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sparse matrix memory limitations

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Hello All,

 

I am trying to utilize the Multicore and Sparse Matrix toolkit to creat an n x n identity matrix with n = 1048576. However, I receive a memory error. Is'nt the purpose of this toolkit to store sparse matrices using memory storage techniques? I would like to premultiply an n x 1 vector by an n x n diagonal matrix. Does anyone have any alternative approaches? 


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