User`s guide

4 DSP Operations
4-18
•QR Factorization
•Singular Value Decomposition
Some of the blocks offer particular strengths for certain classes of problems.
For example, the Cholesky Factorization block is particularly suited to
factoring a Hermitian positive definite matrix into triangular components,
whereas the QR Factorization is particularly suited to factoring a rectangular
matrix into unitary and upper triangular components.
Example: LU Factorization
In the model below, the LU Factorization block factors a matrix A
p
into upper
and lower triangular submatrices U and L, where A
p
is row equivalent to input
matrix A, where
To build the model, in the DSP Constant block, set the
Constant value
parameter to
[1 -2 3;4 0 6;2 -1 3].
The lower output of the LU Factorization,
P, is the permutation index vector,
which indicates that the factored matrix A
p
is generated from A by
interchanging the first and second rows.
The upper output of the LU Factorization,
LU, is a composite matrix containing
the two submatrix factors, U and L, whose product LU is equal to A
p
.
A
12– 3
406
21– 3
=
A
p
406
12– 3
21– 3
=