User`s guide

Linear Algebra
4-19
You can check that LU = A
p
with the Matrix Multiply block, as shown in the
model below.
Inverting Matrices
The Matrix Inverses library provides the following blocks for inverting various
kinds of matrices:
•Cholesky Inverse
•LDL Inverse
•LU Inverse
•Pseudoinverse
Example: LU Inverse
In the model below, the LU Inverse block computes the inverse of input
matrix A, where
and then forms the product A
-1
A, which yields the identity matrix of order 3,
as expected.
U
406
02– 1.5
0 0 0.75–
=
L
100
0.25 1 0
0.5 0.5 1
=
A
12– 3
406
21– 3
=