Engee documentation

LU Inverse

Calculation of the inverse matrix using the LU decomposition usage.

blockType: SubSystem

lu inverse

Path in the library:

/Signal Operations/Math Functions/Matrices and Linear Algebra/Matrix Inverses/LU Inverse

Description

Block LU Inverse calculates the inverse matrix of the input square matrix with rearranged lines using LU-decomposition:

Where

  • — the matrix with rearranged strings, the order of the permutations is determined by the permutation vector ;

  • — lower triangular matrix with single diagonal elements (unit triangular matrix);

  • — upper triangular matrix.

The block outputs the inverse matrix .

Ports

Input

# IN_1 — the input matrix
matrix M by M

Details

Input square matrix on .

Data types

Float32, Float64
Complex numbers support

I don’t

Output

# OUT_1 — the inverse matrix
matrix M by M

Details

The inverse of the input matrix on .

Data types

Float32, Float64
Complex numbers support

I don’t

Literature

  1. Golub, Gene H., and Charles F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.