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Hi Im trying to create a matrix X 250 cols and 1.6 million rows, and I want to compute inv(XX). Im using Intel Visual Fortran Compiler 11.0 with MS Visual Studio on a 64 bit system. Two questions:
- How do
set I set fortran to handle a matrix of this size? Right now I'm getting the following error: "Error 1 fatal error LNK1248: image size (804D9000) exceeds maximum allowable size (80000000) LINK" or it just aborts when compiling (saying something cryptic like "code 3").
- is there an easy math function to invert the matrix?
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Use an ALLOCATABLE array. Even 64-bit Windows can't handle a static array that large.
The Intel Math Kernel Library has routines for doing matrix inversion. Look in the on-disk documentation index under "Inverting a matrix".
The Intel Math Kernel Library has routines for doing matrix inversion. Look in the on-disk documentation index under "Inverting a matrix".
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