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LU Inverse

Compute inverse of square matrix using LU factorization

Library

Math Functions / Matrices and Linear Algebra / Matrix Inverses

dspinverses

Description

The LU Inverse block computes the inverse of the square input matrix A by factoring and inverting row-pivoted variant Ap.

L is a lower triangular square matrix with unity diagonal elements, and U is an upper triangular square matrix. The block outputs the inverse matrix A-1.

Examples

See Find the Inverse of a Matrix Using the LU Inverse Block in the DSP System Toolbox™ User's Guide.

Dialog Box

References

Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.

Supported Data Types

  • Double-precision floating point

  • Single-precision floating point

See Also

Cholesky InverseDSP System Toolbox
LDL InverseDSP System Toolbox
LU FactorizationDSP System Toolbox
LU SolverDSP System Toolbox
invMATLAB

See Matrix Inverses for related information.

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