In exercise
[1, p. 34 exercise 2.1] we are asked to prove that the inverse of a lower triangular matrix is also lower triangular by using relation
[1, p. 23, (2.30)].
Solution:
The determinant of a lower triangular matrix is given by
[1, p. 20, (2.16)]
, as also by
[1, p. 18, (2.1)]
In the previous equation

is any positive integer smaller or equal than the size

of the matrix. The element

is given by

, where

is the minor matrix obtained by removing the

row and

column from the matrix

.
Now the elements

of the lower triangular matrix

are zero
for

>

. Equation (
2) can be rewritten for the lower triangular matrix as:
Using (
1) and (
3) we derive the following relations:
The left hand side of the previous equation equals zero because

which can be derived by utilizing the fact that

is the determinant of the lower triangular matrix that is obtained by

when the

row and column are removed. Thus the following conditions must be satisfied, for all

:
We note that the

are independet of the

, because

is obtained by

when the

row is removed where the

are located. It follows that the

do not contribute to the result of

. But because the

are not restricted to any values we derive the neccesity that
The matrix
![\mathbf{C}=[c_{ij}]](https://lysario.de/wp-content/cache/tex_81d2da56ce54d6599d0c2f1a132b3a4d.png)
is an upper triangular matrix as

for

>

. The inverse of the lower triangular matrix is given by
[1, p. 23, (2.30)]:

which is also a lower triangular matrix because

is lower triangular.
QED.
[1] Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”, Prentice Hall, ISBN: 0-13-598582-X.
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