GENEIGEN: Stata module to calculate eigenvalues of a real general matrix

Christopher Baum ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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).

Language: Stata
Requires: Stata version 7.0
Keywords: matrix; eigenvalues; stability (search for similar items in EconPapers)
Date: Written 2001-07-20
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.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/geneigen.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/geneigen.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qsortidx.ado help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().