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sparse matrix regression

To: s-news@lists.biostat.wustl.edu
Subject: sparse matrix regression
From: James Leszczenski <jleszcze@andrew.cmu.edu>
Date: Tue, 20 Feb 2007 21:42:53 -0500
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Hi-

Is there any tool available for more efficient regression techniques on large sparse matrices? I'm attempting to perform logistic regression on a 360,000x1,028 matrix, and even with the Big Data Library, this is approaching intractability. Most entries in the matrix will be 0, but simply having a concise representation won't help, if I can't save some computation by representing it as such.

Thanks,
   James

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