On 2012-09-11 17:07, Loren Shure wrote: >> I want my program to solve x = A\b quickly and efficent - any ideas >> that might help me (and keep the computation time reasonable) ? Any >> tricks / tips ? >> >> I really hope to hear from some clever experts here... Thanks... > > You might try lscov: http://www.mathworks.com/help/techdoc/ref/lscov.html > > It will allow you to weight the observations.
Oh, thanks. However, I don't think I fully understand this... Also, as I just wrote to Matt J, I now think that maybe my only solution to avoid oscillations is to:
1) use a very small timestep 2) reformulate the problem (don't know how to do this) 3) maybe use regularization on the problematic rows, if this can be done (this reduces the oscillations, but that's also ok)?
Maybe I should forget about it, unless some clever guy here has any hints for me... That would be highly appreciated...