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
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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