LDL Inverse
Computing the inverse Hermite of a positively defined matrix using LDL decomposition.
Description
The LDL Inverse block computes the inverse of the Hermite positively defined input matrix using LDL decomposition:
,
where
-
- is a lower triangular matrix with unit diagonal elements (unitriangular matrix);
-
- diagonal matrix;
-
- Hermite (complex-conjugate) transposed matrix .
The block uses only the diagonal and above main diagonal elements of the matrix and ignores the rest. Imaginary parts in diagonal elements are ignored.
LDL-decomposition requires half as much computation as the Gaussian variable elimination method (LU-decomposition) and is always stable. LDL-decomposition is more efficient than Choletsky decomposition because it avoids calculating square roots from diagonal elements.
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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