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February 19, 2015 10:19
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Back substitution
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R x = b => x = R^-1 b | |
compute using back substitution: Say R has the form | |
[a00 a01 a02] | |
R = [ 0 a11 a12] | |
[ 0 0 a22] | |
then our system Rx = b is | |
[a00 a01 a02] [x0] [b0] | |
[ 0 a11 a12] [x1] = [b1] | |
[ 0 0 a22] [x2] [b2] | |
so: | |
a22*x2 = b2 => x2 = b2 / a22 | |
a11*x1 + a12*x2 = b1 => x1 = (b1 - a12*x2) / a11 | |
a00*x0 + a01*x1 + a02*x2 = b0 => x0 = (b0 - a01*x1 - a02*x2) / a00 | |
and so forth. That's back substitution (because builds the solution from the | |
last element to the first). | |
The equivalent process for lower triangular matrices is called forward substitution | |
and proceeds in the other direction. |
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