PROC PRINCOMP: Computational Resources :: SAS/STAT(R) 9.2 User's Guide, Second Edition

The PRINCOMP Procedure

Computational Resources

Let

The minimum allocated memory required (in bytes) is

$\text{[math]}$
The time required to compute the correlation matrix is roughly proportional to

$\text{[math]}$
The time required to compute eigenvalues is roughly proportional to $\text{[math]}$ .
The time required to compute eigenvectors is roughly proportional to $\text{[math]}$ .