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Re: st: Re: ergodic distribution from transition probaility matirx


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: ergodic distribution from transition probaility matirx
Date   Wed, 21 Sep 2011 14:45:16 -0400

Tuki <kalebrave@gmail.com>:
The 2003 post you quote predates Mata, but the 2011 post is related to
the one I linked to,
and has answers embedded in it. The first followup linked from it
http://www.stata.com/statalist/archive/2011-01/msg00297.html
illustrates relevant commands as well.

Can you provide an example where you are unable to compute the
eigensystem for a nonsymmetric matrix?
I.e. provide a complete set of Stata commands that fails to produce
the desired result?

mata
A=uniform(4,4)
A=A:/colsum(A)
eigensystem(A,X=.,L=.)
X
L
v1=X[.,1]
v=v1:/sum(v1)
v,A*v

On Wed, Sep 21, 2011 at 2:27 PM, Tuki <kalebrave@gmail.com> wrote:
> I've gone through posts:
> http://www.stata.com/statalist/archive/2011-01/msg00294.html and
> http://www.stata.com/statalist/archive/2003-03/msg00177.html
>
> I came to understand that a problem arises when we're dealing with a
> non-symmetric matrix. what options are there?
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