st: Re: eigenvectors (was: Problem with confirm)

[Kaleb Michaud <kaleb@arthritis-research.org>]

At 10:39 AM 5/20/2003 +0100, you wrote:
> > PS. I still would LOVE to see a program in Stata for determining
> > eigenvectors from a square non-symmetric matrix. You've got one for
> > eigenvalues, just one more not-quite-simple step. :)
>
> finidit eigenvalues => Kit Baum's GENEIGEN.  Does exactly what you want, I
> think.
> --Mark
This has been recommended in the past, but geneigen only returns the 
eigenvalues, NOT the eigenvectors.  The latter requires a bit of 
computation for a matrix of decent size and I have found nothing in Stata 
that can do this computation for non-symmetric matrices (otherwise matrix 
symeigen would solve all my problems).

Any other recommendations for computation of the eigenvectors when you know 
the eigenvalues?  It's the "basic" equation (A-lambdaI)V = 0 where A is 
your matrix, lambda is eigenvalue, I is identity, and V is the unknown 
eigenvector.
This is a problem where lots of other software packages can do this, Stata 
can't (as far as I know without writing something long that has been done 
elsewhere in several other languages), but clearly I'd like to keep all of 
my analysis within Stata.  I can only hope that I've missed something.

Kaleb Michaud
Arthritis Research Center

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