Computational Resources

Notation

Let

     
     
     
     
     
     
     

Time Requirements

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

     

The time required for the canonical analysis is roughly proportional to

     

but the coefficient for varies depending on the number of QR iterations in the singular value decomposition.

Memory Requirements

The minimum memory required is approximately

     

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