DSP Blockset

Inverting Matrices

The Matrix Inverses library provides the following blocks for inverting various kinds of matrices:

• Cholesky Inverse
• LDL Inverse
• LU Inverse
• Pseudoinverse

Example: LU Inverse

In the model below, the LU Inverse block computes the inverse of input matrix A, where

and then forms the product A^-1A, which yields the identity matrix of order 3, as expected.

To build the model, in the DSP Constant block, set the Constant value parameter to [1 -2 3;4 0 6;2 -1 3].

As shown above, the computed inverse is

Factoring Matrices

Block Reference