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Permutation and Triangular Matrices
Two special types of matrices arise in Gaussian elimination: permutation matrices and triangular matrices.
A permutation matrix has exactly one 1 in each row and column (all other entries 0). Multiplying by a permutation matrix on the left permutes the rows. Permutation matrices are always invertible, with .
An upper triangular matrix has all zeros below the diagonal; a lower triangular matrix has all zeros above. Triangular systems can be solved in by forward or back substitution. The product of two triangular matrices (same type) is triangular.
Formal View
Definition 4.12 — Triangular Matrices
is upper triangular if for . is lower triangular if for . A triangular matrix is invertible iff all diagonal entries are nonzero, and its inverse is also triangular of the same type.
Why This Matters
Triangular matrices are computationally cheap to work with and arise naturally in LU decomposition.
- Solving triangular systems costs — much cheaper than for general systems
- The Cholesky factorization () for positive definite matrices is a triangular decomposition
- LU decomposition (next section) expresses every matrix as a product of triangular matrices
Quiz
Question 1
An upper triangular matrix with all nonzero diagonal entries is invertible.
Common Mistakes
- Thinking a triangular matrix is always invertible — a zero diagonal entry makes it singular.
- Confusing upper and lower triangular when setting up LU factorization.