EViews.com

Posted: **Fri Jan 03, 2014 12:50 pm**

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

Posted: **Fri Jan 03, 2014 1:35 pm**

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

Posted: **Fri Jan 03, 2014 5:32 pm**

Code: Select all


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

?

Posted: **Sat Jan 04, 2014 4:32 am**

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

EViews.com

Slow matrix inverse

Slow matrix inverse

Re: Slow matrix inverse

Re: Slow matrix inverse

Re: Slow matrix inverse