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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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