
I've got an (approximately) 4600x4600 dense matrix that I want to perform eigenvalue decomposition on, but attempting to do so causes an OutOfMemoryException. Is this just too big to accomplish? I'm going to try it in MATLAB next, but simple transfer over
is nontrivial because attempting to write it to a .m file using a MatlabMatrixWriter also causes an OutOfMemoryException.
I'm using 3.0.0beta01 with the MKL (32bit) provider.



It's certainly possible to compute an EVD on a 4600x4600 dense matrix with Math.NET Numerics; such a matrix is only 160 MB and should thus fit into memory easily. But even with MKL it will take a while to compute the decomposition (a bit more than a minute
on my system with random data).
However, I'd strongly recommend to switch to 64bit mode (and 64bit MKL).
How much RAM does your system have available?
Thanks,
Christoph



After switching to the 64bit provider (I'd forgotten about that "Prefer 32bit" checkbox), the problem has gone away. I'm still a little confused, but at least it's running. Thanks!

