Differences between revisions 12 and 13
Revision 12 as of 2025-09-24 17:43:26
Size: 1348
Comment: Simplifying matrix page names
Revision 13 as of 2025-09-24 17:59:57
Size: 0
Comment: Simplifying matrix page names
Deletions are marked like this. Additions are marked like this.
Line 1: Line 1:
= Matrix Properties =

Matrices can be categorized by whether or not they feature certain '''properties'''.

<<TableOfContents>>

----



== Idempotency ==

An '''idempotent''' matrix can be multiplied by some matrix '''''A''''' any number of times and the first product will continue to be returned. In other words, '''''A'''^2^ = '''A'''''.

For example, the [[LinearAlgebra/Projections|projection matrix]] '''''P''''' is characterized as '''H'''('''H'''^T^'''H''')^-1^'''H'''^T^. If this were squared to '''H'''('''H'''^T^'''H''')^-1^'''H'''^T^'''H'''('''H'''^T^'''H''')^-1^'''H'''^T^, then per the core principle of [[LinearAlgebra/MatrixInversion|inversion]] (i.e., '''''AA'''^-1^ = '''I'''''), half of the terms would cancel out. '''''P'''^2^ = '''P'''''.

Only a square matrix can be idempotent.

----



== Positive Definite ==

A '''positive definite matrix''' is a symmetric matrix where all [[LinearAlgebra/EigenvaluesAndEigenvectors|eigenvalues]] are positive. Following from the properties of all symmetric matrices, all pivots are also positive. Necessarily the [[LinearAlgebra/Determinants|determinant]] is also positive, and all subdeterminants are also positive.




=== Positive Semi-definite ===

A slight modification of the above requirement: 0 is also allowable.



----
CategoryRicottone