I have an optimization problem which I cannot seem to solve in Mathematica as the computation time takes too long, and I'm wondering whether things would improve if I performed the same task on a program such as Matlab? The task is to find the maximum of a non-linear function (the function is an n dimensional multivariate normal pdf, with n >10, and the elements of the covariance matrix are also nonlinear functions). Now the problem is, even when I try to define this function in mathematica (using the MultinormalDistribution[...] function), the mathematica kernel seems to crash! I just can't seem to define any complicated mulinormal pdfs in mathematica. The computation time takes forever!! After hours of waiting still no results produced! So my question is, is this because mathematica is just a slow program or is my function too complicated for any program? Is it worth purchasing Matlab to do this instead? Will it be any faster?