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Idempotent Matrices

In: Matrix Algebra From a Statistician’s Perspective

Author

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  • David A. Harville

    (IBM T.J. Watson Research Center, Mathematical Sciences Department)

Abstract

This chapter is devoted to a very important class of matrices called idempotent matrices. It provides coverage of some basic properties of idempotent matrices and also of some basic results pertaining to idempotent matrices. Idempotent matrices play an important role in the theory of linear statistical models (especially in connection with the theory of least squares and the analysis of variance) and (not coincidentally) appear prominently in several of the ensuing chapters of this book (including Chapters 12 and 17). Making idempotent matrices the subject of a separate chapter (even though this results in a very short chapter) is convenient and serves to emphasize their importance.

Suggested Citation

  • David A. Harville, 1997. "Idempotent Matrices," Springer Books, in: Matrix Algebra From a Statistician’s Perspective, chapter 10, pages 133-138, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-22677-4_10
    DOI: 10.1007/0-387-22677-X_10
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