LDL Factorization
Factor square Hermitian positive definite matrices into lower, upper, and diagonal components
Libraries:
DSP System Toolbox /
Math Functions /
Matrices and Linear Algebra /
Matrix Factorizations
Description
The LDL Factorization block uniquely factors the square 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* is the Hermitian (complex conjugate) transpose of L. Only the diagonal and lower triangle of the input matrix are used. Any imaginary component of the diagonal entries is disregarded.
LDL factorization requires half the computation of Gaussian elimination (LU decomposition), and is always stable. It is more efficient than Cholesky factorization because it avoids computing the square roots of the diagonal elements.
Examples
Ports
Input
Output
Parameters
Block Characteristics
Data Types |
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Direct Feedthrough |
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Multidimensional Signals |
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Variable-Size Signals |
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Zero-Crossing Detection |
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More About
References
[1] Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.
Extended Capabilities
Version History
Introduced before R2006a