DSP Blockset    
LU Solver

Solve the equation AX=B for X when A is a square matrix.

Library

Math Functions / Matrices and Linear Algebra / Linear System Solvers

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-hand side M-by-N matrix, B. The output is the unique solution of the equations, M-by-N matrix X, and is always sample-based.

A length-M 1-D vector input for right-hand side B is treated 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.

Dialog Box

Supported Data Types

To learn how to convert to the above data types in MATLAB and Simulink, see Supported Data Types and How to Convert to Them.

See Also

Autocorrelation LPC
DSP Blockset
Cholesky Solver
DSP Blockset
LDL Solver
DSP Blockset
Levinson-Durbin
DSP Blockset
LU Factorization
DSP Blockset
LU Inverse
DSP Blockset
QR Solver
DSP Blockset

See Solving Linear Systems for related information. Also see Linear System Solvers for a list of all the blocks in the Linear System Solvers library.


  LU Inverse Magnitude FFT