Big Data math operations

I have matrix 414588x47236 want to make PCA dimension reduction on it

is there any idea to make so my computer is not crashing and minimze operation time?

[Matt J]

Is the matrix being stored as a tall array?

[Mike Croucher]

What kind of matrix is it? Is it sparse or dense? Double precision? Single precision?

Is the matrix stored in a file? .mat or .csv or something else?

Have you managed to load it into MATLAB at all? What are the specifications of the machine you are using?

[Ahmed raafat]

@Matt J @Mike Croucher

it is sparse matrix , uploaded into matlab from mat file

when I try to use pca command it send error that can't deal with sparse

Answer 1

[Matt J]

You could do,

[U,S]=svds(A,k);

A_reduced=U*S;

[Ahmed raafat]

and for PCA , what command?

[Matt J]

A_reduced is the result of the PCA.