Let us consider the solution of a
lower triangular system
by forward substitution. From the first equation we obtain
and then from the second
Proposition 1.1.1
( forward substitution). If
is a lower triangular matrix,
and
then the solution is
Solve the upper
triangular system
by back substitution. From the second equation we obtain
and then from the first one
Proposition 1.1.2 (back
substitution). If
is an upper triangular matrix,
and
then the solution is
In case of forward substitution
as well as in case of back substitution the
solution of the system with a regular triangular
matrix requires
operations.
Proposition 1.1.3 (forward
substitution: row version). If
is lower triangular,
,
and
has been found, then after substitution of
into
the equations from the second to the n-th, we obtain a new
lower triangular system
Proposition 1.1.4 (back
substitution:column version). If
is upper triangular,
,
and
has been found, then after the substitution of
into the equations from the first to the (n-1)-th, we obtain a new
upper
triangular system
Now we consider the simultaneous solution of several systems
with a common system matrix. Let us consider the system LX=B,
where
is a regular lower triangular matrix,
and the wanted is
.
We represent this system in block form
where the diagonal blocks are square. From the equation
we can find X1. By using for system (1)
the row version given in Proposition 1.1.3,
we obtain
Continuing in this way we obtain the solution of system (1).
Proposition 1.1.5. Triangular matrices have the following properties: