Digital Signal Processing Reference
In-Depth Information
C = A*B
AA -1
As an example, consider the product
from (G.3) and (G.21):
11 1
11-1
21
-21 1
5
2
100
010
001
AA -1
1
2
=
C
S
C
-
-1
S
=
C
S
.
(G.27)
1
2
1
2
3
-
0
OTHER RELATIONSHIPS
Other important matrix relationships are now given.
Solution of Linear Algebraic Equations
Given the linear equations (G.1) expressed in vector-matrix format (G.4)
Ax = u ,
the solution is
x = A -1 u .
(G.28)
M ATLAB performs this operation with the statement
x = inv(A)*u
For example, from (G.21), for the equations (G.1),
-21 1
5
2
3
1
6
1
1
1
x = A -1 u =
1
2
C
-
-1
SC
S
=
C
S
.
(G.29)
1
2
1
2
-
0
This solution is easily verified by substitution back into the original Equa-
tions (G.1).
Cramer's Rule
Given the n linear algebraic equations in vector-matrix form,
Ax = u ,
where A is
n * n,
x is
n * 1,
and u is
n * 1,
the i th component of x is given by
ƒ A i ƒ
ƒ A ƒ
x i =
.
(G.30)
In this equation, is the determinant of the matrix A , and is the determinant of
the matrix formed by replacing the i th column in A with the vector u . Equation (G.30)
is called Cramer's rule.
ƒ A ƒ
ƒ A i ƒ
 
Search WWH ::




Custom Search