Search found 5 matches

by ein.taype
Fri May 05, 2017 2:48 pm
Forum: Estimation
Topic: SVD to non-symetric Matrix (@svd)
Replies: 8
Views: 7105

Re: SVD to non-symetric Matrix (@svd)

The SVD comand gives me more the "S" matrix(31x31) , which contains the eigenvalues. Then I add colums of ceros, so i have a new S (31x57). Then I also have the A matrix by default. A(31x57)-U(31x31)*S(31x57)*V(57x57)= zero (31x57), I only have reliable data for A and S. And I will use one...
by ein.taype
Fri May 05, 2017 12:56 pm
Forum: Estimation
Topic: SVD to non-symetric Matrix (@svd)
Replies: 8
Views: 7105

Re: SVD to non-symetric Matrix (@svd)

Thank you. Exactly, the full SVD like in the other software.
by ein.taype
Fri May 05, 2017 11:32 am
Forum: Estimation
Topic: SVD to non-symetric Matrix (@svd)
Replies: 8
Views: 7105

Re: SVD to non-symetric Matrix (@svd)

yes I have a matrix "A" of 31 rows and 57 columns. i have the size mismatch message. matrix V vector sing_val matrix U matrix U=@svd(A,sing_val,V) The type of descomposition I need is this one: A(mxn)= U(mxm)*S(mxn) *V(nxn), this is my main concern and the SVD for non-symetric gives u this...
by ein.taype
Fri May 05, 2017 10:17 am
Forum: Programming
Topic: Singular Value Decomposition (@svd)
Replies: 3
Views: 4848

Re: Singular Value Decomposition (@svd)

I get the "mistmatch message" when using @svd to a non-symetric matrix of 37x51. Are u sure, the formula can run for non-symetric matrices?
by ein.taype
Fri May 05, 2017 10:08 am
Forum: Estimation
Topic: SVD to non-symetric Matrix (@svd)
Replies: 8
Views: 7105

SVD to non-symetric Matrix (@svd)

I just found that Eviews only allows it to symetric matrices, because of complex numbers. Anyone have a suggestion on how to do it in eviews. I don't really know if it's possible doing it manually. Need something like the "fullsvd" function of stata, though I don't use that software.

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