How can I calculate the row variance for large matrices?

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I have a pretty large sparse matrix in R:

> dim(matrix)
[1] 60675 36807

Now, I wanted to calculate the row variance for this matrix using like this:

apply(matrix,1,var)
Error in asMethod(object) : 
    Cholmod error 'problem too large' at file ../Core/cholmod_dense.c, line 102

I suppose my matrix is too large for this to work. My solution was to use multiple cores for this issue like this:

mclapply(Matrix::t(matrix), var, mc.cores=16)
Error in asMethod(object) : 
    Cholmod error 'problem too large' at file ../Core/cholmod_dense.c, line 102

But as you can see, I get the same error again. Do you have any suggestions on how to handle this problem? Maybe subset the matrix and then calculate the variance?

r matrix
2 Answers

Example:

library(Matrix)
d <- Matrix(0, nrow=60675, ncol=36087)
d[5,5] <- 1

Unfortunately this doesn't work:

library(matrixStats)
v <- rowVars(d)

Error in rowVars(d) : Argument 'x' must be a matrix or a vector.

But we can do it by brute force:

v <- numeric(nrow(d))
for (i in seq(nrow(d))) {if (i %% 250 == 0) cat("."); v[i] <- var(d[i,]) }

This is slow (about 60 seconds on an old-ish MacOS desktop) but works. Parallelizing helps:

library(parallel)
f <- function(i) var(d[i,])
v <- unlist(mclapply(seq(nrow(d)), f, mc.cores = 4))

(22 seconds elapsed).

user_1902770

The sparseMatrixStats package on Bioconductor implements the matrixStats API for Matrix objects;

# BiocManager::install("sparseMatrixStats")
library(sparseMatrixStats)

mat <- matrix(0, nrow=10, ncol=6)
mat[sample(seq_len(60), 4)] <- 1:4
sparse_mat <- as(mat, "dgCMatrix")
class(sparse_mat)
#> [1] "dgCMatrix"
#> attr(,"package")
#> [1] "Matrix"

rowVars(sparse_mat)
#> [1] 0.0000000 0.1666667 1.5000000 0.0000000 0.0000000 0.0000000 0.0000000
#> [8] 0.0000000 2.8000000 0.0000000
user_10720910
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