Engee documentation

Linear System Solvers

In the section Linear System Solvers libraries Signal Operations It is possible to solve systems of linear equations with quadratic coefficient matrices using Cholesky, LDL, and LU decompositions. These blocks make it possible to efficiently solve problems related to positive definite and other types of matrices, providing accurate results for a wide range of computational tasks.

Backward Substitution

Solving a system of linear equations with an upper triangular coefficient matrix.

Cholesky Solver

Solving a system of linear equations with a quadratic Hermitian positive definite coefficient matrix using the Cholesky decomposition usage.

Forward Substitution

Solving a system of linear equations with a lower triangular coefficient matrix.

LDL Solver

Solving a system of linear equations with a quadratic Hermitian positive definite coefficient matrix using the usage of LDL expansion.

Levinson-Durbin

Solving a system of linear equations using Levinson—Durbin recursion.

LU Solver

Solving a system of linear equations with a quadratic matrix of coefficients using the LU expansion usage.