3.2 Identity matrix

2# What is the identity matrix

• the nxn identity matrix, $I_n$ is the nxn matrix with 1 on the diagonal and 0- everywhere else

$$I_2=\left[\begin{array}{cc}1& 0\\ 0& 1\end{array}\right]$$

• Important property of identity matrices

  • when A is an mxn matrix: $I_{m}A=A$ and $A{I}_n=A$