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st: use Mata to calculate the eigenvalues of the matrix


From   jjc.li@utoronto.ca
To   statalist@hsphsun2.harvard.edu
Subject   st: use Mata to calculate the eigenvalues of the matrix
Date   Sun, 08 Mar 2009 14:17:45 -0400

Dear All

I am tring to use Mata to calculate the eigenvalues of the matrix, but there is some problems. First, I installed the moremata package by Ben Jann. Then, when I type:

mata:
M = st_matrix("M")
lambda = J(cols(M), 4, .)
for(t=1; t<=cols(M); t++) {
mt = invvech(M[., t])
lambda[t, .] = symeigenvalues(mt)
}
lambda
end

The output shows:

               invvech():  3498  invalid vech
                 <istmt>:     -  function returned error
------------------------------------------------------------------------------------------------------------
r(3498);

.
. lambda
unrecognized command:  lambda
r(199);

.
. end
unrecognized command:  end
r(199);


if I type:
mata:
M = st_matrix("M")
lambda = J(cols(M), 4, .)
for(t=1; t<=cols(M); t++) {
mt = invvech(M[., t])
lambda[t, .] = symeigenvalues(mt)
}

the output shows:

               invvech():  3498  invalid vech
                 <istmt>:     -  function returned error
------------------------------------------------------------------------------------------------------------
r(3498);


Do you know where's the error of my codes?

Thanks!

Jingjing Li
University of Toronto



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