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  • pinv vs luinv vs qrinv

    Mata has these different functions for inverting square matrices. The matrices I am inverting are about 11,000 x 11,000. If I am more concerned about accuracy than time, is pinv the safest bet? I've read that it is the most robust. luinv does what I want within 25 minutes, I haven't timed the rest yet.
    -------------------------------------------
    Richard Williams, Notre Dame Dept of Sociology
    Stata Version: 16.1MP (2 processor)

    EMAIL: rwilliam@ND.Edu
    WWW: https://www3.nd.edu/~rwilliam
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