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From |
Antoine Terracol <[email protected]> |

To |
[email protected] |

Subject |
st: A Mata question |

Date |
Fri, 13 Jan 2006 10:37:11 +0100 |

Dear _all, A colleague of mine has a question about memory allocation using Mata: --------------------------- Hello, I am trying to do matrix calculations in Mata in a very large data set (around 3 million observations and roughly 25 relevant variables). My operating system won't allow me to allocate more than 930M of memory (I have 1gb), and I have been using views where possible. My problems seem to be with memory management, although I'm open to alternative interpretations. The first problem is when I do a calculation of the sort "x=cross(x',u)" with x (3,188,029 by 22) being a view on a dataset with no extraneous variables and u being a small (22 by 22) matrix, I get the message "<istmt>: 3900 unable to allocate real <tmp>[22,3188029]" which I take to mean that Mata can not allocate the memory necessary for storing a temporary matrix used in the calculation, even if there is no problem if the calculation replaces the initial data with the result of the matrix multiplication. Is there any way to get around this other than looping over each observation (or block of observations) in the data set? Second, I am again using a view onto a (now smaller) data set with 3 variables and 3,188,029 observations and need to do some row-by-row calculations with another 3,188,029 by 22 matrix that I stored previously (the one at the origin of problem 1). When I try to fgetmatrix the stored matrix, I get a similar error message, namely "fgetmatrix(): 3900 unable to allocate real <tmp>[3188029,22]". I have no clue how to get around this one, since looping won't work if I can't even get the matrix into memory and I don't know how to read an arbitrary row of a stored matrix (the calculations do not necessarily draw martix rows sequentially). I'm currently running this on Stata9 and could switch to Stata9 SE, but my understanding of the differences leads me to believe that the solution doesn't lie in that direction, and in any case I'm hoping to turn this (eventually) into a public-access ADO for which requiring users to have Stata9 SE seems to be a little harsh. Thank you for any help you can give. ----------------------------------- Best, Antoine -- Ce message a �t� v�rifi� par MailScanner pour des virus ou des polluriels et rien de suspect n'a �t� trouv�. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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