LDL Solver
Solve SX = B when S is square Hermitian positive definite matrix
Libraries:
DSP System Toolbox /
Math Functions /
Matrices and Linear Algebra /
Linear System Solvers
Description
The LDL Solver block solves the linear system of equations SX = B by applying LDL factorization to the Hermitian positive definite square matrix at the S port. For more details, see Algorithms.
Ports
Input
Output
Parameters
Block Characteristics
Data Types 

Direct Feedthrough 

Multidimensional Signals 

VariableSize Signals 

ZeroCrossing Detection 

Algorithms
The LDL algorithm uniquely factors the Hermitian positive definite input matrix S as
S = LDL^{*}
where L is a lower triangular square matrix with unity diagonal elements, D is a diagonal matrix, and L^{*} is the Hermitian (complex conjugate) transpose of L.
The equation
LDL^{*}X = B
is solved for X by the following steps:
Substitute
Y = DL^{*}X
Substitute
Z = L^{*}X
Solve one diagonal and two triangular systems.
LY = B
DZ = Y
L^{*}X = Z
Extended Capabilities
Version History
Introduced before R2006a
See Also
Autocorrelation LPC  Cholesky Solver  LDL Factorization  LDL Inverse  LevinsonDurbin  LU Solver  QR Solver