How do I obtain the eigenvalues of a huge matrix (size: 2x10^5)

I have a matrix of size 200000 X 200000 .I need to find the eigen values for this .I was using matlab till now but as the size of the matrix is unhandleable by matlab i have shifted to perl and now even perl is unable to handle this huge matrix it is saying out of memory.I would like to know if i can find out the eigen values of this matrix using some other programming language which can handle such huge data. The elements are not zeros mostly so no op开发者_如何学Pythontion of going for sparse matrix. Please help me in solving this.

I think you may still have luck with MATLAB. Take a look into their distributed computing toolbox. You'd need some kind of parallel environment, a computing cluster.

If you don't have a computational cluster, you might look into distributed eigenvalue/vector calculation methods that could be employed on Amazon EC2 or similar.

There is also a discussion of parallel eigenvalue calculation methods here, which may direct you to better libraries and programming approaches than Perl.