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triangular matrix
(redirected from Lower triangular)

   Also found in: Wikipedia 0.01 sec.
triangular matrix [trī′aŋ·gyə·lər ′mā·triks]
(mathematics)
A matrix where either all entries above or all entries below the principal diagonal are zero.


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To overcome this problem, the residuals may be orthogonalized by a Cholesky decomposition in which the covariance matrix of the residuals is lower triangular.
Equation 3 shows that the A(l) matrix is a lower triangular matrix [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] One advantage of the above approach is that, by exploiting the long-run properties, it makes few arbitrary assumptions to recover structure shocks.
To overcome this problem, innovations can be orthogonalized by a Cholesky decomposition in which the covariance matrix of the resulting residuals is lower triangular.
 
 
 
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