DSP Blockset    
Forward Substitution

Solve the equation LX=B for X when L is a lower triangular matrix.

Library

Math Functions / Matrices and Linear Algebra / Linear System Solvers

Description

The Forward Substitution block solves the linear system LX=B by simple forward substitution of variables, where L is the lower triangular M-by-M matrix input to the L 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 only uses the elements in the lower triangle of input L; the upper elements are ignored. When Force input to be unit-lower triangular is selected, the block replaces the elements on the diagonal of L with ones. This is useful when matrix L 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-lower triangular
Replaces the elements on the diagonal of L with 1s when selected. Tunable.

See Also

Autocorrelation LPC
DSP Blockset
Cholesky Solver
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.


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