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  2. Identity matrix - Wikipedia

    en.wikipedia.org/wiki/Identity_matrix

    The identity matrix is the only idempotent matrix with non-zero determinant. That is, it is the only matrix such that: When multiplied by itself, the result is itself; All of its rows and columns are linearly independent. The principal square root of an identity matrix is itself, and this is its only positive-definite square root. However ...

  3. Square root of a matrix - Wikipedia

    en.wikipedia.org/wiki/Square_root_of_a_matrix

    A matrix B is said to be a square root of A if the matrix product BB is equal to A. [1] Some authors use the name square root or the notation A 1/2 only for the specific case when A is positive semidefinite, to denote the unique matrix B that is positive semidefinite and such that BB = B T B = A (for real-valued matrices, where B T is the ...

  4. Square root - Wikipedia

    en.wikipedia.org/wiki/Square_root

    In mathematics, a square root of a number x is a number y such that = ... For example, the 2 × 2 identity matrix has an infinity of square roots, [32] ...

  5. Square root of a 2 by 2 matrix - Wikipedia

    en.wikipedia.org/wiki/Square_root_of_a_2_by_2_matrix

    A square root of a 2×2 matrix M is another 2×2 matrix R such that M = R 2, where R 2 stands for the matrix product of R with itself. In general, there can be zero, two, four, or even an infinitude of square-root matrices. In many cases, such a matrix R can be obtained by an explicit formula.

  6. Orthogonal matrix - Wikipedia

    en.wikipedia.org/wiki/Orthogonal_matrix

    In linear algebra, an orthogonal matrix, or orthonormal matrix, is a real square matrix whose columns and rows are orthonormal vectors. One way to express this is Q T Q = Q Q T = I , {\displaystyle Q^{\mathrm {T} }Q=QQ^{\mathrm {T} }=I,} where Q T is the transpose of Q and I is the identity matrix .

  7. Matrix (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Matrix_(mathematics)

    The identity matrix I n of size n is the n-by-n matrix in which all the elements on the main diagonal are equal to 1 and all other elements are equal to 0, for example, = [], = [], = [] It is a square matrix of order n, and also a special kind of diagonal matrix. It is called an identity matrix because multiplication with it leaves a matrix ...

  8. Woodbury matrix identity - Wikipedia

    en.wikipedia.org/wiki/Woodbury_matrix_identity

    In mathematics, specifically linear algebra, the Woodbury matrix identity – named after Max A. Woodbury [1] [2] – says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction to the inverse of the original matrix.

  9. Matrix decomposition - Wikipedia

    en.wikipedia.org/wiki/Matrix_decomposition

    Existence: An LUP decomposition exists for any square matrix A. When P is an identity matrix, the LUP decomposition reduces to the LU decomposition. Comments: The LUP and LU decompositions are useful in solving an n-by-n system of linear equations =.