I need to calculate the SVD with a very large matrix of complex numbers.
The matrix dimensions are [260000][570].
By using the EIGEN libs I have defined:
MatrixXcf Lop_tmp
(even if MatrixXcd would be better).
However, I'm able to instantiate Lop_tmp
but the SVD crashed (bad alloc) when invoked in this way:
Eigen::BDCSVD<Eigen::MatrixXcf> svd(Lop_tmp.transpose(), Eigen::ComputeThinU | Eigen::ComputeThinV);
Supposing not to partitiong the algoritm, is there a way to compute the Eigen SVD with this Lop_tmp
?
Thank you!