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Out of memory using cov function

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Dinyar
Dinyar 2012-3-27
Hi,
I am trying to run the cov function on my matrix (3x154401 double) and I am getting:
??? Out of memory. Type HELP MEMORY for your options.
Error in ==> cov at 95
xy = (xc' * xc) / m;
I have a 64-bit system and Windows is telling me I have 1706MB of free memory, would increasing the size of my page file help?
Any help much appreciated, Dinyar
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Oleg Komarov
Oleg Komarov 2012-3-27
You sure you don't want to to do cov(154401x3). I mean, how many series do you have?
Dinyar
Dinyar 2012-3-27
Hmm... that could potentially be it. The information was imported from a genereated .mat file. The function does work as cov(154401x3). I will have to test the result on the rest of my code. cheers.

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Walter Roberson
Walter Roberson 2012-3-27
It might help, but what size is your input matrix?
It is not uncommon for people to ask to take the covariance of matrices that are too large to process in any humanly meaningful amount of memory.

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