Triangular solves for LU decomposition 2026-10-14
Given Pivoted LU decomposition , the linear system is equivalent to . Introduce the intermediate vector : first use forward substitution to solve , then back substitution to solve . With unpivoted LU decomposition, is the identity matrix, so the first right-hand side is simply .[ref]
For the factors in Computed three-by-three LU decomposition and , forward substitution givesThen back substitution givesDirect matrix multiplication verifies . More generally, the back substitution recurrence isThe direction matters: the last row contains only , whereas the first row generally involves every unknown. No dense matrix inverse is needed for either triangular solve.
Tridiagonal elimination recurrences 2026-10-14
Let . Store the tridiagonal matrix by its diagonal , lower diagonal , and upper diagonal . The linear system iswith the nonexistent endpoint terms omitted. Initialize and . For , compute the elimination multiplier, modified pivot element, and modified right-hand side:These recurrence relations apply the elementary row operation after the preceding row has already been reduced. The transformed linear system is an upper bidiagonal matrix:Thus back substitution is especially short:For , only remains. Check each pivot element before its first division, including before back substitution.
Tridiagonal elimination preserves the narrow band: only one row and one diagonal coefficient change per step
. Details. Equivalently, this constructs an LU decomposition with unit lower bidiagonal matrix , whose lower diagonal is , and upper bidiagonal matrix , whose diagonal is and upper diagonal is . The sweep is forward substitution in . There is no fill-in outside these bands when no rows are interchanged. LAPACK's
DGTSV source uses these same coefficient and right-hand-side updates in its branch without row interchange.[ref] Tridiagonal solve costs 2026-10-14
For the displayed unpivoted Thomas algorithm with one right-hand side, count each scalar addition, subtraction, multiplication or division as one arithmetic operation. Forming takes five arithmetic operations per forward step. The last unknown takes one division; each remaining back substitution step takes three arithmetic operations. ThusThis is an operation-count model, excluding assignments, indexing, pivot checks and any special simplifications of the coefficients. It is not a timing benchmark. The original tridiagonal matrix needs scalar entries, and its right-hand side another . Overwriting with and with , then with , keeps storage ; the arrays, rather than the few loop temporaries, determine the total space complexity.
For repeated right-hand sides, retain the LU decomposition: computing once costs arithmetic operations, and each subsequent pair of forward substitution and back substitution sweeps costs . Hence right-hand sides cost arithmetic operations. This is the banded counterpart of Reusing LU factors for multiple right-hand sides.
Unit triangular matrix 2026-10-14
A unit triangular matrix is a triangular matrix whose diagonal entries are all one. It is an invertible matrix with determinant one. In the convention used for LU decomposition, is a unit lower triangular matrix, so forward substitution needs no division by its diagonal entries.
