Recently, I have been working on my code to optimize the run time. In that code, I have several linear system of equations which start from small ones (5 equations- 5 unknowns) to large ones (5000 equations - 5000 unknowns). I have used the
Solve command for finding the solution of these systems.
It may worth mentioning that the systems are sparse and ill conditioned (the condition number of the coefficient matrix is fairly large).
Now, I am wondering that if there is any other command which solve these systems faster? Any other hints for improving the run time is appreciated.