Matrix types

Gist

There's so many different type of matrices

Flavors

  1. Design matrix: The matrix including the coefficients
  2. Symmetric matrix: If the Transpose of a matrix is equal to the matrix
  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. 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
  6. Jacobian matrix -
  7. Hessian Matrix