MATLAB: What is the inversion method used in (inv) function in MATLAB

lower triangular matrix inversionsquare matrix inversion

Hi,

I use inv function in my code to solve a square matrix inversion and a lower triangular matrix inversion. May I know what is the inversion method used in MATLAB to solve this inversion?

Best Answer

read the documentation:

"inv performs an LU decomposition of the input matrix (or an LDL decomposition if the input matrix is Hermitian). It then uses the results to form a linear system whose solution is the matrix inverse inv(X). For sparse inputs, inv(X) creates a sparse identity matrix and uses backslash, X\speye(size(X))."

Related Solutions

MATLAB: Compare inv(X) Vs mex inv (X)

I think it's rather likely with a difference of that magnitude that you have left memory integrity checks on. Try

>> cfg = coder.config('mex');
>> cfg.IntegrityChecks = false;
>> cfg.ResponsivenessChecks = false;
>> codegen test_inv -args {zeros(100)} -config cfg
>> x = randn(100);
tic;
for n = 1: 100
    y = test_inv(x);
end
toc;
tic;
for n = 1: 100
    y = test_inv_mex(x);
end
toc;
Elapsed time is 0.082537 seconds.
Elapsed time is 0.109494 seconds.

The remaining difference is not surprising since there is some overhead and we are essentially just comparing the compiled and optimized MATLAB implementation to the compiled MATLAB Coder implementation. MATLAB Coder is not intended to speed up MATLAB linear algebra. They are mostly compiled and highly optimized routines. If it could do much of that, we'd just speed up the MATLAB implementation. If you want to see it speed something up, you usually need to have a substantial amount of your code in there. Also, in this particular case there are some differences in the algorithms. MATLAB Coder is generating unblocked code, and here the matrix is large enough that I would rather use a blocked algorithm.

MATLAB: Eigenvalues and orthonormal eigenvectors

Yes there is. Look at the eig function.

Best Answer

Related Solutions

MATLAB: Compare inv(X) Vs mex inv (X)

MATLAB: Eigenvalues and orthonormal eigenvectors

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