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Solution of TriangularSystems


Let us consider the solution of a tex2html_wrap_inline6653 lower triangular system
displaymath6639
by forward substitution. From the first equation we obtain tex2html_wrap_inline6655 and then from the second tex2html_wrap_inline6657

Proposition 1.1.1 ( forward substitution). If tex2html_wrap_inline6659 is a lower triangular matrix, tex2html_wrap_inline6661 and tex2html_wrap_inline6663 then the solution is
displaymath6640

Solve the tex2html_wrap_inline6653upper triangular system
displaymath6641
by back substitution. From the second equation we obtain tex2html_wrap_inline6667 and then from the first one tex2html_wrap_inline6669

Proposition 1.1.2 (back substitution). If tex2html_wrap_inline6671 is an upper triangular matrix, tex2html_wrap_inline6673 and tex2html_wrap_inline6675 then the solution is
displaymath6642

In case of forward substitution as well as in case of back substitution the solution of the system with a regular tex2html_wrap_inline6677triangular matrix requires tex2html_wrap_inline6679 operations.

Proposition 1.1.3 (forward substitution: row version). If tex2html_wrap_inline6681 is lower triangular, tex2html_wrap_inline6683 , tex2html_wrap_inline6663 and tex2html_wrap_inline6687 has been found, then after substitution of tex2html_wrap_inline6689into the equations from the second to the n-th, we obtain a new tex2html_wrap_inline6693 lower triangular system
displaymath6643

Proposition 1.1.4 (back substitution:column version). If tex2html_wrap_inline6695 is upper triangular, tex2html_wrap_inline6697 , tex2html_wrap_inline6675 and tex2html_wrap_inline6701 has been found, then after the substitution of tex2html_wrap_inline6701 into the equations from the first to the (n-1)-th, we obtain a new tex2html_wrap_inline6693upper triangular system
displaymath6644

Now we consider the simultaneous solution of several systems with a common system matrix. Let us consider the system LX=B, where tex2html_wrap_inline6681 is a regular lower triangular matrix, tex2html_wrap_inline6713 and the wanted is tex2html_wrap_inline6715. We represent this system in block form
 equation101
where the diagonal blocks are square. From the equation tex2html_wrap_inline6717 we can find X1. By using for system (1) the row version given in Proposition 1.1.3, we obtain
displaymath6645
Continuing in this way we obtain the solution of system (1).

Proposition 1.1.5. Triangular matrices have the following properties:


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