Invert large matrix

[Yanwei Wayne Zhang]

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 using RowMatrix but not sure 
if it is feasible.

Any suggestion is highly appreciated.


Thanks.


Wayne