PROC CANCORR: Computational Resources :: SAS/STAT(R) 9.3 User's Guide

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Computational Resources

Notation

Let

	$\text{[math]}$	$\text{[math]}$	$\text{[math]}$
	$\text{[math]}$	$\text{[math]}$	$\text{[math]}$
	$\text{[math]}$	$\text{[math]}$	$\text{[math]}$
	$\text{[math]}$	$\text{[math]}$	$\text{[math]}$
	$\text{[math]}$	$\text{[math]}$	$\text{[math]}$
	$\text{[math]}$	$\text{[math]}$	$\text{[math]}$
	$\text{[math]}$	$\text{[math]}$	$\text{[math]}$

Time Requirements

The time required to compute the correlation matrix is roughly proportional to

$\text{[math]}$

The time required for the canonical analysis is roughly proportional to

$\text{[math]}$

but the coefficient for $\text{[math]}$ varies depending on the number of QR iterations in the singular value decomposition.

Memory Requirements

The minimum memory required is approximately

$\text{[math]}$

bytes. Additional memory is required if you request the VDEP or WDEP option.

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