Problems tabulating a large matrix - r

I need to generate a table from a very large matrix (17GB, with 2,278,439,289 elements).
The code I want to run is
distance_table = table(distance_matrix)
However, I always run into the problems of "long vectors not supported yet: memory.c:1121", I guess because I don't have enough memory to run this. Do you know how can i split it up to count the elements of sub-matrix individually?

Related

construct large "matrix" in R

I'm trying to construct a large matrix:
mat <- matrix(0,ncol=700000,nrow=700000)
I tried on machines with a lot of RAM but they don't seem to be able to handle it.
is there another data structure I could use that is faster or less memory intensive?
I would still need the same number of rows and columns filled with 0s.

Am I using the most efficient (or right) R instructions?

first question, I'll try to go straight to the point.
I'm currently working with tables and I've chosen R because it has no limit with dataframe sizes and can perform several operations over the data within the tables. I am happy with that, as I can manipulate it at my will, merges, concats and row and column manipulation works fine; but I recently had to run a loop with 0.00001 sec/instruction over a 6 Mill table row and it took over an hour.
Maybe the approach of R was wrong to begin with, and I've tried to look for the most efficient ways to run some operations (using list assignments instead of c(list,new_element)) but, since as far as I can tell, this is not something that you can optimize with some sort of algorithm like graphs or heaps (is just tables, you have to iterate through it all) I was wondering if there might be some other instructions or other basic ways to work with tables that I don't know (assign, extract...) that take less time, or configuration over RStudio to improve performance.
This is the loop, just so if it helps to understand the question:
my_list <- vector("list",nrow(table[,"Date_of_count"]))
for(i in 1:nrow(table[,"Date_of_count"])){
my_list[[i]] <- format(as.POSIXct(strptime(table[i,"Date_of_count"]%>%pull(1),"%Y-%m-%d")),format = "%Y-%m-%d")
}
The table, as aforementioned, has over 6 Mill rows and 25 variables. I want the list to be filled to append it to the table as a column once finished.
Please let me know if it lacks specificity or concretion, or if it just does not belong here.
In order to improve performance (and properly work with R and tables), the answer was a mixture of the first comments:
use vectors
avoid repeated conversions
if possible, avoid loops and apply functions directly over list/vector
I just converted the table (which, realized, had some tibbles inside) into a dataframe and followed the aforementioned keys.
df <- as.data.frame(table)
In this case, by doing this the dates were converted directly to character so I did not have to apply any more conversions.
New execution time over 6 Mill rows: 25.25 sec.

For memory, what should be done when you need to constantly grow a vector to an unknown upper limit?

Suppose that you are dealing with a potentially infinite amount of data. Suppose further that you do not have this data stored in memory, but can generate individual terms at will. Finally, suppose that you want to do some experiment on this data that will involve checking a large but unknown amount of terms in a way that necessitates keeping a great many of them in memory. Toy problems with Recamán's sequence, like "find the minimum number terms needed in that sequence for the first 25 even numbers to have appeared", are what I have in mind as typical examples.
The obvious solution to this sort of problem would be to write some code like:
list<-c(first term)
while([not found enough terms yet])
{
nextTerm<-Whatever
if(this term worked){list<-c(list,nextTerm)}
}
However, building a big vector like this by adding one new term at a time is your memory's worst nightmare. The alternative that I often see suggested is to pre-allocate a big vector in memory by making the first line of your code something like list<-numeric(10^6), but those solutions suppose that we have some rough idea of how many terms we need to check, which isn't always the case. So what can we do when we are dealing with an ever-growing list of unknown required length?
This is very popular subject in R check this answer: https://stackoverflow.com/a/45195098/5442527
Summing up:
Do not use c() to bind as providing value by index [ is much faster. I know that it might seem surprising that you could grow pre-allocated vector. Make an iter variable before while loop and increase the index inside the if statement.
Normally like in Python you do not have to care about it when using append. Even starting with empty list is not an problem as the list (reserved memory) grows expotentialy (x2x2x1.5x1.2...) when you pass some perimeter number of elements. Link Over-allocating

Ordered Permutations

I am looking to generate ordered permutation for large numbers i.e. 37P10 (permutations for 37 of size 10). I am using combinat package, permn() function for the purpose but it does not work for more than 10 numbers. Also through this i cannot be able to generate permutation of different sizes as describe above in example.
Further, I am combining these permutation into a matrix using do.call(rbind,) function.Is any any other package in R-language that may be used for the purpose please?
What you've asked for simply cannot be done. You're asking to generate and store 1.22e15 (or 4.81e15 with replacement) permutations of 10 numbers. Even if each number were only one byte, you would need 10 million GB of RAM.
In my LSPM package, I use the function LSPM:::.nPri to generate a specific permutation based on its lexically ordered index. There's no way you will be able to iterate over every permutation in an reasonable amount of time, so I would suggest that you take a sample of all possible permutations.
Note that the above code will not work for nPr(37,10) due to precision issues with such a large number, but it should work as a good starting point.
It is near impossible to generate so many permutation on the normal computer.
Quick calculations shows (37 P 10) is 1264020397516800. To store this many integers itself, you would need 1264020397516800 x 64 bits. That is 8.09×10^7 Gb (gigabits) or 10^7 Gigabytes. Then to store actual permutation information you will need even more "memory" either in RAM or Harddisk.
I think best strategy would be to write permutation function, creates ordered permutation sequentially, and do your analysis iteratively without generating all possible permutations.

Fast accessing elements of Compressed Sparse Row (CSR) sparse matrix

I want to test some of the newer sparse linear solvers and I want to know if there is a fast way of filling in the matrix. The format I'm interested is CSR (http://goo.gl/hLXYd). Let's say the matrix, in CSR format, is given by:
values(num non-zero elements)
columns(num non-zero elements)
rowIndex(num rows + 1)
The sparse matrix under consideration derives from networks. So, I have thousands of nodes and some of them are connected between them by lines. So, the matrix is structurally symmetric. Each connection (i,j) adds something to the diagonal terms (i,i) and (j,j) and to the off-diagonal (i,j) and (j,i). I could have several connections between the same nodes (i,j,1), (i,j,2)... So, I might need to revisit the 2 diagonal and 2 off-diagonal elements more than once.
I know I can get the beginning of the row by doing rowIndex(i). Then, I would have to run through the elements columns(rowIndex(i):rowIndex(i+1)-1) to find where is j situated.
The question:
Is there a way of accessing the elements faster, while in CSR format, without having to do a search every time I want to update an element?
Some clarifications:
I just need to fill in the matrix from scratch. The matrix is structurally symmetric and not really symmetric. The values saved have to do with network data (impedances, resistances etc), they have real values. In general Value(i,j)<>Value(j,i). I have tuples of the form (name1,i1,j1,value1), (name2,i2,j2,value2) etc. These tuples are not sorted, and 2 tuples can refer to the same i,j values, meaning they need to be added
Thanks in advance!
What you have is so called triplet sparse format. Creation of CRS, including removing duplicate entries and summing the values, can be implemented very efficiently. Before programing it yourself, have a look at the SuiteSparse library. It is written in C, but I'm sure you will understand the principle. What interests you is the cholmod_triplet.c file, which implements the functionality you need.
Essentially, the conversion is performed using two phase bucket sort on your row and column indices. This algorithm has linear complexity, which is important if you are interested in processing large data sets.
Edit If you want to skip explicit creation of the triplet format all together, you can do that by generating the (row, col) connectivities on the fly and adding them to a dynamic sparse structure. I usually do it using insertion sort and sorted lists, which is in practice the fastest. It is also faster than triplet to CRS conversion, and uses much less memory. The method goes as follows:
if you know approximately, how many non-zero entries there are in every row, for every row you pre-allocate an array of (empty) column indices, and a separate array for the values (not linked list, but a simple array) of that size. Something like
static_lists_cols[row] = malloc(sizeof(int)*expected_number_of_non_zeros)
static_lists_vals[row] = malloc(sizeof(double)*expected_number_of_non_zeros)
If you do not know that, you choose an initial size and reallocate as needed (using some block size large enough to avoid reallocation overhead) when the row lists are full.
for every (row, col) pair you insert the col into the sorted list corresponding to row using insertion sort. For small (up to a few hundred) non-zeros per row linear search is the fastest. For larger number of non-zeros per row you can use bisection to locate the correct place to insert the col index.
col is inserted into rowth sorted list by moving the non-zero entries with higher column index in the sorted list. This is cache-friendly, since the rows are in practice small enough to fit into any cache nowadays.
After you finish you need to assemble the individual sorted lists into a valid CRS structure by copying the individual row lists into the final columns. The same with values.
You could actually avoid the last step by pre-allocating a static 'array of lists' if you are ok that some of the rows can have zero entries. You will hence have a constant number of entries per row, some of which might be zero. Sometimes that is ok.
This method is faster than using triplet to sparse conversion, at least for FEM models, for which I use it. The general reason is that memory bandwidth is the bottleneck here, and the above scheme uses much less memory:
creating the triplet format takes time, and you need to write the triplets to memory
conversion to CRS requires reading and writing the triplets at least once to sort them (actually a bit more than once, if you look at the algorithm. You sort twice, and you need auxiliary data structures.)
depending on the connectivity structure, you may end up having a large number of (row, col) duplicates in the triplet format, which are removed during the assembly by adding the corresponding values. This overhead does not exist in the method above - if the col already exists in the row list, you simply update the corresponding value.
updating the sorted lists can be done in parallel if you assign row ranges to individual workers. No communication, nor synchronization is needed. Assuring load balancing is another story...
Have a look at a performance comparison of using those two methods (Figure 1) for triangular elements in 2D. Note that the performance difference depends on the ratio of the number of entries in the triplet to assembled sparse matrix format (Table 2). But in general, the method is never worse than triplet to crs conversion, and triplets need to be created in the first place. You can also download a MATLAB MEX function sparse_create, which is a part of mutils package (see the downloads section).
Your question seems to confuse 2 rather different questions:
What is a fast way of creating a matrix in CSR form ?
Is there a faster way of reading values from a matrix already stored in CSR form ? (Faster, that is, than the straightforward approach you describe)
So here are 2 answers:
In general, read the network data from whatever form it is in into something like a dictionary of keys (other intermediate forms are available and may be more appealing to you for speed or other reasons); then turn that intermediate structure into the CSR form of the matrix. More on this below.
I don't believe so, not with a matrix stored in CSR form. This relative slowness of access is part of the price you pay for saving space. You've traded time for space, or space for time, depending on your point of view.
Your description of your input data suggests that you should consider devising your own intermediate form into which to marshal the raw data. Since your adjacency matrix is symmetric you only need to store, in any form, half of it. Further, you probably don't need to store the elements along the main diagonal -- I'm guessing either that node i is always connected to node i or never so that the nature of the network determines the value stored at (i,i). I'm a little uncertain of the information you want to store at each node of the matrix, is it the number of connections between i and j or something else ?

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