Computational Resources
Previous Page|Next Page

The PRINCOMP Procedure

Computational Resources

Let

$\displaystyle n $
$\displaystyle = $
$\displaystyle \mr {number~ of~ observations} $
$\displaystyle v $
$\displaystyle = $
$\displaystyle \mr {number~ of~ VAR~ variables} $
$\displaystyle p $
$\displaystyle = $
$\displaystyle \mr {number~ of~ PARTIAL~ variables} $
$\displaystyle c $
$\displaystyle = $
$\displaystyle \mr {number~ of~ components} $

  • The minimum allocated memory required (in bytes) is

    \[ 232v+120p+48c+\max (8cv,8vp+4(v+p)(v+p+1)) \]

  • The time required to compute the correlation matrix is roughly proportional to

    \[ n(v+p)^2 + \frac{p}{2}(v+p)(v+p+1) \]

  • The time required to compute eigenvalues is roughly proportional to $v^3$.

  • The time required to compute eigenvectors is roughly proportional to $cv^2$.

Previous Page|Next Page|Top of Page
Copyright © SAS Institute Inc. All Rights Reserved.