Product of Triangular Matrices
Theorem
Let $\mathbf A = \left[{a}\right]_n, \mathbf B = \left[{b}\right]_n$ be upper triangular matrices of order $n$.
Let $\mathbf C = \mathbf A \mathbf B$.
Then:
- The diagonal elements of $\mathbf C$ are given by: $\forall j \in \left[{1 .. n}\right]: c_{jj} = a_{jj} b_{jj}$.
That is, the diagonal elements of $\mathbf C$ are those of the factor matrices multiplied together.
- The matrix $\mathbf C$ is itself upper triangular.
The same applies if both $\mathbf A$ and $\mathbf B$ are lower triangular matrices.
Proof
From the definition of matrix product, we have:
- $\displaystyle \forall i, j \in \left[{1 .. n}\right]: c_{ij} = \sum_{k=1}^n a_{ik} b_{kj}$
Now when $i=j$ (as on the diagonal), $\displaystyle c_{jj} = \sum_{k=1}^n a_{jk} b_{kj}$.
Now both $\mathbf A$ and $\mathbf B$ are upper triangular.
Thus:
- if $k > j$, $b_{kj} = 0$ and thus $a_{jk} b_{kj} = 0$.
- if $k < j$, $a_{jk} = 0$ and thus $a_{jk} b_{kj} = 0$.
So $a_{jk}b_{kj} \ne 0$ only when $j=k$.
So $\displaystyle c_{jj} = \sum_{k=1}^n a_{jk} b_{kj} = a_{jj} b_{jj}$.
Now if $i > j$, it follows that either $a_{ik}$ or $b_{kj}$ is zero for all $k$, and thus $c_{ij} = 0$.
Thus $\mathbf C$ is upper triangular.
The same argument can be used for when $\mathbf A$ and $\mathbf B$ are both lower triangular matrices.
$\blacksquare$