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 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 side B is treated as an M-by-1 matrix.

Algorithm

The LU algorithm factors a row-permuted variant (A_p) 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 A_p in

where B_p 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

• Double-precision floating point
• Single-precision floating point

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 Factorization	DSP Blockset
LU Inverse	DSP Blockset
QR Solver	DSP Blockset

See Solving Linear Systems for related information.

LU Inverse

Magnitude FFT