Question does not directly relate to matrix inversion, but when I tried to
test the time it takes to invert a 1000x1000 matrix I tried to create this
size matrix and got the following error:
> X_matrix(rnorm(1000^2),1000,1000)
Error in rnorm(1000^2): Cannot allocate 8000000 bytes: options("object.
size") is 5000000: see options help file
Any thoughts on how to increase the allocation byte size?
----- Original Message -----
From: Prof Brian D Ripley <ripley@stats.ox.ac.uk>
To: Elaine Florio <eflorio@jhsph.edu>
Cc: <s-news@wubios.wustl.edu>
Sent: Monday, January 31, 2000 5:17 PM
Subject: Re: [S] matrix inversion question
>
> 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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