Linear Algebra

Solve linear equations, factor and invert matrices

Objects

dsp.LDLFactorFactor square Hermitian positive definite matrices into components
dsp.LevinsonSolverSolve linear system of equations using Levinson-Durbin recursion
dsp.LowerTriangularSolverSolve lower-triangular matrix equation
dsp.LUFactorFactor square matrix into lower and upper triangular matrices
dsp.UpperTriangularSolverSolve upper-triangular matrix equation

Blocks

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Cholesky FactorizationFactor square Hermitian positive definite matrix into triangular components
LDL FactorizationFactor square Hermitian positive definite matrices into lower, upper, and diagonal components
LU FactorizationFactor square matrix into lower and upper triangular components
QR FactorizationFactor arbitrary matrix into unitary and upper triangular components
Singular Value DecompositionFactor matrix using singular value decomposition
Backward SubstitutionSolve UX = B for X when U is upper triangular matrix
Cholesky SolverSolve SX=B for X when S is square Hermitian positive definite matrix
Forward SubstitutionSolve LX = B for X when L is lower triangular matrix
LDL SolverSolve SX=B for X when S is square Hermitian positive definite matrix
Levinson-DurbinSolve linear system of equations using Levinson-Durbin recursion
LU SolverSolve AX=B for X when A is square matrix
QR SolverFind minimum-norm-residual solution to AX=B
SVD SolverSolve AX=B using singular value decomposition
Cholesky InverseCompute inverse of Hermitian positive definite matrix using Cholesky factorization
LDL InverseCompute inverse of Hermitian positive definite matrix using LDL factorization
LU InverseCompute inverse of square matrix using LU factorization
PseudoinverseCompute Moore-Penrose pseudoinverse of matrix

Topics

Linear Algebra and Least Squares

Solve systems of linear equations.

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