Principle components analysis on a large dataset

[misha680]

Dear Sirs:

Please pardon me I am very new to Octave. I have been using MATLAB.

I was wondering if Octave would allow me to do principal components analysis
on a very large
dataset.

Specifically, our dataset has 68800 variables and around 6000 observations.
Matlab gives "out of memory" errors. I have tried also doing princomp in
pieces, but this does not seem to quite work for our approach.

Anything that might help much appreciated. If anyone has had experience
doing this in Octave much appreciated.

Thank you
Misha
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