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 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 > > >
