| DSP Blockset | |
Solve the equation AX=B for X when A is a square matrix.
Library
Math Functions / Matrices and Linear Algebra / Linear System Solvers
Description
The LU Solver block solves the linear system AX=B by applying LU factorization to the M-by-M matrix at the A port. The input to the B port is the right-hand side M-by-N matrix, B. The output is the unique solution of the equations, M-by-N matrix X, and is always sample-based.
A length-M 1-D vector input for right-hand side B is treated as an M-by-1 matrix.
Algorithm
The LU algorithm factors a row-permuted variant (Ap) of the square input matrix A as
where L is a lower-triangular square matrix with unity diagonal elements, and U is an upper-triangular square matrix.
The matrix factors are substituted for Ap in
where Bp is the row-permuted variant of B, and the resulting equation
is solved for X by making the substitution Y = UX, and solving two triangular systems.
Dialog Box
See Also
| Autocorrelation LPC |
DSP Blockset |
| Cholesky Solver |
DSP Blockset |
| LDL Solver |
DSP Blockset |
| Levinson-Durbin |
DSP Blockset |
| LU Factorization |
DSP Blockset |
| LU Inverse |
DSP Blockset |
| QR Solver |
DSP Blockset |
See Solving Linear Systems for related information.
| | LU Inverse | Magnitude FFT | |
