LU Factorization
Factor square matrix into lower and upper triangular components
Libraries:
DSP System Toolbox /
Math Functions /
Matrices and Linear Algebra /
Matrix Factorizations
Description
The LU Factorization block factors a row-permuted version of the square input matrix A as Ap = L*U, where L is a unit-lower triangular matrix, U is an upper triangular matrix, and Ap contains the rows of A permuted as indicated by the permutation index vector P. The block uses the pivot matrix Ap instead of the exact input matrix A because it improves the numerical accuracy of the factorization.
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
See Also
Functions
Blocks
- Cholesky Factorization | Autocorrelation LPC | LU Solver | LDL Factorization | LU Inverse | Permute Matrix (Simulink) | QR Factorization