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Linear Algebra

Solve linear equations, factor and invert matrices.

System Objects

 `dsp.LDLFactor` Factor square Hermitian positive definite matrices into components `dsp.LevinsonSolver` Solve linear system of equations using Levinson-Durbin recursion `dsp.LowerTriangularSolver` Solve lower-triangular matrix equation `dsp.LUFactor` Factor square matrix into lower and upper triangular matrices `dsp.UpperTriangularSolver` Solve upper-triangular matrix equation

Blocks

 Cholesky Factorization Factor square Hermitian positive definite matrix into triangular components LDL Factorization Factor square Hermitian positive definite matrices into lower, upper, and diagonal components LU Factorization Factor square matrix into lower and upper triangular components QR Factorization Factor arbitrary matrix into unitary and upper triangular components Singular Value Decomposition Factor matrix using singular value decomposition
 Backward Substitution Solve UX=B for X when U is upper triangular matrix Cholesky Solver Solve SX=B for X when S is square Hermitian positive definite matrix Forward Substitution Solve LX=B for X when L is lower triangular matrix LDL Solver Solve SX=B for X when S is square Hermitian positive definite matrix Levinson-Durbin Solve linear system of equations using Levinson-Durbin recursion LU Solver Solve AX=B for X when A is square matrix QR Solver Find minimum-norm-residual solution to AX=B SVD Solver Solve AX=B using singular value decomposition
 Cholesky Inverse Compute inverse of Hermitian positive definite matrix using Cholesky factorization LDL Inverse Compute inverse of Hermitian positive definite matrix using LDL factorization LU Inverse Compute inverse of square matrix using LU factorization Pseudoinverse Compute Moore-Penrose pseudoinverse of matrix

Topics

Linear Algebra and Least Squares

Solve systems of linear equations.