LU Inverse

Computation of inverse matrix using LU decomposition.

blockType: SubSystem

Path in the library:

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

Description

The LU Inverse block computes the matrix inverse of the input square matrix with rearranged rows using LU decomposition:

where

- matrix with rearranged rows, the order of permutations is determined by the vector of permutations ;
- lower triangular matrix with unit diagonal elements (unitriangular matrix);
- upper triangular matrix.

The block outputs the inverse matrix .

Input - input matrix
`matrix M by M

Input square matrix to .

Data types: Float32, Float64.

Support for complex numbers: No

Output - inverse matrix
`matrix M by M

Inverse input matrix to .

Data types: Float32, Float64.

Support for complex numbers: No

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