Cholesky Inverse
Computing the inverse Hermite of a positively defined matrix using the Cholecki decomposition.
Description
The Cholesky Inverse block computes the inverse of the Hermite positively defined input matrix using the Cholesky decomposition:
,
where
-
- is a lower triangular matrix with positive diagonal elements;
-
- Hermite (complex-conjugate) transposed matrix .
The block uses only diagonal and above main diagonal elements of the matrix and ignores the rest. Imaginary parts in diagonal elements are ignored.
The Cholecki decomposition requires half as many calculations as the Gaussian variable elimination method (LU-decomposition) and is always stable.
Ports
Input
Input - input matrix
`matrix M by M
The input square matrix is on . The matrix must be Hermite positively definite.
If the input matrix is not positively definite, the block behaviour depends on the value of the Non-positive definite parameters.
Data types: Float32, Float64.
Support for complex numbers: Yes
Parameters
Non-positive definite input - block behaviour if the input matrix S is not positively definite
Ignore (by default) | Warning | Error
Specify the block behaviour if the input matrix is not positively defined:
-
Ignore- the block continues calculations and does not generate a warning. The obtained result is not a correct solution. -
Warning- the block continues calculations, but a warning message is displayed in the Engee command window. The obtained result is not a correct solution. -
Error- an error dialogue box is displayed and calculations are stopped.
The Non-positive definite input parameter 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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