LU Factorization (DSP Blockset)

DSP Blockset

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LU Factorization

See Also

Factor a square matrix into lower and upper triangular components.

Library

Linear Algebra, in Math Functions

Description

The LU Factorization block factors a row permutation 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 row-pivoted matrix A_p contains the rows of A permuted as indicated by the permutation index vector P.

Ap = A(P,:)          % equivalent MATLAB code

Example:

The block's top output (LU) is a composite matrix whose lower sub-triangle forms L and whose upper triangle is U.

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References

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