Inversion of Triangular Matrices

[Martin Albrecht]

Triangular Matrices can be reduced to matrix multiplication and can be performed in-place, e.g.:

{{{ #!c function TRTRI(U) { U = [U1 V] [ 0 U2]

V = V~U2 // TRSM(U2, V, Right) V = ~U1V // TRSM(U1, V, Left) U1 = ~U1 // TRTRI(U1) U2 = ~U2 // TRTRI(U2) } }}}

We should implement this. We have all the building blocks except for the base case.