triangular matrix
1 Triangular Matrix
Let n be a positive integer.
An upper triangular matrix is of the form:
[a11a12a13⋯a1n0a22a23⋯a2n00a33⋯a3n⋮⋮⋮⋱⋮000⋯ann] |
An upper triangular matrix is sometimes also called right triangular.
A lower triangular matrix is of the form:
[a1100⋯0a21a220⋯0a31a32a33⋯0⋮⋮⋮⋱⋮an1an2an3⋯ann] |
A lower triangular matrix is sometimes also called left triangular.
Note that upper triangular matrices and lower triangular matrices must be square matrices.
A triangular matrix is a matrix that is an upper triangular matrix or lower triangular matrix. Note that some matrices, such as the identity matrix, are both upper and lower triangular. A matrix is upper and lower triangular simultaneously if and only if it is a diagonal matrix
.
Triangular matrices allow numerous algorithmic shortcuts in many situations. For example, if A is an n×n triangular matrix, the equation Ax=b can be solved for x in at most n2 operations.
In fact, triangular matrices are so useful that much computational linear algebra begins with factoring (or decomposing) a general matrix or matrices into triangular form. Some matrix factorization methods are the Cholesky factorization and the LU-factorization. Even including the factorization step, enough later operations are typically avoided to yield an overall time savings.
2 Properties
Triangular matrices have the following properties ( “triangular” with either “upper” or “lower” uniformly):
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•
The inverse
of a triangular matrix is a triangular matrix.
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•
The product of two triangular matrices is a triangular matrix.
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•
The determinant
of a triangular matrix is the product of the diagonal elements.
-
•
The eigenvalues
of a triangular matrix are the diagonal elements.
The last two properties follow easily from the cofactor expansion of the triangular matrix.
Title | triangular matrix |
Canonical name | TriangularMatrix |
Date of creation | 2013-03-22 12:11:40 |
Last modified on | 2013-03-22 12:11:40 |
Owner | Wkbj79 (1863) |
Last modified by | Wkbj79 (1863) |
Numerical id | 13 |
Author | Wkbj79 (1863) |
Entry type | Definition |
Classification | msc 65-00 |
Classification | msc 15-00 |
Defines | upper triangular |
Defines | lower triangular |
Defines | upper triangular matrix |
Defines | lower triangular matrix |
Defines | right triangular |
Defines | right triangular matrix |
Defines | left triangular |
Defines | left triangular matrix |