matlab out of memory error when multiplying 2 matrix

I have a X = 3*120744 double matrix and I am trying to calculate X'X but getting out of memory error. I have a system with 16G ram. So not sure what's going on. Any idea?

Answer 1

[Stephan]

Hi,

consider:

X = ones(3,120744);
result_1 = X*X'; %  --> Result = 3 x 3 Matrix (72 Byte)
result_2 = X'*X; %  --> Result = 120744 x 120744 Matrix (108.6 GB)

Result 2 will throw error:

Requested 120744x120744 (108.6GB) array exceeds maximum array size preference. Creation of
arrays greater than this limit may take a long time and cause MATLAB to become
unresponsive. See array size limit or preference panel for more information.
Error in UASB (line 4)
result_2 = X'*X; 

So buy more RAM or think about if you do the right matrix multiplication...

Best regards

Stephan

Answer 2

[Steven Lord]

With the specified dimensions, the result of X'*X will be size [120744 120744]. Assuming X is a real, full, double matrix that will require a contiguous block of memory of this size:

>> resultsize = [120744 120744];
>> numberOfElements = prod(resultsize);
>> bytes = 8*numberOfElements; % a real double requires 8 bytes
>> gb = bytes/(1024^3)

gb =

          108.622860431671

You likely don't have a contiguous block of memory that large.

If you tell us more about the properties of X and why you're trying to compute X'*X (what your ultimate goal is) we may be able to suggest an alternative. If X is sparsely populated, for example, storing it as a sparse matrix may help.