code: public static ZMatrixRMaj identity(int width , int height) {
          ZMatrixRMaj A = new ZMatrixRMaj(width,height);
  
          int m = Math.min(width,height);
          for (int i = 0; i < m; i++) {
              A.set(i,i,1,0);
          }
  
          return A;
      }
docs: <p>
  Creates a matrix with diagonal elements set to 1 and the rest 0.<br>
  <br>
  a<sub>ij</sub> = 0+0i   if i &ne; j<br>
  a<sub>ij</sub> = 1+0i   if i = j<br>
  </p>
  
  @param width The width of the identity matrix.
  @param height The height of the identity matrix.
  @return A new instance of an identity matrix.