4.2a Identity Matrix

Identity Matrix

An identity matrix $I\in {\mathbb{R}}^{n\times n}$ is a square matrix whose diagonal elements are equal to 1, such that

\begin{bmatrix} 1 & 0 & \dots & 0 \\ 0 & 1 & \dots & 0 \\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \dots & 1 \end{bmatrix}.$$ An identity matrix can also be interpreted as the matrix of the $n$-dimensional standard unit basis.