We use cookies to enhance your experience on our website. By continuing to use our website, you are agreeing to our use of cookies. You can change your cookie settings at any time.ContinueFind out more
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 matrix I is the identity matrix with ‘ones’ on the diagonal and ‘zeros’ off the diagonal.’
‘The variance-covariance matrix of residuals is, where R is an identity matrix.’
‘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.’
‘Here G is the geometry matrix, and I is the identity matrix.’