In matrix theory, a triangular matrix is a special kind of matrix where the entries below or above the main diagonal are zero.
Definition
A matrix L of the form
is called lower triangular matrix. If the diagonal entries in L are one
the matrix is called unit lower triangular matrix or normed lower triangular matrix.
Analogously a matrix U of the form
is called upper triangular matrix. If the diagonal entries in U are one
the matrix is called unit upper triangular matrix or normed upper triangular matrix.
Notes
The identity matrix is a normed upper and lower triangular matrix.
The product of two upper triangular matrices is upper triangular, so the set of upper triangular matrices forms an algebra. Algebras of upper triangular matrices have a natural generalisation in functional analysis which yields nest algebras.
The variable L is commonly used for lower triangular matrix, standing for lower/left, while the variable U or R is commonly used for upper triangular matrix, standing for upper/right. The variable R has the added benefit of being the same initial for the German term for 'right.'
Generally, operations can be performed on triangular matrices within half the time.
Examples
is upper triangular and
is lower triangular.
It is also sometimes useful to distinguish matrices that are unit lower triangular or unit upper triangular. These matrices are triangular with the additional property that all of the diagonal entries are 1. In LU decomposition, the matrix L is usually unit lower triangular.