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Memory issue in SVD


Dear group,

I apologize in advance to bother you with a topic that came up many 
times in the past, but nothing I found in the archives really helped.

I am trying to find the singular value decomposition (SVD) of a big 
matrix, but Mathematica gives the following message:

"No more memory available.
Mathematica kernel has shut down.
Try quitting other applications and then retry."

As an example, create a 5000x5000 matrix with random entries and try 
to find its SVD:

M=Table[Random[],{5000},{5000}];
{U,S,V}=SingularValueDecomposition[M];

My computer cannot perform the SVD and gives the message above almost 
immediately. Originally I thought the matrix was too big and my 
computer didn't really have the necessary resources, but I can 
compute the SVD using another program, so I know it is not really an 
hardware issue. I'm using Mathematica 5.2 on a PC running Windows XP, 
with 2GB RAM, 160GB hard disk, two 3.4 GHz processors.

Is there a setting in Mathematica that needs tweaking to avoid the 
memory problem? I have tried setting $HistoryLength=0, or using 
Share, and neither helped. I'd appreciate any recommendations.

Thank you,
Tulga



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