 I_{n}.


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Last Update: 20121008