[SciPy-User] [SciPy-user] Covariance matrix

Pauli Virtanen pav@iki...
Mon Feb 13 05:33:21 CST 2012


13.02.2012 09:59, Johannes Eckstein kirjoitti:
[clip]
> how can I do a matrix multiplication of a matrix X with shape: (240001, 4)
> 
> M = X * X.H
> 
> when I do this I get the following:
>     return N.dot(self, asmatrix(other))
> ValueError: array is too big.
> 
> What is the best way to avoid this error?

The result would be a 240001 x 240001 matrix that consumes 430 GB of
memory. Do you really have that much available?

-- 
Pauli Virtanen



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