Re: [Rd] [External] svd For Large Matrix
Dario, On 14 August 2021 at 00:00, Dario Strbenac via R-devel wrote: | Good day, | | Ah, I was confident it wouldn't be environment-specific but it is. My environment is | | R version 4.1.0 (2021-05-18) | Platform: x86_64-pc-linux-gnu (64-bit) | Running under: Debian GNU/Linux 10 (buster) | | Matrix products: default | BLAS: /usr/lib/x86_64-linux-gnu/atlas/libblas.so.3.10.3 | LAPACK: /usr/lib/x86_64-linux-gnu/atlas/liblapack.so.3.10.3 | | It crashes at about 180 GB RAM usage. The server has 1024 GB physical RAM in it. Modestly downsampling to 30 million cells avoids the segmentation fault. The segmentation fault originates from BLAS | | Program received signal SIGSEGV, Segmentation fault. | 0x77649c10 in ATL_dgecopy () from /usr/lib/x86_64-linux-gnu/libblas.so.3 This would allow to do what was suggested: trying different BLAS. On Debian and alike you can just install Atlas (as you have), or OpenBLAS, or the reference BLAS (and there my script and post from a few years ago to use MKL but depending on which release you use may actually be directly accessible), or now also BLIS, or ... In short, we see a bug when using Atlas. I would at least try OpenBLAS. Here is what I see in a Docker container using testing/unstable -- you will see a shorter list but you *will* have the three different openblas versions at a minimum. root@somedocker:~# apt-cache search libblas | grep -- -dev libatlas-base-dev - Automatically Tuned Linear Algebra Software, generic static libblis-openmp-dev - BLAS-like Library Instantiation Software Framework (dev,32bit,openmp) libblis-pthread-dev - BLAS-like Library Instantiation Software Framework (dev,32bit,pthread) libblis-serial-dev - BLAS-like Library Instantiation Software Framework (dev,32bit,serial) libblis64-openmp-dev - BLAS-like Library Instantiation Software Framework (dev,64bit,openmp) libblis64-pthread-dev - BLAS-like Library Instantiation Software Framework (dev,64bit,pthread) libblis64-serial-dev - BLAS-like Library Instantiation Software Framework (dev,64bit,serial) libblas-dev - Basic Linear Algebra Subroutines 3, static library libblas64-dev - Basic Linear Algebra Subroutines 3, static library (64bit-index) libopenblas-openmp-dev - Optimized BLAS (linear algebra) library (dev, openmp) libopenblas-pthread-dev - Optimized BLAS (linear algebra) library (dev, pthread) libopenblas-serial-dev - Optimized BLAS (linear algebra) library (dev, serial) libopenblas64-openmp-dev - Optimized BLAS (linear algebra) library (dev, 64bit, openmp) libopenblas64-pthread-dev - Optimized BLAS (linear algebra) library (dev, 64bit, pthread) libopenblas64-serial-dev - Optimized BLAS (linear algebra) library (dev, 64bit, serial) libblasr-dev - tools for aligning PacBio reads to target sequences (development files) root@somedocker:~# Dirk -- https://dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] [External] svd For Large Matrix
Good day, Ah, I was confident it wouldn't be environment-specific but it is. My environment is R version 4.1.0 (2021-05-18) Platform: x86_64-pc-linux-gnu (64-bit) Running under: Debian GNU/Linux 10 (buster) Matrix products: default BLAS: /usr/lib/x86_64-linux-gnu/atlas/libblas.so.3.10.3 LAPACK: /usr/lib/x86_64-linux-gnu/atlas/liblapack.so.3.10.3 It crashes at about 180 GB RAM usage. The server has 1024 GB physical RAM in it. Modestly downsampling to 30 million cells avoids the segmentation fault. The segmentation fault originates from BLAS Program received signal SIGSEGV, Segmentation fault. 0x77649c10 in ATL_dgecopy () from /usr/lib/x86_64-linux-gnu/libblas.so.3 -- Dario Strbenac University of Sydney Camperdown NSW 2050 Australia __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] [External] svd For Large Matrix
On 13/08/2021 15:58, luke-tier...@uiowa.edu wrote: [copying the list] svd() does support matrices with long vector data. Your example works fine for me on a machine with enough memory with either the reference BLAS/LAPACK or the BLAS/LAPACK used on Fedora 33 (flexiblas backed, I believe, by a version of openBLAS). Take a look at sessionInfo() to see what you are using and consider switching to another BLAS/LAPACK if necessary. Running under gdb may help tracking down where the issue is and reporting it for the BLAS/LAPACK you are using. See also https://cran.r-project.org/doc/manuals/r-devel/R-ints.html#Large-matrices which (to nuance Prof Tierney's comment) mentions that svd on long-vector *complex* data has been known to segfault (with the reference BLAS/Lapack). My guess was that this was an out-of-memory condition not handled elegantly by the OS. (There are many reasons why the posting guide asks for the output of sessionInfo().) We do not have the statistical context but it seems unlikely that anyone is interested in each of the 45m samples, and for information on the proteins a quite small sample of cells would suffice. And that not all 45m left singular values are required (most likely none are, in which case the underlying Lapack routine can use a more efficient calculation). Best, luke On Fri, 13 Aug 2021, Dario Strbenac via R-devel wrote: Good day, I have a real scenario involving 45 million biological cells (samples) and 60 proteins (variables) which leads to a segmentation fault for svd. I thought this might be a good example of why it might benefit from a long vector upgrade. test <- matrix(rnorm(4500*60), ncol = 60) testSVD <- svd(test) *** caught segfault *** address 0x7fe93514d618, cause 'memory not mapped' Traceback: 1: La.svd(x, nu, nv) 2: svd(test) -- Brian D. Ripley, rip...@stats.ox.ac.uk Emeritus Professor of Applied Statistics, University of Oxford __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] [External] svd For Large Matrix
[copying the list] svd() does support matrices with long vector data. Your example works fine for me on a machine with enough memory with either the reference BLAS/LAPACK or the BLAS/LAPACK used on Fedora 33 (flexiblas backed, I believe, by a version of openBLAS). Take a look at sessionInfo() to see what you are using and consider switching to another BLAS/LAPACK if necessary. Running under gdb may help tracking down where the issue is and reporting it for the BLAS/LAPACK you are using. Best, luke On Fri, 13 Aug 2021, Dario Strbenac via R-devel wrote: Good day, I have a real scenario involving 45 million biological cells (samples) and 60 proteins (variables) which leads to a segmentation fault for svd. I thought this might be a good example of why it might benefit from a long vector upgrade. test <- matrix(rnorm(4500*60), ncol = 60) testSVD <- svd(test) *** caught segfault *** address 0x7fe93514d618, cause 'memory not mapped' Traceback: 1: La.svd(x, nu, nv) 2: svd(test) -- Dario Strbenac University of Sydney Camperdown NSW 2050 Australia __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel -- Luke Tierney Ralph E. Wareham Professor of Mathematical Sciences University of Iowa Phone: 319-335-3386 Department of Statistics andFax: 319-335-3017 Actuarial Science 241 Schaeffer Hall email: luke-tier...@uiowa.edu Iowa City, IA 52242 WWW: http://www.stat.uiowa.edu __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel