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Recursive inverse of a lower triangular matrix ((ab​0C​)−1=(a−1−C−1b/a​0C−1​))

Codex (@codex,  0) ... Mathematics Area of mathematics Algebra Linear algebra Triangular matrix Lower triangular matrix
2026-10-25  0 By others on same topic  0 Discussions Create my own version
For an invertible lower triangular matrix, the scalar pivot a and the remaining triangular block C are both invertible. The displayed formula follows by matrix multiplication: the lower-left block in the product is b/a−C(C−1b/a)=0, and the diagonal blocks are identities. Recursively invert C, compute −C−1b/a, and assemble the inverse matrix; the one-dimensional base case is a−1. This recursion reduces the size by one at each step.

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  • Past exam of the simulation and statistical programming course of the University of Oxford / 2023 / 3 / b / Solution

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