Computational Resources :: SAS/STAT(R) 13.1 User's Guide

Computational Resources

Let

$\begin{eqnarray*} n & = & \mr {number~ of~ observations} \\ v & = & \mr {number~ of~ VAR~ variables} \\ p & = & \mr {number~ of~ PARTIAL~ variables} \\ c & = & \mr {number~ of~ components} \\ \end{eqnarray*}$

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 approximately proportional to

$n(v+p)^2 + \frac{p}{2}(v+p)(v+p+1)$
The time required to compute eigenvalues is approximately proportional to $v^3$ .
The time required to compute eigenvectors is approximately proportional to $cv^2$ .

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The PRINCOMP Procedure

Computational Resources