LDL Inverse

Compute inverse of Hermitian positive definite matrix using LDL factorization

Library

Math Functions / Matrices and Linear Algebra / Matrix Inverses

dspinverses

  • LDL Inverse block

Description

The LDL Inverse block computes the inverse of the Hermitian positive definite input matrix S by performing an LDL factorization.

S−1=(LDL*)−1

L is a lower triangular square matrix with unity diagonal elements, D is a diagonal matrix, and L* is the Hermitian (complex conjugate) transpose of L. Only the diagonal and lower triangle of the input matrix are used, and any imaginary component of the diagonal entries is disregarded.

LDL factorization requires half the computation of Gaussian elimination (LU decomposition), and is always stable. It is more efficient than Cholesky factorization because it avoids computing the square roots of the diagonal elements.

The algorithm requires that the input be Hermitian positive definite. When the input is not positive definite, the block reacts with the behavior specified by the Non-positive definite input parameter. The following options are available:

  • Ignore — Proceed with the computation and do not issue an alert. The output is not a valid inverse.

  • Warning — Display a warning message in the MATLAB® command window, and continue the simulation. The output is not a valid inverse.

  • Error — Display an error dialog and terminate the simulation.

Note

The Non-positive definite input parameter is a diagnostic parameter. Like all diagnostic parameters on the Configuration Parameters dialog, it is set to Ignore in the code generated for this block by Simulink® Coder™ code generation software.

Parameters

Non-positive definite input

Response to nonpositive definite matrix inputs.

References

Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.

Supported Data Types

  • Double-precision floating point

  • Single-precision floating point

See Also

Cholesky InverseDSP System Toolbox
LDL FactorizationDSP System Toolbox
LDL SolverDSP System Toolbox
LU InverseDSP System Toolbox
PseudoinverseDSP System Toolbox
invMATLAB

See Matrix Inverses for related information.

Extended Capabilities

Introduced before R2006a

DSP System Toolbox Documentation

Support