title: Faster huge data-import than Get["raggedmatrix.mx"]?
body: <p>Can anybody advise an alternative to importing a couple of
  GByte of numeric data (in .mx form) from a list of 60 .mx files, each about 650 MByte?</p>
  
  <p>The - too large to post here - research-problem involved simple statistical operations 
  with double as much GB of data (around 34)  than RAM available (16). 
  To handle the data size problem I just split things up and used 
  a Get / Clear strategy to do the math.</p>
  
  <p>It does work, but calling <code>Get["bigfile.mx"]</code> takes quite some time, so I was wondering if it would be quicker to use BLOBs or whatever with  PostgreSQL or MySQL or whatever database people use for GB of numeric data.</p>
  
  <p>So my question really is:
  <strong>What is the most efficient way to handle truly large data set imports in Mathematica?</strong></p>
  
  <p>I have not tried it yet, but I think that SQLImport from DataBaseLink will be slower than <code>Get["bigfile.mx"]</code>.</p>
  
  <p>Anyone has some experience to share?</p>
  
  <p>(Sorry if this is not a very specific programming question, but it would really help me to move on with that time-consuming finding-out-what-is-the-best-of-the-137-possibilities-to-tackle-a-problem-in-Mathematica).</p>