Unable to allocate sufficient memory

[R_Fraser]

Apparently SAS is not coping well with my very large matrix set-up here. Is there a way to do this computation more efficiently?

B = t(X)*diag(w)*X;

ERROR: (execution) Unable to allocate sufficient memory. At least 2147483647 more bytes required.

operation : DIAG at line 8841 column 14

operands  : w

w 365703 rows      1 col     (numeric)

Thanks,

Raphael

[jakarman]

The first challenge is understanding your computing environment. What machine type are you running on processors/memory OS version SAS version?

As SAS is having a lot of memory options, how are these being set? That are you environment limitation as set by you.. 

There is one row w: of 370k numeric (each is occupying 8 bytes) that is 2Mb depending of the size of X you are needing that size being multiplied.
How big is your resulting request?    The diag function will create a diagonal matric needing space for 2Mb*2Mb  = 4Tb. Well you do not need to wait another 7! days for that. 
http://blogs.sas.com/content/iml/2014/04/28/how-much-ram-do-i-need-to-store-that-matrix.html

[Rick_SAS · Accepted solution]

Yes, see this tip on how to avoid multiplying by a large diagonal matrix. The second half of the article shows how to use ordinary elemtnwise multiplication to avoid forming the large matrix.

[R_Fraser]

Thank you all! Just as I suspected, there is a more efficient way.

[Ksharp]

Using the following options to make your available memory bigger.

PROC IML   SYMSIZE=n1    WORKSIZE=(n2)  ;