Cross posted on StackOverflow.
I have some extremely large sparse matrices created using spMatrix function from the matrix package.
Using the solve() function works for my Ax=b issue, but it takes a very long time. Several days.
I noticed that http://cran.r-project.org/web/packages/RScaLAPACK/RScaLAPACK.pdf appears to have a function that can parallelize the solve function, however, it can take several weeks to get new packages installed on this particular server.
The server already has the snow package installed it.
- Is there a way of using snow to parallelize this operation?
- If not, are there other ways to speed up this type of operation?
- Are there other packages like RScaLAPACK? My search on RScaLAPACK seemed to suggest people had a lot of issues with it.
- The matrices are about 370,000 x 370,000. I'm using it to solve for alpha centrality, http://en.wikipedia.org/wiki/Alpha_centrality.
- I was originally using the alpha centrality function in the igraph package, but it would crash R.
- This is on a single machine with 12 cores and 96 gigs of memory (I believe)
- It's a directed graph along the lines of paper citation relationships.
- Calculating condition number and density will take awhile. Will post as it comes available.