User`s guide

4 DSP Operations
4-16
Linear Algebra
The Matrices and Linear Algebra library provides three large sublibraries
containing blocks for linear algebra:
•Linear System Solvers
•Matrix Factorizations
•Matrix Inverses
A third library, Matrix Operations, provides other essential blocks for working
with matrices. See “Multichannel Signals” on page 3-11 for more information
about matrix signals.
The following sections provide examples to help you get started with the linear
algebra blocks:
•“Solving Linear Systems”
•“Factoring Matrices”
•“Inverting Matrices”
Solving Linear Systems
The Linear System Solvers library provides the following blocks for solving the
system of linear equations AX =B:
•Autocorrelation LPC
•Cholesky Solver
•Forward Substitution
•LDL Solver
•Levinson-Durbin
•LU Solver
•QR Solver
•SVD Solver
Some of the blocks offer particular strengths for certain classes of problems.
For example, the Cholesky Solver block is particularly adapted for a square
Hermitian positive definite matrix A, whereas the Backward Substitution
block is particularly suited for an upper triangular matrix A.