Hey Abhishek,
Why would you want to fully invert a matrix that large?
How is it preconditioned? What is the condition number of the matrix?
Why not just use ScaLAPACK? It's a hairy beast, but you should definitely consider it.
Brian
On Feb 3, 2010, at 9:57 PM, aa225@buffalo.edu wrote:
> Hi,
> Any idea how this method will scale for dense matrices ?The kind of matrices I
> am going to be working with are 500,000*500,000. Will this be a problem. Also
> have you used this patch ?
>
> Best Regards from Buffalo
>
> Abhishek Agrawal
>
> SUNY Buffalo
> (7164357122)
>
> On Wed 02/03/10 1:41 AM , Ganesh Swami ganesh@iamganesh.com sent:
>> What about the MoorePenrose inverse?
>>
>> http://en.wikipedia.org/wiki/MoorePenrose_pseudoinverse
>>
>> The pseudoinverse coincides with the regular inverse when the matrix
>> is nonsingular. Moreover, it can be computed using the SVD.
>>
>> Here's a patch for a MapReduce version of the SVD:
>> https://issues.apache.org/jira/browse/MAHOUT180
>> Ganesh
>>
>> On Tue, Feb 2, 2010 at 10:11 PM, <aa225@buffa
>> lo.edu> wrote:> Hello People,
>>> Â Â Â
>> Â Â Â My name is Abhishek Agrawal. For
>> the last few days I have been trying> to figure out how to calculate the
> inverse of a
>> matrix using Map Reduce. Matrix> inversion has 2 common approaches. Gaussian
>> Jordan and the cofactor of transpose> method. But both of them dont seem to be
> suited
>> too well for Map Reduce.> Gaussian Jordan involves blocking co factoring a
>> matrix requires repeated> calculation of determinant.
>>>
>>> Can some one give me any pointers so as to how
>> to solve this problem ?>
>>> Best Regards from Buffalo
>>>
>>> Abhishek Agrawal
>>>
>>> SUNY Buffalo
>>> (7164357122)
>>>
>>>
>>>
>>>
>>
>>
>>
>>
>>
