How large matrix can LAPACK support

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How large matrix can LAPACK support

Postby gyhuang » Tue Aug 02, 2011 6:12 pm

My code is as simple as follows

LaSymmMatDouble A(N, N);
LaVectorDouble v(N);
LaGenMatDouble Eigenvectors(N, N);
LaEigSolve(A, v, Eigenvectors);

However, I find that N can not be more than 40000. I feel puzzled about this. From the Internet a lot of people said LAPACK supports large matrix. Also, it is a little bit slow to calculate eigenvectors.

My problem is simply to calculate eigenvectors and eigenvalue for matrix as large as 40000*40000. Any idea on this?

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