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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