I have to work with large matrices (e.g. A = 8000 x 100.000, all non-zero values).
I want to calculate T= ((A'*A) + lamda*speye(n))\(A'*A); with lamda =e.g. 1-e-3.
I have installed 64 gb ddr and as expected I run out of memory (also when I introduce a threshold and force A to be sparse, and then create sparse(A) and sparse (A') and try to calculate T.
Are there alternative ways to calculate T without out of memory issues?