MATLAB SIGNAL PROCESSING BLOCKSET 7 Guide de l'utilisateur Page 155

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Vue de la page 154
Linear Algebra
4-19
You can check that LU = A
p
with the Matrix Multiply block, as shown in the
model below.
Inverting Matrices
The Matrix Inverses library provides the following blocks for inverting various
kinds of matrices:
Cholesky Inverse
LDL Inverse
LU Inverse
Pseudoinverse
Example: LU Inverse
In the model below, 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.
U
406
02 1.5
0 0 0.75
=
L
100
0.25 1 0
0.5 0.5 1
=
A
12 3
406
21 3
=
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