Matlab Preallocation - matlab

I'm running a simulation of a diffusion-reaction equation in MATLAB, and I pre-allocate the memory for all of my vectors beforehand, however, during the loop, in which I solve a system of equations using BICG, the amount of memory that MATLAB uses is increasing.
For example:
concentration = zeros(N, iterations);
for t = 1:iterations
concentration(:,t+1) = bicg(matrix, concentration(:,t));
end
As the program runs, the amount of memory MATLAB is using increases, which seems to suggest that the matrix, concentration, is increasing in size as the program continues, even though I pre-allocated the space. Is this because the elements in the matrix are becoming doubles instead of zeros? Is there a better way to pre-allocate the memory for this matrix, so that all of the memory the program requires will be pre-allocated at the start? It would be easier for me that way, because then I would know from the start how much memory the program will require and if the simulation will crash the computer or not.
Thanks for all your help, guys. I did some searching around and didn't find an answer, so I hope I'm not repeating a question.
EDIT:
Thanks Amro and stardt for your help guys. I tried running 'memory' in MATLAB, but the interpreter said that command is not supported for my system type. I re-ran the simulation though with 'whos concentration' displayed every 10 iterations, and the allocation size of the matrix wasn't changing with time. However, I did notice that the size of the matrix was about 1.5 GB. Even though that was the case, system monitor was only showing MATLAB as using 300 MB (but it increased steadily to reach a little over 1 GB by the end of the simulation). So I'm guessing that MATLAB pre-allocated the memory just fine and there are no memory leaks, but system monitor doesn't count the memory as in use until MATLAB starts writing values to it in the loop. I don't know why that would be, as I would imagine that writing zeros would trigger the system monitor to see that memory as 'in use,' but I guess that's not the case here.
Anyway, I appreciate your help with this. I would vote both of your answers up as I found them both helpful, but I don't have enough reputation points to do that. Thanks guys!

I really doubt it's a memory leak, since most "objects" in MATLAB clean after themselves once they go out of scope. AFAIK, MATLAB does not use a GC per se, but a deterministic approach to managing memory.
Therefore I suspect the issue is more likely to be caused by memory fragmentation: when MATLAB allocates memory for a matrix, it has to be contiguous. Thus when the function is repeatedly called, creating and deleting matrices, and over time, the fragmentation becomes a noticeable problem...
One thing that might help you debug is using the undocumented: profile on -memory which will track allocation in the MATLAB profiler. Check out the monitoring tool by Joe Conti as well. Also this page has some useful information.

I am assuming that you are watching the memory usage of matlab in, for example, the task manager on windows. The memory usage is probably increasing due to the execution of bicg() and variables that have not been garbage collected after it ends. The memory allocated to the concentration matrix stays the same. You can type
whos concentration
before and after your "for" loop to see how much memory is allocated to that variable.

Related

How to 'copy' matrix without creating a temporary matrix in memory that caused memory overflow?

By assigning a matrix into a much bigger allocated memory, matlab somehow will duplicate it while 'copying' it, and if the matrix to be copied is large enough, there will be memory overflow. This is the sample code:
main_mat=zeros(500,500,2000);
n=500;
slice_matrix=zeros(500,500,n);
for k=1:4
parfor i=1:n
slice_matrix(:,:,i)=gather(gpuArray(rand(500,500)));
end
main_mat(:,:,1+(k-1)*n:1+(k-1)*n+n-1)=slice_matrix; %This is where the memory will likely overflow
end
Any way to just 'smash' the slice_matrix onto the main_mat without the overhead? Thanks in advance.
EDIT:
The overflow occurred when main_mat is allocated beforehand. If main_mat is initialized with main_mat=zeros(500,500,1); (smaller size), the overflow will not occur, but it will slowed down as allocation is not done before matrix is assigned into it. This will significantly reduce the performance as the range of k increases.
The main issue is that numbers take more space than zeros.
main_mat=zeros(500,500,2000); takes little RAM while main_mat = rand(500,500,2000); take a lot, no matter if you use GPU or parfor (in fact, parfor will make you use more RAM). So This is not an unnatural swelling of memory. Following Daniel's link below, it seems that the assignment of zeros only creates pointers to memory, and the physical memory is filled only when you use the matrix for "numbers". This is managed by the operating system. And it is expected for Windows, Mac and Linux, either you do it with Matlab or other languages such as C.
Removing parfor will likely fix your problem.
parfor is not useful there. MATLAB's parfor does not use shared memory parallelism (i.e. it doesn't start new threads) but rather distributed memory parallelism (it starts new processes). It is designed to distribute work over a set or worker nodes. And though it also works within one node (or a single desktop computer) to distribute work over multiple cores, it is not an optimal way of doing parallelism within one node.
This means that each of the processes started by parfor needs to have its own copy of slice_matrix, which is the cause of the large amount of memory used by your program.
See "Decide When to Use parfor" in the MATLAB documentation to learn more about parfor and when to use it.
I assume that your code is just a sample code and that rand() represents a custom in your MVE. So there are a few hints and tricks for the memory usage in matlab.
There is a snippet from The MathWorks training handbooks:
When assigning one variable to another in MATLAB, as occurs when passing parameters into a function, MATLAB transparently creates a reference to that variable. MATLAB breaks the reference, and creates a copy of that variable, only when code modifies one or more of teh values. This behavior, known as copy-on-write, or lazy-copying, defers the cost of copying large data sets until the code modifies a values. Therefore, if the code performs no modifications, there is no need for extra memory space and execution time to copy variables.
The first thing to do would be to check the (memory) efficiency of your code. Even the code of excellent programmers can be futher optimized with (a little) brain power. Here are a few hints regarding memory efficiency
make use of the nativ vectorization of matlab, e.g. sum(X,2), mean(X,2), std(X,[],2)
make sure that matlab does not have to expand matrices (implicit expanding was changed recently). It might be more efficient to use the bsxfun
use in-place-operations, e.g. x = 2*x+3 rather than x = 2*x+3
...
Be aware that optimum regarding memory usage is not the same as if you would want to reduce computation time. Therefore, you might want to consider reducing the number of workers or refrain from using the parfor-loop. (As parfor cannot use shared memory, there is no copy-on-write feature with using the Parallel Toolbox.
If you want to have a closer look at your memory, what is available and that can be used by Matlab, check out feature('memstats'). What is interesting for you is the Virtual Memory that is
Total and available memory associated with the whole MATLAB process. It is limited by processor architecture and operating system.
or use this command [user,sys] = memory.
Quick side node: Matlab stores matrices consistently in memory. You need to have a large block of free RAM for large matrices. That is also the reason why you want to allocate variables, because changing them dynamically forces Matlab to copy the entire matrix to a larger spot in the RAM every time it outgrows the current spot.
If you really have memory issues, you might just want to dig into the art of data types -- as is required in lower level languages. E.g. you can cut your memory usage in half by using single-precision directly from the start main_mat=zeros(500,500,2000,'single'); -- btw, this also works with rand(...,'single') and more native functions -- although a few of the more sophisticated matlab functions require input of type double, which you can upcast again.
If I understand correctly your main issue is that parfor does not allow to share memory. Think of every parfor worker as almost a separate matlab instance.
There is basically just one workaround for this that I know (that I have never tried), that is 'shared matrix' on Fileexchange: https://ch.mathworks.com/matlabcentral/fileexchange/28572-sharedmatrix
More solutions: as others suggested: remove parfor is certainly one solution, get more ram, use tall arrays (that use harddrives when ram runs full, read here), divide operations in smaller chunks, last but not least, consider an alternative other than Matlab.
You may use following code. You actually don't need the slice_matrix
main_mat=zeros(500,500,2000);
n=500;
slice_matrix=zeros(500,500,n);
for k=1:4
parfor i=1:n
main_mat(:,:,1+(k-1)*n + i - 1) = gather(gpuArray(rand(500,500)));
end
%% now you don't need this main_mat(:,:,1+(k-1)*n:1+(k-1)*n+n-1)=slice_matrix; %This is where the memory will likely overflow
end

Matlab R2017a memory profiler gives a ridiculous number for allocated memory

My code is:
function eigs_mem_test
N = 20000;
density = 0.2;
numOfModes = 250;
A = sprand(N, N, density);
profile -memory on
eigs(A, numOfModes, 0.0)
profile off
profsave(profile('info'), 'eigs_test')
profview
end
And this returns
i.e. it says that MATLAB allocated 18014398508117708.00 Kb or 1.8e10 Gb -- completely impossible. How did this happen? The code finishes with correct output and in htop I can see the memory usage vary quite a bit, but staying under 16G.
For N = 2000, I get sensible results (i.e. 0.2G allocated.)
How can I profile this case effectively, if I want to obtain an upper bound on memory used for large sparse matrices?
I use MATLAB R2017a.
I cannot reproduce your issue in R2017b, with 128GB of RAM on my machine. Here is the result after running your example code:
Notably, the function peaked at 14726148Kb, or ~1.8GB. I'm more confused by the units MATLAB has used here, as I saw nearer 14GB of usage in the task manager, which matches your large observed usage (and 1.4e7KB in GB), I can only think the profiler is meant to state KB (kilobytes) instead of Kb (kilobits).
Ridiculously large, unexpected values like this are often the result of overflow, so this could be an internal overflow bug.
You could use whos to get the size on disk of a variable
w = whos('A'); % get details of variable A
sizeOnDisk = w.bytes; % get size on disk
This doesn't necessarily tell you how much memory a function like eigs in your example uses though. You could poll memory within your function to get the current usage.
I'll resist exploring this further, since the question of how to profile for memory usage has already been asked and answered.
N.B. I'm not sure why my machine was ~100x slower than yours, I assume the image of your memory usage didn't come from actually running your example code? Or my RAM is awful...

Matlab Process Memory Leak Over 16 Days

I'm running a real-time data assimilation program written in Matlab, and there seems to be a slow memory leak. Over the course of about 16 days, the average memory usage has increased by about 40% (see the figure below) from about 1.1GB to 1.5GB. The program loops every 15 minutes, and there is a peak in memory usage for about 30 seconds during the data assimilation step (visible in the figure).
At the end of each 15 minute cycle, I'm saving the names, sizes, and types of all variables in the currently active workspace to a .mat file using the whos function. There are just over 100 variables, and after running the code for about 16 days, there is no clear trend in the amount of memory used by any of the variables.
Some variables are cleared at the end of each cycle, but some of them are not. I'm also calling close all to make sure there are no figures sitting in memory, and I made sure that when I'm writing ASCII files, I always fclose(fileID) the file.
I'm stumped...I'm wondering if anyone here has any suggestions about things I should look for or tools that could help track down the issue. Thanks in advance!
Edit, system info:
RHEL 6.8
Matlab R2014b
I figured out the problem. It turns out that the figure handles were hidden, and close('all') only works on figures that are visible. I assume they're hidden because the figures are created outside the scope of where I was trying to close the figures. The solution was to replace close('all') with close all hidden, which closes all figures including those with hidden handles.
I'll go ahead and restate what #John and #horchler mentioned in their comments, in case their suggestions can help people with similar issues:
Reusing existing figures can increase performance and reduce the potential for memory leaks.
Matlab has an undocumented memory profiler that could help debug performance related issues.
For processes that are running indefinitely, it's good practice to separate data collection/processing and product generation (figures etc). The first reads in and processes the data and saves it to a DB or file. The second allows you to "view/access/query" the data.
If you are calling compiled mex functions in your code, the memory leak could be coming from the Fortran or C/C++ code. Not cleaning up a single variable could cause a leak, and would explain linear memory growth.
The Matlab function whos is great for looking at the size in memory of each variable in the workspace. This can be useful for tracking down which variable is the culprit of a memory leak.
Thanks #John and #horchler!

Matlab function memory consuption

How can I determine the peak of memory consumption in some function in Matlab?
for example
A= rand(1000,1000); %A takes N Mb
func(A); % some operation on A because of which memory consumption can grow
You can start the profiler with the memory switch:
profile -memory
which I think is actually undocumented...Works on R2010, can anyone verify that it still works on R2013a?
Anyway, when profiling with this switch, the profiler GUI will now include basic memory info, of which I think you'll find the last column ("Peak Memory") most interesting:

2d matrix to a 3d matrix without using a loop

I have a 300x300 matrix. I need to make a 300x300x1024 matrix where each "slice" is the original 300x300 matrix. Is there any way to do this without a loop? I tried the following:
old=G;
for j=2:N;
G(:,:,j)=old;
end
where N is 1024, but I run out of memory.
Know any shorter routes?
use repmat.
B = repmat(A,[m n p...])
produces a multidimensional array B composed of copies of A. The size of B is [size(A,1)*m, size(A,2)*n, size(A,3)*p, ...].
In your case ,
G=repmat(old,[1 1 1024]);
Will yield the result you wanted without the for loop. The memory issue is a completely different subject. A 300x300x1024 double matrix will "cost" you ~740 MB of memory, that's not a lot these days. Check your memory load before you try the repmat and see why you don't have these extra 700 MB. use memory and whos to see what is the available memory and which variables can be cleared.
You are likely running out of memory because you haven't pre-initialized your matrix.
if you do this first,
old = G;
G = zeros(size(old,1), size(old,2), 1024);
and then start the loop from 1 instead of 2, you will probably not run out of memory
Why this works is because you first set aside a block of memory large enough for the entire matrix. If you do not initialize your matrix, matlab first sets aside enough memory for a 300x300x1 matrix. Next when you add the second slice, it moves down the memory, and allocates a new block for a 300x300x2 matrix, and so on, never being able to access the memory allocated for the first matrices.
This occurs often in matlab, so it is important to never grow your matrices within a loop.
Quick answer is no, you will need to loop.
You might be able to do something smart like block-copying your array's memory but you didn't even give us a language to work with.
You will probably want to make sure each entry in your matrix is a minimum size, even at byte matrix size you will require 92mb, if you are storing a 64bit value we're talking nearly a gig. If it's an object your number will leap into the many-gig range in no time. Bit packing may come in handy... but again no idea what your other constraints are.
Edit: I updated your tags.
I'm not sure if I can help much, but doubles are 64bits each so at bare minimum you're talking about 2gb (You're already past impossible if you are on a 32 bit os). This could easily double if each cell involves one or two pointers to different memory locations (I don't know enough about matlab to tell you for sure).
If you're not running on an 8gb 64 bit machine I don't think you have a chance. If you are, allocate all the memory you can to matlab and pray.
Sorry I can't be of more help, maybe someone else knows more tricks.