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trilin 1.0

trilin
If you like the idea behind MATLAB's linsolve or Tim Davis' linfactor, you might find trilin useful as well.Let's say you have a generalized least squares problem, x = C * u C = inv(N)where N = inv(A' * inv(V) * A) u = A' * inv(V) * bMatrices A and V are dense and large, and V is not diagonal. Matrix C is one of the desired final results, not just an intermediary result to obtain the vector x. Normally you'd want to use MATLAB's own lslin to...

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