GENEIGEN: Stata module to calculate eigenvalues of a real general matrix
geneigen 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).
|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: |
Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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