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The Matrices and Linear Algebra library provides three large sublibraries containing blocks for linear algebra; Linear System Solvers, Matrix Factorizations, and Matrix Inverses. A fourth library, Matrix Operations, provides other essential blocks for working with matrices.

The Linear System Solvers library provides the following blocks
for solving the system of linear equations A*X* = B:

Some of the blocks offer particular strengths for certain classes of problems. For example, the Cholesky Solver block is particularly adapted for a square Hermitian positive definite matrix A, whereas the Backward Substitution block is particularly suited for an upper triangular matrix A.

In the following ex_lusolver_tutex_lusolver_tut model,
the LU Solver block solves the equation A*x* = b, where

and finds *x* to be the vector `[-2 0 1]'`.

You can verify the solution by using the Matrix Multiply block
to perform the multiplication A*x*, as shown in the
following ex_matrixmultiply_tut1ex_matrixmultiply_tut1 model.

The Matrix Factorizations library provides the following blocks for factoring various kinds of matrices:

Some of the blocks offer particular strengths for certain classes of problems. For example, the Cholesky Factorization block is particularly suited to factoring a Hermitian positive definite matrix into triangular components, whereas the QR Factorization is particularly suited to factoring a rectangular matrix into unitary and upper triangular components.

In the following ex_lufactorization_tutex_lufactorization_tut model,
the LU Factorization block factors a matrix A_{p} into
upper and lower triangular submatrices U and L, where A_{p} is
row equivalent to input matrix A, where

The lower output of the LU Factorization, `P`,
is the permutation index vector, which indicates that the factored
matrix *A _{p}* is generated from A by interchanging the first and second rows.

The upper output of the LU Factorization, `LU`,
is a composite matrix containing the two submatrix factors, U and L, whose product LU is equal to A_{p}.

You can check that LU = *A _{p}* with
the Matrix Multiply block, as shown in the following ex_matrixmultiply_tut2ex_matrixmultiply_tut2 model.

The Matrix Inverses library provides the following blocks for inverting various kinds of matrices:

In the following ex_luinverse_tutex_luinverse_tut model, the LU Inverse block computes the inverse of input matrix A, where

and then forms the product *A ^{-1}*A,
which yields the identity matrix of order 3, as expected.

As shown above, the computed inverse is

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