Re: st: Mata problem with nonreals [was: Re: Mata finds nonreal although I can't find a no nonreal]

[Matthew White <mwhite@poverty-action.org>]

Hi Dirk,

You could also use -Re()- after confirming that the matrix contains
only real values using -isrealvalues()-: -A = Re(A)-.

Best,
Matt

On Tue, Dec 27, 2011 at 8:09 AM, Matthew Baker
<matthew.baker@hunter.cuny.edu> wrote:
> Dirk --
>
> I have encountered this problem before, and I think it has to do with
> the fact that the command "eigensystem" typically returns the
> eigenvectors in complex number form, even though results seem to be
> reals. Presumably, this is so that the command can be sure it always
> finds all eigenvalues. So, I think that the culprit is the sequence (I
> modified it a bit):
>
> RF1=1,0\0,1
> eigensystem(RF1,V1=.,eigv1=.)
>
> If you now do:
>
> iscomplex(eigv1)
>
> It turns out that these eigenvalues are complex, even though they seem
> not to be. One possibility is to simply replace the line:
>
> eigensystem(RF1,V1=.,eigv1=.)
>
> with
>
> symeigensystem(RF1,V1=.,eigv1=.)
>
> As symeigensystem always returns reals. I was able to get your example
> to go through just be replacing your eigensystem command with the
> symeigensystem command.
>
> Hope that helps!
>
> Matt Baker
>
> On Tue, Dec 27, 2011 at 7:51 AM, Dirk Enzmann
> <dirk.enzmann@uni-hamburg.de> wrote:
>> The title of my first mail had an error and was misleading: It should have
>> been
>>
>> "Mata rinds nonreal although I can't find a nonreal", even better:
>> "Why does Mata report nonreals?"
>>
>> I still have no answer to my question but found a way to get rid of the
>> complaint about nonreals: When inserting next to the command line that
>> computes A1 via
>>
>> A1 = S1*(V1:/sqrt(eigv1))*V1'
>>
>> the command line
>>
>> A1 = sign(P1):*abs(A1)
>>
>> Mata does no longer complain about the mysterious nonreals. Of course, this
>> is no solution because this is may change the signs of the matrix elements
>> in A1 if RF1 is not an identity matrix.
>>
>> Thus, a suggestion on how to solve the problem is highly appreciated.
>>
>> Dirk
>>
>>
>> Am 27.12.2011 04:14, schrieb Dirk Enzmann:
>>>
>>>
>>> I just encountered the problem that Mata gives me the error message
>>>
>>> invsym(): 3253 nonreal found where real required
>>> <istmt>: - function returned error
>>>
>>> although I believe that there is no nonreal value in the matrix.
>>>
>>> Below is the code that produces the error in the line
>>>
>>> W1 = A1*invsym(A1'*A1)
>>>
>>> Note that P1, S1, and A1 should contain the same values due to the fact
>>> that RF1 is an identity matrix - if I replace A1 by P1 Mata behaves as
>>> it should. If you ask why I use RF1 like that: I am testing whether the
>>> special case of a zero correlation is handled correctly - if I insert
>>> values such as .05 in the off-diagonal cells, Mata keeps complaining
>>> about nonreal values.
>>>
>>> Any suggestions for a solution of this problem?
>>>
>>> * -------- (start) ----------
>>> mata
>>> P1 = ( .43506, .44920 \
>>> .68702, .06891 \
>>> .77649, -.09335 \
>>> -.60949, .27331 \
>>> .02898, .65232 \
>>> -.16600, .43717 \
>>> .82794, -.04080 \
>>> .79320, -.11331 \
>>> -.04388, .62171 \
>>> .03556, .71095 \
>>> .08361, .75362 \
>>> -.23253, .58472 \
>>> .71299, -.20058 \
>>> -.19725, .55294 \
>>> .51660, .03276 )
>>> RF1 = ( 1.00, .00 \
>>> .00, 1.00 )
>>> S1 = P1*RF1
>>> S1
>>> V1 = NULL
>>> eigv1 = NULL
>>> eigensystem(RF1,V1,eigv1)
>>> A1 = S1*(V1:/sqrt(eigv1))*V1'
>>> A1
>>> rssqA1 = diagonal(A1*A1')
>>> rssqA1
>>> cssqA1 = diagonal(A1'*A1)
>>> cssqA1
>>> W1 = A1*invsym(A1'*A1)
>>> W1
>>> end
>>> * -------- (end) ------------
>>>
>>> Dirk
>>>
>>> ========================================
>>> Dr. Dirk Enzmann
>>> Institute of Criminal Sciences
>>> Dept. of Criminology
>>> Rothenbaumchaussee 33
>>> D-20148 Hamburg
>>> Germany
>>>
>>> phone: +49-(0)40-42838.7498 (office)
>>> +49-(0)40-42838.4591 (Mrs Billon)
>>> fax: +49-(0)40-42838.2344
>>> email: dirk.enzmann@uni-hamburg.de
>>>
>>> http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html
>>>
>>> ========================================
>>
>>
>> --
>> ========================================
>> Dr. Dirk Enzmann
>> Institute of Criminal Sciences
>> Dept. of Criminology
>> Rothenbaumchaussee 33
>> D-20148 Hamburg
>> Germany
>>
>> phone: +49-(0)40-42838.7498 (office)
>>       +49-(0)40-42838.4591 (Mrs Billon)
>> fax:   +49-(0)40-42838.2344
>> email: dirk.enzmann@uni-hamburg.de
>> http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html
>> ========================================
>> *
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>
>
>
> --
> Dr. Matthew J. Baker
> Department of Economics
> Hunter College and the Graduate Center, CUNY
>
> *
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-- 
Matthew White
Data Coordinator
Innovations for Poverty Action
101 Whitney Avenue, New Haven, CT 06510 USA
+1 434-305-9861
www.poverty-action.org

*
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