Let
be an
square matrix:
The n rows span the row space of
and the n columns span the
column space of
. The dimensions of these two spaces are the
same and called the rank of
:
The determinant of
is denoted by
and we have
The trace of
is defined as the sum of its diagonal elements:
The transpose of a matrix
, denoted by
, is obtained by
switching the positions of elements
and
for all
. In other words, the ith column of
becomes the ith row
of
, or equivalently, the ith row of
becomes the ith column
of
:
If
, where
is an identity matrix:
For any two matrices
and
, we have