Slow matrix inverse

[trubador]

This is not a bug, but when the following code is run, EViews returns the answer after a long while (3 minutes in my case). I'd like to know if anything can be done to speed things up.

Code: Select all

tic wfcreate u 100 matrix y = @mnrnd(2500,2500) matrix z = @inverse(y*@transpose(y)) scalar elapsed = @toc/60

[startz]

Just to chime in, in Matlab the same code takes 2 to 3 seconds. That's a very big difference.

[EViews Gareth]

Code: Select all

tic wfcreate u 100 matrix y = @mnrnd(2500,2500) matrix z = @inverse(@inner(y.@t)) scalar elapsed = @toc/60

?

[trubador]

Yes Gareth, thanks. It is much better (5x faster).