Multiple same-size linear solver

Solve multiple systems of linear equations of the same size

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)

[Rajab]

Hi Sir

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

[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