User`s guide

LU Solver
5-275
5LU Solver
Purpose Solve the equation AX=B for X when A is a square matrix.
Library Math Functions / Matrices and Linear Algebra / Linear System Solvers
Description The LU Solver block solves the linear system AX=B by applying
LU factorization to the M-by-M matrix at the
A port. The input to the B port is
the right-hand side M-by-N matrix, B. The output is the unique solution of the
equations, M-by-N matrix X, and is always sample-based.
A length-M 1-D vector input for right-hand side B is treated as an M-by-1
matrix.
Algorithm The LU algorithm factors a row-permuted variant (A
p
) 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 matrix factors are substituted for A
p
in
where B
p
is the row-permuted variant of B, and the resulting equation
is solved for X by making the substitution Y =UX, and solving two triangular
systems.
Dialog Box
A
p
LU=
A
p
XB
p
=
LUX B
p
=
LY B
p
=
UX Y=