Multiple same-size linear solver
Sometime we need to solve a bunch of small linear (least-square) systems of the same size. This function can accomplish this task conveniently.
The system matrix and RHS are passed as 3D arrays.
Furthermore, calling syntax can support two simplifications:
- same RHS for all systems; or
- single RHS for each system.
Followed an idea from Tim Davis (using sparse)
Cite As
Bruno Luong (2024). Multiple same-size linear solver (https://www.mathworks.com/matlabcentral/fileexchange/24260-multiple-same-size-linear-solver), MATLAB Central File Exchange. Retrieved .
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- MATLAB > Mathematics > Linear Algebra >
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Acknowledgements
Inspired: Inversion every 2D slice for arbitrary Multi-dimension array.
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