Thank you for raising the question.
Sometimes we call it 'Curse of Dimensionality'. Because of it, we come accross some computation problems.
As my blog shown, the maximum matrix dimension cannot exceed 20,000 X 1,000 (basically commensurate with 3.2 GB in SAS) in this case, even though the code was submitted on server and the compuation is fairly simple as per below:
The run-time was compared between matrix (FCMP) and method 1(DATA).
when n =16,250, the matrix cannnot be computed because of its dimension. On the other hand, the compuation is very fast for using simple formula.
JingJu
http://blog.sina.com.cn/s/blog_a3a926360102v0w6.html


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