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

Author

Listed:
  • Christopher F Baum

    (Boston College)

Programming Language

Stata

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).

Suggested Citation

  • Christopher F Baum, 2001. "GENEIGEN: Stata module to calculate eigenvalues of a real general matrix," Statistical Software Components S419901, Boston College Department of Economics, revised 28 Dec 2002.
    • Handle: RePEc:boc:bocode:s419901
    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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    File URL: http://fmwww.bc.edu/repec/bocode/g/geneigen.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/geneigen.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/q/qsortidx.ado
    File Function: help file
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    More about this item

    Keywords

    matrix; eigenvalues; stability; Stata;
    All these keywords.

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