How to solve a linear system A * X = B when B and X are matrices instead as vectors?
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Sovling a linear system A * X = B when X and B are matrices. If I use lsqr，then B is required to be a vector.
I could also iterate for each column of the B matrix, but that is not very computationally efficient.
Matrix A is very big, so I could not save it explicitly. I could only use a function handle to compute A * X.