See if you can use sparse matrix functions?Hello everyone!
I'm trying to solve a linear optimization problem with a large-dimension matrix, MATLAB says memory is full. What to do?
That would not in itself be a problem (it is an ~79 MB structure), it is the fact that the system will generate multiple copies of arrays of that size in doing its work.I'm having the Out of memory error whenever I call "fmincon" as follows:
x = fmincon("at"ftest, zeros(24583,1), -eye(24583), zeros(24583,1), PHI, S,1,1);
Now, ftest is the L1 norm, PHI is the product of two matrices, a sampling 300x403 random matrix and a 403x24583 Gabor basis dictionary. Please note that one of the sampling matrix is in "full" representation while the larger matrix is in "sparse" representation. I also tried making PHI explicitly in sparse format to check but this didn't solve the problem?
It seems that the minimizer expands PHI.
Thank you for your time.