System.OutOfMemoryException. Creating a big matrix
c#, matrix, out-of-memory
Solution
double[,] covarianceMatrix = new double[numberOfObjects,numberOfObjects];
You said that your matrix is [3, 15000] and that `numberOfObjects` is 15000. By this line of code here, you're creating a matrix of [15000, 15000] of doubles
15000 * 15000 = 225000000 doubles at 8 bytes each: 1,800,000,000 bytes or 1.8GB
That's probably why you are running out of memory.
Edit:
According to this question and this question the size of objects in C# cannot be larger that 2GB. The 1.8GB does not count any additional overhead required to reference the items in the array, so that 1.8GB might actually be > 2GB when everything is accounted for (Can't say without the debugging info, someone with more C# experience might have to set me straight on this). You might consider this workaround if you're trying to work with really large array, since statically allocated arrays can get messy.
Problem
I have a matrix [3,15000]. I need to count covariance matrix for the original matrix and then find its eigenvalues. This is a part of my code: ``` double[,] covarianceMatrix = new double[numberOfObjects,numberOfObjects]; for (int n=0; n<numberOfObjects;n++) { for (int m=0;m<numberOfObjects;m++) { double sum = 0; for (int k=0; k<TimeAndRepeats[i,1]; k++) { sum += originalMatrix[k,n]*originalMatrix[k,m]; } covarianceMatrix[n,m] = sum/TimeAndRepeats[i,1]; } } alglib.smatrixevd(covarianceMatrix,numberOfObjects,1,true,out eigenValues, out eigenVectors); ``` NumberOfObjects here is about 15000. When I do my computations for a smaller number of objects everything is Ok, but for all my data I get an exeption. Is it possible to solve this problem? I am using macOS, x64 My environment is MonoDevelop