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Multiple same-size linear solver

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Multiple same-size linear solver

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25 May 2009 (Updated )

Solve multiple systems of linear equations of the same size

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Description

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)

Acknowledgements

This file inspired Free Knot Spline Approximation and Inversion Every 2 D Slice For Arbitrary Multi Dimension Array..

MATLAB release MATLAB 7.8 (R2009a)
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Comments and Ratings (3)
29 Dec 2013 John Yang

Thanks for this file, shedding light to me on this kind of problems!

18 Feb 2013 Rajab Legnain

Hi Sir

It is early a great function.
Thanks for sharing.
Regards

27 Apr 2011 Cole Van Vlack

Hi Bruno,

I tried your function on a large array (eg. 5*5*1000000), it occupies too much memory. It will take at least 5 times memory as the initial data package. And most of the memory cost is to store the sparse indexes. Is there any way to reduce the memory consuming? Thanks!

Cheers,
Xiaodong

Updates
27 May 2009

Minor typo correction

11 Aug 2009

- A wrapper to call with arrays that loop on the third dimension
- Multi matrix-products

26 May 2010

Correct miss-leading MultiProd H1 line

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