Increase Matlab memory

Question

Why does the code below cause Matlab to keep increasing the amount of memory used? Nothing is being stored from one iteration to the next? Yet Matlab keeps using up my system memory until the whole machine grinds to a halt. I am running on windows 7 professional with about 16GB of physical ram. y is just a 100*1 vector and x a 100*7 matrix of data. The system start to struggle as Matlab gets over 15GB which in understandable what is not so understandable is why Matlab needs so much memory for the program below.

clc;
iter=100000000;
b_OIRE=[1,0,1,1,1,1,1];
nsims=2;

for t=1:nsims
    y=y_store(:,t);
    [b_GIREII]=GIREII(y,x,b_OIRE,iter);
end


function [b_GIREII MSE]=GIREII(y,x,b_OIRE,iter)  % [## "iter" denotes the iteration number]
   [n, p]=size(x);
   dim=1;
   b=x\y; 
   b_GIREII=b;

   sigma_sq=((y-x*b)'*(y-x*b))/(n-p);

   econFlag=0;
   [U,sigma,V] = svd(x,econFlag);

   U1=U(:,1:p);
   d=zeros(p,1);
   k=zeros(p,1);

   alpha=V'*b_GIREII;
   Delta=sigma.^1;         % [Error! not sigma.^2 but sigma.^1]
   Delta=diag(Delta);
   f=Delta.*alpha;
   F=diag(f);
   Theta=sum(f);
   c=p^2*sigma_sq+p*Theta^2;
   g=Theta*sum(alpha);
   one=ones(p,1);

   b=F*alpha;
   I=eye(p);
   A=sigma_sq*I+F.^2;
   G=sigma_sq*I+Theta*F;
   H=sigma_sq*I+f*f';

   q=(p-1)/p;

   k1=0;
   k2=0;
   d1=0;
   d2=0;

   for ii=1:p
       k1=k1+alpha(ii)/(q*sigma_sq+Delta(ii)^2*alpha(ii)^2);
       k2=k2+1/(q*sigma_sq+Delta(ii)^2*alpha(ii)^2);
       d1=d1+alpha(ii);
       d2=d2+Delta(ii)^2*alpha(ii)^2;
   end

   for ii=1:p
       k(ii)=(Delta(ii)*alpha(ii)^2)/((q*sigma_sq+Delta(ii)^2*alpha(ii)^2))-(k1/k2)*(Delta(ii)*alpha(ii)/(q*sigma_sq+Delta(ii)^2*alpha(ii)^2));
       d(ii)=(1/p)*(d1/(sigma_sq+d2)*Delta(ii)*alpha(ii)-k(ii));   
   end

   K=diag(k);
   D=one*d';
   b_GIREII= V*(K+D)*U1'*y;
   MSE=(k'*A*k)+(2*k'*H*d)-(2*b'*k)+(p*d'*H*d)-((2*g/Theta)*f'*d)+alpha'*alpha;

   best_GIREII_MSE=MSE;
   best_b_GIREII=b_GIREII;
   best_index=1;

   for jj=1:iter           % [## "iter" denotes the iteration number]
       alpha=V'*b_GIREII;
       Alpha_store(:,jj)=alpha;
       f=Delta.*alpha;
       f_store(:,jj)=f;
       F=diag(f);
       Theta=sum(f);
       c=p^2*sigma_sq+p*Theta^2;
       g=Theta*sum(alpha);
       b=F*alpha;
       A=sigma_sq*I+F.^2;
       A_store(:,:,jj)=A;
       G=sigma_sq*I+Theta*F;
       H=sigma_sq*I+f*f';

       k1=0;
       k2=0;
       d1=0;
       d2=0;

       for ii=1:p
            k1=k1+alpha(ii)/(q*sigma_sq+Delta(ii)^2*alpha(ii)^2);
            k2=k2+1/(q*sigma_sq+Delta(ii)^2*alpha(ii)^2);
            d1=d1+alpha(ii);
            d2=d2+Delta(ii)^2*alpha(ii)^2;
       end

       for ii=1:p
            k(ii)=(Delta(ii)*alpha(ii)^2)/((q*sigma_sq+Delta(ii)^2*alpha(ii)^2))-(k1/k2)*(Delta(ii)*alpha(ii)/(q*sigma_sq+Delta(ii)^2*alpha(ii)^2));
            d(ii)=(1/p)*(d1/(sigma_sq+d2)*Delta(ii)*alpha(ii)-k(ii));   
       end

       D=one*d';
       K=diag(k);
       b_GIREII= V*(K+D)*U1'*y;
       MSE=(k'*A*k)+(2*k'*H*d)-(2*b'*k)+(p*d'*H*d)-((2*g/Theta)*f'*d)+alpha'*alpha;

       if(MSE<best_GIREII_MSE)
           best_b_GIREII=b_GIREII;
           best_GIREII_MSE=MSE;
           best_index=jj+1;
       end

       if rem(jj,10000000)==0
           disp('10000000 interations complete')
       end
   end
end

what is y_store and x? Please post a code which can be run directly. — Autonomous

Autonomous Autonomous · Accepted Answer · 2014-01-14T01:46:23

In the function GIREII.m, you are putting following three variables in a loop which runs for 100000000 times.

1. Alpha_store(:,jj)=alpha; %%jj goes from 1:10^8
2. f_store(:,jj)=f;
3. A_store(:,:,jj)=A;

Interestingly, you are not using either of them. I guess you can just remove them. Please pay attention to the warnings in the MATLAB editor, which are underlined in orange color.

Increase Matlab memory

2 Answers