https://stats.stackexchange.com/a/278794/69508

278794_69508.py

import os.path as path
from tempfile import mkdtemp

import numpy as np

m = 10**6
n = 10**3
filename = path.join(mkdtemp(), 'X.dat')
X = np.memmap(filename, dtype='float32', mode='w+', shape=(m, n))

for k in range(n):
    print(k)
    X[:,k] = np.random.normal(size=m)
    
beta = np.random.normal(size=n)
y = np.sum(beta * X, axis=1)

beta_hat = np.matmul(np.linalg.pinv(np.matmul(X.T, X)), X.T) @ y

print(np.all(np.isfinite(beta_hat)))