I'm using UMFPACK to solve Ax = B where both A and B are matrices. Currently in my implementation, I'm solving x(:,i) = A\b(:,i) one by one to get x. Is there a way to directly get x without having to loop through each columns of B like LAPACK does?
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I'm afraid not. UMFPACK user guide p59, about umfpack_*_solve routine(s):
Also, under "Future work":
Which rather implies that it isn't supported presently.