when I perform a singular value decomposition of a matrix G
(say) I expect that stata create 3 matrix U W V such that
U W V =G where W contains the singular value og G in
DECREASING order (this is important to perform later a test of
rank of such marix), but Stata put the smallest singular value
in the top diagonal of W while the rest of singular value are
ordred as expected.
How to fix such problem.
below the code:
mat svd U W V=G
mat list W
W[1,9]
y1 y1 y1 y1 y1
y1
r1 3.538e-18 .61151468 .61151468 .31692701 .31692701
.16776301
y1 y1 y1
r1 .16776301 .02892478 .02892478
many thanks
AbdelRahmen
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