Teach/Me Data Analysis

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Table of Contents Math Background Matrices Orthogonality	Index
See also: linear dependence, matrix multiplication

Orthogonality

Orthogonality corresponds to the (linear) independence of variables.

Orthogonal A matrix X is said to be orthogonal if the product X^TX is a diagonal matrix.

Orthonormal A matrix X is said to be orthonormal if the product X^TX is the identity matrix I.

Example of an orthogonal matrix:

Last Update: 2005-Jul-16

Orthogonal	A matrix X is said to be orthogonal if the product X^TX is a diagonal matrix.
Orthonormal	A matrix X is said to be orthonormal if the product X^TX is the identity matrix I.