[Rcpp-devel] Very Large Matrices in RcppArmillao

Dirk Eddelbuettel edd at debian.org
Tue Jul 17 15:14:59 CEST 2012

On 16 July 2012 at 23:30, French, Joshua wrote:
| I am doing some linear algebra on large matrices in R and receiving the
| following error:  "allocMatrix: too many elements specified".  From what I
| understand, the error is caused by the fact that R uses 32-bit ints and not
| 64-bit ints for matrix indices, so R doesn't have a way to represent all the
| elements in the very large matrix.
| My two questions:
| 1.  Armadillo (and presumably RcppArmadillo) will not have this issue since
| Armadillo provided support for 64-bit indices as of version 2.4.0.  Is there a
| way to easily utilize this functionality from within RcppArmadillo?

I need to double check but this may have been a compile-time option you need
to enable. In any event ... R indices are still limited so you may not be
able to pass these back and forth.

| 2.  I have found in the past that some of the speeds gains from RcppArmadillo
| in comparison to pure R are lost when passing large matrices as arguments.
|  There will always be overhead when passing arguments (especially large matrix
| arguments) to pretty much any function.  Are there any tricks to minimize the
| overhead when passing a non-sparse matrix argument of say 1,000,000 by 500 from
| R to Armadillo?

I defer all question concerning sparse matrices to Doug and other users of
sparse matrix code.  I live mostly in a small-to-medium size dense matrix world.


| Thanks.
| -- 
| Joshua French, Ph.D.
| Assistant Professor
| Department of Mathematical and Statistical Sciences
| University of Colorado Denver
| Joshua.French at ucdenver.edu
| http://math.ucdenver.edu/~jfrench/
| Ph:  303-556-6265  Fax:  303-556-8550
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Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com  

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