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From |
Matthew White <mwhite@poverty-action.org> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Mata problem with nonreals [was: Re: Mata finds nonreal although I can't find a no nonreal] |

Date |
Tue, 27 Dec 2011 09:36:56 -0500 |

Hi Dirk, You could also use -Re()- after confirming that the matrix contains only real values using -isrealvalues()-: -A = Re(A)-. Best, Matt On Tue, Dec 27, 2011 at 8:09 AM, Matthew Baker <matthew.baker@hunter.cuny.edu> wrote: > Dirk -- > > I have encountered this problem before, and I think it has to do with > the fact that the command "eigensystem" typically returns the > eigenvectors in complex number form, even though results seem to be > reals. Presumably, this is so that the command can be sure it always > finds all eigenvalues. So, I think that the culprit is the sequence (I > modified it a bit): > > RF1=1,0\0,1 > eigensystem(RF1,V1=.,eigv1=.) > > If you now do: > > iscomplex(eigv1) > > It turns out that these eigenvalues are complex, even though they seem > not to be. One possibility is to simply replace the line: > > eigensystem(RF1,V1=.,eigv1=.) > > with > > symeigensystem(RF1,V1=.,eigv1=.) > > As symeigensystem always returns reals. I was able to get your example > to go through just be replacing your eigensystem command with the > symeigensystem command. > > Hope that helps! > > Matt Baker > > On Tue, Dec 27, 2011 at 7:51 AM, Dirk Enzmann > <dirk.enzmann@uni-hamburg.de> wrote: >> The title of my first mail had an error and was misleading: It should have >> been >> >> "Mata rinds nonreal although I can't find a nonreal", even better: >> "Why does Mata report nonreals?" >> >> I still have no answer to my question but found a way to get rid of the >> complaint about nonreals: When inserting next to the command line that >> computes A1 via >> >> A1 = S1*(V1:/sqrt(eigv1))*V1' >> >> the command line >> >> A1 = sign(P1):*abs(A1) >> >> Mata does no longer complain about the mysterious nonreals. Of course, this >> is no solution because this is may change the signs of the matrix elements >> in A1 if RF1 is not an identity matrix. >> >> Thus, a suggestion on how to solve the problem is highly appreciated. >> >> Dirk >> >> >> Am 27.12.2011 04:14, schrieb Dirk Enzmann: >>> >>> >>> I just encountered the problem that Mata gives me the error message >>> >>> invsym(): 3253 nonreal found where real required >>> <istmt>: - function returned error >>> >>> although I believe that there is no nonreal value in the matrix. >>> >>> Below is the code that produces the error in the line >>> >>> W1 = A1*invsym(A1'*A1) >>> >>> Note that P1, S1, and A1 should contain the same values due to the fact >>> that RF1 is an identity matrix - if I replace A1 by P1 Mata behaves as >>> it should. If you ask why I use RF1 like that: I am testing whether the >>> special case of a zero correlation is handled correctly - if I insert >>> values such as .05 in the off-diagonal cells, Mata keeps complaining >>> about nonreal values. >>> >>> Any suggestions for a solution of this problem? >>> >>> * -------- (start) ---------- >>> mata >>> P1 = ( .43506, .44920 \ >>> .68702, .06891 \ >>> .77649, -.09335 \ >>> -.60949, .27331 \ >>> .02898, .65232 \ >>> -.16600, .43717 \ >>> .82794, -.04080 \ >>> .79320, -.11331 \ >>> -.04388, .62171 \ >>> .03556, .71095 \ >>> .08361, .75362 \ >>> -.23253, .58472 \ >>> .71299, -.20058 \ >>> -.19725, .55294 \ >>> .51660, .03276 ) >>> RF1 = ( 1.00, .00 \ >>> .00, 1.00 ) >>> S1 = P1*RF1 >>> S1 >>> V1 = NULL >>> eigv1 = NULL >>> eigensystem(RF1,V1,eigv1) >>> A1 = S1*(V1:/sqrt(eigv1))*V1' >>> A1 >>> rssqA1 = diagonal(A1*A1') >>> rssqA1 >>> cssqA1 = diagonal(A1'*A1) >>> cssqA1 >>> W1 = A1*invsym(A1'*A1) >>> W1 >>> end >>> * -------- (end) ------------ >>> >>> Dirk >>> >>> ======================================== >>> Dr. Dirk Enzmann >>> Institute of Criminal Sciences >>> Dept. of Criminology >>> Rothenbaumchaussee 33 >>> D-20148 Hamburg >>> Germany >>> >>> phone: +49-(0)40-42838.7498 (office) >>> +49-(0)40-42838.4591 (Mrs Billon) >>> fax: +49-(0)40-42838.2344 >>> email: dirk.enzmann@uni-hamburg.de >>> >>> http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html >>> >>> ======================================== >> >> >> -- >> ======================================== >> Dr. Dirk Enzmann >> Institute of Criminal Sciences >> Dept. of Criminology >> Rothenbaumchaussee 33 >> D-20148 Hamburg >> Germany >> >> phone: +49-(0)40-42838.7498 (office) >> +49-(0)40-42838.4591 (Mrs Billon) >> fax: +49-(0)40-42838.2344 >> email: dirk.enzmann@uni-hamburg.de >> http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html >> ======================================== >> * >> * 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/ > > > > -- > Dr. Matthew J. Baker > Department of Economics > Hunter College and the Graduate Center, CUNY > > * > * 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/ -- Matthew White Data Coordinator Innovations for Poverty Action 101 Whitney Avenue, New Haven, CT 06510 USA +1 434-305-9861 www.poverty-action.org * * 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/

**References**:**st: Mata finds nonreal although I can't find a no nonreal***From:*Dirk Enzmann <dirk.enzmann@uni-hamburg.de>

**st: Mata problem with nonreals [was: Re: Mata finds nonreal although I can't find a no nonreal]***From:*Dirk Enzmann <dirk.enzmann@uni-hamburg.de>

**Re: st: Mata problem with nonreals [was: Re: Mata finds nonreal although I can't find a no nonreal]***From:*Matthew Baker <matthew.baker@hunter.cuny.edu>

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