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From Yanwei Wayne Zhang <actuary_zh...@hotmail.com>
Subject Invert large matrix
Date Thu, 29 Dec 2016 02:22:26 GMT
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


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