Declare large array on Stack

No there is no(we'll say "reasonable") way to declare this array on the stack. You can however declare the pointer on the stack, and set aside a bit of memory on the heap.

double *n = new double[4200000];

accessing n[234] of this, should be no quicker than accessing n[234] of an array that you declared like this:

double n[500];

Or even better, you could use vectors

std::vector<int> someElements(4200000);
someElements[234];//Is equally fast as our n[234] from other examples, if you optimize (-O3) and the difference on small programs is negligible if you don't(+5%)

Which if you optimize with -O3, is just as fast as an array, and much safer. As with the

double *n = new double[4200000]; 

solution you will leak memory unless you do this:

delete[] n;

And with exceptions and various things, this is a very unsafe way of doing things.

You can increase your stack size. Try adding these options to your link flags:

-Wl,--stack,36000000

It might be too large though (I'm not sure if Windows places an upper limit on stack size.) In reality though, you shouldn't do that even if it works. Use dynamic memory allocation, as pointed out in the other answers.

(Weird, writing an answer and hoping it won't get accepted... :-P)