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working with large matrices

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Bram Stegeman
Bram Stegeman on 6 Mar 2019
Commented: Stephan Koschel on 17 Mar 2020
I have to work with large matrices (e.g. A = 8000 x 100.000, all non-zero values).
I want to calculate T= ((A'*A) + lamda*speye(n))\(A'*A); with lamda =e.g. 1-e-3.
I have installed 64 gb ddr and as expected I run out of memory (also when I introduce a threshold and force A to be sparse, and then create sparse(A) and sparse (A') and try to calculate T.
Are there alternative ways to calculate T without out of memory issues?
  3 Comments
Stephan Koschel
Stephan Koschel on 17 Mar 2020
You are only interested in the diagonals of a matrix multiplication?
I would implement an iteration over the diagonal elements and load the corresponding columns and rows from the two matrices. The entry on the diagonal becomes something like sum(current_row .* current_col)
The iteration could slow down the process, but you only need to load two vectors into memory.

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Answers (1)

Munish Raj
Munish Raj on 18 Mar 2019
Hello Bram,
You could look at implementing Tall Arrays.
The documentation link can be found here.

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