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From |
David Hoaglin <dchoaglin@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Why is Mata much slower than MATLAB at matrix inversion? |

Date |
Tue, 24 Jul 2012 09:10:46 -0400 |

For large matrices, differences in the detailed programming of matrix multiplication may have a substantial effect on speed. And for obtaining factorizations and inverses of matrices, it is difficult to make comparisons among software platforms without knowing the details of the algorithms and their implementation. The empirical evidence presented in this discussion is useful, but it would be much easier to interpret in the context of the underlying programs (which may be low-level and well-understood only by experts). As users, we take the various matrix operations for granted, but one could not have done that in the early 1970s. We have the numerical analysis community to thank for a substantial research effort, and the late Gene H. Golub deserves special recognition. David Hoaglin * * 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/

**References**:**st: Why is Mata much slower than MATLAB at matrix inversion?***From:*Patrick Roland <patrick.rolande@gmail.com>

**Re: st: Why is Mata much slower than MATLAB at matrix inversion?***From:*"David M. Drukker" <ddrukker@stata.com>

**Re: st: Why is Mata much slower than MATLAB at matrix inversion?***From:*Patrick Roland <patrick.rolande@gmail.com>

**Re: st: Why is Mata much slower than MATLAB at matrix inversion?***From:*Richard Herron <richard.c.herron@gmail.com>

**Re: st: Why is Mata much slower than MATLAB at matrix inversion?***From:*Patrick Roland <patrick.rolande@gmail.com>

**RE: st: Why is Mata much slower than MATLAB at matrix inversion?***From:*Pradipto Banerjee <pradipto.banerjee@adainvestments.com>

**RE: st: Why is Mata much slower than MATLAB at matrix inversion?***From:*Nick Cox <n.j.cox@durham.ac.uk>

**RE: st: Why is Mata much slower than MATLAB at matrix inversion?***From:*Pradipto Banerjee <pradipto.banerjee@adainvestments.com>

**RE: st: Why is Mata much slower than MATLAB at matrix inversion?***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st: Why is Mata much slower than MATLAB at matrix inversion?***From:*Patrick Roland <patrick.rolande@gmail.com>

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