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The VARCLUS Procedure |
It is assumed that, at each stage of clustering, the clusters all contain the same number of variables.
The time required to compute the correlation matrix is roughly proportional to nv2.
Default cluster initialization requires time roughly proportional to v3. Any other method of initialization requires time roughly proportional to cv2.
In the alternating least-squares phase, each iteration requires time roughly proportional to cv2 if centroid components are used or
In the search phase, each iteration requires time roughly proportional to v3/c if centroid components are used or v4/c2 if principal components are used. The HIERARCHY option speeds up each iteration after the first split by as much as c/2.
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