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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

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