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Loading large files


I am trying to solve a Linear Program for which the matrix A is very
very large.
The size of the matrix A runs into GB (~1GB). I have broken it into
files of size ~100 MB each and would like to load the files in
Mathematica (Basically copy paste them). I tried to open and paste
into mathematica but I cannot paste beyond the first file (~100MB)

My question is can Mathematica  support such a large matrix ?


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