I found something that works with updating one field at here: http://www.karlrixon.co.uk/articles/sql/update-multiple-rows-with-different-values-and-a-single-sql-query/
Have you tried something like below. You can have multiple "SET" statements one for each column.
UPDATE person
SET name = CASE id
WHEN 1 THEN 'Jim'
WHEN 2 THEN 'Mike'
WHEN 3 THEN 'Precious'
END,
sex = CASE id
WHEN 1 THEN 'female'
WHEN 2 THEN 'male'
WHEN 3 THEN 'male'
END
WHERE id IN (1,2,3)
UPDATE person
SET name = CASE id
WHEN 1 THEN 'Jim'
WHEN 2 THEN 'Mike'
WHEN 3 THEN 'Precious'
END,
sex = CASE id
WHEN 1 THEN 'female'
WHEN 2 THEN 'male'
WHEN 3 THEN 'male'
END
WHERE id IN (1,2,3)