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st: Re: eigenvectors (was: Problem with confirm)


From   Kaleb Michaud <[email protected]>
To   [email protected]
Subject   st: Re: eigenvectors (was: Problem with confirm)
Date   Tue, 20 May 2003 10:56:22 -0500

At 10:39 AM 5/20/2003 +0100, you wrote:
> PS. I still would LOVE to see a program in Stata for determining
> eigenvectors from a square non-symmetric matrix. You've got one for
> eigenvalues, just one more not-quite-simple step. :)

finidit eigenvalues => Kit Baum's GENEIGEN.  Does exactly what you want, I
think.
--Mark
This has been recommended in the past, but geneigen only returns the eigenvalues, NOT the eigenvectors. The latter requires a bit of computation for a matrix of decent size and I have found nothing in Stata that can do this computation for non-symmetric matrices (otherwise matrix symeigen would solve all my problems).

Any other recommendations for computation of the eigenvectors when you know the eigenvalues? It's the "basic" equation (A-lambdaI)V = 0 where A is your matrix, lambda is eigenvalue, I is identity, and V is the unknown eigenvector.
This is a problem where lots of other software packages can do this, Stata can't (as far as I know without writing something long that has been done elsewhere in several other languages), but clearly I'd like to keep all of my analysis within Stata. I can only hope that I've missed something.

Kaleb Michaud
Arthritis Research Center

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