Computational Resources :: SAS/STAT(R) 12.3 User's Guide

Let

$\displaystyle n$	$\displaystyle =$	$\displaystyle \mr {number~ of~ observations}$
$\displaystyle v$	$\displaystyle =$	$\displaystyle \mr {number~ of~ VAR~ variables}$
$\displaystyle p$	$\displaystyle =$	$\displaystyle \mr {number~ of~ PARTIAL~ variables}$
$\displaystyle c$	$\displaystyle =$	$\displaystyle \mr {number~ of~ components}$

The minimum allocated memory required (in bytes) is

$232v+120p+48c+\max (8cv,8vp+4(v+p)(v+p+1))$
The time required to compute the correlation matrix is roughly proportional to

$n(v+p)^2 + \frac{p}{2}(v+p)(v+p+1)$
The time required to compute eigenvalues is roughly proportional to .
The time required to compute eigenvectors is roughly proportional to .

The PRINCOMP Procedure