c++ - how to effectively allocate memory for 20000*20000 matrix? -

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my code follows pca algorithm in order find eigenvectors , eigenvalues of 20000 *35 matrix. in order find eigenvector, need find covariance matrix, on calculation of order of 20000*20000.

how process such huge matrix? using opencv code

i believe question ill formed; if doing pca, 20000 * 35 matrix has 20000 observations on 35 variables (having 35 observations of 20000 variables not of use, i'm guessing it's not case).

if such case, covariance matrix has size 35 x 35, not 20k x 20k.

you can compute eigenpairs 35x35 matrix using qr algorithm, jacobi method or other eigenvalue/eigenvector approximating algorithm (many specific real symmetric matrices, case of covariance matrix).


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