Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: fastest norm() ?


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: fastest norm() ?
Date   Mon, 29 Dec 2008 17:58:36 -0600

which of the Mata matrix norms is the fastest one? The default
norm(,2) is probably the slowest one as it relies on singular values
decomposition, an O(n^3) operation for a n \times n matrix. Other
norms appear to be O(n^2) or maybe O( n^2 log n) computations (the
latter with p=1 or p=. due to max operation) -- is that right? I am
doing something iterative where I am using norms a lot, so I want the
fastest thing around there. As long as they all generate the same
topology on the space of matrices, I am fine with either :))

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index