How to store variable dimension vol matrices in a database

newbie73 · July 29th, 2010, 12:22 pm

How do you guys store vol matrices (or other types of variable size matrices) in a database? Do you create a superset table with the indices as columns, or do you store the entire matrix in a single cell? Any advice is welcome. Thanks!

newbie73 · July 29th, 2010, 12:25 pm

I should state that the purpose of this database will be to store historical vol matrices

quantmeh · July 29th, 2010, 12:32 pm

if it's not sparse and is always accessed as a whole and isn't updatable and should be accessed by row, then one row can be compressed into BLOB/CLOB and stored in one record