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 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<mailto:actuary_zh...@hotmail.com>> wrote: 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
