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st: RE: RE: Matrix inversion "bug"
David E Moore
> Given Mark's description, this does indeed sound like a
> "bug" or at least an
> annoying feature. The problem, of course, is that Stata
> doesn't "know" that the
> matrix in question is (supposed to be) symmetric. I'm not
> sure it's a great
> idea to use a procedure that forces symmetry, however,
> because one might be
> tempted to use the procedure in situations that don't
> guarantee (in principle)
> that a matrix is symmetric. This is not Mark's situation,
> but I can imagine one
> in which subtle programming issues obscure the problem and
> an incorrect use of
> something like syminv2 could lead to difficulties. And
> wouldn't we also need a
> cholesky2 command?
> Instead, I'd suggest that Stata develop an internally
> created and maintained
> property for matrices that indicates whether or not it is
> symmetric. Perhaps
> this is already being done for diagonal matrices. This
> property would "know"
> that the result of particular matrix expressions should
> create a symmetric
> matrix and enforce this by whatever internal operations are
> necessary. For
> example, Stata should know that if S is symmetric, then
> X*S*X' is also
> symmetric. If S had a property that indicated its
> symmetric nature, then Stata
> could perform the appropriate calculations/manipulations to
> ensure that the
> result of this expression is also symmetric, and assign it
> the symmetric
> property as well.
> Admittedly, this would require re-tooling Stata. But it
> would result in a
> change that was transparent to programmers and users
> without having to add yet
> another special purpose command or two.
There is an -issym()- function in Stata 8.
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