Problem with functions using lapack when there are large objects in memory

[user010101]

Hello,
FYI, I submitted a bug on r-project.org yesterday. Initially, it has been observed on the 'standard' R-3.2.3 version.
But since Microsoft R Open 3.2.3 gives the same problem and as it concerns Windows platform only (at least in works fine on RHEL), I bring it your attention.
Regards,

[user010101]

Just in case... I'm still interested in this issue. Below is the full description of the bug.

In windows R3.2.3, if there are a lot / large objects in memory, eigen or chol for example return NULL. However, if a first call is made before creating the objects, it will work.
This problem has been observed on Windows Server 2012, 256Gb RAM. It doesn't happen on the same server using R2.15.3, and it doesn't happen on Linux-RHEL (R3.2.2).
Below is the code to reproduce.
Thanks.

# eigen(cbind(c(1,-1), c(-1,1)))

# if eigen is called at the beginning, it will work at the end

for(i in 1:50){
  mat = as.data.frame(matrix(rnorm(1e8), ncol=1e5))
  rownames(mat) = paste("row", 1:nrow(mat), sep="")
  colnames(mat) = paste("col", 1:ncol(mat), sep="")
  eval(parse(text=paste("mat",i,"<- mat", sep="")))
  print(i)
}

eigen(cbind(c(1,-1), c(-1,1)))

m = matrix(c(5,1,1,3),2,2) 
chol(m) 

# if eigen has not been called at the beginning, eigen and chol return NULL
# if eigen has been called at the beginning, eigen and chol return the expected output

# sessionInfo()
# R version 3.2.3 (2015-12-10)
# Platform: x86_64-w64-mingw32/x64 (64-bit)
# Running under: Windows Server 2012 R2 x64 (build 9600)
# 
# locale:
#   [1] LC_COLLATE=French_France.1252  LC_CTYPE=French_France.1252   
# [3] LC_MONETARY=French_France.1252 LC_NUMERIC=C                  
# [5] LC_TIME=French_France.1252    
# 
# attached base packages:
#   [1] stats     graphics  grDevices utils     datasets  methods   base