Computational Resources
Notation
![n & = & {number of observations} \
v & = & {number of variables} \
w & = & {nu...
...& = & v + w \
t & = & {total number of variables
(VAR, WITH, and PARTIAL)} \](images/cnceq2.gif)
Time Requirements
The time required to compute the correlation
matrix is roughly proportional to
-
n(p+q)2
The time required for the canonical
analysis is roughly proportional to
-
(1/6)p3 + p2q + (3/2)pq2 + 5q3
but the coefficient for q3 varies depending on the number
of QR iterations in the singular value decomposition.
Memory Requirements
The minimum memory required is approximately
-
4(v2 + w2 + t2)
bytes.
Additional memory is required
if you request the VDEP or WDEP option.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.