eig(A'*A) - out of memory. Any shortcuts?

[MikeyW]

A is pretty large (and sparse). I'd really like to be able to calculate this, using less RAM.

[MisterX]

I wouldn't call myself an expert on eigenvalue algorithms, but I had some ideas.

First, you've been using a MatLab sparse (http://www.mathworks.com/help/techdoc/ref/sparse.html) matrix for A, right?

Second, you could try setting a variable to A'*A, then clearing A, and then having a call to eig on that variable.

If you're on unix and you don't need the development environment, an option is to run a MatLab script with the "-nojvm" command line option.

Other than that, increase the swap size. If that's not enough, get the following if you aren't already using them for this task:

a 64 bit OS (and computer if needed)

64-bit MatLab

[MikeyW]

Thanks for the suggestions