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I have the type of system M.x = b, where M is a known matrix and b is a known vector. M contains many parameters, call the entire parameter set 'a', so M => M[a].

I want to be able to efficiently evaluate x[a], i.e. x[a] is now a collection of functions with variables/parameters 'a'. How to do this in an optimal way?

The system can become very large, so that (symbolic) evaluation of LinearSolve[M,b] will take a long time. Also note that x can have many elements, and one could be interested in just evaluating x[[i]] in which case it is redundant to evaluate all the other elements of x.

EDIT

the system can e.g. be defined by: 

b = {1, 0, 0, 0, 0, 0, 0, 0, 0, 0}

M = {{1, 0, 0, 0, 1, 0, 0, 0, 1}, {-c21 - c31, 0, -I omge, 0, c12, 0, 
  I Conjugate[omge], 0, c13}, {0, 
  I (-dge + dse) - c1/4 - c12/2 - c2/4 - c21/2 - c31/2 - c32/
   2, -I omse, 0, 0, 0, 0, I Conjugate[omge], 
  0}, {-I Conjugate[omge], -I Conjugate[omse], -I dge - c1/4 - c13/2 -
    c21/2 - c23/2 - c3/4 - c31/2, 0, 0, 0, 0, 0, 
  I Conjugate[omge]}, {0, 0, 
  0, -I (-dge + dse) - c1/4 - c12/2 - c2/4 - c21/2 - c31/2 - c32/2, 
  0, -I omge, I Conjugate[omse], 0, 0}, {c21, 0, 0, 
  0, -c12 - c32, -I omse, 0, I Conjugate[omse], c23}, {0, 0, 
  0, -I Conjugate[omge], -I Conjugate[omse], -I dge - I (-dge + dse) -
    c12/2 - c13/2 - c2/4 - c23/2 - c3/4 - c32/2, 0, 0, 
  I Conjugate[omse]}, {I omge, 0, 0, I omse, 0, 0, 
  I dge - c1/4 - c13/2 - c21/2 - c23/2 - c3/4 - c31/2, 
  0, -I omge}, {0, I omge, 0, 0, I omse, 0, 0, 
  I dge + I (-dge + dse) - c12/2 - c13/2 - c2/4 - c23/2 - c3/4 - c32/
   2, -I omse}, {c31, 0, I omge, 0, c32, 
  I omse, -I Conjugate[omge], -I Conjugate[omse], -c13 - c23}}
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  • $\begingroup$ Welcome to Mathematica SE. Could you be more specific by entering an example of your Linear System ? i.e. Sometimes Sparse Arrays help a lot. $\endgroup$
    – tchronis
    Commented Feb 20, 2014 at 12:47
  • $\begingroup$ So in your example the matrix's dimensions are 10x9. So x must be of 9th dimension and the system may prove impossible (10 equations - 9 variables). $\endgroup$
    – tchronis
    Commented Feb 20, 2014 at 14:11
  • $\begingroup$ In principle you are right, but in this case I know it is possible. The system encodes a set of differential equations for the nine elements of x, plus a boundary condition encoded it the first row of M. Actually the background info is that the nine components of x are elements of a 3-by-3 matrix, which is Hermitian and has Tr equal to 1 (which is the first row of M boundary condition) $\endgroup$
    – Sander
    Commented Feb 20, 2014 at 14:19

1 Answer 1

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Exploring the above matrix M we get Dimensions[M]=={10,9}.

Also MatrixRank[M]==9 and MatrixRank[M[[1 ;; 9]]]==9 so we transform the system to a square system:

M = M[[1 ;; 9]];
b = b[[1 ;; 9]];
det = Det[M];

then simply calculating determinants we obtain the xi

solvefor[i_] := Module[{B},
  B = M; B[[All, i]] = b;
  Det[B]/det]

example : solvefor[1] solves for x1

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  • $\begingroup$ Yes, this works perfectly, thanks a lot! $\endgroup$
    – Sander
    Commented Feb 20, 2014 at 15:40
  • $\begingroup$ You are welcome! $\endgroup$
    – tchronis
    Commented Feb 20, 2014 at 17:51

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