DSP Blockset

Matrices and Linear Algebra

The following sublibraries reside in the Matrices and Linear Algebra sublibrary:

• Linear System Solvers
• Matrix Factorizations
• Matrix Inverses
• Matrix Operations

Linear System Solvers.   Blocks that solve the matrix equation AX = B for X using various methods. (Blocks are available in the Linear System Solvers library.)

Backward Substitution	Solve the equation UX=B for X when U is an upper triangular matrix.
Cholesky Solver	Solve the equation SX = B for X when S is a square Hermitian positive definite matrix
Forward Substitution	Solve the equation LX = B for X when L is a lower triangular matrix
LDL Solver	Solve the equation SX = B for X when S is a square Hermitian positive definite matrix
Levinson-Durbin	Solve a linear system of equations using Levinson-Durbin recursion
LU Solver	Solve the equation AX = B for X when A is a square matrix
QR Solver	Find a minimum-norm-residual solution to the equation AX=B
SVD Solver	Solve the equation AX=B using singular value decomposition

Matrix Factorizations.   Blocks for factoring matrices using various methods. (Blocks are available in the Matrix Factorizations library.)

Cholesky Factorization	Factor a square Hermitian positive definite matrix into triangular components
LDL Factorization	Factor a square Hermitian positive definite matrix into lower, upper, and diagonal components
LU Factorization	Factor a square matrix into lower and upper triangular components
QR Factorization	Factor a rectangular matrix into unitary and upper triangular components
Singular Value Decomposition	Factor a matrix using singular value decomposition

Matrix Inverses.   Blocks for inverting matrices using various methods. (Blocks are available in the Matrix Inverses library.)

Cholesky Inverse	Compute the inverse of a Hermitian positive definite matrix using Cholesky factorization
LDL Inverse	Compute the inverse of a Hermitian positive definite matrix using LDL factorization
LU Inverse	Compute the inverse of a square matrix using LU factorization
Pseudoinverse	Compute the Moore-Penrose pseudoinverse of a matrix

Matrix Operations.   Blocks for various matrix operations such as extracting the diagonal, overwriting matrix values, and multiplying matrices. (Blocks are available in the Matrix Operations library.)

Constant Diagonal Matrix	Generate a square, diagonal matrix
Create Diagonal Matrix	Create a square diagonal matrix from diagonal elements
Extract Diagonal	Extract the main diagonal of the input matrix
Extract Triangular Matrix	Extract the lower or upper triangle from an input matrix
Identity Matrix	Generate a matrix with ones on the main diagonal and zeros elsewhere
Matrix Concatenation (Simulink block)	Concatenate inputs horizontally or vertically
Matrix 1-Norm	Compute the 1-norm of a matrix
Matrix Multiply	Multiply input matrices
Matrix Product	Multiply the elements of a matrix along rows or columns
Matrix Scaling	Scale the rows or columns of a matrix by a specified vector
Matrix Square	Compute the square of the input matrix
Matrix Sum	Sum the elements of a matrix along rows or columns
Permute Matrix	Reorder the rows or columns of a matrix
Reciprocal Condition	Compute the reciprocal condition of a square matrix in the 1-norm
Submatrix	Select a subset of elements (submatrix) from a matrix input
Toeplitz	Generate a matrix with Toeplitz symmetry
Transpose	Compute the transpose of a matrix

Math Operations

Polynomial Functions