Theorem (Back
Substitution). Suppose that
is an upper-triangular system with the form given
above.
If
for
then there exists a unique solution to the linear system.
Constructive Proof.
The solution is easy to find. The last equation involves only
,
so we solve it first
. Now
is known and it can be used in the next-to-last
equation
. Now
are known and they can be used in the second-to-last equation to find
:
.
Once the values
are known, the general step is
the summation form is
for
.
The uniqueness of the solution is easy to
see. The n-th equation implies that
is the only possible value of
. Then
finite induction is used to establish that
are
unique.
Q. E. D.
(c) John H. Mathews 2003