Idempotent Matrices:

Definition of idempotent matrices:

A square matrix K is said to be idempotent if
K 2 = K.

Properties of idempotent matrices:

1. K r = K for r being a positive integer.
2. I − K is idempotent.
3. If K 1 and K 2 are idempotent matrices and K 1 K 2 = K 2 K 1 . Then,
K 1 K 2 is idempotent.

[proof:]

1.
For r =1, K 1 = K .
Suppose K r = K is true, then K r +1 = K r ⋅ K = K ⋅ K = K 2 = K .
By induction, K r = K for r being any positive integer.
2.
( I − K )( I − K ) = I − K − K + K 2 = I −K −K +K = I −K

3.
( K1 K 2 )( K1 K 2 ) = K1 K 2 K1 K 2 = K1 K1 K 2 K 2 ( since K1 K 2 = K 2 K1 )
= K K = K1 K 2
1
2 2
2

Example:

Let Ar ×c be a r × c matrix. Then,

K = A( At A) At is an idempotent matrix since
−1

KK = A( At A) At A( At A) At = AI ( At A) At = A( At A) At = K .
−1 −1 −1 −1

Note:
A matrix A satisfying A 2 = 0 is called nilpotent, and that for which A 2 = I could
be called unipotent.

1
Example:

1 2 5 
A =
2 4 10 
 ⇒ A =0
2
⇒ A is nilpotent.

−1 −2 − 5


1 3 1 0
B =  ⇒ B2 =  ⇒ B is unipotent.
0 −1 0 1


Note:
K is a idempotent matrix. Then, K − I might not be idempotent.