In the course of vectorizing some simulation code, I've run into a memory issue. I'm using 32 bit R version 2.15.0 (via RStudio version 0.96.122) under Windows XP. My machine has 3.46 GB of RAM.

> sessionInfo()
R version 2.15.0 (2012-03-30)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United Kingdom.1252  LC_CTYPE=English_United Kingdom.1252   
[3] LC_MONETARY=English_United Kingdom.1252 LC_NUMERIC=C                           
[5] LC_TIME=English_United Kingdom.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] Matrix_1.0-6   lattice_0.20-6 MASS_7.3-18   

loaded via a namespace (and not attached):
[1] grid_2.15.0  tools_2.15.0

Here is a minimal example of the problem:

> memory.limit(3000)
[1] 3000
> rm(list = ls())
> gc()
          used (Mb) gc trigger  (Mb)  max used   (Mb)
Ncells 1069761 28.6    1710298  45.7   1710298   45.7
Vcells  901466  6.9   21692001 165.5 173386187 1322.9
> N <- 894993
> library(MASS)
> sims <- mvrnorm(n = N, mu = rep(0, 11), Sigma = diag(nrow = 11))
> sims <- mvrnorm(n = N + 1, mu = rep(0, 11), Sigma = diag(nrow = 11))
Error: cannot allocate vector of size 75.1 Mb

(In my application the covariance matrix Sigma is not diagonal, but I get the same error either way.)

I've spent the afternoon reading about memory allocation issues in R (including here, here and here). From what I've read, I get the impression that it's not a matter of the available RAM per se, but of the available conti

r memory-management
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