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Efficient way to solve for X in AX=B in MATLAB when both A and B are big matrices

I am trying to solve the equation Ax=b in matlab, by doing X=A\b. However the problem is that A is a huge matrix (2048000x2048000), and matlab crashes while performing it. Is there another efficient way to solve this equation such that matlab doesn't crash?

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    Relevant: http://stackoverflow.com/questions/6119060/how-can-we-handle-large-matrices-in-matlablarger-than-10000x10000 – Aziz Nov 09 '12 at 03:01
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    Also: http://stackoverflow.com/questions/12831889/efficient-way-to-solve-for-x-in-ax-b-in-matlab-when-both-a-and-b-are-big-matrice – Aziz Nov 09 '12 at 03:02
  • What is the nature of the "crash"? Do you just get an out-of-memory error? Also, how sparse are `A` and `b`? Is `A` symmetric, diagonal,...what type of matrix is `A`? – Rody Oldenhuis Nov 09 '12 at 07:05
  • A is a sparse diagonal matrix. While trying to solve the equation, Matlab is closed by itself (or in the unix terminal, Matlab is killed) – stckjp Nov 09 '12 at 17:34

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