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 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