[R] problem with generalized singular value decomposition using LAPACK

[elw at stderr.org]

> I'm trying to run generalized singular value decomposition (GSVD) 
> function from LAPACK library. Basically my problem is that I can not run 
> it for large matrices, I get a memory error. I'm using R 2.5.1.  I tried 
> this on intel centos5 machines with 2 GB memory and 8 GB memory. I have 
> unlimited max memory,cpu time and virtual memory.
>
>>  res=GSVD( matrix(1:35000,5000,6), matrix(1:35000,5000,6)  ) #runs 
>> without
> problems
>>  res=GSVD( matrix(1:36000,6000,6), matrix(1:36000,6000,6)  )
> Error: cannot allocate vector of size 274.7 Mb


Did you examine R's internal memory limits, e.g. ?memory for help...

that should help.  [You should, most likely, be able to allocate a ~274MB 
vector on a 2GB machine... but you might have to coerce R into taking that 
much memory from the system, rather than trying to be conservative.]

--elijah