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st: RE: use Mata to calculate the eigenvalues of the matrix


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: use Mata to calculate the eigenvalues of the matrix
Date   Sun, 8 Mar 2009 18:41:52 -0000

Mata never even tries to calculate any eigenvalues, as before that point
-invvech()- chokes on what you feed it. 

To hear more, you need to tell us more about your matrix M. 

As Martin said, -moremata- is not invoked here and so appears irrelevant
to your problem. 

Nick 
[email protected] 

[email protected]

I am tring to use Mata to calculate the eigenvalues of the matrix, but  
there is some problems. First, I installed the moremata package by Ben  
Jann. Then, when I type:

mata:
M = st_matrix("M")
lambda = J(cols(M), 4, .)
for(t=1; t<=cols(M); t++) {
mt = invvech(M[., t])
lambda[t, .] = symeigenvalues(mt)
}
lambda
end

The output shows:

                invvech():  3498  invalid vech
                  <istmt>:     -  function returned error
------------------------------------------------------------------------
------------------------------------
r(3498);

.
. lambda
unrecognized command:  lambda
r(199);

.
. end
unrecognized command:  end
r(199);


if I type:
mata:
M = st_matrix("M")
lambda = J(cols(M), 4, .)
for(t=1; t<=cols(M); t++) {
mt = invvech(M[., t])
lambda[t, .] = symeigenvalues(mt)
}

the output shows:

                invvech():  3498  invalid vech
                  <istmt>:     -  function returned error
------------------------------------------------------------------------
------------------------------------
r(3498);


Do you know where's the error of my codes?

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