Customers frequently ask us how large their matrices can be.

NMath matrices (and vectors) are stored internally as an array of floats or doubles.

32-bit .NET processes are limited to 1.2GB of memory. Theoretically a matrix could take up most of that space. Let’s say it’s feasible to have a 1 GB matrix. That matrix would contain 134,217,728 doubles or 268,435,456 floats—for example, a 11,585 x 11,585 square DoubleMatrix or a 16,384 x 16,384 square FloatMatrix.

There’s a workaround in 32-bit .NET to increase the memory to 2.4GB…

1. Add the /3GB switch to boot.ini.

2. After building the application, run the
linker as follows:

link -edit -LARGEADDRESSAWARE myapp.exe

where myapp.exe is your application.

Increasingly, our customers are switching to 64-bit computing in part to get around these memory limitations. Although a 64-bit .NET process’s memory is only limited by the available RAM, the .NET runtime limits any one object to 2GB. For that reason, our matrices are limited to a theoretical maximum of 402,653,184 doubles or 805,306,368 floats —for example, a 20,066 x 20,066 square DoubleMatrix or a 28,377 x 28,377 square FloatMatrix.

- Trevor

Update

We have spoken with Microsoft. They are well aware of this issue and are working on a solution. That solution could involve a blob object that could be created of arbitrary size. We have no word on when this will be available.