[Rd] maximum matrix size

Therneau, Terry M., Ph.D. therne@u @ending from m@yo@edu
Wed Oct 3 14:52:22 CEST 2018

That is indeed helpful; reading the sections around it largely answered my questions. 
Rinternals.h has the definitions

#define allocMatrix Rf_allocMatrix
SEXP Rf_allocMatrix(SEXPTYPE, int, int);
#define allocVector        Rf_allocVector
SEXP     Rf_allocVector(SEXPTYPE, R_xlen_t);

Which answers the further question of what to expect inside C routines invoked by Call.

It looks like the internal C routines for coxph work on large matrices by pure serendipity 
(nrow and ncol each less than 2^31 but with the product  > 2^31), but residuals.coxph 
fails with an allocation error on the same data.  A slight change and it could just as 
easily have led to a hard crash.    Sigh...   I'll need to do a complete code review.   
I've been converting .C routines to .Call  as convenient, this will force conversion of 
many of the rest as a side effect (20 done, 23 to go).  As a statsitician my overall 
response is "haven't they ever heard of sampling"?  But as I said earlier, it isn't just 
one user.

Terry T.

On 10/02/2018 12:22 PM, Peter Langfelder wrote:
> Does this help a little?
> https://cran.r-project.org/doc/manuals/r-release/R-ints.html#Long-vectors
> One thing I seem to remember but cannot find a reference for is that
> long vectors can only be passed to .Call calls, not C/Fortran. I
> remember rewriting .C() in my WGCNA package to .Call for this very
> reason but perhaps the restriction has been removed.
> Peter
> On Tue, Oct 2, 2018 at 9:43 AM Therneau, Terry M., Ph.D. via R-devel
> <r-devel using r-project.org> wrote:
>> I am now getting the occasional complaint about survival routines that are not able to
>> handle big data.   I looked in the manuals to try and update my understanding of max
>> vector size, max matrix, max data set, etc; but it is either not there or I missed it (the
>> latter more likely).   Is it still .Machine$integer.max for everything?   Will that
>> change?   Found where?
>> I am going to need to go through the survival package and put specific checks in front
>> some or all of my .Call() statements, in order to give a sensible message whenever a
>> bounday is struck.  A well meaning person just posted a suggested "bug fix" to the github
>> source of one routine where my .C call allocates a scratch vector, suggesting  "resid =
>> double( as.double(n) *nvar)" to prevent a "NA produced by integer overflow" message,  in
>> the code below.   A fix is obvously not quite that easy :-)
>>           resid <- .C(Ccoxscore, as.integer(n),
>>                   as.integer(nvar),
>>                   as.double(y),
>>                   x=as.double(x),
>>                   as.integer(newstrat),
>>                   as.double(score),
>>                   as.double(weights[ord]),
>>                   as.integer(method=='efron'),
>>                   resid= double(n*nvar),
>>                   double(2*nvar))$resid
>> Terry T.
>>          [[alternative HTML version deleted]]
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