matlab - How large matrix can be fit into Eigen library? -

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i working on large scale data 300000 x 300000 matrix may interest. hard process in matlab due "out of memory" error decide use eigen. there restriciton eigen in matrix size?

the dense matrices in eigen stored in contiguous block of memory, cannot exceed 2 gb in 32-bit application, if you're running 32-bit application, allocation start crash matrices half size, around 10,000x10,000. see example this duplicated question.

the same issue happen other libraries, since you're bounded ram, not library.

yet, if big matrix has vast majority of 0 in it, can resort sparsematrix.

if matrix isn't sparse, may store on disk, you'll terrible performance when manipulating it.


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