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Re: [S] matrix inversion question

To: Elaine Florio <eflorio@jhsph.edu>
Subject: Re: [S] matrix inversion question
From: Prof Brian D Ripley <ripley@stats.ox.ac.uk>
Date: Mon, 31 Jan 2000 22:17:46 +0000 (GMT)
Cc: s-news@wubios.wustl.edu
In-reply-to: <Pine.OSF.4.10.10001311557460.6621-100000@phir.is.jhsph.edu>
Sender: owner-s-news@wubios.wustl.edu
On Mon, 31 Jan 2000, Elaine Florio wrote:

> Does anyone know the minimum and maximum time I should wait for SPLUS to
> invert a matrix of dimension 500 x 500 or 1000 x 1000?  Also, if I can
> batch the inversion out to another program, which would do this task the
> fastest?

It depends on your version of S and how much memory you have,
but inverting an n x n matrix is an O(n^3) calculation.  On a fast PC
I would say 500x500 would take a few seconds (12 on the one I tested) and
25Mb or so. It is very likely that if you do not have enough memory
(I have 192Mb) it will take a lot longer.

Do you really need to invert the matrix? most matrix inversion is used to
solve systems of equations, and they are better done directly.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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