MATLAB: Out of memory for Blkdiag

blkdiag memory bigsize sparse int8

I have two big matrices ( 5000X329176 and 5000X328658 ) and I want to combine them into one matrix which is in a form of these two in diagonal and all the other elements 0. basically I want blkdiag(A,B).
The problem is even though I made both these guys in int8 variable type and sparse and they take a small size but for blkdiag function, it needs to make a bigger matrix first ,zeros (5000+5000 X 329176+328658) and this guy is by default made in double which takes a huge amount of Ram.
I know e.g. zeros(100000,650000) needs 484 GB memory and sparse(zeros(100000,650000)) because of execution order needs the same amount ! however zeros(100000,650000, 'int8') needs 60GB memory which is available.
Unfortunately, blkdiag does not have this option. So, any idea about solving the problem?

Best Answer

If the matrices are sparse, why store them as int8? Why not store them as sparse doubles? If you pre-convert A and B to type sparse, then blkdiag will assemble them without creating non-sparse type matrices, e.g.,
>> A=sprand( 5000,329176,.0001 );
>> B=sprand( 5000,328658,.0001 );
>> C=blkdiag(A,B);
>> Whos C
Name   Size             Kilobytes     Class    Attributes
C      10000x657834         10279     double   sparse
and sparse(zeros(100000,650000)) because of execution order needs the same amount !
You would never create a sparse matrix this way. You always use one of the following syntaxes, which avoid allocating a full sized matrix,
   S=sparse(m,n);
   S=sparse(I,J,S);
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