Linear Algebra

Solve a system of linear equations, factorize and invert matrices

DSP System Toolbox™ system linear algebra blocks enable you to work with matrices in Simulink®. For example, to solve a set of linear equations through Levinson-Durbin and Cholesky methods, use the Levinson-Durbin and Cholesky Solver blocks. These techniques are commonly used in applications such as the Yule-Walker AR problem and linear predictive coding. To factorize a square matrix into upper and lower components, use methods such as LDL factorization and the LU factorization. To invert matrices, use methods such as Cholesky factorization, LDL factorization, and LU factorization. For a summary of all the supported techniques and the corresponding blocks in DSP System Toolbox which implement the techniques, see Linear Algebra and Least Squares.

Blocks

expand all

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 Solver Solve SX = B for X when S is a square Hermitian positive definite matrix
Forward SubstitutionSolve LX = B for X when L is lower triangular matrix
LDL Solver Solve SX = B when S is square Hermitian positive definite matrix
Levinson-DurbinSolve linear system of equations using Levinson-Durbin recursion
LU Solver Solve AX = B when A is a square matrix
QR Solver Find minimum-norm-residual solution to AX=B
SVD Solver Solve 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