Large Matrices in R: long vectors not supported yet

A matrix is just an atomic vector with a dimension attribute which allows R to access it as a matrix. Your matrix is a vector of length 4000*9000000 which is 3.6e+10 elements (the largest integer value is approx 2.147e+9). Subsetting a long vector is supported for atomic vectors (i.e. accessing elements beyond the 2.147e+9 limit). Just treat your matrix as a long vector.

If we remember that by default R fills matrices column-wise then if we wanted to retrieve say the value at test[ 2701 , 850000 ] we could access it via:

i <- ( 2701 - 1 ) * 850000 + 2701 
test[i]
#[1] 1

Note that this really is long vector subsetting because:

2701L * 850000L
#[1] NA
#Warning message:
#In 2701L * 850000L : NAs produced by integer overflow

An alternate, quick-hand solution would be to first get the row and then the column (now the i'th element of the resulting vector) of the matrix. For example ...

test <- matrix(1,4000,900000) #no error 
test[1,1] #error
test[1, ][1] # no error

Of course, this produces some overhead, as the whole row is copied/accessed first, but it's more straightforward to read. Also works for first extracting the column and then the row.