I am trying to make my control algorithm more efficient since my matrices are sparse. Currently, I am doing conventional matrix-vector multiplications in Simulink/xPC for a real-time application. I can not find a way to convert the matrix to a sparse one and perform that type of multiplication where it is compatible with xPC. Does anyone have an idea on how to do this?
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It appears, at least as of earlier this year, that it is impossible to do sparse matrices in Simulink: see this Q&A on MathWorks' site. As the answerer is a Simulink software engineer, it seems authoritative. :)

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