Eigen SVD with very large matrix

时间:2017-06-15 09:33:53

标签: eigen complex-numbers svd large-data

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!

0 个答案:

没有答案