HP Filter array size problems in Matlab 2023a
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I am running the HP filter using the function built into Matlab for a vector with 100.000 rows.
Until last week, I was using Matlab 2021a on a computer with 8GB of RAM and the HP filtering worked flawlessly.
Since today, I'm running the same code using Matlab 2023a on a computer with 32GB of RAM and the HP filter runs into the error:
"Error using \
Requested 100002x100000 (74.5GB) array exceeds maximum array size preference (31.7GB). This might cause MATLAB to become unresponsive."
How is this possible and any idea what I can do about it?
Star Strider 2023 年 6 月 6 日
It would help to have the data and the code.
There are likely version differences, specifically that the arguments to the mldivide, \ functions in R2023a are a row vector and a column vector, where in R2021a, they were both (most likely) column vectors. (Without seeing the code, I cannot determine the reason for this change.) Probably the best approach is to manually transpose one of the vectors so that they are both the appropriate dimensions.