Linear algebra with large, sparse matrices
You could to use numpy.linalg.pinv to find "x" values
I want to solve the linear equation Ax = b, for the unknown matrix x. A and b are both large and sparse, and have shapes (when converted to dense) of 30,000 x 25 and 30,000 x 100,000, respectively.
I have tried using both scipy.sparse.linalg.lsqr and scipy.sparse.linalg.lsmr, but they both require that b be dense, which is computationally very expensive and prohibitive.
How can I do this?