How can I get good matrix approximations using a sparse matrix?
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I have a matrix A (dimension 4000000 x 5) and a sparse matrix B (dimension 4000000 x 2000000). Now I am searching for an approximation of X: A * X = B
Also I need an approximation for Y: A * Y * A' = C (C is a sparse 4000000 x 4000000 matrix)
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