GENEIGEN: Stata module to calculate eigenvalues of a real general matrix
Abstractgeneigen calculates the eigenvalues of a square matrix. The eigenvalues of a square symmetric matrix may be calculated by mat symeigen, but official Stata cannot calculate the eigenvalues of a nonsymmetric matrix. geneigen executes EISPACK code to calculate the eigenvalues' real part, imaginary part, and modulus via the QR algorithm for real Hessenberg matrices, as described in Press et al. (1992, Chapter 11).
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S419901.
Programming language: Stata
Requires: Stata version 7.0
Date of creation: 20 Jul 2001
Date of revision: 28 Dec 2002
Note: This module may be installed from within Stata by typing "ssc install geneigen". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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