On Tue, 14 Aug 2007, Patnaik, Tirthankar wrote: > A variety of tricks would need to be used to invert a matrix of this > size. If there are any other properties of the matrix that you know > (symmetric, positive definite, etc, sparse) then they could be useful > too. You could partition the matrix first, then use an in-place inverse > technique for each block to individually calculate the blocks-inverses, > then combine to get the inverse of the initial matrix. Again, if the > implementation is actually solving an Ax-B = 0 system of equations, then > there are specific methods for these too, like an LU decomp, for > instance. You might also want to check out some texts for this, like the > Numerical Recipes.
> How's the matrix stored right now? Well, not in R as a matrix: see ?"Memory-limits". It is about 12x larger than the largest possible matrix in R. > > Best, > -Tir > > Tirthankar Patnaik > India Strategy > Citigroup Investment Research > +91-22-6631 9887 > >> -----Original Message----- >> From: [EMAIL PROTECTED] >> [mailto:[EMAIL PROTECTED] On Behalf Of Moshe Olshansky >> Sent: Tuesday, August 14, 2007 6:40 AM >> To: Paul Gilbert; Jiao Yang >> Cc: r-help@stat.math.ethz.ch >> Subject: Re: [R] invert 160000x160000 matrix >> >> While inverting the matrix may be a problem, if you need to >> solve an equation A*x = b you do not need to invert A, there >> exist iterative methods which do need A or inv(A) - all you >> need to provide is a function that computes A*x for an >> arbitrary vector x. >> For such a large matrix this may be slow but possible. >> >> --- Paul Gilbert <[EMAIL PROTECTED]> >> wrote: >> >>> I don't think you can define a matrix this large in R, even if you >>> have the memory. Then, of course, inverting it there may be other >>> programs that have limitations. >>> >>> Paul >>> >>> Jiao Yang wrote: >>>> Can R invert a 160000x160000 matrix with all >>> positive numbers? Thanks a lot! > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
