[Numpy-discussion] MemoryError for computing eigen-vector on 10, 000*10, 000 matrix

Charles R Harris charlesr.harris@gmail....
Wed Apr 29 00:35:51 CDT 2009


2009/4/28 Zhenxin Zhan <andyjian430074@gmail.com>

>  Thanks for your reply.
>
> My os is Windows XP SP3. I tried to use array(ojb, dtype=float), but it
> didn't work. And I tried 'float32' as you told me. And here is the error
> message:
>
>
>   File "C:\Python26\Lib\site-packages\numpy\linalg\linalg.py", line 791, in eig
>     a, t, result_t = _convertarray(a) # convert to double or cdouble type
>
>   File "C:\Python26\Lib\site-packages\numpy\linalg\linalg.py", line 727, in _con
> vertarray
>     a = _fastCT(a.astype(t))
> MemoryError
>
>

Looks like only a double routine is available for eig. Eigh is better for
symmetric routines and if you only want the eigenvalues and not the
eigenvectors then you should use eigvals or eigvalsh and save the space
devoted to the eigenvectors, which in themselves will put you over the
memory limit.

The os question is whether or not you are running a 64 bit or 32 bit os. A
64 bit os could use swap, although the routine would take forever to finish.
Really, you don't have enough memory for a problem that size. Perhaps if you
tell us what you want to achieve we can suggest a better approach. Also, if
your matrix is sparse other algorithms might be more appropriate.

Chuck
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