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[Lapack] diagonalization of a big matrix


I have been using CLAPACK in the past 6 years to diagonalize matrices up to 
size 2000 x 2000 and I did not have any problem.
I am currently? using the routine? dspevd_()

I now want to diagonalize a matrix of size 20000 x 20000 and the routine 
returns "segmentation fault".
I would like to know if there is a limit of size that this routine can 
diagonalize of if this is a limitation of my computer (memory problems). This 
is important because I do not know if I should keep tying to use CLAPACK or if 
it has some limitation that would not allow me to diagonalize such a big matrix.

Thanks a lot.

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