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st: RE: matrix operations when N exceeds matsize


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: matrix operations when N exceeds matsize
Date   Tue, 18 May 2010 19:28:57 +0200

<>
Isn`t -mata- a good solution here?


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Harding
Sent: Dienstag, 18. Mai 2010 19:18
To: statalist@hsphsun2.harvard.edu
Subject: st: matrix operations when N exceeds matsize

I need to calculate the following quadratic form:  W' *M* W where W is
NxK and M is K x K
However M is the result of the following quadratic form B*VARD*B'  where
B is N x K and VARD is a K x K.   My N exceeds the 11,000 limit and so I
have been trying to figure out how to use accum, glsaccum and opaccum to
be able to calculate the above equations.


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