Eigenvalue Decomposition of Matrix that doesn't fit in memory

2 views (last 30 days)
Jonathan on 26 Aug 2013
I have a Matrix, X, that is too large to fit into memory. I would like to perform an eigenvector & eigenvalue decomposition of X. My question: is it possible to take a large matrix X, decompose it into many smaller matrices: {x1, x2, ....xn} perform some equivalent of the eigen-decomposition of these smaller matrices and then finally recombine their resultants into what is the equivalent eigen-decomposition of X?

Answers (1)

Leah on 26 Aug 2013
Not really, maybe principle component analysis is a better option.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!