Avoiding the for loop in solve

[mpariente]

Hey Floris,

I wonder if you'd consider removing the for-loop in solve by using a method similar to this i.e treating the whole system with a block diagonal A where the batches are the blocks?

I guess the speed-up would be quite large compared to the for loop (and doubled since it is used in forward and backward).

[flaport]

Thanks Manuel!

Representing the system as a block diagonal matrix might indeed be a smart way of speeding up the operation. However, I'm very busy at the moment and I'm a bit unsure when I'll have time to work on the implementation...

Feel free to give it a go yourself in the meantime if you like (no pressure 😉).