Branford Marsalis begins his solo performance at San Francisco’s historic Grace Cathedral paying homage to master soprano saxophonist Steve Lacy on the latter’s composition “Who Needs It.”

It’s a brilliant rendition offered on a stage once occupied by Duke Ellington in 1965 when the pianist/bandleader/composer debuted his legendary “Sacred Concert” series. Alone with his horn, Marsalis brings to life the tune’s tenderness and progressive attitude that prevails through much of the album recorded live on October 5, 2012.

In My Solitude marks Marsalis’ first recording as soloist as much of his recent career has found the New Orleans native leading his outstanding quartet. The saxophonist, who utilized the soprano, alto and tenor for the engagement, moves from the jazz standard “Stardust” to the Carl Philipp Emanuel Bach’s lovely “Sonata in A minor for Oboe” and then to his original “The Moment I Saw Your Face” with a flow that displays the universality of all music.

Interspersed, the eldest of the musical Marsalis brothers opens up and opens ears on four improvised, often boldly provocative selections that are at home among their jazz and classical family. Applause rains down after each number from the privileged members of the audience in attendance at the acoustically superior setting that is well-captured on the recording.

Perhaps the most challenging of the material both for Marsalis and a listener is the saxophonist’s work on Japanese composer Ryo Noda’s “MAI, Op. 7” on which, performing on the alto, he endeavors to “capture the spirit” of the Japanese bamboo flute. His horn calls out in an ancient way with empty spaces emphasizing the dramatic effect.

In contrast, Marsalis takes it out light with a straight-up blues number, blowing tenor on his self-penned “Blues for One.” He ends the night unexpectedly with the closing theme of Carol Burnett’s television show, “I’m So Glad We Had This Time Together.”