c++ - Matrix library for large matrices? -
this question has answer here:
is there c++ matrix library large matrices(matrices can't fit in ram)?
or maybe library designed handle large matrices , more faster relative basic matrix libraries?
i think windows can handle such matrices using swap file, maybe there optimized algorithms this?
i found scalapack not sure it's best choice.
you may use block matrix multiplication , inversion in order reduce swapping.
if matrices sparse (i.e. have lot of elements zero), can save memory using special storage approach.
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