how can i compute PCA for a huge data set?
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hello Everybody, i have a huge data set (120 raw X 600000 columns) my Hardware is core i5, 2.5 GHz, 8 GB RAM, Win8 64 bit, MATLAB R2013a 64 bit. i read that i may get ~4TB memory if i use 64 bit operating system and 64 bit MATLAB version.
on my hardware i computed PCA (princomp) command and get the results, and i tried to recompute it again but i got (out of memory) error message.
could any one help me to know what is the problem? and i can't reduce the data set dimension also i heard about PCA by SVD that it can be used in the case of not square matrix. is that true?