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st: Re: Why is Mata much slower than MATLAB at matrix inversion?
From
"Joseph Coveney" <jcoveney@bigplanet.com>
To
"'Joseph Coveney'" <jcoveney@bigplanet.com>, <statalist@hsphsun2.harvard.edu>
Subject
st: Re: Why is Mata much slower than MATLAB at matrix inversion?
Date
Fri, 20 Jul 2012 12:58:10 +0900
I wrote:
Is -cholinv()- the Mata equivalent of MATLAB's inv()?
Mata's -invsym()- is more than 100 times faster than its -cholinv()- on my
ancient laptop.
--------------------------------------------------------------------------------
I see now from MATLAB's online documentation that inv() doesn't require the
matrix to be symmetric, something that I should have inferred from Patrick's
example code snippet. Apologies for the too-quick reply.
Joseph Coveney
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