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The VARCLUS Procedure |
It is assumed that, at each stage of clustering, the clusters all contain the same number of variables.
The time required to compute the correlation matrix is roughly proportional to nv^{2}.
Default cluster initialization requires time roughly proportional to v^{3}. Any other method of initialization requires time roughly proportional to cv^{2}.
In the alternating least-squares phase, each iteration requires time roughly proportional to cv^{2} if centroid components are used or
In the search phase, each iteration requires time roughly proportional to v^{3}/c if centroid components are used or v^{4}/c^{2} if principal components are used. The HIERARCHY option speeds up each iteration after the first split by as much as c/2.
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