The SIM2D Procedure
Computational Details
In the computation of 
and 
described in the previous section, the inverse 
is never actually computed; an equation of the form
 |
is solved for 
by using a modified Gaussian elimination algorithm that takes advantage of the fact that 
is symmetric with constant diagonal 
that is larger than all off-diagonal elements. The SINGULAR= option pertains to this algorithm. The value specified for the SINGULAR= option is scaled by before comparison with the pivot element.
Memory Usage
For conditional simulations, the largest matrix held in core memory at any one time depends on the number of grid points and data points. Using the previous notation, the data-data covariance matrix 
is 
, where 
is the number of nonmissing observations for the VAR= variable in the DATA= data set. The grid-data cross covariance 
is 
, where 
is the number of grid points. The grid-grid covariance 
is 
. The maximum memory required at any one time for storing these matrices is
 |
There are additional memory requirements that add to the total memory usage, but usually these matrix calculations dominate, especially when the number of grid points is large.