40. Identity Matrix

The identity matrix 𝐼𝑛 is the 𝑛×𝑛 diagonal matrix with 1 on every diagonal entry and 0 elsewhere.

𝐼2=[1001]𝐼3=[100010001]𝐼𝑛=[100010001]

In index notation: (𝐼𝑛)𝑖𝑗=𝛿𝑖𝑗 (the Kronecker delta).

40.1. Why it’s “the identity”

It’s the multiplicative identity for matrix multiplication:

𝐼𝑛𝐴=𝐴𝐼𝑛=𝐴

(provided shapes are compatible).

Equivalently, the identity linear transformation 𝐼:𝑛𝑛, 𝑥𝑥, has matrix 𝐼𝑛.

40.2. Key properties

40.3. Where it shows up