Re: out of memory or dimension too large for Octave's index type

[dkeck]

Philip Nienhuis wrote
> You simply expect too much. [...]

Thanks a lot for sharing your results! It gives a very good overview of what
can be done together with *tmacchant*s post.
So there are two options:
- get a 64bit OS and more RAM 
- use sparse matrices (as suggested here
http://octave.1599824.n4.nabble.com/help-on-Octave-td4630959.html)

I will go with the latter...
Test if LINPROG and GLPK support sparse input:
glpk(sparse([0 0]'),[-1 1; 1 1],sparse([0 5]'),[],[],"SS")
linprog(sparse([0 0]'),[],[],[-1 1; 1 1],sparse([0 5]'))
=> works (non trivial: test if result is correct)

Test with multiple matrices (with size near to out of memory):
m=6256; %my limit for a square matrix of size (m x m)
A1=sparse(diag(ones(1,m)));
A2=sparse(diag(ones(1,m)));
…
A_final=[A1; A2; …]; %indeed my real A_final will have more non-zero
elements but I hope it works
X=sparse(linprog(sparse(zeros(size(A,2),1)),[],[],A,sparse(zeros(size(A,1),1))));
=> works (trivial: test if build of A_final works)



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