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
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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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