the last matrix before the appendix is not the identity matrix, right now the matrix is: \begin{bmatrix} 1 & 0 & 0 & \dots & 0\\ 1 & 0 & 0 & \dots & 0\\ 1 & 0 & 0 & \dots & 0\\ \vdots & \vdots & \vdots & \ddots &\vdots \\ 1 & 0 & 0 & \dots & 1 \end{bmatrix}

Thanks for noticing, I'll fix it shortly