Solving similar sets of equations multiple times

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Alexander Holmes 2020-6-29

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评论： darova 2020-6-30

I have several systems of equations that I want to solve. At each iterations, there's maybe fifty or so sets og equations I want to solve.

Over the course of my code, I solve each of these hundreds of thousands of times using linsolve, but with different parameter values at each iteration (so I can't directly reuse the solution form the equations I have already solved). But is there I way I can do this. I guess I'm thinking similarly to solving them symbolically, but some of the matrices may be getting up to around 100x100, maybe bigger, and so I don't think symbolically solving this will be feasible. Or are there any other ways I can speed up solving these systems of equations, given that it is the same structure at every iteration, but with different parameter values?