code: public static DMatrixRMaj identity(int width )
      {
          DMatrixRMaj ret = new DMatrixRMaj(width,width);
  
          for( int i = 0; i < width; i++ ) {
              ret.set(i,i,1.0);
          }
  
          return ret;
      }
docs: <p>
  Creates an identity matrix of the specified size.<br>
  <br>
  a<sub>ij</sub> = 0   if i &ne; j<br>
  a<sub>ij</sub> = 1   if i = j<br>
  </p>
  
  @param width The width and height of the identity matrix.
  @return A new instance of an identity matrix.