DSP Blockset | ![]() ![]() |
Solving Linear Systems
The Linear System Solvers library provides the following blocks for solving the system of linear equations AX = B:
Some of the blocks offer particular strengths for certain classes of problems. For example, the Cholesky Solver block is particularly adapted for a square Hermitian positive definite matrix A, whereas the Backward Substitution block is particularly suited for an upper triangular matrix A.
Example: LU Solver
In the model below, the LU Solver block solves the equation Ax = b, where
and finds x to be the vector [-2 0 1]'
.
To build the model, set the following parameters:
[1 -2 3;4 0 6;2 -1 3]
.
[1 -2 -1]'
.
You can verify the solution by using the Matrix Multiply block to perform the multiplication Ax, as shown in the model below.
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