How do I obtain the eigenvalues of a huge matrix (size: 2x10^5)

Question

I have a matrix of size 200000 X 200000 .I need to find the eigen values for this .I was using matlab till now but as the size of the matrix is unhandleable by matlab i have shifted to perl and now even perl is unable to handle this huge matrix it is saying out of memory.I would like to know if i can find out the eigen values of this matrix using some other programming language which can handle such huge data. The elements are not zeros mostly so no option of going for sparse matrix. Please help me in solving this.

Answer 1

I think you may still have luck with MATLAB. Take a look into their distributed computing toolbox. You'd need some kind of parallel environment, a computing cluster.

If you don't have a computational cluster, you might look into distributed eigenvalue/vector calculation methods that could be employed on Amazon EC2 or similar.

There is also a discussion of parallel eigenvalue calculation methods here, which may direct you to better libraries and programming approaches than Perl.