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Multiple same-size linear solver

by Bruno Luong

 

25 May 2009 (Updated 11 Aug 2009)

Code covered by the BSD License  

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 submission has inspired the following:
Free-knot spline approximation
MATLAB release MATLAB 7.8 (R2009a)
Zip File Content  
Other Files license.txt,
MultiSolverFolder/MultiProd.m,
MultiSolverFolder/MultiSolver.m,
MultiSolverFolder/SliceMultiProd.m,
MultiSolverFolder/SliceMultiSolver.m
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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

Tag Activity for this File
Tag Applied By Date/Time
linear equations Bruno Luong 26 May 2009 14:41:07
linear system Bruno Luong 26 May 2009 14:41:07
least square Bruno Luong 26 May 2009 14:41:07
 

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