LDL Solver (DSP Blockset)

Solve the equation Sx=b for Hermitian positive definite matrix S.

Library

Linear Algebra, in Math Functions

Description

The LDL Solver block solves the linear system Sx=b by applying LDL factorization to matrix S (top input), which must be square and Hermitian positive definite. The bottom input is the right-hand-side of the equation, b. The output is the unique solution of the equations, x.

LDL Factorization uniquely factors the Hermitian positive definite input matrix S as

where L is a lower triangular square matrix with unity diagonal elements, D is a diagonal matrix, and L^H denotes the Hermitian transpose of L.

The equation

is solved for x by the following steps:

1.: Substitute

2.: Substitute

3.: Solve one diagonal and two triangular systems:

The block may generate NaN or Inf for underdetermined or inconsistent (overdetermined) systems.

Dialog Box