[R] invert 160000x160000 matrix

Moshe Olshansky m_olshansky at yahoo.com
Tue Aug 14 03:09:40 CEST 2007


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 <pgilbert at bank-banque-canada.ca>
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!
> > 
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