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Forward Substitution

Solve the equation LX=B for X when L is a lower triangular matrix

Library

Math Functions / Matrices and Linear Algebra / Linear System Solvers

Description

The Forward Substitution block solves the linear system LX=B by simple forward substitution of variables, where L is the lower triangular M-by-M matrix input to the L port, and B is the M-by-N matrix input to the B port. The output is the solution of the equations, the M-by-N matrix X, and is always sample based. The block does not check the rank of the inputs.

The block only uses the elements in the lower triangle of input L; the upper elements are ignored. When Force input to be unit-lower triangular is selected, the block replaces the elements on the diagonal of L with 1's. This is useful when matrix L is the result of another operation, such as an LDL decomposition, that uses the diagonal elements to represent the D matrix.

A length-M vector input at port B is treated as an M-by-1 matrix.

Dialog Box

Force input to be unit-lower triangular
Replaces the elements on the diagonal of L with 1's when selected. Tunable.

Supported Data Types

To learn how to convert your data types 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 Solver
DSP Blockset
QR Solver
DSP Blockset

See Solving Linear Systems for related information.


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