Math 2.0

Linear and multilinear algebra; matrix theory Concept

Back substitution

Summary

Back substitution is a method to solve a system Ux=bUx = b, where UU is an n×nn \times n upper triangular matrix with nonzero diagonal entries. The last equation gives xn=bn/unnx_n = b_n / u_{nn}. Then, for i=n−1,…,1i = n-1, \dots, 1 in this order, equation ii gives xi=1uii(bi−∑j=i+1nuijxj),x_i = \frac{1}{u_{ii}} \left( b_i - \sum_{j = i+1}^{n} u_{ij} x_j \right), which uses only the unknowns that are already known.

Remarks

Back substitution uses on the order of n2n^2 arithmetic operations. Forward substitution solves Lx=bLx = b for a lower triangular matrix LL in the same way, from the first equation down. After Gaussian elimination, back substitution completes the solution of the system. With an LU decomposition A=LUA = LU, the system Ax=bAx = b is solved by forward substitution for Ly=bLy = b and then back substitution for Ux=yUx = y.

Where this leads

2 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Triangular_matrix, Forward and back substitution
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