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st: Problem with mata: eigensystem

From   "Karl-Oskar Lindgren" <[email protected]>
To   [email protected]
Subject   st: Problem with mata: eigensystem
Date   Fri, 21 Sep 2007 13:49:56 +0200

Dear listusers,

In trying to write a function to obtain the square root of a symmetric (and positive definite) matrix in mata (similar to matsqrt in stata) I came across a problem that really confuses me.

When I try to obtain the eigenvectors and eigenvalues of a matrix of size
249 x 249 (or smaller) all is fine, but when I try to do the same thing for a matrix of size  250 x 250 (or larger) I get the following error message:

 order():  3200  conformability error
                       _symeigen_work():     -  function returned error
                       _symeigensystem():     -  function returned error
                       symeigensystem():     -  function returned error
                        <istmt>:     -  function returned error

Below I provide an example that illustrates the problem (and the problem do occur for non-identity matrices as well). I guess I miss something really obvious here, either in the design of mata or in the design of symeigensystem and I would really appreciate if someone could explain to me what that something is.

/*This is an example to illustrate the problem. Q1 works fine, but Q2 returns the error message described above*/

Q1=symeigensystem(I(249), Evec1=.,Eval1=.)
Q2=symeigensystem(I(250), Evec2=., Eval2=.)

Best Regards
Karl Lindgren
Department of Government, Uppsala University
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