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Eigenvalue Decomposition of Matrix that doesn't fit in memory

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Jonathan
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?
Thanks!

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

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