I get an out of memory exception when running this line of code:
double[,] _DataMatrix = new double[_total_traces, _samples_per_trace];
But this code completes successfully:
double[][] _DataMatrix = new double[_total_traces][];
for (int i = 0; i < _total_traces; i++)
{
_DataMatrix[i] = new double[_samples_per_trace];
}
My first question is why is this happening?
As a followup question, my ultimate goal is to run Principal Component Analysis (PCA) on this data. It's a pretty large dataset. The number of "rows" in the matrix could be a couple million. The number of "columns" will be around 50. I found a PCA library in the Accord.net framework that seems popular. It takes a jagged array as input (which I can successfully create and populate with data), but I run out of memory when I pass it to PCA - I guess because it is passing by value and creating a copy of the data(?). My next thought was to just write my own method to do the PCA so I wouldn't have to copy the data, but I haven't got that far yet. I haven't really had to deal with memory management much before, so I'm open to tips.
Edit: This is not a duplicate of the topic linked below, because that link did not explain how the memory of the two was stored differently and why one would cause memory issues despite them both being the same size.