I need to calculate the inverse of a autocorrelation matrix (Rxx = E{X.X'}).

Where the samples x are 266000x1 vectors, which means I'll have a 266000x266000 
matrix and need to invert it.

But I only need the first 729 lines.

The problem is, I have to find a classifier h, where

h = Rxx^(-1)*u

where Rxx is the autocorrelation matrix and u is a 266000x1 vector.
I have "u" and I can calculate Rxx, but I can't save it on memory (it's a matrix larger than 400GB and I only have 380GB available).
I'm only interested in the first 729 lines of h