Hi All:

I am running prcomp on a very large array, roughly [500000, 3650].  The array 
itself is 16GB.  I am running on a Unix machine and am running “top” at the 
same time and am quite surprised to see that the application memory usage is 
76GB.  I have the “tol” set very high  (.8) so that it should only pull out a 
few components.  I am surprised at this memory usage because prcomp uses the 
SVD if I am not mistaken, and when I take guesses at the size of the SVD 
matrices they shouldn’t be that large.   While I can fit this  in, for a 
variety of reasons I would like to reduce the memory footprint.  She questions:

1.  I am running with “center=FALSE” and “scale=TRUE”.  Would I save memory if 
I scaled the data first myself, saved the result, cleared out the workspace, 
read the scaled data back in and did the prcomp call?  Basically are the 
intermediate calculations for scaling kept in memory after use.

2. I don’t know how prcomp memory usage compares to a direct call to “svn” 
which allows me to explicitly set how many  singular vectors to compute (I only 
need like the first five at most).  prcomp is convenient because it does a lot 
of the other work for me


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"The contents of this message do not reflect any position of the U.S. 
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Roy Mendelssohn
Supervisory Operations Research Analyst
NOAA/NMFS
Environmental Research Division
Southwest Fisheries Science Center
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e-mail: roy.mendelss...@noaa.gov www: http://www.pfeg.noaa.gov/

"Old age and treachery will overcome youth and skill."
"From those who have been given much, much will be expected" 
"the arc of the moral universe is long, but it bends toward justice" -MLK Jr.

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