Difference between revisions of "Triangular matrix"
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| + | A square [[Matrix|matrix]] for which all entries below (or above) the principal diagonal are zero. In the first case the matrix is called an upper triangular matrix, in the second, a lower triangular matrix. The determinant of a triangular matrix is equal to the product of its diagonal elements. | ||
====Comments==== | ====Comments==== | ||
A matrix which can be brought to triangular form is called a trigonalizable matrix, cf. [[Trigonalizable element|Trigonalizable element]]. | A matrix which can be brought to triangular form is called a trigonalizable matrix, cf. [[Trigonalizable element|Trigonalizable element]]. | ||
| − | Any | + | Any $ ( n \times n) $- |
| + | matrix $ A $ | ||
| + | of rank $ r $ | ||
| + | in which the first $ r $ | ||
| + | successive principal minors are different from zero can be written as a product of a lower triangular matrix $ B $ | ||
| + | and an upper triangular matrix $ C $, | ||
| + | [[#References|[a1]]]. | ||
| − | Any real matrix | + | Any real matrix $ A $ |
| + | can be decomposed in the form $ A= QR $, | ||
| + | where $ Q $ | ||
| + | is orthogonal and $ R $ | ||
| + | is upper triangular, a so-called $ QR $- | ||
| + | decomposition, or in the form $ A= QL $, | ||
| + | with $ Q $ | ||
| + | orthogonal and $ L $ | ||
| + | lower triangular, a $ QL $- | ||
| + | decomposition or $ QL $- | ||
| + | factorization. Such decompositions play an important role in numerical algorithms, [[#References|[a2]]], [[#References|[a3]]] (for instance, in computing eigenvalues). | ||
| − | If | + | If $ A $ |
| + | is non-singular and $ R $ | ||
| + | is required to have its diagonal elements positive, then the $ QR $- | ||
| + | decomposition $ A= RQ $ | ||
| + | is unique, [[#References|[a3]]], and is given by the Gram–Schmidt orthonormalization procedure, cf. [[Orthogonalization|Orthogonalization]]; [[Iwasawa decomposition|Iwasawa decomposition]]. | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> F.R. [F.R. Gantmakher] Gantmacher, "The theory of matrices" , '''1''' , Chelsea, reprint (1959) pp. 33ff (Translated from Russian)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> D.M. Young, R.T. Gregory, "A survey of numerical mathematics" , '''2''' , Addison-Wesley (1973) pp. 921ff</TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top"> W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling, "Numerical recipes" , Cambridge Univ. Press (1986) pp. 357ff</TD></TR></table> | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> F.R. [F.R. Gantmakher] Gantmacher, "The theory of matrices" , '''1''' , Chelsea, reprint (1959) pp. 33ff (Translated from Russian)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> D.M. Young, R.T. Gregory, "A survey of numerical mathematics" , '''2''' , Addison-Wesley (1973) pp. 921ff</TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top"> W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling, "Numerical recipes" , Cambridge Univ. Press (1986) pp. 357ff</TD></TR></table> | ||
Latest revision as of 08:26, 6 June 2020
A square matrix for which all entries below (or above) the principal diagonal are zero. In the first case the matrix is called an upper triangular matrix, in the second, a lower triangular matrix. The determinant of a triangular matrix is equal to the product of its diagonal elements.
Comments
A matrix which can be brought to triangular form is called a trigonalizable matrix, cf. Trigonalizable element.
Any $ ( n \times n) $- matrix $ A $ of rank $ r $ in which the first $ r $ successive principal minors are different from zero can be written as a product of a lower triangular matrix $ B $ and an upper triangular matrix $ C $, [a1].
Any real matrix $ A $ can be decomposed in the form $ A= QR $, where $ Q $ is orthogonal and $ R $ is upper triangular, a so-called $ QR $- decomposition, or in the form $ A= QL $, with $ Q $ orthogonal and $ L $ lower triangular, a $ QL $- decomposition or $ QL $- factorization. Such decompositions play an important role in numerical algorithms, [a2], [a3] (for instance, in computing eigenvalues).
If $ A $ is non-singular and $ R $ is required to have its diagonal elements positive, then the $ QR $- decomposition $ A= RQ $ is unique, [a3], and is given by the Gram–Schmidt orthonormalization procedure, cf. Orthogonalization; Iwasawa decomposition.
References
| [a1] | F.R. [F.R. Gantmakher] Gantmacher, "The theory of matrices" , 1 , Chelsea, reprint (1959) pp. 33ff (Translated from Russian) |
| [a2] | D.M. Young, R.T. Gregory, "A survey of numerical mathematics" , 2 , Addison-Wesley (1973) pp. 921ff |
| [a3] | W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling, "Numerical recipes" , Cambridge Univ. Press (1986) pp. 357ff |
Triangular matrix. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Triangular_matrix&oldid=13875