matrix - R memory management / cannot allocate vector of size n Mb

Question

I am running into issues trying to use large objects in R. For example:

> memory.limit(4000)
> a = matrix(NA, 1500000, 60)
> a = matrix(NA, 2500000, 60)
> a = matrix(NA, 3500000, 60)
Error: cannot allocate vector of size 801.1 Mb
> a = matrix(NA, 2500000, 60)
Error: cannot allocate vector of size 572.2 Mb # Can't go smaller anymore
> rm(list=ls(all=TRUE))
> a = matrix(NA, 3500000, 60) # Now it works
> b = matrix(NA, 3500000, 60)
Error: cannot allocate vector of size 801.1 Mb # But that is all there is room for

I understand that this is related to the difficulty of obtaining contiguous blocks of memory (from here):

Error messages beginning cannot allocate vector of size indicate a failure to obtain memory, either because the size exceeded the address-space limit for a process or, more likely, because the system was unable to provide the memory. Note that on a 32-bit build there may well be enough free memory available, but not a large enough contiguous block of address space into which to map it.

How can I get around this? My main difficulty is that I get to a certain point in my script and R can't allocate 200-300 Mb for an object... I can't really pre-allocate the block because I need the memory for other processing. This happens even when I dilligently remove unneeded objects.

EDIT: Yes, sorry: Windows XP SP3, 4Gb RAM, R 2.12.0:

> sessionInfo()
R version 2.12.0 (2010-10-15)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_Caribbean.1252  LC_CTYPE=English_Caribbean.1252   
[3] LC_MONETARY=English_Caribbean.1252 LC_NUMERIC=C                      
[5] LC_TIME=English_Caribbean.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

Answer 1

Consider whether you really need all this data explicitly, or can the matrix be sparse? There is good support in R (see Matrix package for e.g.) for sparse matrices.

Keep all other processes and objects in R to a minimum when you need to make objects of this size. Use gc() to clear now unused memory, or, better only create the object you need in one session.

If the above cannot help, get a 64-bit machine with as much RAM as you can afford, and install 64-bit R.

If you cannot do that there are many online services for remote computing.

If you cannot do that the memory-mapping tools like package ff (or bigmemory as Sascha mentions) will help you build a new solution. In my limited experience ff is the more advanced package, but you should read the High Performance Computing topic on CRAN Task Views.