Triangular matrix

In the mathematical discipline of linear algebra, a triangular matrix is a special kind of square matrix. A square matrix is called lower triangular if all the entries above the main diagonal are zero. Similarly, a square matrix is called upper triangular if all the entries below the main diagonal are zero.

Because matrix equations with triangular matrices are easier to solve, they are very important in numerical analysis. By the LU decomposition algorithm, an invertible matrix may be written as the product of a lower triangular matrix $L$ and an upper triangular matrix $U$ if and only if all its leading principal minors are non-zero.

1 Description

A matrix of the form
$L=\left[\begin{array}{ccccc}{\ell }_{1,1}& & & & 0\\ {\ell }_{2,1}& {\ell }_{2,2}& & & \\ {\ell }_{3,1}& {\ell }_{3,2}& \ddots & & \\ ⋮& ⋮& \ddots & \ddots & \\ {\ell }_{n,1}& {\ell }_{n,2}& \dots & {\ell }_{n,n-1}& {\ell }_{n,n}\end{array}\right]$
is called a lower triangular matrix or left triangular matrix, and analogously a matrix of the form
$U=\left[\begin{array}{ccccc}{u}_{1,1}& u_{1,2}& u_{1,3}& \dots & u_{1,n}\\ & u_{2,2}& u_{2,3}& \dots & u_{2,n}\\ & & \ddots & \ddots & ⋮\\ & & & \ddots & u_{n-1,n}\\ 0& & & & u_{n,n}\end{array}\right]$
is called an upper triangular matrix or right triangular matrix. A lower or left triangular matrix is commonly denoted with the variable $L$, and an upper or right triangular matrix is commonly denoted with the variable $U$ or $R$.

A matrix that is both upper and lower triangular is diagonal. Matrices that are similar to triangular matrices are called triangularisable.

A non-square (or sometimes any) matrix with zeros above (below) the diagonal is called a lower (upper) trapezoidal matrix. The non-zero entries form the shape of a trapezoid.

1.1 Examples

This matrix
$\left[\begin{array}{ccc}1& 4& 1\\ 0& 6& 4\\ 0& 0& 1\end{array}\right]$
is upper triangular and this matrix
$\left[\begin{array}{ccc}1& 0& 0\\ 2& 96& 0\\ 4& 9& 69\end{array}\right]$
is lower triangular.

2 Forward and back substitution

A matrix equation in the form $L\mathbf{x}=\mathbf{b}$ or $U\mathbf{x}=\mathbf{b}$ is very easy to solve by an iterative process called forward substitution for lower triangular matrices and analogously back substitution for upper triangular matrices. The process is so called because for lower triangular matrices, one first computes $x_1$, then substitutes that forward into the next equation to solve for $x_2$, and repeats through to $x_n$. In an upper triangular matrix, one works backwards, first computing $x_n$, then substituting that back into the previous equation to solve for $x_{n-1}$, and repeating through $x_1$.

Notice that this does not require inverting the matrix.

2.1 Forward substitution

The matrix equation $Lx=b$ can be written as a system of linear equations
$\begin{array}{ccccccccc}{\ell }_{1,1}{x}_1& & & & & & & =& b_1\\ {\ell }_{2,1}{x}_1& +& {\ell }_{2,2}{x}_2& & & & & =& b_2\\ ⋮& & ⋮& & \ddots & & & & ⋮\\ {\ell }_{m,1}{x}_1& +& {\ell }_{m,2}{x}_2& +& \cdots & +& {\ell }_{m,m}{x}_m& =& b_m\end{array}$
Observe that the first equation (${\ell }_{1,1}{x}_1=b_1$) only involves $x_1$, and thus one can solve for $x_1$ directly. The second equation only involves $x_1$ and $x_2$, and thus can be solved once one substitutes in the already solved value for $x_1$. Continuing in this way, the $k$-th equation only involves $x_1,\dots ,x_k$, and one can solve for $x_k$ using the previously solved values for $x_1,\dots ,x_{k-1}$. The resulting formulas are:
$\begin{array}{rl}{x}_1& =\frac{b_1}{{\ell }_{1,1}},\\ x_2& =\frac{b_2-{\ell }_{2,1}{x}_1}{{\ell }_{2,2}},\\ & ⋮\\ x_m& =\frac{b_m-{\sum }_{i=1}^{m-1}{\ell }_{m,i}{x}_i}{{\ell }_{m,m}}.\end{array}$
A matrix equation with an upper triangular matrix $U$ can be solved in an analogous way, only working backwards.

2.2 Applications

Forward substitution is used in financial bootstrapping to construct a yield curve.

3 Properties

The transpose of an upper triangular matrix is a lower triangular matrix and vice versa.

A matrix which is both symmetric and triangular is diagonal. In a similar vein, a matrix which is both normal (meaning $A^{\ast }A=A{A}^{\ast }$, where $A^{\ast }$ is the conjugate transpose) and triangular is also diagonal. This can be seen by looking at the diagonal entries of $A^{\ast }A$ and $A{A}^{\ast }$.

The determinant and permanent of a triangular matrix equal the product of the diagonal entries, as can be checked by direct computation.

In fact more is true: the eigenvalues of a triangular matrix are exactly its diagonal entries. Moreover, each eigenvalue occurs exactly $k$ times on the diagonal, where $k$ is its algebraic multiplicity, that is, its multiplicity as a root of the characteristic polynomial $p_A(x)=\det (xI-A)$ of $A$. In other words, the characteristic polynomial of a triangular $n\times n$ matrix $A$ is exactly
$p_A(x)=(x-a_{11})(x-a_{22})\cdots (x-a_{nn}),$
that is, the unique degree $n$ polynomial whose roots are the diagonal entries of $A$ (with multiplicities). To see this, observe that $xI-A$ is also triangular and hence its determinant $\det (xI-A)$ is the product of its diagonal entries $(x-a_{11})(x-a_{22})\cdots (x-a_{nn})$.

4 Special forms

4.1 Unitriangular matrix

If the entries on the main diagonal of a (upper or lower) triangular matrix are all $1$, the matrix is called (upper or lower) unitriangular.

Other names used for these matrices are unit (upper or lower) triangular, or very rarely normed (upper or lower) triangular. However, a unit triangular matrix is not the same as the unit matrix, and a normed triangular matrix has nothing to do with the notion of matrix norm.

All finite unitriangular matrices are unipotent.

4.2 Strictly triangular matrix

If all of the entries on the main diagonal of a (upper or lower) triangular matrix are also $0$, the matrix is called strictly (upper or lower) triangular.

All finite strictly triangular matrices are nilpotent of index at most $n$ as a consequence of the Cayley-Hamilton theorem.

4.3 Atomic triangular matrix

Main article: Frobenius matrix

An atomic (upper or lower) triangular matrix is a special form of unitriangular matrix, where all of the off-diagonal elements are zero, except for the entries in a single column. Such a matrix is also called a Frobenius matrix, a Gauss matrix, or a Gauss transformation matrix.

5 Triangularisability

5.1 Simultaneous triangularisability

6 Algebras of triangular matrices

6.1 Borel subgroups and Borel subalgebras

6.2 Examples

7 See also

8 References