An idempotent matrix K satisfies the property K^2 = K. Properties of idempotent matrices include: (1) K^r = K for any positive integer r; (2) I - K is also idempotent; (3) if K1 and K2 are idempotent and commute, then K1K2 is idempotent. Examples of nilpotent and unipotent matrices are provided.
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An idempotent matrix K satisfies the property K^2 = K. Properties of idempotent matrices include: (1) K^r = K for any positive integer r; (2) I - K is also idempotent; (3) if K1 and K2 are idempotent and commute, then K1K2 is idempotent. Examples of nilpotent and unipotent matrices are provided.
Copyright:
Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOC, PDF, TXT or read online from Scribd
Download as doc, pdf, or txt
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Idempotent Matrices:
Definition of idempotent matrices:
A square matrix K is said to be idempotent if K 2 = K.
Properties of idempotent matrices:
1. K r = K for r being a positive integer. 2. I − K is idempotent. 3. If K 1 and K 2 are idempotent matrices and K 1 K 2 = K 2 K 1 . Then, K 1 K 2 is idempotent.
[proof:]
1. For r =1, K 1 = K . Suppose K r = K is true, then K r +1 = K r ⋅ K = K ⋅ K = K 2 = K . By induction, K r = K for r being any positive integer. 2. ( I − K )( I − K ) = I − K − K + K 2 = I −K −K +K = I −K
3. ( K1 K 2 )( K1 K 2 ) = K1 K 2 K1 K 2 = K1 K1 K 2 K 2 ( since K1 K 2 = K 2 K1 ) = K K = K1 K 2 1 2 2 2
Example:
Let Ar ×c be a r × c matrix. Then,
K = A( At A) At is an idempotent matrix since −1
KK = A( At A) At A( At A) At = AI ( At A) At = A( At A) At = K . −1 −1 −1 −1
Note: A matrix A satisfying A 2 = 0 is called nilpotent, and that for which A 2 = I could be called unipotent.
1 Example:
1 2 5 A = 2 4 10 ⇒ A =0 2 ⇒ A is nilpotent. −1 −2 − 5
1 3 1 0 B = ⇒ B2 = ⇒ B is unipotent. 0 −1 0 1
Note: K is a idempotent matrix. Then, K − I might not be idempotent.
