Thank you all, the solver is something like this, am I correct: Matrix m = .... Matrix inverse = new QRDecomposition(m).solve(new DiagonalMatrix(1, m.rowSize()));
The problem I have is that the matrix is too big, I need distributed, or out-of-core solution. thanks, canal On Monday, October 5, 2015 6:25 AM, Peter Jaumann <peter.jauma...@gmail.com> wrote: This should be done with a matrix solver indeed!!! On Oct 4, 2015 11:53 AM, "Ted Dunning" <ted.dunn...@gmail.com> wrote: > > > It is almost certain that starting with an inversion is a serious error. > > Are you sure you don't want a matrix solver instead? > > Sent from my iPhone > > > On Oct 3, 2015, at 20:09, go canal <goca...@yahoo.com.INVALID> wrote: > > > > oh, it is so unfortunate that the first step of my project requires the inversion of a very large matrix. will have to revert back to scalapack or MR based solutions I guess. > > thanks, canal > > > > > > On Saturday, October 3, 2015 11:31 PM, Ted Dunning < ted.dunn...@gmail.com> wrote: > > > > > > I doubt seriously that Samsara will support matrix inversion per se. The > > problem is > > > > a) it densifies sparse matrices > > > > b) it is much more costly than solving a linear system > > > > Samsara is roughly memory based, but different back-ends will try to spill > > to disk if necessary. It is likely that the resulting degradation in > > performance would be dramatic and thus unacceptable to most users. > > > > > > > >> On Fri, Oct 2, 2015 at 8:47 PM, go canal <goca...@yahoo.com.invalid> wrote: > >> > >> HiI saw some distributed matrix functions included in Samsara now. > >> Wondering if we have a plan to support matrix inversion ?BTW, am I correct > >> that it is distributed memory based, not out-of-core ? thanks, canal > > > >