Computational Resources

The PRINCOMP Procedure

Let

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

The minimum allocated memory required is
232v+120p+48c+max(8cv,8vp+4(v+p)(v+p+1))
bytes
The time required to compute the correlation matrix is roughly proportional to
n(v+p)² + [p/2](v+p)(v+p+1)
The time required to compute eigenvalues is roughly proportional to v³.
The time required to compute eigenvectors is roughly proportional to cv².