LU Solver
Solve AX=B for X when A is square matrix
Library
Math Functions / Matrices and Linear Algebra / Linear System Solvers
dspsolvers
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 side M-by-N matrix, B. The M-by-N matrix output X is the unique solution of the equations.
The block treats length-M unoriented vector input to the input port B 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.
Examples
See Linear System Solvers for an example that uses the LU Solver block.
Supported Data Types
Double-precision floating point
Single-precision floating point
See Also
| Autocorrelation LPC | DSP System Toolbox |
| Cholesky Solver | DSP System Toolbox |
| LDL Solver | DSP System Toolbox |
| Levinson-Durbin | DSP System Toolbox |
| LU Factorization | DSP System Toolbox |
| LU Inverse | DSP System Toolbox |
| QR Solver | DSP System Toolbox |
See Linear System Solvers for related information.