I am working with a large dataset, but I am feeding the same dataset to both procs. Proc princomp can return with results in minutes. Proc corr can take several hours.
I understand that both procedures are attempting to build the pearson correlation, just confused as to why one is so much faster than the other, all else being equal. (ie same datasets, same statistic being computed)
If anything princomp should take longer to run since it requires more computations afterwards, including diagonalizing the matrix which isn't trivial. I also notice the same thing with other procs as well, such as proc varclus which in theory is based off the correlation matrix as well having much shorter run times than proc corr.
It isn't a big issue, anytime I want a correlation matrix, I just use princomp to get it for me. Just curious.
Message was edited by: jwu1234