# Re: st: RE: use Mata to calculate the eigenvalues of the matrix

 From jjc.li@utoronto.ca To statalist@hsphsun2.harvard.edu Subject Re: st: RE: use Mata to calculate the eigenvalues of the matrix Date Sun, 08 Mar 2009 14:57:52 -0400

```Thank you martin and Nick!

My matrix M can be computed as follows:

11
21  22
31  32  33
41  42  43  44

```
I used the coefs' point estimates available in ereturn list computed from 126 time-series observations and calculted the elements of matrix for each time period:
```
generate 11=...
generate 21=...
...
generate 44=...
mkmat h*, mat (M)

Then the mata codes I mentioned in previous posting.

```
But the 126 obervations are composed of 7 regions, 18 years (7*18=126). Does it cause the
```problem?

Quoting Nick Cox <n.j.cox@durham.ac.uk>:

```
```Mata never even tries to calculate any eigenvalues, as before that point
-invvech()- chokes on what you feed it.

To hear more, you need to tell us more about your matrix M.

As Martin said, -moremata- is not invoked here and so appears irrelevant

Nick
n.j.cox@durham.ac.uk

jjc.li@utoronto.ca

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?

*
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```
```

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
```