DSP Blockset    
Backward Substitution

Solve the equation UX=B for X when U is an upper triangular matrix.

Library

Math Functions / Matrices and Linear Algebra / Linear System Solvers

Description

The Backward Substitution block solves the linear system UX=B by simple backward substitution of variables, where U is the upper triangular M-by-M matrix input to the U port, and B is the M-by-N matrix input to the B port. The output is the solution of the equations, the M-by-N matrix X, and is always sample-based.

The block uses only the elements in the upper triangle of input U; the lower elements are ignored. When Force input to be unit-upper triangular is selected, the block replaces the elements on the diagonal of U with ones. This is useful when matrix U is the result of another operation, such as an LDL decomposition, that uses the diagonal elements to represent the D matrix.

A length-M vector input at port B is treated as an M-by-1 matrix.

Dialog Box

Force input to be unit-upper triangular
Replaces the elements on the diagonal of U with 1s when selected. Tunable.

See Also

Cholesky Solver
DSP Blockset
Forward Substitution
DSP Blockset
LDL Solver
DSP Blockset
Levinson-Durbin
DSP Blockset
LU Solver
DSP Blockset
QR Solver
DSP Blockset

See Solving Linear Systems for related information.


 Autocorrelation LPC Biquadratic Filter