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Re: st: RE: insufficient memory for matrix 11 r(950)


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: insufficient memory for matrix 11 r(950)
Date   Tue, 29 Jul 2008 11:47:31 -0500

In all likelihood, this is easily doable in Mata. If your vectors are
variables, then that's a sort of cross(X,X) operation. If your vectors
are panels of a longitudinal data set, then you can also use Mata's
-panelsetup- to perform your operations elegantly.

On 7/29/08, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> It sounds as if your loop should be not to create 1100 matrices, and
>  then add them, but to keep only a running sum.
>
>  Nick
>  n.j.cox@durham.ac.uk
>
>  Victor, Jennifer Nicoll
>
>  I am receiving a memory error while trying to create (and store) many
>  matrices simultaneously.  Increasing the memory allocation to Stata (set
>  mem 1g) does not help.  Essentially, I am taking an nx1 vector and
>  multiplying it by its transpose to create a 438x438 matrix.  I'm doing
>  this 1100 times and then need to add all 1100 matrices together.  State
>  gives me the error "insufficient memory for matrix 11 r(950)" around
>  matrix 440 (or 700 depending on the trial).  Advice?
>
>  *
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>


-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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