Computational Resources

The CANCORR Procedure

Computational Resources

Notation

$n & = & {number of observations} \ v & = & {number of variables} \ w & = & {nu... ...& = & v + w \ t & = & {total number of variables (VAR, WITH, and PARTIAL)} \$

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.

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