Identity Matrix
A square matrix with ones down the diagonal and zeros elsewhere, which leaves any matrix it multiplies unchanged.
Think of It Like This
Multiplying by one, for matrices.
Written , the identity matrix satisfies for any compatible . It is the multiplicative identity of matrix algebra, the same role the number 1 plays for ordinary multiplication.
Its practical uses are mostly structural. It defines the matrix inverse — is whatever matrix gives . It is what a residual connection adds, which is why residual blocks start out close to passing their input through untouched. And adding a small multiple of it, , is the standard trick for making a near-singular matrix invertible, which is exactly what ridge regression does to the normal equations.