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Home Math Background Matrices Orthogonality
See also: linear dependence, matrix multiplication 

Orthogonality

Orthogonality corresponds to the (linear) independence of variables.
 
 
Orthogonal A matrix X is said to be orthogonal if the product XTX is a diagonal matrix. 
Orthonormal A matrix X is said to be orthonormal if the product XTX is the identity matrix I. 
 
 
Example of an orthogonal matrix:


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