In all likelihood, this is easily doable in Mata. If your vectors are
variables, then that's a sort of cross(X,X) operation. If your vectors
are panels of a longitudinal data set, then you can also use Mata's
-panelsetup- to perform your operations elegantly.
On 7/29/08, Nick Cox <[email protected]> wrote:
> It sounds as if your loop should be not to create 1100 matrices, and
> then add them, but to keep only a running sum.
>
> Nick
> [email protected]
>
> Victor, Jennifer Nicoll
>
> I am receiving a memory error while trying to create (and store) many
> matrices simultaneously. Increasing the memory allocation to Stata (set
> mem 1g) does not help. Essentially, I am taking an nx1 vector and
> multiplying it by its transpose to create a 438x438 matrix. I'm doing
> this 1100 times and then need to add all 1100 matrices together. State
> gives me the error "insufficient memory for matrix 11 r(950)" around
> matrix 440 (or 700 depending on the trial). Advice?
>
> *
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>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
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*
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