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RE: st: Matrix inversion "bug"


From   "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@nasa.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Matrix inversion "bug"
Date   Tue, 10 Jun 2003 15:45:29 -0500

Vince -

But on what basis can you say that A-1 is more "accurate" than [(A+A')/2 ]-1
(where A is the finite representation of the supposedly symmetric matrix
stored in Stata) when it is already known that A is supposed to be
symmetric? The very fact that you are using -symimv- in these 55 ado files
suggests that you are assuming A IS symmetric.

Al Feiveson

----------------------------------------------------------------------------
-----------
Vince wrote - 

"We occasionally use the trick that Mark mentions to symmetrize a matrix
before
inversion, but we never do it without first considering other options and
evaluating whether we believe it is computationally justified in the
specific
context.  The function -syminv()- is used 127 times in 55 ado-files in
official Stata.  In all those uses, the matrix is pre-symmetrized in only 9
cases, and three of those are repeats for older version of code retained for
version control.  So official Stata has only 6 computations where
pre-symmetrizing the matrix was necessary and deemed safe."

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