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: 2001-07-20, Revised 2002-12-28
Note: This module may be installed from within Stata by typing "ssc install geneigen". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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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)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s419901

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