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Re: least square solution of b = A * x with a very huge A matrix


From: andrea console
Subject: Re: least square solution of b = A * x with a very huge A matrix
Date: Wed, 29 May 2013 21:08:08 +0200

My test A matrix is 600,000 x 2,000,000 (overdetermined system) , with 6,000,000 non-zero-float-16 values, but in real conditions it can be pretty much bigger
Also consider that I have always a good approximation of the solution to use, ad example for an iterative method.


2013/5/29 Nir Krakauer <address@hidden>
How big is your A matrix? Is it possible to give a self-contained
example that shows this error?

There is work being started on improving Octave's capabilities for
solving large sparse linear problems, and understanding what is going
wrong in your problem may help with this.


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