Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Problem computing eigenvalues, STATA vs. MATA


From   Steven Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Problem computing eigenvalues, STATA vs. MATA
Date   Sun, 9 Jan 2011 12:57:17 -0500

Please note also: Statalist FAQ 8.2 "What is the correct way to write ‘Stata’?" "Stata is an invented word, not an acronym, and should not appear with all letters capitalized: please write “Stata”, not “STATA”. Mata is also an invented word, not an acronym."


Steve
sjsamuels@gmail.com


On Jan 9, 2011, at 10:42 AM, Austin Nichols wrote:

Zachary Neal <zpneal@gmail.com>:
You are confusing vectors and values there, and not sorting by values
after computing the eigensystem, but note that the only real
difference is that a couple of vectors are negated (any scalar
multiple of an eigenvector is also an eigenvector and the negation has
the same length so they are essentially equivalent) and Mata is using
quad precision to do the computations.

matrix define A = 0,1,1,0,0 \ 1,0,0,1,0 \ 1,0,0,0,1 \ 0,1,0,0,0 \ 0,0,1,0,0
matrix symeigen vectors1 values1 = A
matrix list values1
matrix list vectors1
mata
values2 = 0
vectors2 = 0
symeigensystem(st_matrix("A"),vectors2,values2)
v2=sort((values2\vectors2)',1)'
v2[1,.]
v2[2..6,.]
end

On Sun, Jan 9, 2011 at 8:08 AM, Zachary Neal <zpneal@gmail.com> wrote:
I am trying to obtain the eigenvalues of a symmetric matrix.  However,
I get different results depending on whether I use STATA or MATA.  For
example:

matrix define A = 0,1,1,0,0 \ 1,0,0,1,0 \ 1,0,0,0,1 \ 0,1,0,0,0 \ 0,0,1,0,0
matrix symeigen eigenvalues1 eigenvectors1 = A
matrix list eigenvalues1

mata: A = 0,1,1,0,0 \ 1,0,0,1,0 \ 1,0,0,0,1 \ 0,1,0,0,0 \ 0,0,1,0,0
mata: eigenvalues2 = 0
mata: eigenvectors2 = 0
mata: symeigensystem(A,eigenvalues2,eigenvectors2)
mata: eigenvalues2

In this case, eigenvalues1 does not equal eigenvalues2.  I believe the
results yielded by STATA (i.e. eigenvalues1) are what I'm looking for.

Why do these two sets of commands yield different results?  What
commands are necessary in MATA to yield the same eigenvalues that are
given by STATA?

Thank you
Zachary Neal

*
*   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/


*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index