Cholesky Inverse
Calculation of the inverse Hermitian positive definite matrix using the Cholesky decomposition.
blockType: SubSystem
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Path in the library: |
Description
Block Cholesky Inverse computes the inverse matrix of a Hermitian positive definite input matrix using the Cholesky decomposition:
where
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— lower triangular matrix with positive diagonal elements;
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— Hermitian (complex conjugate) transposed matrix .
The block uses only the elements of the diagonal and above the main diagonal of the matrix and ignores the rest. Imaginary parts in diagonal elements are ignored.
The Cholesky decomposition requires half as many calculations as the Gaussian variable elimination method (LU decomposition), and is always stable.
Ports
Input
#
IN_1
—
the input matrix
matrix M by M
Details
Input square matrix on . The matrix must be Hermitian positive definite.
If the input matrix is not positive definite, then the behavior of the block depends on the value of the parameter Non-positive definite input.
| Data types |
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| Complex numbers support |
Yes |
Output
#
OUT_1
—
the inverse matrix
matrix M by M
Details
The inverse of the input matrix on .
| Data types |
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| Complex numbers support |
Yes |
Parameters
Main group
#
Non-positive definite input —
block behavior if the input matrix is not positive definite
Ignore | Warning | Error
Details
Specify the behavior of the block in case the input matrix is not positive definite:
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Ignore— the unit continues calculations and does not issue a warning. The result is not the right solution. -
Warning— the block continues calculations, but in the command window Engee A warning message is displayed. The result is not the right solution. -
Error— the error dialog box is displayed and the calculations are stopped.
Parameter Non-positive definite input it is diagnostic. Like all diagnostic parameters, it is set to Ignore in the code generated for this block by the code generator.
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| Values |
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| Default value |
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| Program usage name |
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| Tunable |
No |
| Evaluatable |
Yes |