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From Ted Dunning <ted.dunn...@gmail.com>
Subject Re: matrix inversion in plan ?
Date Mon, 05 Oct 2015 06:00:20 GMT
This sort of thing would definitely compute the inverse.

And it is definitely to be avoided.

How about you give some specifics so I can say what should be done?



On Sun, Oct 4, 2015 at 7:31 PM, go canal <gocanal@yahoo.com.invalid> wrote:

> Thank you all, the solver is something like this, am I correct:
> Matrix m = ....
> Matrix inverse = new QRDecomposition(m).solve(new DiagonalMatrix(1,
> m.rowSize()));
>
> The problem I have is that the matrix is too big, I need distributed, or
> out-of-core solution.
>
>  thanks, canal
>
>
>      On Monday, October 5, 2015 6:25 AM, Peter Jaumann <
> peter.jaumann1@gmail.com> wrote:
>
>
>  This should be done with a matrix solver indeed!!!
>
>
>
> On Oct 4, 2015 11:53 AM, "Ted Dunning" <ted.dunning@gmail.com> wrote:
> >
> >
> > It is almost certain that starting with an inversion is a serious error.
> >
> > Are you sure you don't want a matrix solver instead?
> >
> > Sent from my iPhone
> >
> > > On Oct 3, 2015, at 20:09, go canal <gocanal@yahoo.com.INVALID> wrote:
> > >
> > > oh, it is so unfortunate that the first step of my project requires the
> inversion of a very large matrix. will have to revert back to scalapack or
> MR based solutions I guess.
> > >  thanks, canal
> > >
> > >
> > >    On Saturday, October 3, 2015 11:31 PM, Ted Dunning <
> ted.dunning@gmail.com> wrote:
> > >
> > >
> > > I doubt seriously that Samsara will support matrix inversion per se.
> The
> > > problem is
> > >
> > > a) it densifies sparse matrices
> > >
> > > b) it is much more costly than solving a linear system
> > >
> > > Samsara is roughly memory based, but different back-ends will try to
> spill
> > > to disk if necessary.  It is likely that the resulting degradation in
> > > performance would be dramatic and thus unacceptable to most users.
> > >
> > >
> > >
> > >> On Fri, Oct 2, 2015 at 8:47 PM, go canal <gocanal@yahoo.com.invalid>
> wrote:
> > >>
> > >> HiI saw some distributed matrix functions included in Samsara now.
> > >> Wondering if we have a plan to support matrix inversion ?BTW, am I
> correct
> > >> that it is distributed memory based, not out-of-core ? thanks, canal
> > >
> > >
>
>
>
>

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