Matrix Bestiary

Gist

There's so many different type of matrices.

F

1. Design matrix: The matrix including the coefficients
2. Symmetric matrix: If the Transpose of a matrix is equal to the matrix.always have real eigenvalues, and as many eigenvalues as the matrix has rows
3. Square matrix: If the number of columns and rows are equal
4. Identity matrix: The diagonals of the matrix is 1 and the non-diagonal is 0'
5. Orthogonal matrix
6. Positive Definite: Matrix that is symmetric AND have all positive eigenvalues
   1. Properties: It is invertible and have determinant is positive
   2. An important matrix for optimization
7. Singular matrix: The Determinant is 0, there is no inverse!
8. Hermitian: it’s transpose is a complex conjugate

Tool matrix

1. Jacobian matrix -
2. Hessian Matrix - Used for