Why are my sparse matrices converted to full matrices by 'lsqlin'?

I have some large sparse matrices (300000x100000) that I am attempting to pass to 'lsqlin'.

However, I receive the following errors:

Warning: Cannot use sparse matrices with active-set algorithm: converting to full.

> In lsqlin (line 368)

In example (line 5)

Error using full

Requested 261097x81168 (157.9GB) array exceeds maximum array size preference. Creation of arrays greater than this limit may take a

long time and cause MATLAB to become unresponsive. See array size limit or preference panel for more information.

Error in lsqlin (line 377)

x     qpsub(full(C),d,[full(Aeq);full(A)],[beq;b],lb,ub,X0,neqcstr, ...

Here is my code:

options = optimoptions('lsqlin', 'Display', 'iter-detailed');
x = lsqlin(A,b,[],[],C,zeros(size(C,1),1),[],[],x0,options);

Here are my variables:

>> whos
  Name           Size                  Bytes  Class     Attributes

    A         261097x81168            13254408  double    sparse    
    C             76x81168              650568  double    sparse    
    b         261097x1                   14496  double    sparse    
    x0         81168x1                  262928  double    sparse

Answer 1

[MathWorks Support Team]

Better support for sparse matrices was added in R2017a for 'lsqlin'. Please upgrade to that version to avoid this issue.