I want to solve a generalized symmetric eigenproblem A(N,N)x(N,N) = v(N)B(N,N)x(N,N), N > 500
I try a call in Lapack (see http://www.netlib.org/lapack/double/dsygvd.f)
define: WORK(1+6*N+2*N**2), IWORK(3+5*N)
when N<100, I can solve the equation successfully.
When N>200, 300, or more, the program will fail with stack overflow.
I try the linux system with large memory (>8GB), and still fail
I guess that 1+6*N+2*N**2 is too large.
How can I solve this problem?