Thanks for the advice. I figured out a way to solve this problem by avoiding
the matrix representation.
Wayne
From: Sean Owen <so...@cloudera.com>
Sent: Thursday, December 29, 2016 1:52 PM
To: Yanwei Wayne Zhang; user
Subject: Re: Invert large matrix
I
I think the best advice is: don't do that. If you're trying to solve a
linear system, solve the linear system without explicitly constructing a
matrix inverse. Is that what you mean?
On Thu, Dec 29, 2016 at 2:22 AM Yanwei Wayne Zhang <
actuary_zh...@hotmail.com> wrote:
> Hi all,
>
>
> I have a
Hi all,
I have a matrix X stored as RDD[SparseVector] that is high dimensional, say 800
million rows and 2 million columns, and more 95% of the entries are zero.
Is there a way to invert (X'X + eye) efficiently, where X' is the transpose of
X and eye is the identity matrix? I am thinking of
