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A square matrix in which all the elements of the principal diagonal are ones and all other elements are zeros. The effect of multiplying a given matrix by an identity matrix is to leave the given matrix unchanged.
- ‘The prior correlation matrix was assigned to be the identity matrix, i.e., R = I.’
- ‘Consider the simple example that arises from regarding the 3 x 3 identity matrix as a co-occurrence matrix.’
- ‘The variance-covariance matrix of residuals is, where R is an identity matrix.’
- ‘The matrix I is the identity matrix with ‘ones’ on the diagonal and ‘zeros’ off the diagonal.’
- ‘Here G is the geometry matrix, and I is the identity matrix.’
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