New Post: OutOfMemoryException when performing eigenvalue decomposition

I've got an (approximately) 4600x4600 dense matrix that I want to perform eigenvalue decomposition on, but attempting to do so causes an OutOfMemoryException. Is this just too big to accomplish? I'm going to try it in MATLAB next, but simple transfer over is nontrivial because attempting to write it to a .m file using a MatlabMatrixWriter also causes an OutOfMemoryException.

I'm using 3.0.0-beta01 with the MKL (32-bit) provider.