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Identity Matrix
A matrix which exclusively consists of zeroes except the principal diagonal, is called a diagonal matrix. It is usually denoted by diag(a11, a22, ..., ann). The matrix diag(1, 1,..., 1) with n 1s is called the identity matrix of order n. We denote the identity matrix of order n by I, or if the order is relevant, by In.
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Last Update: 2005-01-18