Engee documentation

Linear System Solvers

In the section Linear System Solvers libraries Signal Processing 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 the equation with respect to for the case where is an upper triangular matrix.

Cholesky Solver

Solving a system of linear equations with a square Hermite positively defined coefficient matrix using the Cholecki decomposition.

Forward Substitution

Solving a system of equations of the form with respect to for the case where is a lower triangular matrix.

LDL Solver

Solving a system of linear equations with square Hermite positively defined coefficient matrix using LDL decomposition.

Levinson-Durbin

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

LU Solver

Solving a system of linear equations with a square matrix of coefficients using LU decomposition.