The identity matrix (denoted \mathbf I, \mathbb I, \mathbb 1 or just I) is the n\times n matrix containing $1$'s along its diagonal. For example, with n = 3:

\mathbf I_3 = \begin{pmatrix} 1 & 0 & 0 \ 0 & 1 & 0 \ 0 & 0 & 1\end{pmatrix}

09:43 Saturday 15 May 2021