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A matrix which exclusively consists of zeroes except the principal diagonal,
is called a diagonal matrix. It is usually denoted by diag(a11,
a22, ..., ann). The matrix diag(1, 1,..., 1) with
n 1s is called the identity matrix of order n. We denote the identity matrix
of order n by I, or if the order is relevant, by In.
Last Update: 2005-Jul-16