Eigenvalues of nonsymmetric matrices

[giacsbrana]

Dear all,

As you know Eviews does not compute the eigenvalues/eigenvectors of nonsymmetric matrices.

This is weird considering that all econometric/statistical packeges do that.

Do you have an idea about how to solve this issue? Is that possible to request this function for the coming versions?

Thanks a lot,

Giacomo

[EViews Glenn]

The problem is handling the result in the case where the eigenvalues are complex. EViews currently doesn't have a complex data type though I suppose we could do it through multiple returns. So it would require a bit of work. That's not to say that it won't be done and that the non-symmetric eigenvalue calculation won't be added, just that it's not a trivial thing.

Thanks for the suggestion. We'll give it some more thought.

[giacsbrana]

I understand it is not a trivial thing but I guess it would definitely improve the potentialities of Eviews programming.

It would be highly appreciated if you can do that may be in a add-in tool.

Thanks for your reply

Giacomo

[EViews Glenn]

Out of curiosity, would you be satisfied with a function whose return gave you a matrix, where the first column contained the real and the second column contained the imaginary parts of the eigenvalues?

[giacsbrana]

I need to diagonalize nonsymmetric matrices. Clearly this implies the need of both eigenvectors and eigenvalues contained in matrices. Therefore the split of eigenvalues in real and imaginary parts within the same matrix is fine with me, as long as you could also provide the relative eigenvectors.

Thanks a lot for your help.

Giacomo

[kmatheny]

I may be late to this party, but...

...The lack of a function to compute general eigenvalues (& eigenvectors) is a serious limitation of Eviews. Frankly, given that it is widely available in other econometric programming environments, I am surprised that Eviews has not make the effort to include it.