Mitra -
Suppose your original matrix is A + iB. Then by formal multiplication, you
can find matrices C and D such that (A + iB)*(C - iD) = I ....... provided
certain inverses exist.
Set the real part of the above product equal to I:
AC + BD = I
and set the imaginary part to zero:
BC - AD = 0
Solve these two equations for C and D. Then (C - iD) will be the inverse you
are looking for.
In order for this to work, you need A and W to be nonsingular where
W = A + B(A^-1)B
So if these inverses exist, Stata can calculate C and D for you.
Note: According to what I got, the solution is C = W^-1 and D = (A^-1)BC
where "X^-1" stands for "X-inverse"
Al Feiveson
-----Original Message-----
From: MITRA PINAKI (MAR1PXM) [mailto:[email protected]]
Sent: Wednesday, October 15, 2003 12:27 PM
To: [email protected]
Subject: st: complex matrix
Hello list,
I'm wondering if Stata can calculate inverse and transpose of a complex
matrix. I have both real and imaginary parts in each cell of the complex
matrix.
Thank you,
Sincerely,
Pinaki Mitra
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* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
