Matrix Properties

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

Contents

  1. Matrix Properties
    1. Idempotency
    2. Positive Definite
      1. Positive Semi-definite

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, A2 = A.

For example, the projection matrix P is characterized as H(HTH)-1HT. If this were squared to H(HTH)-1HTH(HTH)-1HT, then per the core principle of inversion (i.e., AA-1 = I), half of the terms would cancel out. P2 = P.

Only a square matrix can be idempotent.

Positive Definite

A positive definite matrix is a symmetric matrix where all eigenvalues are positive. Following from the properties of all symmetric matrices, all pivots are also positive. Necessarily the determinant is also positive, and all subdeterminants are also positive.

Positive Semi-definite

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

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