LDL Factorization of 3-by-3 Hermitian Positive Definite Matrix
This example shows how to use LDL Factorization to LDL-factor a 3-by-3 Hermitian positive definite matrix.
For the input in the model, the corresponding L and D values become:
L = 1.0000 0 0 -0.1100 1.0000 0 0.2200 -0.6100 1.0000 D = 9.0000 0 0 0 7.8900 0 0 0 3.6600 Ltranspose = 1.0000 -0.1100 0.2200 0 1.0000 -0.6100 0 0 1.0000
The output matrix is composed of the bottom left triangle of the L
matrix, the diagonal of the D
matrix, and the top right triangle of Ltranspose
. When they are combined, the output is:
S = 9.0000 -0.1100 0.2200 -0.1100 7.8900 -0.6100 0.2200 -0.6100 3.6600
In the model, the output is the same.
See Also
Blocks
- LDL Factorization | Display (Simulink) | Constant (Simulink)