Algosim documentation: ForwardSubstitution

ForwardSubstitution

Solves a system of linear equations by means of forward substitution.

Syntax

Description

If A is a lower triangular matrix of size n×n and y an n-dimensional vector, then ForwardSubstitution(A, y) solves the matrix equation A⋅x = y for x using forward substitution.

If A isn’t square or if y isn’t of the right dimension, an error is generated. An error is also generated if A is singular. However, if non of these conditions apply but A isn’t lower triangular, a vector is returned, but it is not guaranteed to solve the equation.

Examples

A ≔ ❨❨2, 0, 0, 0❩, ❨1, 5, 0, 0❩, ❨3, 0, 1, 0❩, ❨1, 3, 2, 1❩❩
⎛2  0  0  0⎞
⎜1  5  0  0⎟
⎜3  0  1  0⎟
⎝1  3  2  1⎠
y ≔ ❨2, 6, 5, 6❩
 ⎛2⎞
 ⎜6⎟
e⎜5⎟
 ⎝6⎠
x ≔ ForwardSubstitution(A, y)
 ⎛1 ⎞
 ⎜1 ⎟
e⎜2 ⎟
 ⎝−2⎠
A⋅x
 ⎛2⎞
 ⎜6⎟
e⎜5⎟
 ⎝6⎠

See also