I understand that computing with very large matrices is inefficient, and often impossible, given memory constraints. That said, I am very curious about how commands such as matrix accum carry out matrix algebra. I wanted to program an iterated least squares algorithm to estimate a mixed model, but I found that I could not do so (either in stata or mata) by brute-force matrix computations. The matrices were simply too large. So how do Stata and other programs go about matrix computation in a way that does not swamp memory?
Thanks,
Jacob Felson
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