In the course of vectorizing some simulation code, I've run into a memory issue. I'm using 32 bit R version 2.15.0 (via RStudio version 0.96.122) under Windows XP. My machine has 3.46 GB of RAM.
> sessionInfo()
R version 2.15.0 (2012-03-30)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=English_United Kingdom.1252 LC_CTYPE=English_United Kingdom.1252
[3] LC_MONETARY=English_United Kingdom.1252 LC_NUMERIC=C
[5] LC_TIME=English_United Kingdom.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] Matrix_1.0-6 lattice_0.20-6 MASS_7.3-18
loaded via a namespace (and not attached):
[1] grid_2.15.0 tools_2.15.0
Here is a minimal example of the problem:
> memory.limit(3000)
[1] 3000
> rm(list = ls())
> gc()
used (Mb) gc trigger (Mb) max used (Mb)
Ncells 1069761 28.6 1710298 45.7 1710298 45.7
Vcells 901466 6.9 21692001 165.5 173386187 1322.9
> N <- 894993
> library(MASS)
> sims <- mvrnorm(n = N, mu = rep(0, 11), Sigma = diag(nrow = 11))
> sims <- mvrnorm(n = N + 1, mu = rep(0, 11), Sigma = diag(nrow = 11))
Error: cannot allocate vector of size 75.1 Mb
(In my application the covariance matrix Sigma is not diagonal, but I get the same error either way.)
I've spent the afternoon reading about memory allocation issues in R (including here, here and here). From what I've read, I get the impression that it's not a matter of the available RAM per se, but of the available continuous address space. Still, 75.1Mb seems pretty small to me.
I'd greatly appreciate any thoughts or suggestions that you might have.