[R] Inverting a large Matrix (14000 x 14000)

Martin Maechler maechler at stat.math.ethz.ch
Mon Jun 26 10:06:21 CEST 2006

>>>>> "Cal" == Cal Stats <calstats05 at yahoo.com>
>>>>>     on Sun, 25 Jun 2006 01:14:34 -0700 (PDT) writes:

    Cal> Hi..  I have to invert a 15000 x 15000 matrix
    Cal> (generalized inverse). I do run the process on a fairly
    Cal> powerful computer. but still complains indufficient
    Cal> memory.
    Cal>   Is there a way one can invert a large matrix in some
    Cal> other efficient manner.

Is the matrix sparse, i.e., has most of its entries == 0 ?
If yes, then there are more efficient ways, notably in packages
'SparseM' and 'Matrix'.
    Cal>   Thanks Harsh

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