Ultra compact, quiet, low power, +/-15v PS, needed

(1) no soft start, but this is a case were simple thermistors make people

(2)pretty much doubt regulator changed whole sound stage.
(1) - easy to soft start an LM3xx regulator - its in one of the datasheets. LT3045 can also be done but trickier.

(2) - see the review i did for Jan in Linear Audio. Regulator will affect the performance of a preamp. Some measure well but muddy transients. Its all in the error correction loop. For low cost and high performance consider ElVee’s design. (And you wont have an issue using the power amp rails)
 
theAnonymous1: SMPS like that have more ripple and noise than even work horse classic 78xx/79xx linear regulators. 230V mains voltage and EMI near audio circuits as a gift as well. One would still need linear regulators after that one for acceptable audio performance.

LT3032 is a nice option for low noise and very small size. I use stamp sized pcbs for that. A modern XR4195 😉
 
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