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  • What is the largest matrix that Stata can operate with?

    Dear list members,
    what is the largest matrix that Stata can operate with?
    Thank you, Sergiy

  • #2
    I am sure you know the limits section in the help files

    Code:
    Maximum size limits
    
                                                                     Stata/MP and
                                              Small       Stata/IC       Stata/SE
    --------------------------------------------------------------------------------------------------------
    
    [...]
       matrix  (2)
           dimension of single matrix       40 x 40      800 x 800  11,000x11,000
    and are aware of the statement that

    In Mata, matrices are limited only by the amount of memory on your computer.
    Could you tell us more about what you mean by "operate with"? Do you refer to matrix operators which appear to have some limitations.

    Also, since two related questions (click and click) seem to have been unanswered, maybe someone from StataCorp could/should comment?

    Best
    Daniel

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    • #3
      Dear Daniel,

      thank you very much for pointing out the unanswered questions. The question of Mark Schaffer is exactly the situation I have and it shows the documented limits can be overshot if a matrix is transferred from Mata to Stata..
      I am quite happy that Stata allows me to do more, but I don't know what could be the problems with other commands, e.g. the matrix list command works, but what if I start manipulating such matrices (adding up)? what will work and what will fail is unknown. It is also not clear whether this is something working in recent versions of Stata only, or was always there and can be counted on from the 9.0 where Mata first appeared.

      To be more precise, I have a data importing procedure, which is supposed to import a Stata matrix from a foreign file, where the matrix size may very well be beyond 11,000. Should the procedure fail, because it is not safe to leave the matrix of undocumented dimensions to the user, or may it use the backdoor to define the matrix of those huge dimensions? As this is just the import procedure, I have no idea what the user may apply to the resulting matrix, but I am very sure that if something doesn't work with such matrices, I will be blamed .

      Definitely the comments from developers are most welcomed here.

      Regards, Sergiy Radyakin

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