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Thread Subject:
princomp for large datasets

Subject: princomp for large datasets

From: Misha Koshelev

Date: 20 Aug, 2009 22:30:17

Message: 1 of 1

Dear Sirs:

I was wondering if you were aware, in MATLAB or otherwise, a way to do princomp on a large dataset.

Specifically, our dataset has 68800 variables and around 6000 observations. Matlab gives "out of memory" errors. I have
tried also doing princomp in pieces, but this does not seem to quite work for our approach.

Anything that might help matlab-wise or with a different package (R? Octave?) much appreciated.

Thank you
Misha

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