Recursive inverse of a lower triangular matrix

ID: recursive-inverse-of-a-lower-triangular-matrix

For an invertible lower triangular matrix, the scalar pivot and the remaining triangular block are both invertible. The displayed formula follows by matrix multiplication: the lower-left block in the product is , and the diagonal blocks are identities. Recursively invert , compute , and assemble the inverse matrix; the one-dimensional base case is . This recursion reduces the size by one at each step.

New to topics? Read the docs here!