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bottler / iisignature

Iterated integral signature calculations
MIT License
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Is there any limitation on size of the matrix for which signature can be calculated? #15

Closed creator2020A closed 3 years ago

creator2020A commented 3 years ago

I get this when I try to calculate signature:

ab1R=iisignature.sig(dab01Real,2)

ValueError: negative dimensions are not allowed

the size of dab01Real is (2, 304128)

bottler commented 3 years ago

This is a massive calculation. It asks for the signature of a 304128-dimensional path up to level 2. The answer will have 92494144512 entries. In single precision floats, it will require over 450 GB to store the result, and the working memory requirement will be several times that. If you are running 32 bit this is impossible. iisignature may not always be careful about making things like this work in 64bit (assuming the memory was available).

If you mean a 2 dimensional path with 304128 points, you need to transpose the input first.

creator2020A commented 3 years ago

Thank you, yes, mine is 64 bit but do no thave 450 GB.