LU Inverse

Compute inverse of square matrix using LU factorization

Library

Math Functions / Matrices and Linear Algebra / Matrix Inverses

dspinverses

  • LU Inverse block

Description

The LU Inverse block computes the inverse of the square input matrix A by factoring and inverting row-pivoted variant Ap.

Ap−1=(LU)−1

L is a lower triangular square matrix with unity diagonal elements, and U is an upper triangular square matrix. The block outputs the inverse matrix A-1.

Examples

See Matrix Inverses for an example that uses the LU Inverse block.

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 InverseDSP System Toolbox
LU FactorizationDSP System Toolbox
LU SolverDSP System Toolbox
invMATLAB

See Matrix Inverses for related information.

Extended Capabilities

Introduced before R2006a

DSP System Toolbox Documentation

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