> On Mar 22, 2016, at 10:00 AM, Martin Maechler <maech...@stat.math.ethz.ch> > wrote: > >>>>>> Roy Mendelssohn <- NOAA Federal <roy.mendelss...@noaa.gov>> >>>>>> on Tue, 22 Mar 2016 07:42:10 -0700 writes: > >> Hi All: >> I am running prcomp on a very large array, roughly [500000, 3650]. The >> array itself is 16GB. I am running on a Unix machine and am running “top” >> at the same time and am quite surprised to see that the application memory >> usage is 76GB. I have the “tol” set very high (.8) so that it should only >> pull out a few components. I am surprised at this memory usage because >> prcomp uses the SVD if I am not mistaken, and when I take guesses at the >> size of the SVD matrices they shouldn’t be that large. While I can fit >> this in, for a variety of reasons I would like to reduce the memory >> footprint. She questions: > >> 1. I am running with “center=FALSE” and “scale=TRUE”. Would I save memory >> if I scaled the data first myself, saved the result, cleared out the >> workspace, read the scaled data back in and did the prcomp call? Basically >> are the intermediate calculations for scaling kept in memory after use. > >> 2. I don’t know how prcomp memory usage compares to a direct call to “svn” >> which allows me to explicitly set how many singular vectors to compute (I >> only need like the first five at most). prcomp is convenient because it >> does a lot of the other work for me > > For your example, where p := ncol(x) is 3650 but you only want > the first 5 PCs, it would be *considerably* more efficient to > use svd(..., nv = 5) directly. > > So I would take stats:::prcomp.default and modify it > correspondingly. > > This seems such a useful idea in general that I consider > updating the function in R with a new optional 'rank.' argument which > you'd set to 5 in your case. > > Scrutinizing R's underlying svd() code however, I know see that > there are typicall still two other [n x p] matrices created (on > in R's La.svd(), one in C code) ... which I think should be > unnecessary in this case... but that would really be another > topic (for R-devel , not R-help). > > Martin >
Thanks. It is easy enough to recode using SVN, and I think I will. It gives me a ;title more control on what the algorithm does. -Roy ********************** "The contents of this message do not reflect any position of the U.S. Government or NOAA." ********************** Roy Mendelssohn Supervisory Operations Research Analyst NOAA/NMFS Environmental Research Division Southwest Fisheries Science Center ***Note new address and phone*** 110 Shaffer Road Santa Cruz, CA 95060 Phone: (831)-420-3666 Fax: (831) 420-3980 e-mail: roy.mendelss...@noaa.gov www: http://www.pfeg.noaa.gov/ "Old age and treachery will overcome youth and skill." "From those who have been given much, much will be expected" "the arc of the moral universe is long, but it bends toward justice" -MLK Jr. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
